Finite iterative solutions to coupled Sylvester-conjugate matrix equations

This paper is concerned with solutions to the so-called coupled Sylveter-conjugate matrix equations, which include the generalized Sylvester matrix equation and coupled Lyapunov matrix equation as special cases. An iterative algorithm is constructed to solve this kind of matrix equations. By using the proposed algorithm, the existence of a solution to a coupled Sylvester-conjugate matrix equation can be determined automatically. When the considered matrix equation is consistent, it is proven by using a real inner product in complex matrix spaces as a tool that a solution can be obtained within finite iteration steps for any initial values in the absence of round-off errors. Another feature of the proposed algorithm is that it can be implemented by using original coefficient matrices, and does not require to transform the coefficient matrices into any canonical forms. The algorithm is also generalized to solve a more general case. Two numerical examples are given to illustrate the effectiveness of the proposed methods.     

Nonnegative determinant of a rectangular matrix: Its definition and applications to multivariate analysis

It is well known that the determinant of a matrix can only be defined for a square matrix. In this paper, we propose a new definition of the determinant of a rectangular matrix and examine its properties. We apply these properties to squared canonical correlation coefficients, and to squared partial canonical correlation coefficients. The proposed definition of the determinant of a rectangular matrix allows an easy and straightforward decomposition of the likelihood ratio when given sets of variables are partitioned into row block matrices. The last section describes a general theorem on redundancies among variables measured in terms of the likelihood ratio of a partitioned matrix.     

Invariant approach to optimal investment–consumption problem: the constant elasticity of variance (CEV) model

The optimal investment–consumption problem under the constant elasticity of variance (CEV) model is solved using the invariant approach. Firstly, the invariance criteria for scalar linear second‐order parabolic partial differential equations in two independent variables are reviewed. The criteria is then employed to reduce the CEV model to one of the four Lie canonical forms. It is found that the invariance criteria help in transforming the original equation to the second Lie canonical form and with a proper parameter selection; the required transformation converts the original equation to the first Lie canonical form that is the heat equation. As a consequence, we find some new classes of closed‐form solutions of the CEV model for the case of reduction into heat equation and also into second Lie canonical form. The closed‐form analytical solution of the Cauchy initial value problems for the CEV model under investigation is also obtained. Copyright © 2016 John Wiley & Sons, Ltd.     

Assessing Local Influence in Canonical Correlation Analysis

The first order local influence approach is adopted in this paper to assess the local influence of observations to canonical correlation coefficients, canonical vectors and several relevant test statistics in canonical correlation analysis. This approach can detect different aspects of influence due to different perturbation schemes. In this paper, we consider two different kinds, namely, the additive perturbation scheme and the case-weights perturbation scheme. It is found that, under the additive perturbation scheme, the influence analysis of any canonical correlation coefficient can be simplified to just observing two predicted residuals. To do the influence analysis for canonical vectors, a scale invariant norm is proposed. Furthermore, by choosing proper perturbation scales on different variables, we can compare the different influential effects of perturbations on different variables under the additive perturbation scheme. An example is presented to illustrate the effectiveness of the first order local influence approach.     

J-inner matrix functions, interpolation and inverse problems for canonical systems, III: More on the inverse monodromy problem

This paper is a continuation of our study of the inverse monodromy problem for canonical systems of integral and differential equations which appeared in a recent issue of this journal. That paper established a parametrization of the set of all solutions to the inverse monodromy for canonical integral systems in terms of two continuous chains of matrix valued inner functions in the special case that the monodromy matrix was strongly regular (and the signature matrixJ was not definite). The correspondence between the chains and the solutions of this monodromy problem is one to one and onto. In this paper we study the solutions of this inverse problem for several different classes of chains which are specified by imposing assorted growth conditions and symmetries on the monodromy matrix and/or the matrizant (i.e., the fundamental solution) of the underlying equation. These external conditions serve to either fix or limit the class of admissible chains without computing them explicitly. This is useful because typically the chains are not easily accessible.     

