Mean–variance portfolio selection under a constant elasticity of variance model

This paper discusses a mean–variance portfolio selection problem under a constant elasticity of variance model. A backward stochastic Riccati equation is first considered. Then we relate the solution of the associated stochastic control problem to that of the backward stochastic Riccati equation. Finally, explicit expressions of the optimal portfolio strategy, the value function and the efficient frontier of the mean–variance problem are expressed in terms of the solution of the backward stochastic Riccati equation.     

A Notion of Nonlocal Curvature

We consider a nonlocal (or fractional) curvature and we investigate similarities and differences with respect to the classical local case. In particular, we show that the nonlocal mean curvature can be seen as an average of suitable nonlocal directional curvatures and there is a natural asymptotic convergence to the classical case. Nevertheless, different from the classical cases, minimal and maximal nonlocal directional curvatures are not in general attained at perpendicular directions and, in fact, one can arbitrarily prescribe the set of extremal directions for nonlocal directional curvatures. Also the classical directional curvatures naturally enjoy some linear properties that are lost in the nonlocal framework. In this sense, nonlocal directional curvatures are somewhat intrinsically nonlinear.     

随机平面弹性问题的协调有限元分析

This paper considers the numerical solution of plane elasticity equations with stochastic Young's modulus and stochastic loads.The stochastic fields are approximated by Karhunen-Loeve expansion and Wiener polynomial chaos expansion along sample paths,and in space continuous Lagrangian finite elements axe used.Error estimates are derived.Numerical experiments are done to verify the theoretical results.     

具有弱对称应力的线弹性方程的稳定化格式

利用稳定化方法讨论拉格朗日乘子法得到的具有弱对称应力的线弹性问题. 用线性元和分片常数分别逼近变分问题的应力和位移. 并通过添加稳定项$G_1(\cdot,\cdot)$, $G_2(\cdot,\cdot)$和$G_3(\cdot,\cdot)$ 使相应混合离散变分问题满足弱BB条件. 接着详细研究了变分问题的解与稳定混合有限元解之间的误差估计,最后用两个数值算例验证理论分析的有效性.     

Size-dependent elastic properties of micro- and nano-honeycombs

Detailed mathematical derivation and simple closed form results for the size-dependent elastic properties of micro- and nano-sized honeycombs are presented in this paper. The results indicate that at micrometer scale, strain gradient has a dominant effect and at nano-meter scale, surface elasticity dominates the effect on the honeycomb elastic properties. The in-plane elastic properties of a nano- or micro-honeycomb could be controlled to vary over a range of around 10% by adjusting the initial stress in the cell walls by applying an electric potential. In addition, the bending and shear rigidities of some commonly used micro- and nano-structural elements have been obtained and presented in this paper, which could be of important applications in the design of MEMS and NEMS.     

热冲击下分区均质材料耦合热弹性问题的变分原理

针对分区均质材料，考虑了热冲击产生的惯性效果和较大的应变速率对温度场的影响，建立了描述热冲击问题的理论模型，证明了热冲击下分区均质材料耦合热弹性问题的变分原理．为热冲击下分区均质材料耦合热弹性问题的定量求解，提供了理论基础．     

Nonlinear Spherical Caps and Associated Plate and Membrane Problems

This paper deals with the existence and multiplicity problem of the equilibrium solutions of an elastic spherical cap within nonlinear strain theory. We pose the problem in the form of a three parameter bifurcation problem, one parameter being related to the load, the others to the geometry. When the geometrical parameters are different from zero, the so-called generic case, we revisit the nonuniqueness results, and explore the solutions in the parameter space. Then we analyze the formal limits as the geometrical parameters tend to zero. When the curvature tends to zero, we obtain from the nonlinear shell a von Kármán plate, a new, although natural, result. When the thickness parameter tends to zero, we get a nonlinear membrane problem. A study of the latter gives infinitely many solutions, and we discuss the construction, shapes, and stability in detail. This revised version was published online in August 2006 with corrections to the Cover Date.     

Numerical model of a pine in a wind

Steady-state nonlinear differential equations govering the stem curve of a wind-loaded pine are derived and solved numerically. Comparison is made between the results computed and the data from photographs of a pine stem during strong wind. The pine breaking is solved at the end.     

Peano type theorem for abstract parabolic equations

We consider parabolic problems with non-Lipschitz nonlinearity in the different scales of Banach spaces and prove local-in-time existence theorem.     

Jacobi structures of evolutionary partial differential equations

In this paper we introduce the notion of infinite dimensional Jacobi structure to describe the geometrical structure of a class of nonlocal Hamiltonian systems which appear naturally when applying reciprocal transformations to Hamiltonian evolutionary PDEs. We prove that our class of infinite dimensional Jacobi structures is invariant under the action of reciprocal transformations that only change the spatial variable. The main technical tool is in a suitable generalization of the classical Schouten–Nijenhuis bracket to the space of the so called quasi-local multi-vectors, and a simple realization of this structure in the framework of supermanifolds. These constructions are used to compute the Lichnerowicz–Jacobi cohomologies and to prove a Darboux theorem for Jacobi structures with hydrodynamic leading terms. We also introduce the notion of bi-Jacobi structures, and consider the integrability of a system of evolutionary PDEs that possesses a bi-Jacobi structure.