分数阶尺度函数的分解与重构算法

引入分数阶多分辨分析与分数阶尺度函数的概念.运用时频分析方法与分数阶小波变换,研究了分数阶正交小波的构造方法,得到分数阶正交小波存在的充要条件.给出分数阶尺度函数与小波的分解与重构算法,算法比经典的尺度函数与小波的分解与重构算法更具有一般性.     

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.     

股票市场的长记忆及其动态结构

本文提出了结合平均小波系数法和自回归原始自助法的稳健长记忆检验,蒙特卡罗模拟显示该方法对于短期记忆过程具有稳定性。基于该方法对2005年4月8日至2015年6月30日的中国、美国、香港和德国股市进行了实证分析。全局检验结果表明仅中国的股票市场存在显著的长记忆,并且风险因素无法对长记忆解释,而美国、德国和香港的股市不存在长记忆。基于递增窗口的动态Hurst指数分析显示,金融危机时期4个股市都存在显著的长记忆。2010年后,除中国股市外,其余三个股市几乎不存在长记忆现象。     

Application of the fractional factorial design in multiple W/O/W emulsions

In presented research, multiple W/O/W emulsions were developed by using experimental design method. A 24-1 fractional factorial design was performed by varying the following input parameters: primary polymeric emulsifier (PEG 30-dipolyhydroxystearate) concentration (0.8% and 2.4%), secondary polymeric emulsifier (Poloxamer 407) concentration (0.8% and 1.2%), electrolyte magnesium sulfate heptahydrate (0.08% and 0.4%) and electrolyte sodium chloride (0.08% and 0.4%). Multiple emulsions were prepared by a two-step emulsification process. Obtained emulsions were characterized with rheological measurements, conductivity and centrifugation tests. Factorial analysis revealed that the concentration of the primary emulsifier was the predominant factor influencing the phase separation, conductivity and maximal apparent viscosity. Additionally, electrolyte magnesium sulfate heptahydrate was more efficient in stabilizing these systems, compared to sodium chloride. The applied fractional factorial design method enabled determination of the optimal concentrations of the primary and secondary emulsifier, as well as the concentration of electrolytes, in order to obtain W/O/W emulsions with desired maximal apparent viscosities, low values of conductivity and without phase separation after centrifugation.     

Existence and multiplicity of solutions for nonlocal systems involving fractional Laplacian with non-differentiable terms

In this paper, we devote to the study of the existence and multiplicity of solutions of nonlocal systems involving fractional Laplacian with non-differentiable terms using some extended critical point theorems for locally Lipschitz function on product spaces.     

Characterizations of the boundedness of generalized fractional maximal functions and related operators in Orlicz spaces

Given and a Young function η, we consider the generalized fractional maximal operator defined by where the supremum is taken over every ball B contained in . In this article, we give necessary and sufficient Dini type conditions on the functions , and η such that is bounded from the Orlicz space into the Orlicz space . We also present a version of this result for open subsets of with finite measure. Both results generalize those contained in 6 and 14 when , respectively. As a consequence, we obtain a characterization of the functions involved in the boundedness of the higher order commutators of the fractional integral operator with BMO symbols. Moreover, we give sufficient conditions that guarantee the continuity in Orlicz spaces of a large class of fractional integral operators of convolution type with less regular kernels and their commutators, which are controlled by .     

On slice hyperholomorphic fractional Hardy spaces

In this paper we introduce and study the fractional Hardy spaces of the half space and of the unit ball in the quaternionic setting. In particular, we discuss their properties of invariance and of factorization in terms of functions in the Hardy space of the half space in the first case, and in terms of a suitable reproducing kernel Hilbert space in the case of the unit ball.     

A new method for exact solutions of variant types of time‐fractional Korteweg‐de Vries equations in shallow water waves

The current article devoted on the new method for finding the exact solutions of some time‐fractional Korteweg–de Vries (KdV) type equations appearing in shallow water waves. We employ the new method here for time‐fractional equations viz. time‐fractional KdV‐Burgers and KdV‐mKdV equations for finding the exact solutions. We use here the fractional complex transform accompanied by properties of local fractional calculus for reduction of fractional partial differential equations to ordinary differential equations. The obtained results are demonstrated by graphs for the new solutions. Copyright © 2016 John Wiley & Sons, Ltd.     

Asymptotic behavior of solutions to space‐time fractional diffusion‐reaction equations

This article discusses the analyticity and the long‐time asymptotic behavior of solutions to space‐time fractional diffusion‐reaction equations in . By a Laplace transform argument, we prove that the decay rate of the solution as t→∞ is dominated by the order of the time‐fractional derivative. We consider the decay rate also in a bounded domain. Copyright © 2016 John Wiley & Sons, Ltd.     

Generalized asymptotic functions in nonconvex multiobjective optimization problems

In this paper, we use generalized asymptotic functions and second-order asymptotic cones to develop a general existence result for the nonemptiness of the proper efficient solution set and a sufficient condition for the domination property in nonconvex multiobjective optimization problems. A new necessary condition for a point to be efficient or weakly efficient solution is given without any convexity assumption. We also provide a finer outer estimate for the asymptotic cone of the weakly efficient solution set in the quasiconvex case. Finally, we apply our results to the linear fractional multiobjective optimization problem.