微分差分复形及其庞加莱引理（英文）

Differential geometry play a fundamental role in discussing partial differential equations(PDEs) in mathematical physics. Recently discrete differential geometry is an active mathematical terrain, which aims at the development and application of discrete equivalents of the geometric notions and methods of differential geometry. In this paper, a discrete theory of exterior differential calculus and the analogue of the Poincar′e lemma for differential-difference complex are proposed. They provide an intrinsic idea for developing the theory to discuss the integrability of difference equations.     

CALCULUS OF VARIATIONS WITH DIRICHLET BOUNDARY VALUE PROBLEM FOR PERTURBED SECOND-ORDER DIFFERENTIAL EQUATIONS ON A HALF-LINE

Dirichlet boundary value problems for perturbed second-order differential equations on a half line are investigated in this paper. The methods mainly depend on the calculus of variations to the classical functionals. Sufficient conditions are obtained for the existence of the solutions.     

APPLICATIONS OF MALLIAVIN CALCULUS TO STOCHASTIS DIFFERENTIAL EQUATIONS WITH TIME-DEPENDENT COEFFICIENTS

In this paper, we apply Malliavin calculus to discuss when the solutions of stochastic differen-tial equations (SDE's) with time-dependent coefficients have smooth density. Under Hormander'scondition,we conclude that the solutions of the SDE's have smooth density. As a consequence,we get the hypoellipticity for inhomogeneous differential operators.     

Estimating the shareholder's terminal payoff based on insurer's solvency ratio in mixed fractional Brownian market

This paper studies the insurer's solvency ratio model in a class of mixed fractional Brownian motion(MFBM) market, where the prices of assets follow a Wick-It stochastic differential equation driven by the MFBM, by the method of the stochastic calculus of the MFBM and the pricing formula of European call option for the MFBM, the explicit formula for the expected present value of shareholders' terminal payoff is given. The model extends the existing results.     

A Generalized Lyapunov-Sylvester Computational Method for Numerical Solutions of NLS Equation with Singular Potential

In the present paper a numerical method is developed to approximate the solution of two-dimensional Nonlinear Schrdinger equation in the presence of a singular potential. The method leads to generalized Lyapunov-Sylvester algebraic operators that are shown to be invertible using original topological and differential calculus issued methods. The numerical scheme is proved to be consistent, convergent and stable using the Lyapunov criterion, lax equivalence theorem and the properties of the generalized Lyapunov-Sylvester operators.     

Analytic Toeplitz algebras and the Hilbert transform associated with a subdiagonal algebra

Let M be aσ-finite von Neumann algebra and let AM be a maximal subdiagonal algebra with respect to a faithful normal conditional expectationΦ.Based on the Haagerup’s noncommutative Lpspace Lp(M)associated with M,we consider Toeplitz operators and the Hilbert transform associated with A.We prove that the commutant of left analytic Toeplitz algebra on noncommutative Hardy space H2(M)is just the right analytic Toeplitz algebra.Furthermore,the Hilbert transform on noncommutative Lp(M)is shown to be bounded for 1p∞.As an application,we consider a noncommutative analog of the space BMO and identify the dual space of noncommutative H1(M)as a concrete space of operators.     

A Class of Cone Sobolev Spaces on the Half-line

Meromorphic Mellin symbols arise in questions of characterizing elliptic regularity and the asymptotics of solutions to differential equations on spaces with conical singularities, and other singularities as well, and the construction of pseudodifferential parametrices to elliptic operators. Recently, various subalgebras of the algebra of all Mellin symbols arising in the cone or edge pseudodifferential calculus have been constructed. Therefore, our objective is to construct a cone pseudodiffe…     

Convex concentration for some additive functionals of jump stochastic differential equations

Using forward-backward stochastic calculus, we prove convex concentration inequalities for some additive functionals of the solution of stochastic differential equations with jumps admitting an invariant probability measure. As a consequence, transportation-information inequalities are obtained and bounds on option prices for interest rate derivatives are given as an application.     

Weyl and Lidski? Inequalities for General Hyperbolic Polynomials

The roots of hyperbolic polynomials satisfy the linear inequalities that were previously established for the eigenvalues of Hermitian matrices, after a conjecture by A. Horn. Among them are the so-called Weyl and Lidskiǐ inequalities. An elementary proof of the latter for hyperbolic polynomials is given. This proof follows an idea from H. Weinberger and is free from representation theory and Schubert calculus arguments, as well as from hyperbolic partial differential equations theory.     

Lindeberg's central limit theorems for martingale-like sequences under sub-linear expectations

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, the central limit theorem and the functional central limit theorem are obtained for martingale-like random variables under the sub-linear expectation. As applications, the Lindeberg's central limit theorem is obtained for independent but not necessarily identically distributed random variables, and a new proof of the Lévy characterization of a GBrownian motion without using stochastic calculus is given. For proving the results, Rosenthal's inequality and the exponential inequality for the martingale-like random variables are established.     

