Exact boundary controllability for 1‐D quasilinear wave equations with dynamical boundary conditions

By equivalently replacing the dynamical boundary condition by a kind of nonlocal boundary conditions, and noting a hidden regularity of solution on the boundary with a dynamical boundary condition, a constructive method with modular structure is used to get the local exact boundary controllability for 1‐D quasilinear wave equations with dynamical boundary conditions. Copyright © 2016 John Wiley & Sons, Ltd.     

Subgroups of totally imprimitive permutation groups

In this work the study of subgroups of totally imprimitive permutation groups is continued. Some sufficient conditions for the existence of minimal non-FC-subgroups are given. These results depend mainly on the properties of self-normalizing subgroups, which are closed in the topology of point-wise convergence. Finally, new properties of a totally imprimitive permutation p-group satisfying the cyclic-block property are given which might be a suitable example to look for minimal non-FC-subgroups.     

Exact controllability of nodal profile for 1‐D first order quasilinear hyperbolic systems with internal controls

For 1‐D first order quasilinear hyperbolic systems without zero eigenvalues, based on the theory of exact boundary controllability of nodal profile, using an extension method, the exact controllability of nodal profile can be realized in a shorter time by means of additional internal controls acting on suitably small space‐time domains. On the other hand, using a perturbation method, the exact controllability of nodal profile for 1‐D first order quasilinear hyperbolic systems with zero eigenvalues can be realized by additional internal controls to the part of equations corresponding to zero eigenvalues. Furthermore, by adding suitable internal controls to all the equations on suitable domains, the exact controllability of nodal profile for systems with zero eigenvalues can be realized in a shorter time.     

Exact separation theorem for closed sets in Asplund spaces

In this paper, in terms of the Fréchet normal cone, we establish exact separation results for finitely many disjoint closed sets in an Asplund space, which supplement the extremal principle and some fuzzy separation theorems. As an application, we provide a new optimality condition for a constraint optimization problem in terms of Fréchet subdifferential and Fréchet normal cone.     

分数扩散模型的参数估计及其应用

研究分数扩散模型的参数估计及其应用问题.分数扩散模型是一类由分数Brownian运动驱动的随机微分方程.主要结果有:(1)利用二次变差方法给出模型中扩散系数的估计量,通过最小二乘法给出模型中漂移系数的估计量;(2)证明这些估计量的一致收敛性和渐近正态性;(3)利用MCMC方法对此估计量进行验证,并通过R软件将上述模型以及参数估计量应用到SHIBOR利率中进行实证研究.     

On Moments of Folded and Truncated Multivariate Normal Distributions

Recurrence relations for integrals that involve the density of multivariate normal distributions are developed. These recursions allow fast computation of the moments of folded and truncated multivariate normal distributions. Besides being numerically efficient, the proposed recursions also allow us to obtain explicit expressions of low-order moments of folded and truncated multivariate normal distributions. Supplementary material for this article is available online.     

LOCALIZED PATTERNS OF THE SWIFT-HOHENBERG EQUATION WITH A DISSIPATIVE TERM

In this paper, the normal form analysis of quadratic-cubic Swift-Hohenberg equation with a dissipative term is investigated by using the multiple-scale method. In addition, we obtain Hamiltonian-Hopf bifurcations of two equilibria and homoclinic snaking bifurcations of one-peak and two-peak homoclinic solutions by numerical simulations.     

Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions

In this article, we introduce a likelihood‐based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions. Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Likelihood‐based estimation of the parameters of stochastic volatility models, in general, and SVM models with SMN distributions, in particular, is usually regarded as challenging as the likelihood is a high‐dimensional multiple integral. However, the HMM approximation, which is very easy to implement, makes numerical maximum of the likelihood feasible and leads to simple formulae for forecast distributions, for computing appropriately defined residuals, and for decoding, that is, estimating the volatility of the process. Copyright © 2017 John Wiley & Sons, Ltd.     

Finite <Emphasis Type="Italic">p</Emphasis>-groups with a class of complemented normal subgroups

Assume G is a finite group and H a subgroup of G. If there exists a subgroup K of G such that G = HK and H ∩ K = 1, then K is said to be a complement to H in G. A finite p-group G is called an NC-group if all its proper normal subgroups not contained in Φ(G) have complements. In this paper, some properties of NC-groups are investigated and some classes of NC-groups are classified.