g-上鞅的Riesz分解定理

本文给出了当终端时间趋于无穷时一类有限时间区间上的倒向随机微分方程的解的收敛性,并且证明了这类解平方收敛到特定的无穷时间区间上的倒向随机微分方程的解.本文主要研究了由倒向随机微分方程生成的非线性期望及其鞅的性质,证明了当生成元g是超线性时的g-上鞅Riesz分解定理.并且指出经典鞅论中的Riesz分解定理和下期望(又称最小期望)对应的上鞅Riesz分解定理是g-上鞅Riesz分解定理的两种特殊情况.     

特殊形式的倒向随机微分方程在金融市场中的应用

首先,针对一类线性倒向随机微分方程,给出了g-鞅同鞅之间相互联系所满足的充分条件.通过该条件得到了经典的Black-Scholes模型下未定权益的公平价格过程以及最优增长投资策略的价格过程.其次,引入了带惩罚的非线性倒向随机微分方程,并通过惩罚比率的不同取值来讨论相关的经济学意义.     

Burgers方程的一类自相似解

利用李群理论中的伸缩变换群,将二阶非线性偏微分方程-Burgers方程化为一类Riccati方程和三类二阶非线性常微分方程,从而Riccati方程和这三类二阶非线性常微分方程给出了Burgers方程的自相似解的表现形式.     

一类具偏差变元非线性偏微分方程解的振动性

研究了一类具有偏差变元的非线性偏微分方程解的振动性，获得了方程所有解振动的充分条件。     

非线性中立抛物型时滞偏微分方程解的振动性质

讨论一类多滞量非线性中立抛物型时滞偏微分方程解的振动性质 ,获得了其一切解振动的充分条件 ;指出了与普通抛物型偏微分方程质的差异 .     

非线性中立型偏微分方程解的振动性

本文考虑了一类非线性中立型偏微分方程，获得了方程的所有解振动的充分条件，同时也给出了实际应用例子。     

凸区域上反射随机偏微分方程系统的广义解(英文)

本文利用分析方法研究了一类取值于K维空间凸区域的非线性随机偏微分方程的反射问题.证明了一类广义解的存在性,采用的主要方法是求取一列被惩罚的随机偏微分方程的极限.     

求解一类非线性偏微分方程的异步并行算法

本文针对一类非线性偏微分方程,把区域分裂法与异步混合算法结合起来,产生了一种异步混合单调算法,证明了收敛性定理。我们已经用区域分裂技术建立了一类求解偏微分方程的异步并行算法。这类方法成功地用于带有线性或非线性边界条件的线性或拟线性方程的定解问题,那么怎样处理较一般的非线性问题呢?     

一类部分信息的随机控制问题的极值原理

在本文中,我们证明了一类部分信息的随机控制问题的极值原理的一个充分条件和一个必要条件.其中,随机控制问题的控制系统是一个由鞅和Brown运动趋动的随机偏微分方程.     

非线性中立双曲型泛函微分方程解的振动判据

讨论一类多滞量非线性中立双曲型泛函微分方程解的振动性质，获得了其一切解振动的充分条件；指出了与普通双曲型偏微分方程质的差异。     

Linear problems of the stability of a type of rotation of a satellite about the centre of mass

The stability in the first approximation of the rotation of a satellite about a centre of mass is investigated. In the unperturbed motion the satellite performs, in absolute space, three rotations around the normal to the orbital plane in a time equal to two periods of rotation of its centre of mass in the orbit (Mercury-type rotation). Three cases of such rotations are considered: the rotations of a dynamically symmetrical satellite and a satellite, the central ellipsoid of inertia of which is close to a sphere, in an elliptic orbit of arbitrary eccentricity, and the rotation of a satellite with three different principal central moments of inertia in a circular orbit.     

Eigenvector p-Bases of Rings of Constants of Derivations

Let A be a UFD of characteristic p > 0, let 𝒵 be a set of some eigenvectors of a derivation of A. We prove, under some additional assumptions, a necessary and sufficient condition for 𝒵 to be a p-basis of the minimal ring of constants containing 𝒵. The main preparatory result is the unique decomposition theorem with respect to a factor from a given subalgebra containing A^p.     

