The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time

We find explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion; they are used to obtain the mean, a(t), of the running maximum of an integrated Gauss–Markov process. Then, we deal with the connection between the moments of its first-passage-time and a(t). As explicit examples, we consider integrated Brownian motion and integrated Ornstein–Uhlenbeck process.     

A fast discontinuous finite element discretization for the space‐time fractional diffusion‐wave equation

In this article, we study fast discontinuous Galerkin finite element methods to solve a space‐time fractional diffusion‐wave equation. We introduce a piecewise‐constant discontinuous finite element method for solving this problem and derive optimal error estimates. Importantly, a fast solution technique to accelerate Toeplitz matrix‐vector multiplications which arise from discontinuous Galerkin finite element discretization is developed. This fast solution technique is based on fast Fourier transform and it depends on the special structure of coefficient matrices. In each temporal step, it helps to reduce the computational work from required by the traditional methods to log , where is the size of the coefficient matrices (number of spatial grid points). Moreover, the applicability and accuracy of the method are verified by numerical experiments including both continuous and discontinuous examples to support our theoretical analysis.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2043–2061, 2017     

Error and stability analysis of numerical solution for the time fractional nonlinear Schrödinger equation on scattered data of general‐shaped domains

In present work, a kind of spectral meshless radial point interpolation (SMRPI) technique is applied to the time fractional nonlinear Schrödinger equation in regular and irregular domains. The applied approach is based on erudite combination of meshless methods and spectral collocation techniques. The point interpolation method with the help of radial basis functions is used to construct shape functions which play as basis functions in the frame of SMRPI. It is proved the scheme is unconditionally stable with respect to the time variable in and also convergent by the order of convergence , . In the current work, the thin plate spline are used as the basis functions and to eliminate the nonlinearity, a simple predictor‐corrector (P‐C) scheme is performed. It is shown that the SMRPI solution, as a complex function, is suitable one for the time fractional nonlinear Schrödinger equation. The results of numerical experiments are compared to analytical solutions to confirm the reliable treatment of these stable solutions. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1043–1069, 2017     

Existence of multiplicity harmonic and subharmonic solutions for second‐order quasilinear equation via Poincaré‐Birkhoff twist theorem

In this paper, we investigate the existence and multiplicity of harmonic and subharmonic solutions for second‐order quasilinear equation where , g satisfies the superlinear condition at infinity. We prove that the given equation possesses harmonic and subharmonic solutions by using the phase‐plane analysis methods and a generalized version of the Poincaré‐Birkhoff twist theorem.     

Time Discrete Approximation of Weak Solutions to Stochastic Equations of Geophysical Fluid Dynamics and Applications

As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and the oceans,the time discretization of these equations by an implicit Euler scheme is studied.From the deterministic point of view,the 3D primitive equations are studied in their full form on a general domain and with physically realistic boundary conditions.From the probabilistic viewpoint,this paper deals with a wide class of nonlinear,state dependent,white noise forcings which may be interpreted in either the It6 or the Stratonovich sense.The proof of convergence of the Euler scheme,which is carried out within an abstract framework,covers the equations for the oceans,the atmosphere,the coupled oceanic-atmospheric system as well as other related geophysical equations.The authors obtain the existence of solutions which are weak in both the PDE and probabilistic sense,a result which is new by itself to the best of our knowledge.     

一类具有资源约束和优先加工顺序约束极小化加权总完工时间调度优化问题研究

本文针对工件间具有链状优先约束和relocation资源约束的极小化加权总完工时间调度优化问题展开研究.针对这一NP难问题,利用relocation约束的性质和贪婪算法的思想,设计了一个多项式近似算法,并证明了当链不可中断,每个链具有相同工件数和工件间具有相同加工时间时,2为该算法的紧界.     

Rough path properties for local time of symmetric α stable process

In this paper, we first prove that the local time associated with symmetric $\alpha$-stable processes is of bounded $p$-variation for any $p>\frac{2}{\alpha ?1}$ partly based on Barlow’s estimation of the modulus of the local time of such processes.  The fact that the local time is of bounded $p$-variation for any $p>\frac{2}{\alpha ?1}$ enables us to define the integral of the local time ${\int }_{?\infty }^{\infty }{?}_{?}^{\alpha ?1}f\left(x\right)d_x{L}_t^x$ as a Young integral for less smooth functions being of bounded $q$-variation with $1\le q<\frac{2}{3?\alpha }$. When $q\ge \frac{2}{3?\alpha }$, Young’s integration theory is no longer applicable. However, rough path theory is useful in this case. The main purpose of this paper is to establish a rough path theory for the integration with respect to the local times of symmetric $\alpha$-stable processes for $\frac{2}{3?\alpha }\le q<4$.     

带有时滞的非定常企业投资系统的Lyapunov稳定性

讨论了企业投资系统的Lyapunov稳定性,得到了企业投资系统渐进稳定的充分条件和稳定的必要条件,并给出了企业投资系统的临界积累率的表达式,这个问题的研究对于促进我国经济高速、稳定持续增长具有重要的理论意义和现实指导价值.     

α-混合序列部分和乘积精确渐近性的一般形式

利用前人获得的α-混合序列部分和乘积的渐近分布的结果,对一般的边界函数和拟权函数得到了α-混合序列部分和乘积的精确渐近性的一般形式.     

��ƽ��ND���в��ֺ͵ľ�ȷ������

In this paper, by using central limit theorem of ND sequences and probability inequality, the precise asymptotics for partial sums of nonstationary ND sequences is investigated, and the same results with it under that of NA sequences are obtained.