Least-Squares Solution with the Minimum-Norm for the Matrix Equation A^TXB ＋ B^TX^TA = D and Its Applications

An efficient method based on the projection theorem,the generalized singular value decompositionand the canonical correlation decomposition is presented to find the least-squares solution with the minimum-norm for the matrix equation A~TXB B~TX~TA=D.Analytical solution to the matrix equation is also derived.Furthermore,we apply this result to determine the least-squares symmetric and sub-antisymmetric solution ofthe matrix equation C~TXC=D with minimum-norm.Finally,some numerical results are reported to supportthe theories established in this paper.     

Integrability of Generalized (Matrix) Ernst Equations in String Theory

We elucidate the integrability structures of the matrix generalizations of the Ernst equation for Hermitian or complex symmetric (d×d)-matrix Ernst potentials. These equations arise in string theory as the equations of motion for the truncated bosonic parts of the low-energy effective action for the respective dilaton and d×d matrix of moduli fields or for a string gravity model with a scalar (dilaton) field, a U(1) gauge vector field, and an antisymmetric 3-form field, all depending on only two space-time coordinates. We construct the corresponding spectral problems based on the overdetermined 2d×2d linear systems with a spectral parameter and the universal (i.e., solution-independent) structures of the canonical Jordan forms of their matrix coefficients. The additionally imposed existence conditions for each of these systems of two matrix integrals with appropriate symmetries provide specific (coset) structures of the related matrix variables. We prove that these spectral problems are equivalent to the original field equations, and we envisage an approach for constructing multiparametric families of their solutions. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 144, No. 2, pp. 214–225, August, 2005.     

地球引力场对卫星有摄运动的一种计算方法

本文应用Delaunay变量,从理论力学的哈密顿方程出发,通过正则变换求解了地球引力摄动对卫星运动轨道的影响,导出卫星位置和速度随时间的变化关系.     

General soliton solutions to a reverse-time nonlocal nonlinear Schrödinger equation

General soliton solutions to a reverse-time nonlocal nonlinear Schrödinger (NLS) equation are discussed via a matrix version of binary Darboux transformation. With this technique, searching for solutions of the Lax pair is transferred to find vector solutions of the associated linear differential equation system. From vanishing and nonvanishing seed solutions, general vector solutions of such linear differential equation system in terms of the canonical forms of the spectral matrix can be constructed by means of triangular Toeplitz matrices. Several explicit one-soliton solutions and two-soliton solutions are provided corresponding to different forms of the spectral matrix. Furthermore, dynamics and interactions of bright solitons, degenerate solitons, breathers, rogue waves, and dark solitons are also explored graphically.     

Separation of variables of a generalized porous medium equation with nonlinear source

This paper considers a general form of the porous medium equation with nonlinear source term: u_t=(D(u)u_xⁿ)_x+F(u), n≠1. The functional separation of variables of this equation is studied by using the generalized conditional symmetry approach. We obtain a complete list of canonical forms for such equations which admit the functional separable solutions. As a consequence, some exact solutions to the resulting equations are constructed, and their behavior are also investigated.     

Remarks on the Linearization of Differential Equations

The Hamiltonian formalism and the theory of canonical transformationsare used in this paper, first of all, to show that, given anordinary non-linear differential equation it is always possiblein principle to find a variable transformation reducing it toa linear equation, or a system of linear equations. The proofgiven is not to be construed as a general practical method forfinding this transformation; it merely shows that such a transformationmust always exist. It is suggested that this may also hold true for partial differentialequations. The conjecture is made plausible, in two cases, bythe use of canonical transformation procedures for linearizingsimple non-linear partial differential equations—one beinga slight generalization of Burger's equation and the other anequation in three independent variables reminiscent of the Eulerequations for fluid flow.     

Extremes of ratios of determinants and canonical correlation variables

This article develops some extremes of the ratios of determinants. The results are the multivariate extensions of the extremes of quadratic forms, and can be applied to finding the canonical correlation variables of two random vectors. Hence a group of canonical correlation variables is a solution of the extreme of the ratio of determinants.     