Preservation of the existence of fixed and coincidence points under homotopy of mappings of ordered sets

In problems of topology and analysis, well-known theorem on the preservation by any continuous homotopy of the property of a mapping to have a fixed point and the property of a pair of mappings to have a coincidence point are extensively applied. Thus, for contraction mappings and some of their generalizations, Frigon’s results on the preservation of the property to have a fixed point by a homotopy of a special type are known. This paper presents theorems on the preservation by order homotopy of the property of a pair of mappings to have a coincidence point. As a corollary, conditions under which such a homotopy preserves the property of a mapping to have a fixed point are obtained.     

Application of the method of direct cutting-out to the solution of the problem of longitudinal shear of a wedge with thin heterogeneities of arbitrary orientation

The method of direct cutting-out consists of modeling of a finite body, in particular, with thin heterogeneities, using a much simpler problem for a bounded or a partially bounded body with thin heterogeneities located in the same manner and the presence of additional cracks or absolutely rigid inclusions of fairy large length, which are modeled by the boundary conditions of a bounded body. The method is tested on the problems of antiplane deformation of a symmetrically loaded crack in a wedge with free faces and an absolutely rigid inclusion placed with some tension in a wedge with restrained faces. For an elastic inclusion, we construct generalized conditions of interaction, which enable us to unify the procedure of giving different boundary conditions in the case of using the method of direct cutting-out.     

有资格限制的指派问题的求解方法

在实际的指派工作中，常会遇到某个人有没有资格去承担某项工作的问题，因此，本建立了有资格限制的指派问题的数学模型。在此数学模型中，将效益矩阵转化为判定矩阵，由此给出了判定此种指派问题是否有解的方法；在有解的情况下，进一步将效益矩阵转化为求解矩阵，从而将有资格限制的指派问题化为传统的指派问题来求解。最后给出了一个数值例子来说明这样的处理方法是有效的。     

Definition of boundary values of thickness of chrome coverings of piston rings

An approach to the definition of adhesion and cohesion stresses that appear in a piston ring after chroming and its mounting on the piston, its performance in a motor, and corresponding conditions of the critical thicknesses of the covering on the basis of a representation of the ring as a two-layer beam is described.Translated from Dinamicheskie Sistemy, No. 9, pp. 72–76, 1990.     

Two-step generation of the equations of motion of closed-chains

This paper presents a two-step generation of the equations of motion of planar mechanisms using point and joint coordinates. First, the formulation replaces a rigid body by a dynamically equivalent constrained system of particles and uses Newton’s second law to study the motion of the particles without introducing any rotational coordinates. Then, the equations of motion are transformed to a reduced set in terms of selected relative joint variables using a velocity transformation matrix. For an open-chain, this process automatically eliminates all of the non-working constraint forces and leads to an efficient integration of the equations of motion. For a closed-chain, suitable joints should be cut and few cut-joints constraint equations are included. An example of a closed-chain is used to demonstrate the generality and efficiency of the proposed method.     

Geometric construction of generators of CoHA of doubled quiver

Let Q be the double of a quiver. According to Efimov, Kontsevich and Soibelman, the cohomological Hall algebra (CoHA) associated with Q is a free super-commutative algebra. In this short note, we confirm a conjecture of Hausel, which gives a geometric realisation of the generators of the CoHA.     

Singularities of the structure of two-sided ideals of a domain of elementary divisors

We prove that, in a domain of elementary divisors, the intersection of all nontrivial two-sided ideals is equal to zero. We also show that a Bézout domain with finitely many two-sided ideals is a domain of elementary divisors if and only if it is a 2-simple Bézout domain.     

Some properties of c-covers of a pair of Lie algebras

In [H. Safa and H. Arabyani, On c-nilpotent multiplier and c-covers of a pair of Lie algebras, Commun. Algebra 45(10) (2017), 4429–4434], we characterized the structure of the c-nilpotent multiplier of a pair of Lie algebras in terms of its c-covering pairs and discussed some results on the existence of c-covers of a pair of Lie algebras. In the present paper, it is shown under some conditions that a relative c-central extension of a pair of Lie algebras is a homomorphic image of a c-covering pair. Moreover, we prove that a c-cover of a pair of finite dimensional Lie algebras, under some assumptions, has a unique domain up to isomorphism and also that every perfect pair of Lie algebras admits at least one c-cover. Finally, we discuss a result concerning the isoclinism of c-covering pairs.