BSDE approach to utility maximization with square-root factor processes

We consider the utility-based portfolio selection problem in a continuous-time setting. We assume the market price of risk depends on a stochastic factor that satisfies an affine-form, square-root, Markovian model. This financial market framework includes the classical geometric Brownian motion, CEV model, and Heston’s model as special cases. Adopting the BSDE approach, we obtain closed-form solutions for the optimal portfolio strategies and value functions for the logarithmic, power, and exponential utility functions.     

Nonlocal stochastic differential equations with time-varying delay driven by G-Brownian motion

This article studies a class of nonlocal stochastic differential equations driven by G-Brownian motion (G-NSDEs for short). We show the existence and uniqueness results of solutions by means of fixed point theorem. In addition, exponential estimation of (1) has been discussed. Furthermore, we present global solution to Equation (1) with the help of G-Lyapunov functional and ψ-type function.     

On the impulsive implicit Ψ-Hilfer fractional differential equations with delay

In this paper, we investigate the existence and uniqueness of solutions and derive the Ulam-Hyers-Mittag-Leffler stability results for impulsive implicit Ψ-Hilfer fractional differential equations with time delay. It is demonstrated that the Ulam-Hyers and generalized Ulam-Hyers stability are the specific cases of Ulam-Hyers-Mittag-Leffler stability. Extended version of the Gronwall inequality, abstract Gronwall lemma, and Picard operator theory are the primary devices in our investigation. We provide an example to illustrate the obtained results.     

The Crank–Nicolson finite spectral element method and numerical simulations for 2D non-stationary Navier–Stokes equations

In this paper, we first build a semi-discretized Crank–Nicolson (CN) model about time for the two-dimensional (2D) non-stationary Navier–Stokes equations about vorticity–stream functions and discuss the existence, stability, and convergence of the time semi-discretized CN solutions. And then, we build a fully discretized finite spectral element CN (FSECN) model based on the bilinear trigonometric basic functions on quadrilateral elements for the 2D non-stationary Navier–Stokes equations about the vorticity–stream functions and discuss the existence, stability, and convergence of the FSECN solutions. Finally, we utilize two sets of numerical experiments to check out the correctness of theoretical consequences.     

Mono-components from Blaschke products as solutions of a wave equation

In this note, we prove that the uni-modular mono-components from Blaschke products in the unit disc are eigenvectors of the Sturm-Liouville operators and investigate a kind of wave equations with some initial conditions, which give rise to mono-components.     

Gaussian unitary ensembles with two jump discontinuities,PDEs, and the coupled Painlevé II and IV systems

We consider the Hankel determinant generated by the Gaussian weight with two jump discontinuities. Utilizing the results of Min and Chen [Math. Methods Appl Sci. 2019;42:301‐321] where a second‐order partial differential equation (PDE) was deduced for the log derivative of the Hankel determinant by using the ladder operators adapted to orthogonal polynomials, we derive the coupled Painlevé IV system which was established in Wu and Xu [arXiv: 2002.11240v2] by a study of the Riemann‐Hilbert problem for orthogonal polynomials. Under double scaling, we show that, as , the log derivative of the Hankel determinant in the scaled variables tends to the Hamiltonian of a coupled Painlevé II system and it satisfies a second‐order PDE. In addition, we obtain the asymptotics for the recurrence coefficients of orthogonal polynomials, which are connected with the solutions of the coupled Painlevé II system.     

Simple Equations Method (SEsM): Algorithm,Connection with Hirota Method,Inverse Scattering Transform Method,and Several Other Methods

The goal of this article is to discuss the Simple Equations Method (SEsM) for obtaining exact solutions of nonlinear partial differential equations and to show that several well-known methods for obtaining exact solutions of such equations are connected to SEsM. In more detail, we show that the Hirota method is connected to a particular case of SEsM for a specific form of the function from Step 2 of SEsM and for simple equations of the kinds of differential equations for exponential functions. We illustrate this particular case of SEsM by obtaining the three- soliton solution of the Korteweg-de Vries equation, two-soliton solution of the nonlinear Schrödinger equation, and the soliton solution of the Ishimori equation for the spin dynamics of ferromagnetic materials. Then we show that a particular case of SEsM can be used in order to reproduce the methodology of the inverse scattering transform method for the case of the Burgers equation and Korteweg-de Vries equation. This particular case is connected to use of a specific case of Step 2 of SEsM. This step is connected to: (i) representation of the solution of the solved nonlinear partial differential equation as expansion as power series containing powers of a “small” parameter ϵ; (ii) solving the differential equations arising from this representation by means of Fourier series, and (iii) transition from the obtained solution for small values of ϵ to solution for arbitrary finite values of ϵ. Finally, we show that the much-used homogeneous balance method, extended homogeneous balance method, auxiliary equation method, Jacobi elliptic function expansion method, F-expansion method, modified simple equation method, trial function method and first integral method are connected to particular cases of SEsM.     

Possible Alterations of Local Gravitational Field Inside a Superconductor

We calculate the possible interaction between a superconductor and the static Earth’s gravitational fields, making use of the gravito-Maxwell formalism combined with the time-dependent Ginzburg–Landau theory. We try to estimate which are the most favorable conditions to enhance the effect, optimizing the superconductor parameters characterizing the chosen sample. We also give a qualitative comparison of the behavior of high–Tc and classical low–Tc superconductors with respect to the gravity/superfluid interplay.