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The numerical approximation of high-frequency wave propagation in inhomogeneous media is a challenging problem. In particular, computing high-frequency solutions by direct simulations requires several points per wavelength for stability and usually requires many points per wavelength for a satisfactory accuracy. In this paper, we propose a new method for the acoustic wave equation in inhomogeneous media in the time domain to achieve superior accuracy and stability without using a large number of unknowns. The method is based on a discontinuous Galerkin discretization together with carefully chosen basis functions. To obtain the basis functions, we use the idea from geometrical optics and construct the basis functions by using the leading order term in the asymptotic expansion. Also, we use a wavefront tracking method and a dimension reduction procedure to obtain dominant rays in each cell. We show

This article introduces the large portfolio selection using gross-exposure constraints. It shows that with gross-exposure constraints, the empirically selected optimal portfolios based on estimated covariance matrices have similar performance to the theoretical optimal ones and there is no error accumulation effect from estimation of vast covariance matrices. This gives theoretical justification to the empirical results by Jagannathan and Ma. It also shows that the no-short-sale portfolio can be improved by allowing some short positions. The applications to portfolio selection, tracking, and improvements are also addressed. The utility of our new approach is illustrated by simulation and empirical studies on the 100 FamaFrench industrial portfolios and the 600 stocks randomly selected from Russell 3000.

Error reconciliation is an important technique for learning with error (LWE) and ring-LWE (RLWE)-based constructions. In this paper, we present a comparison analysis on two error reconciliation-based RLWE key exchange protocols: Ding et al. in 2012 (DING12) and Bos et al. in 2015 (BCNS15). We take them as examples to explain the core idea of error reconciliation, building key exchange over RLWE problem, implementation and real-world performance, and compare them comprehensively. We also analyse a LWE key exchange 'Frodo' that uses an improved error reconciliation mechanism in BCNS15. To the best of our knowledge, our work is the first to present at least 128-bit classic (80-bit quantum) and 256-bit classic (> 200-bit quantum) secure parameter choices for DING12 with efficient portable C/C++ implementations. Benchmark shows that our efficient implementation is 11× faster than BCNS15 and one key exchange execution only costs 0.07 ms on a four-year-old middle range CPU. Error reconciliation is 1.57× faster than BCNS15.

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