（3＋1）维破碎孤子方程的变量分离解和局域激发模式

多线性分离变量法已成功地应用于诸多（2＋1）维非线性可积系统.将该方法拓展运用于（3＋1）维破碎孤子方程中,获得了含任意函数的变量分离解.通过适当地设定任意函数的形式,得到了（3＋1）维破碎孤子方程丰富的局域激发模式.     

(2+1)维modified Zakharov-Kuznetsov方程的复合型新解

给出函数变换,变量分离形式解与第一种椭圆方程相结合的方法,构造了(2+1)维modified Zakharov-Kuznetsov(m ZK)方程的多种复合型新解.步骤一,给出两种函数变换,将(2+1)维m ZK方程转化为能够获得变量分离解的非线性发展方程.步骤二,给出非线性发展方程的变量分离形式解,通过第一种椭圆方程及其相关结论,构造了(2+1)维m ZK方程的双孤子解和双周期解等复合型新解.     

特征值问题的应用简述

从矩阵的特征问题入手,引出常系数线性齐次微分方程求解的特征方程方法;利用分离变量法求解热传导方程,引入拉普拉斯方程的特征问题,给出求解过程,并给出热方程的解的渐近稳定性.     

具任意次非线性项的Camassa-Holm方程的双孤子新解

给出辅助方程、函数变换与变量分离解相结合的方法,构造了具任意次非线性项的Camassa-Holm方程的双孤子和双周期新解.首先,通过两个辅助方程、函数变换与变量分离解,将具任意次非线性项的Camassa-Holm方程的求解问题转化为非线性代数方程的求解问题.然后,借助符号计算系统Mathematica求出该方程组的解,并用辅助方程的相关结论,构造了双周期解和双孤子新解.     

数学物理方程中的分离变量法

本文讨论了数理方程中的分离变量法,说明了分离变量法实质上是将解按特定的完全正交函数系展开,从而说明直接将解按待定的完全正交函数系展开,然后依方程和边界条件来确定待定的正交函数系及其系数,从而得到其解,用这种“待定函数法”有助于对这种方法的数学本质的认识.     

三类conformable型分数阶偏微分方程的精确解

对于conformable型分数阶的Airy方程和Telegraph方程,利用泛函分离变量法和广义分离变量法求解了它们的精确解.对于无黏的conformable型分数阶Burgers方程,利用广义分离变量法求解了它的精确解.事实证明,分离变量法是一种简洁直接的求解方法.此外,还借助Maple软件绘制了一些解的三维图像.     

三类conformable型分数阶偏微分方程的精确解（英文）

对于conformable型分数阶的Airy方程和Telegraph方程,利用泛函分离变量法和广义分离变量法求解了它们的精确解.对于无黏的conformable型分数阶Burgers方程,利用广义分离变量法求解了它的精确解.事实证明,分离变量法是一种简洁直接的求解方法.此外,还借助Maple软件绘制了一些解的三维图像.     

一类相对非线性薛定谔方程解的存在性

利用临界点理论考虑了一类相对非线性薛定谔方程,主要通过变量代换将相对非线性薛定谔方程转化成半线性椭圆型方程.首先考虑位势函数为零时,将经典的场方程结果推广到了相对非线性薛定谔方程;而后利用临界点理论得到了有界位势情形方程非平凡解的存在性,在此情形,改进了文献[12-13]中的超线性条件.     

含凹凸非线性项的一般拟线性椭圆方程解的存在性

本文利用带截断函数的变量替换和临界点理论,研究来自于等离子体物理学中含凹凸非线性项的一般拟线性薛定谔方程非平凡解的存在性.所得结果关于非线性项的指数只需要满足超线性条件.     

一类二元函数方程的常微分方程解法

研究一类二元函数方程在某区间上的逐段严格单调的可微的形式解，探讨用常微分方程的可分离变量法求解此类二元函数方程的方法步骤．     

On the uniformization of the solutions of the porous medium equation inR N

The asymptotics of the solution of the porous medium equation are related to the size of the initial data measured in an optimal way. The universality of the separable solutions is established. Finally an interesting difference with the heat equation is pointed out. Supported in part by the National Science Foundation under Grant MCS-800L540.     

