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We study the Hamilton-Jacobi equations $H(x,Du,u)=0$ in $M$ and $\partial u/\partial t +H(x,D_xu,u)=0$ in $M\times(0,\infty)$, where the Hamiltonian $H=H(x,p,u)$ depends Lipschitz continuously on the variable $u$. In the framework of the semicontinuous viscosity solutions due to Barron-Jensen, we establish the comparison principle, existence theorem, and representation formula as value functions for extended real-valued, lower semicontinuous solutions for the Cauchy problem. We also establish some results on the long-time behavior of solutions for the Cauchy problem and classification of solutions for the stationary problem., Comment: 42 pages

Binary stars plays important role in the evolution of stellar populations . The intrinsic binary fraction ($f_{bin}$) of O and B-type (OB) stars in LAMOST DR5 was investigated in this work. We employed a cross-correlation approach to estimate relative radial velocities for each of the stellar spectra. The algorithm described by \cite{2013A&A...550A.107S} was implemented and several simulations were made to assess the performance of the approach. Binary fraction of the OB stars are estimated through comparing the uni-distribution between observations and simulations with the Kolmogorov-Smirnov tests. Simulations show that it is reliable for stars most of whom have $6,7$ and $8$ repeated observations. The uncertainty of orbital parameters of binarity become larger when observational frequencies decrease. By adopting the fixed power exponents of $\pi=-0.45$ and $\kappa=-1$ for period and mass ratio distributions, respectively, we obtain that $f_{bin}=0.4_{-0.06}^{+0.05}$ for the samples with more than 3 observations. When we consider the full samples with at least 2 observations, the binary fraction turns out to be $0.37_{-0.03}^{+0.03}$. These two results are consistent with each other in $1\sigma$.

Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject to random left-truncation. While the literature for estimating a distribution function from left-truncated data is extensive, a thorough literature search reveals that the case of discrete data over a finite number of possible values has received little attention. A precise discrete framework and suitable sampling procedure for the Woodroofe-type estimator for discrete data over a finite number of possible values is therefore established. Subsequently, the resulting vector of hazard rate estimators is proved to be asymptotically normal with independent components. Asymptotic normality of the survival function estimator is then established. Sister results for the left-truncating random variable are also proved. Taken together, the resulting joint vector of hazard rate estimates for the lifetime and left-truncation random variables is proved to be the maximum likelihood estimate of the parameters of the conditional joint lifetime and left-truncation distribution given the lifetime has not been left-truncated. A hypothesis test for the shape of the distribution function based on our asymptotic results is derived. Such a test is useful to formally assess the plausibility of the stationarity assumption in length-biased sampling. The finite sample performance of the estimators is investigated in a simulation study. Applicability of the theoretical results in an econometric setting is demonstrated with a subset of data from the Mercedes-Benz 2017-A securitized bond., Comment: 56 pages, 5 figures, 2 tables

Deep Neural Networks (DNNs) are vulnerable to adversarial examples which would inveigle neural networks to make prediction errors with small perturbations on the input images. Researchers have been devoted to promoting the research on the universal adversarial perturbations (UAPs) which are gradient-free and have little prior knowledge on data distributions. Procedural adversarial noise attack is a data-free universal perturbation generation method. In this paper, we propose two universal adversarial perturbation (UAP) generation methods based on procedural noise functions: Simplex noise and Worley noise. In our framework, the shading which disturbs visual classification is generated with rendering technology. Without changing the semantic representations, the adversarial examples generated via our methods show superior performance on the attack., Comment: Remove theoretical analysis and focus on the empirical study

This paper deals with the generalized ergodic problem \[ H(x,u(x),Du(x))=c, \quad x\in M, \] where the unknown is a pair $(c,u)$ of a constant $c \in \mathbb{R}$ and a function $u$ on $M$ for which $u$ is a viscosity solution. We assume $H=H(x,u,p)$ satisfies Tonelli conditions in the argument $p\in T^*_xM$ and the Lipschitz condition in the argument $u\in\R$. For a given $c\in \R$, we first discuss necessary and sufficient conditions for the existence of viscosity solutions. Let $\mathfrak{C}$ denote the set of all real numbers $c$'s for which the above equation admits viscosity solutions. Then we show $\mathfrak{C}$ is an interval, whose endpoints $\x$, $\y$ with $\x\leqslant\y$ can be characterized by a min-max formula and a max-min formula, respectively. The most significant finding is that we figure out the structure of $\mathfrak{C}$ without monotonicity assumptions on $u$., Comment: 37 pages

In this paper, we continue to develop Aubry-Mather and weak KAM theories for contact Hamiltonian systems $H(x,u,p)$ with certain dependence on the contact variable $u$. For the Lipschitz dependence case, we obtain some properties of the Ma\~{n}\'{e} set. For the non-decreasing case, we provide some information on the Aubry set, such as the comparison property, graph property and a partially ordered relation for the collection of all projected Aubry sets with respect to backward weak KAM solutions. Moreover, we find a new flow-invariant set $\tilde{\mathcal{S}}_s$ consists of strongly static orbits, which coincides with the Aubry set $\tilde{\mathcal{A}}$ in classical Hamiltonian systems. Nevertheless, a class of examples are constructed to show $\tilde{\mathcal{S}}_s\subsetneqq\tilde{\mathcal{A}}$ in the contact case. As their applications, we find some new phenomena appear even if the strictly increasing dependence of $H$ on $u$ fails at only one point, and we show that there is a difference for the vanishing discount problem from the negative direction between the minimal viscosity solution and non-minimal ones.