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51.
Blow‐up phenomena for a semilinear parabolic equation with weighted inner absorption under nonlinear boundary flux 下载免费PDF全文
Blow‐up phenomena for a nonlinear divergence form parabolic equation with weighted inner absorption term are investigated under nonlinear boundary flux in a bounded star‐shaped region. We assume some conditions on weight function and nonlinearities to guarantee that the solution exists globally or blows up at finite time. Moreover, by virtue of the modified differential inequality, upper and lower bounds for the blow‐up time of the solution are derived in higher dimensional spaces. Three examples are presented to illustrate applications of our results. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
52.
Lin Feng Wang Ze Yu Zhang Liang Zhao Yu Jie Zhou 《Mathematical Methods in the Applied Sciences》2017,40(4):992-1002
We prove that on a smooth metric measure space with m ?Bakry–Émery curvature bounded from below by ?(m ? 1)K for some constant K ≥0 (i.e., Ricf ,m ≥?(m ? 1)K ), the following degenerate elliptic equation (0.1) has no nonconstant positive solution when p > 1 and constant λ f ,p satisfies Our approach is based on the local Sobolev inequality and the Moser's iterative technique and is different from Cheng‐Yau's method, which was used by Wang‐Zhu in 2012 to derive a same Liouville theorem when 1 < p ≤2, Ricf ,m ≥?(m ? 1)K and the sectional curvature is bounded from below. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
53.
Sturmian comparison theory for half‐linear and nonlinear differential equations via Picone identity 下载免费PDF全文
Abdullah Özbekler 《Mathematical Methods in the Applied Sciences》2017,40(8):3100-3110
In this paper, Sturmian comparison theory is developed for the pair of second‐order differential equations; first of which is the nonlinear differential equations of the form (1) and the second is the half‐linear differential equations (2) where Φα (s ) = |s |α ? 1s and α 1 > ? > α m > β > α m + 1 > ? > α n > 0. Under the assumption that the solution of 2 has two consecutive zeros, we obtain Sturm–Picone type and Leighton type comparison theorems for 1 by employing the new nonlinear version of Picone formula that we derive. Wirtinger type inequalities and several oscillation criteria are also attained for 1 . Examples are given to illustrate the relevance of the results. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
54.
A posteriori error estimation for the Stokes–Darcy coupled problem on anisotropic discretization 下载免费PDF全文
Koffi Wilfrid Houedanou Bernardin Ahounou 《Mathematical Methods in the Applied Sciences》2017,40(10):3741-3774
This paper presents an a posteriori error analysis for the stationary Stokes–Darcy coupled problem approximated by finite element methods on anisotropic meshes in or 3. Korn's inequality for piecewise linear vector fields on anisotropic meshes is established and is applied to non‐conforming finite element method. Then the existence and uniqueness of the approximation solution are deduced for non‐conforming case. With the obtained finite element solutions, the error estimators are constructed and based on the residual of model equations plus the stabilization terms. The lower error bound is proved by means of bubble functions and the corresponding anisotropic inverse inequalities. In order to prove the upper error bound, it is vital that an anisotropic mesh corresponds to the anisotropic function under consideration. To measure this correspondence, a so‐called matching function is defined, and its discussion shows it to be useful tool. With its help, the upper error bound is shown by means of the corresponding anisotropic interpolation estimates and a special Helmholtz decomposition in both media. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
55.
Well‐posedness and regularity results for a 2m‐th order parabolic equation in symmetric conical domains of ℝN+1 下载免费PDF全文
Saïda Cherfaoui Amor Kessab Arezki Kheloufi 《Mathematical Methods in the Applied Sciences》2017,40(16):6035-6047
In this paper, we use the domain decomposition method to prove well‐posedness and smoothness results in anisotropic weighted Sobolev spaces for a multidimensional high‐order parabolic equation set in conical time‐dependent domains of . Copyright © 2017 John Wiley & Sons, Ltd. 相似文献
56.
On the mixed problem for the semilinear Darcy‐Forchheimer‐Brinkman PDE system in Besov spaces on creased Lipschitz domains 下载免费PDF全文
Robert Gutt Mirela Kohr Sergey E. Mikhailov Wolfgang L. Wendland 《Mathematical Methods in the Applied Sciences》2017,40(18):7780-7829
The purpose of this paper is to study the mixed Dirichlet‐Neumann boundary value problem for the semilinear Darcy‐Forchheimer‐Brinkman system in L p ‐based Besov spaces on a bounded Lipschitz domain in , with p in a neighborhood of 2. This system is obtained by adding the semilinear term | u | u to the linear Brinkman equation. First, we provide some results about equivalence between the Gagliardo and nontangential traces, as well as between the weak canonical conormal derivatives and the nontangential conormal derivatives. Various mapping and invertibility properties of some integral operators of potential theory for the linear Brinkman system, and well‐posedness results for the Dirichlet and Neumann problems in L p ‐based Besov spaces on bounded Lipschitz domains in (n ≥3) are also presented. Then, using integral potential operators, we show the well‐posedness in L 2‐based Sobolev spaces for the mixed problem of Dirichlet‐Neumann type for the linear Brinkman system on a bounded Lipschitz domain in (n ≥3). Further, by using some stability results of Fredholm and invertibility properties and exploring invertibility of the associated Neumann‐to‐Dirichlet operator, we extend the well‐posedness property to some L p ‐based Sobolev spaces. Next, we use the well‐posedness result in the linear case combined with a fixed point theorem to show the existence and uniqueness for a mixed boundary value problem of Dirichlet and Neumann type for the semilinear Darcy‐Forchheimer‐Brinkman system in L p ‐based Besov spaces, with p ∈(2?ε ,2+ε ) and some parameter ε >0. 相似文献
57.
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59.
Damien Challet 《Applied Mathematical Finance》2017,24(1):1-22
The total duration of drawdowns is shown to provide a moment-free, unbiased, efficient and robust estimator of Sharpe ratios both for Gaussian and heavy-tailed price returns. We then use this quantity to infer an analytic expression of the bias of moment-based Sharpe ratio estimators as a function of the return distribution tail exponent. The heterogeneity of tail exponents at any given time among assets implies that our new method yields significantly different asset rankings than those of moment-based methods, especially in periods large volatility. This is fully confirmed by using 20 years of historical data on 3449 liquid US equities. 相似文献
60.
Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements 下载免费PDF全文
We study a stratified multisite cluster‐sampling panel time series approach in order to analyse and evaluate the quality and reliability of produced items, motivated by the problem to sample and analyse multisite outdoor measurements from photovoltaic systems. The specific stratified sampling in spatial clusters reduces sampling costs and allows for heterogeneity as well as for the analysis of spatial correlations due to defects and damages that tend to occur in clusters. The analysis is based on weighted least squares using data‐dependent weights. We show that this does not affect consistency and asymptotic normality of the least squares estimator under the proposed sampling design under general conditions. The estimation of the relevant variance–covariance matrices is discussed in detail for various models including nested designs and random effects. The strata corresponding to damages or manufacturers are modelled via a quality feature by means of a threshold approach. The analysis of outdoor electroluminescence images shows that spatial correlations and local clusters may arise in such photovoltaic data. Further, relevant statistics such as the mean pixel intensity cannot be assumed to follow a Gaussian law. We investigate the proposed inferential tools in detail by simulations in order to assess the influence of spatial cluster correlations and serial correlations on the test's size and power. ©2016 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd. 相似文献