非交换微分及可积系统的统一零曲率表示

基于导数的微分在非交换几何、非交换规范理论和可积系统中都有十分重要的作用.本文从一类基于导数的微分出发给出了联络和曲率形式.利用这一理论,作者给出了连续、半离散和离散可积系统的统一零曲率表示.     

Noncommutative Geometry (An Introduction to Selected Topics)

We give an introduction to noncommutative geometry and to some of its applications. Emphasis will be on noncommutative manifolds, notably noncommutative tori and spheres.     

Noncommutative structures

We propose a method for constructing noncommutative analogs of objects from classical calculus, differential geometry, topology, dynamical systems, etc. The standard (commutative) objects can be obtained from noncommutative ones by natural projections (a set of canonical homomorphisms). The approach is ideologically close to the noncommutative geometry of A. Connes but differs from it in technical details.     

差分方程拉克斯对的一种构造性方法

非交换微分在讨论数学物理中的偏微分方程时起着十分重要的作用.最近,作者利用一个具体的非交换外微分建立了一种求差分微分方程拉克斯对的方法,由此检验了该方程的可积性.本文给出了讨论全差分方程的对应理论.另外还讨论了一个格子形变的KdV(LMKdV)方程,并求得了它的拉克斯对.     

Doi-Hopf模以及其上的平坦联络

对于任意Hopf代数,在其上建立了一种新的具有非交换微分几何形式的代数结构,并论证了Doi-hopf模与具有平坦联络的模之间是同构的,其中,联络对应于我们所给的微分算子.     

Noncommutative structures

We propose a method for constructing noncommutative analogs of objects from classical calculus, differential geometry, topology, dynamical systems, etc. The standard (commutative) objects can be obtained from noncommutative ones by natural projections (a set of canonical homomorphisms). The approach is ideologically close to the noncommutative geometry of A. Connes but differs from it in technical details. Published in Russian in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2007, Vol. 259, pp. 203–242.     

Noncommutative unitons

By Uhlenbeck’s results, every harmonic map from the Riemann sphere S² to the unitary group U(n) decomposes into a product of so-called unitons: special maps from S² to the Grassmannians Gr _k(ℂⁿ) ⊂ U(n) satisfying certain systems of first-order differential equations. We construct a noncommutative analogue of this factorization, applicable to those solutions of the noncommutative unitary sigma model that are finite-dimensional perturbations of zero-energy solutions. In particular, we prove that the energy of each such solution is an integer multiple of 8π, give examples of solutions that are not equivalent to Grassmannian solutions, and study the realization of non-Grassmannian zero modes of the Hessian of the energy functional by directions tangent to the moduli space of solutions. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 154, No. 2, pp. 220–239, February, 2008.     

Cartan calculus for quantum differentials on bicrossproducts

We provide the Cartan calculus for bicovariant differential forms on bicrossproduct quantum groups k(M) k G associated to finite group factorizations X = GM and a field k. The irreducible calculi are associated to certain conjugacy classes in X and representations of isotropy groups. We find the full exterior algebras and show that they are inner by a bi-invariant 1-form which is a generator in the noncommutative de Rham cohomology H ¹. The special cases where one subgroup is normal are analysed. As an application, we study the noncommutative cohomology on the quantum codouble D ^*(S ₃)k(S ₃) k₆ and the quantum double D(S ₃) \triangleleft $$ " align="middle" border="0"> k S ₃, finding respectively a natural calculus and a unique calculus with H ⁰ = k.1.     

Algebra Forms with $$d^{N} = 0$$ on Quantum Plane. Generalized Clifford Algebra Approach

We construct a q-analog of exterior calculus with a differential d satisfying d ^N = 0, where N ≥ 2 and q is a primitive Nth root of unity, on a noncommutative space and introduce a notion of a q-differential k-form. A noncommutative space we consider is a reduced quantum plane. Our construction of a q-analog of exterior calculus is based on a generalized Clifford algebra with four generators and on a graded q-differential algebra. We study the structure of the algebra of q-differential forms on a reduced quantum plane and show that the first order calculus induced by the differential d is a coordinate calculus. The explicit formulae for partial derivatives of this first order calculus are found.     

Noncommutative differential geometry on the quantum SU(2), I: An algebraic viewpoint

We compute the cyclic homology of the coordinate ring A(SL_q(2)) of the quantum algebraic group SL _q (2). We observe a degeneration of the noncommutative de Rham complex. The results are also verified from the point of view of Connes' noncommutative differential geometry.