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991.
《Stochastic Processes and their Applications》2020,130(2):806-823
The problem of stopping a Brownian bridge with an unknown pinning point to maximise the expected value at the stopping time is studied. A few general properties, such as continuity and various bounds of the value function, are established. However, structural properties of the optimal stopping region are shown to crucially depend on the prior, and we provide a general condition for a one-sided stopping region. Moreover, a detailed analysis is conducted in the cases of the two-point and the mixed Gaussian priors, revealing a rich structure present in the problem. 相似文献
992.
Yongyong Cai & Yan Wang 《数学研究》2020,53(2):125-142
We consider the nonlinear Dirac equation (NLD) with time dependent external electro-magnetic potentials, involving a dimensionless parameter $ε\in(0,1]$ which is inversely proportional to the speed of light. In the nonrelativistic limit regime $ε\ll1$ (speed of light tends to infinity), we decompose the solution into the eigenspaces associated with the 'free Dirac operator' and construct an approximation to the NLD with $O(ε^2)$ error. The NLD converges (with a phase factor) to a coupled nonlinear Schrödinger system (NLS) with external electric potential in the nonrelativistic limit as $ε\to0^+$, and the error of the NLS approximation is first order $O(ε)$. The constructed $O(ε^2)$ approximation is well-suited for numerical purposes. 相似文献
993.
In this paper, we investigate a nonlinear free boundary problem incorporating with nontrivial spatial and exponential temporal weighted source. To portray the asymptotic behavior of the solution, we first derive some sufficient conditions for finite time blowup. Furthermore, the global vanishing solution is also obtained for a class of small initial data. Finally, a sharp threshold trichotomy result is provided in terms of the size of the initial data to distinguish the blowup solution, the global vanishing solution, and the global transition solution. In particular, our results show that such a problem always possesses a Fujita type critical exponent whenever the spatial source is just equivalent to a trivial constant, or is an extreme one, such as “very negative” one in the sense of measure or integral. 相似文献
994.
Tom Formnek 《商业与工业应用随机模型》2020,36(1):145-158
This article evaluates the impact of renewable energy consumption levels on GDP growth. Renewable energy sources may be significantly more costly as compared to classical (fossil) sources. Hence, high relative proportion of renewable energy has the potential of obstructing economic growth. On the other hand, in developed countries, renewable energy adoption processes are often subject to prominent state‐level incentives, administrative ingerence, and fiscal subsidies. For stratified and unbiased evaluation of the overall effect of renewables on GDP, this article applies a spatio‐temporal analysis of GDP growth at the regional NUTS2 level in a conveniently selected group of 11 spatially adjacent yet heterogeneous EU member states. As macroeconomic covariates are controlled for, along with spatial and temporal interdependencies, there is no sign of negative impact of renewable energy consumption on GDP growth. While the estimated overall effect is positive and statistically significant, its economic significance is small. Yet, given the data and economies considered, we may conclude that renewable energy consumption does not exert negative influence on economic growth rates. 相似文献
995.
《Numerical Methods for Partial Differential Equations》2018,34(1):336-356
In this article, we study the superconvergence analysis of conforming bilinear finite element method (FEM) for nonlinear Joule heating equations. Based on the rigorous estimates together with high accuracy analysis of this element, mean value technique and interpolation postprocessing approach, the superclose and superconvergent estimates about the related variables in H1‐norm are derived for semidiscrete and a linearized backward Euler fully discrete schemes, which extends the results of optimal estimates obtained for conforming FEMs in the previous literature. At last, a numerical experiment is performed to verify the theoretical analysis. 相似文献
996.
Based on the nonlocal nonlinear Schrödinger equation that governs phenomenologically the propagation of laser beams in nonlocal nonlinear media, we theoretically investigate the propagation of sinh-Gaussian beams (ShGBs). Mathematical expressions are derived to describe the beam propagation, the intensity distribution, the beam width, and the beam curvature radius of ShGBs. It is found that the propagation behavior of ShGBs is variable and closely related to the parameter of sinh function (PShF). If the PShF is small, the transverse pattern of ShGBs keeps invariant during propagation for a proper input power, which can be regarded as solitons. If the PShF is large, it varies periodically, which is similar to the evolution of temporal higher-order solitons in nonlinear optical fiber. Numerical simulations are carried out to illustrate the typical propagation characteristics. 相似文献
997.
Janet S. Kim Arnab Maity Raymond J. Carroll David Ruppert 《Journal of computational and graphical statistics》2018,27(1):234-244
We study additive function-on-function regression where the mean response at a particular time point depends on the time point itself, as well as the entire covariate trajectory. We develop a computationally efficient estimation methodology based on a novel combination of spline bases with an eigenbasis to represent the trivariate kernel function. We discuss prediction of a new response trajectory, propose an inference procedure that accounts for total variability in the predicted response curves, and construct pointwise prediction intervals. The estimation/inferential procedure accommodates realistic scenarios, such as correlated error structure as well as sparse and/or irregular designs. We investigate our methodology in finite sample size through simulations and two real data applications. Supplementary material for this article is available online. 相似文献
998.
Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns 下载免费PDF全文
In this work, we investigate sequential Bayesian estimation for inference of stochastic volatility with variance‐gamma (SVVG) jumps in returns. We develop an estimation algorithm that combines the sequential learning auxiliary particle filter with the particle learning filter. Simulation evidence and empirical estimation results indicate that this approach is able to filter latent variances, identify latent jumps in returns, and provide sequential learning about the static parameters of SVVG. We demonstrate comparative performance of the sequential algorithm and off‐line Markov Chain Monte Carlo in synthetic and real data applications. 相似文献
999.
Chuanhai Xu Yuhai Wu Lixin Tian Boling Guo 《Journal of Applied Analysis & Computation》2018,8(5):1385-1395
This paper deals with existence problem of traveling wave solutions of a class of nonlinear Schr\"{o}dinger equation having distributed delay with a strong generic kernal. By using the geometric singular perturbation theory and the Melnikov function method, we establish results of the existence of kink and anti-kink wave solutions of the nonlinear Schr\"{o}dinger equation with time delay when the average delay is sufficiently small. 相似文献
1000.
Resonance non-positone and non-isotone problems for first order differential systems subjected to non-local boundary conditions are reduced to the non-resonance positone and isotone case by changes of variables. This allows us to prove the existence of multiple positive solutions. The theory is illustrated by two examples for which three positive numerical solutions are obtained using the Mathematica shooting program. 相似文献