The spectrum of massless Dirac fermions on the surface a topological insulator in perpendicular magnetic field B contains B-independent “zeroth Landau level”, protected by chiral symmetry. If equation is discretized lattice method “Wilson fermions”, symmetry broken and zeroth level broadened when has spatial fluctuations. We show how this artefact can be avoided starting from an alternative non...

We study the finite horizonMerton portfolio optimization problem in a general local-stochastic volatility setting. Using model coefficient expansion techniques, we derive approximations for the both the value function and the optimal investment strategy. We also analyze the ‘implied Sharpe ratio’ and derive a series approximation for this quantity. The zeroth-order approximation of the value fu...

The directed polymerization of actin networks is an essential element of many biological processes, including cell migration. Different theoretical models considering the interplay between the underlying processes of polymerization, capping, and branching have resulted in conflicting predictions. One of the main reasons for this discrepancy is the assumption of a branching reaction that is eith...

In many real-world problems, first-order (FO) derivative evaluations are too expensive or even inaccessible. For solving these zeroth-order (ZO) methods that only need function often more efficient than FO sometimes the options. this paper, we propose a novel inexact augmented Lagrangian method (ZO-iALM) to solve black-box optimization which involve composite (i.e., smooth+nonsmooth) objective ...

We present Free-MESSAGEp, the first zeroth-order algorithm for convex mean-semideviation-based risk-aware learning, which is also three-level compositional stochastic optimization algorithm, whatsoever. Using a non-trivial extension of Nesterov's classical results on Gaussian smoothing, we develop Free-MESSAGEp from principles, and show that it essentially solves smoothed surrogate to original ...