A Study of Separable Solutions of a Generalized Burgers Equation

This paper concerns the separable solutions of a generalized Burgers equation. Existence of separable solutions to the generalized Burgers equation is proved under certain conditions. A careful numerical study shows that these separable solutions of the generalized Burgers equation describe the large time asymptotic behavior of solutions of initial boundary value problems.     

Representation of solutions of integro-differential equations with kernels depending on the parameter

Integro-differential equations with unbounded operator coefficients in a separable Hilbert space are studied. These equations are an abstract form of the Gurtin–Pipkin-type equation, which describes finite-speed propagation of heat in media with memory. A representation of strong solutions of these equations is derived in the form of the sums of series in exponents that correspond to the spectral points of operator-functions that are the symbols of these equations.     

Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise

Large-time behavior of solutions to stochastic evolution equations driven by two-sided regular cylindrical Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions for the existence of a limiting measure and strict stationarity of the solution process are found and an example for which these conditions are also necessary is provided. The results are further applied to the heat equation perturbed by the two-sided Rosenblatt process.     

Several classes of exact solutions to the 1 + 1 Born–Infeld equation

We obtain closed-form exact solutions to the 1 + 1 Born–Infeld equation arising in nonlinear electrodynamics. In particular, we obtain general traveling wave solutions of one wave variable, solutions of two wave variables, similarity solutions, multiplicatively separable solutions, and additively separable solutions. Then, putting the Born–Infeld model into correspondence with the minimal surface equation using a Wick rotation, we are able to construct complex helicoid solutions, transformed catenoid solutions, and complex analogues of Scherk’s first and second surfaces. Some of the obtained solutions are new, whereas others are generalizations of solutions in the literature. These exact solutions demonstrate the fact that solutions to the Born–Infeld model can exhibit a variety of behaviors. Exploiting the integrability of the Born–Infeld equation, the solutions are constructed elegantly, without the need for complicated analytical algorithms.     

INVARIANT SUBSPACES AND GENERALIZED FUNCTIONAL SEPARABLE SOLUTIONS TO THE TWO-COMPONENT b-FAMILY SYSTEM

Invariant subspace method is exploited to obtain exact solutions of the twocomponent b-family system.It is shown that the two-component b-family system admits the generalized functional separable solutions.Furthermore,blow up and behavior of those exact solutions are also investigated.     

Causal functional differential equations in Banach spaces

The aim of this paper is to establish the existence of solutions and some properties of set solutions for a Cauchy problem with causal operator in a separable Banach space.     

SEPARABLE CONDITIONS AND SCALARIZATION OF BENSON PROPER EFFICIENCY

Under the assumption that the ordering cone has a nonempty interior and is separable （or the feasible set has a nonempty interior and is separable）, we give scalarization theorems on Benson proper effciency. Applying the results to vector optimization problems with nearly cone-subconvexlike set-valued maps, we obtain scalarization theorems and Lagrange multiplier theorems for Benson proper effcient solutions.     

Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity

In this paper we show that two-stage adjustable robust linear programs with affinely adjustable data in the face of box data uncertainties under separable quadratic decision rules admit exact semi-definite program (SDP) reformulations in the sense that they share the same optimal values and admit a one-to-one correspondence between the optimal solutions. This result allows adjustable robust solutions of these robust linear programs to be found by simply numerically solving their SDP reformulations. We achieve this result by first proving a special sum-of-squares representation of non-negativity of a separable non-convex quadratic function over box constraints. Our reformulation scheme is illustrated via numerical experiments by applying it to an inventory-production management problem with the demand uncertainty. They demonstrate that our separable quadratic decision rule method to two-stage decision-making performs better than the single-stage approach and is capable of solving the inventory production problem with a greater degree of uncertainty in the demand.

     

Approximating random common fixed point of random set-valued strongly pseudo-contractive mappings

In this paper, we introduce new random iterative sequences with errors approximating a unique random common fixed point for three random set-valued strongly pseudo-contractive mappings and show the convergence of the random iterative sequences with errors by using an approximation method in real uniformly smooth separable Banach spaces. As applications, we study the existence of random solutions for some kind of random nonlinear operator equations group in separable Hilbert spaces.