A direct verification argument for the Hamilton-Jacobi equation continuum limit of nondominated sorting
نویسنده
چکیده
Nondominated sorting is a combinatorial algorithm that sorts points in Euclidean space into layers according to a partial order. It was recently shown that nondominated sorting of random points has a Hamilton-Jacobi equation continuum limit. The original proof, given in [1], relies on a continuum variational problem. In this paper, we give a new proof using a direct verification argument that completely avoids the variational interpretation. We believe this may be generalized to apply to other stochastic homogenization problems for which there is no obvious underlying variational principle.
منابع مشابه
A PDE-based Approach to Nondominated Sorting
Nondominated sorting is a fundamental combinatorial problem in multiobjective optimization and is equivalent to the longest chain problem in combinatorics and random growth models for crystals in materials science. In a previous work [SIAM J. Math. Anal., 46 (2014), pp. 603–638], we showed that nondominated sorting has a continuum limit that corresponds to solving a Hamilton–Jacobi equation. In...
متن کاملA Hamilton-Jacobi Equation for the Continuum Limit of Nondominated Sorting
105 points 106 points Application: Polynuclear growth Random model for layer by layer growth [1] 1. Initially a flat crystal in contact with supersaturated vapor. 2. At a random later time, a supercritical nucleus forms, and spreads laterally via attachment of particles at the perimeter. 3. New layers are randomly nucleated upon existing layers. 4. When islands within the same layer collide, th...
متن کاملDirected last passage percolation with discontinuous weights
We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi equation is closely related to the conservation law for the hydrodynamic limit of the totally asymmetric simple exclusion process. We also prove convergence of...
متن کاملDynamic Equilibrium Limit Order Book Model and Optimal Execution Problem
In this paper we propose a dynamic model of Limit Order Book (LOB). The main feature of our model is that the shape of the LOB is determined endogenously by an expected utility function via a competitive equilibrium argument. Assuming zero resilience, the resulting equilibrium density of the LOB is random, nonlinear, and time inhomogeneous. Consequently, the liquidity cost can be defined dynami...
متن کاملAnomaly detection and classification for streaming data using partial differential equations
Nondominated sorting, also called Pareto Depth Analysis (PDA), is widely used in multi-objective optimization and has recently found important applications in multicriteria anomaly detection. Recently, a partial differential equation (PDE) continuum limit was discovered for nondominated sorting leading to a very fast approximate sorting algorithm called PDE -based ranking. We propose in this pa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2016