Existence of global weak solutions for Navier‐Stokes‐Poisson equations with quantum effect and convergence to incompressible Navier‐Stokes equations

In this paper, we consider a three dimensional quantum Navier‐Stokes‐Poisson equations. Existence of global weak solutions is obtained, and convergence toward the classical solution of the incompressible Navier‐Stokes equation is rigorously proven for well prepared initial data. Furthermore, the associated convergence rates are also obtained. Copyright © 2014 John Wiley & Sons, Ltd.     

Periodic solutions for fourth-order nonlinear functional difference equations

By using the critical point method, some new criteria are obtained for the existence and multiplicity of periodic solutions for fourth-order nonlinear functional difference equations. The proof is based on the linking theorem in combination with variational technique. Recent results in the literature are generalized and significantly improved. Copyright © 2013 John Wiley & Sons, Ltd.     

On existence and multiplicity of similarity solutions to a nonlinear differential equation arising in magnetohydrodynamic Falkner–Skan flow for decelerated flows

Previously, existence and uniqueness of a class of monotone similarity solutions for a nonlinear differential equation arising in magnetohydrodynamic Falkner–Skan flow were considered in the case of accelerating flows. It was shown that a solution satisfying certain monotonicity properties exists and is unique for the case of accelerated flows and some decelerated flows. In this paper, we show that solutions to the problem can exist for decelerated flows even when the monotonicity conditions do not hold. In particular, these types of solutions have nonmonotone second derivatives and are, hence, a distinct type of solution from those studied previously. By virtue of this result, the present paper demonstrates the existence of an important type of solution for decelerated flows. Importantly, we show that multiple solutions can exist for the case of strongly decelerated flows, and this occurs because of the fact that the solutions do not satisfy the aforementioned monotonicity requirements. Copyright © 2015 John Wiley & Sons, Ltd.     

Fredholm boundary value problems for perturbed systems of dynamic equations on time scales

This paper offers conditions ensuring the existence of solutions of linear boundary value problems for systems of dynamic equations on time scales. Utilizing a method of Moore–Penrose pseudo‐inverse matrices leads to an analytical form of a criterion for the existence of solutions in a relevant space and, moreover, to the construction of a family of linearly independent solutions of such problems in a general case with the number of boundary conditions (defined by a linear vector functional) not coinciding with the number of unknowns of a system of dynamic equations. As an example of an application of the presented results, the problem of bifurcation of solutions of boundary value problems for systems of dynamic equations on time scales with a small parameter is considered.     

解P_0非线性互补问题的光滑Levenberg-Marquardt方法

本文研究了一个P0非线性互补问题.利用信赖域技术获得了求解该问题的光滑Levenberg-Marquardt算法,该算法在一定条件下具有全局性.利用局部误差界还获得了该算法的超线性和二次收敛.数值结果表明该算法是有效的.     

广义sine-Gordon方程高精度隐式紧致差分方法

本文研究一类二维非线性的广义sine-Gordon(简称SG)方程的有限差分格式.首先构造三层时间的紧致交替方向隐式差分格式,并用能量分析法证明格式具有二阶时间精度和四阶空间精度.然后应用改进的Richardson外推算法将时间精度提高到四阶.最后,数值算例证实改进后的算法在空间和时间上均达到四阶精度.     

三维多面体网格上扩散方程的保正格式

 针对三维任意(星形)多面体网格, 本文构造了扩散方程的一种单元中心型非线性有限体积格式, 证明了该格式具有保正性. 在该格式设计中, 除引入网格中心量外, 还引入网格节点量和网格面中心量作为中间未知量, 它们将用网格中心未知量线性组合表示, 使得格式仅有网格中心未知量作为基本未知量. 在节点量计算中, 利用网格面上的调和平均点, 设计了一种适用于三维多面体网格的局部显式加权方法. 该格式适用于求解非平面的网格表面和间断扩散系数的问题. 数值例子验证了它对光滑解具有二阶精度和保正性.     

Invariance for stochastic differential systems with time-dependent constraining sets

The first part of this article presents invariance criteria for a stochastic differential equation whose state evolution is constrained by time-dependent security tubes. The key results of this section are derived by considering an equivalent problem where the square of distance function represents a viscosity solution to an adequately defined partial differential equation. The second part of the paper analyzes the broader context when solutions are constrained by more general time-dependent convex domains. The approach relies on forward stochastic variational inequalities with oblique reflection, the generalized subgradients acting as a reacting process that operates only when the solution reaches the boundary of the domain.     

Risk evaluation of diabetes mellitus by relation of chaotic globals to HRV

This study's aim is to analyze heart rate dynamics in subjects with diabetes by measures of heart rate variability (HRV). The correlation of chaotic global parameters in the two cohorts is able to assess the probability of cardiac failure and other dynamical diseases. Adults (46) were divided into two equal groups. The autonomic evaluation consisted of measuring HRV for 30 min in supine position in absence of any physical, sensory, or pharmacological stimuli. Chaotic global parameters are able to statistically determine which series of electrocardiograph interpeak intervals in short time‐series are diabetic and which are not. The chaotic forward parameter that applies all three parameters is suggested to be the most appropriate and robust algorithm. This was decided after tests for normality; followed by one‐way analysis of variance (ANOVA1); (P < 0.09) and Kruskal–Wallis technique (P < 0.03). Principal component analysis implied two components represent 99.8% of total variance. Therefore, diabetes is a disease which reduces the chaotic response and, as such may be termed a dynamical condition such as are cardiac arrest, asthma, and epilepsy. © 2014 Wiley Periodicals, Inc. Complexity 20: 84–92, 2015     

The long‐term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015