Robust canonical correlations: A comparative study

Summary  Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods are discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study compares the performance of the different estimators under several kinds of sampling schemes. Robustness is studied as well by breakdown plots.     

An exponential matrix method for solving systems of linear differential equations

This paper presents an exponential matrix method for the solutions of systems of high‐order linear differential equations with variable coefficients. The problem is considered with the mixed conditions. On the basis of the method, the matrix forms of exponential functions and their derivatives are constructed, and then by substituting the collocation points into the matrix forms, the fundamental matrix equation is formed. This matrix equation corresponds to a system of linear algebraic equations. By solving this system, the unknown coefficients are determined and thus the approximate solutions are obtained. Also, an error estimation based on the residual functions is presented for the method. The approximate solutions are improved by using this error estimation. To demonstrate the efficiency of the method, some numerical examples are given and the comparisons are made with the results of other methods. Copyright © 2012 John Wiley & Sons, Ltd.     

四元数体上Hermite矩阵的最小化问题

该文建立了四元数矩阵对的标准相关分解(CCD-Q). 借助CCD-Q, GSVD-Q 和有限维内积空间中的投影定理, 该文得到了基于四元数矩阵方程$AXB=C$的Hermite矩阵最小化问题解的表达式.     

求解对流扩散方程的Haar小波方法

本文用Haar小波求解对流扩散方程，将满足初始和边界条件的常系数偏微分方程简化为较简单的代数方程组进行求解．实例说明了这种方法具有收敛速度快和计算容易的特点，同时又避免了用Daubechies小波求解微分方程需要计算相关系数的麻烦．本文所使用的方法可以求解一般的微（积）分方程．     

On the Routh-Hurwitz-Fujiwara and the Schur-Cohn-Fujiwara theorems for the root-separation problem

In this paper, we give simple and elementary proofs of the two classical results of Fujiwara on the solution of the well-known Routh-Hurwitz and Schur-Cohn problems. We show that the Fujiwara matrix in each case satisfies a Lyapunov-type equation and then obtain Fujiwara's results by applying to this matrix equation some recent results on the inertia of matrices. These alternative proofs of Fujiwara's results thus establish a link between two apparently different approaches to the solution of the root-separation problem: the classical method of solution via quadratic forms, and the solution via matrix equations.     

Some stability theorems of uncertain differential equation

Canonical process is a type of uncertain process with stationary and independent increments which are normal uncertain variables, and uncertain differential equation is a type of differential equation driven by canonical process. This paper will give a theorem on the Lipschitz continuity of canonical process based on which this paper will also provide a sufficient condition for an uncertain differential equation being stable.     

An equivalent canonical form for multiple time series

In this paper, an equivalent canonical form VARTMA of multiple time series models is obtained by using the polynomial matrix theory, which may lead to converting the parameter estimation problem of the simultaneous equations into that of the single equation in modeling. It it proved that a VARMA model can be turned into the unique VARTMA form by means of the equivalence transformation, and the character of the transformed model is not changed at all.     

Three dimensional elastodynamics of 2D quasicrystals: The derivation of the time-dependent fundamental solution

The time-dependent differential equations of elasticity for 2D quasicrystals with general structure of anisotropy (dodecagonal, octagonal, decagonal, pentagonal, hexagonal, triclinic) are considered in the paper. These equations are written in the form of a vector partial differential equation of the second order with symmetric matrix coefficients. The fundamental solution (matrix) is defined for this vector partial differential equation. A new method of the numerical computation of values of the fundamental solution is suggested. This method consists of the following: the Fourier transform with respect to space variables is applied to vector equation for the fundamental solution. The obtained vector ordinary differential equation has matrix coefficients depending on Fourier parameters. Using the matrix computations a solution of the vector ordinary differential equation is numerically computed. Finally, applying the inverse Fourier transform numerically we find the values of the fundamental solution. Computational examples confirm the robustness of the suggested method for 2D quasicrystals with arbitrary type of anisotropy.