Global existence and uniqueness of solution of the initial boundary value problem for a class of non-Newtonian fluids with vacuum

The aims of this paper are to discuss global existence and uniqueness of solution for a class of non-Newtonian fluids with vacuum in one-dimensional bounded interval. The important point in this paper is that we allow the initial vacuum. In particular, these results are used to prove similar results for more general non-Newtonian fluids, and applied to numerical computation. This work is partially supported by the 985 program of Jilin University, China Postdoctoral Sciences Foundation, and NSF Grant ([10571072]; [10601009]).     

Hamiltonian index is NP-complete

In this paper we show that the problem to decide whether the hamiltonian index of a given graph is less than or equal to a given constant is NP-complete (although this was conjectured to be polynomial). Consequently, the corresponding problem to determine the hamiltonian index of a given graph is NP-hard. Finally, we show that some known upper and lower bounds on the hamiltonian index can be computed in polynomial time.     

Empirical likelihood for LAD estimators in infinite variance ARMA models

In this paper, we use an empirical likelihood method to construct confidence regions for the stationary ARMA(p,q) models with infinite variance. An empirical log-likelihood ratio is derived by the estimating equation of the self-weighted LAD estimator. It is proved that the proposed statistic has an asymptotic standard chi-squared distribution. Simulation studies show that in a small sample case, the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy.     

The properties and mechanism of long-term memory in nonparametric volatility

Recent empirical literature documents the presence of long-term memory in return volatility. But the mechanism of the existence of long-term memory is still unclear. In this paper, we investigate the origin and properties of long-term memory with nonparametric volatility, using high-frequency time series data of the Chinese Shanghai Composite Stock Price Index. We perform Detrended Fluctuation Analysis (DFA) on three different nonparametric volatility estimators with different sampling frequencies. For the same volatility series, the Hurst exponents reduce as the sampling time interval increases, but they are still larger than 1/2, which means that no matter how the interval changes, it still cannot change the existence of long memory. RRV presents a relatively stable property on long-term memory and is less influenced by sampling frequency. RV and RBV have some evolutionary trends depending on time intervals, which indicating that the jump component has no significant impact on the long-term memory property. This suggests that the presence of long-term memory in nonparametric volatility can be contributed to the integrated variance component. Considering the impact of microstructure noise, RBV and RRV still present long-term memory under various time intervals. We can infer that the presence of long-term memory in realized volatility is not affected by market microstructure noise. Our findings imply that the long-term memory phenomenon is an inherent characteristic of the data generating process, not a result of microstructure noise or volatility clustering.     

Analyzing netizens’ view and reply behaviors on the forum

Quantitative understanding of human behaviors provides elementary comprehension of the complexity of social system. In this paper, the netizens’ behaviors on the Bulletin Board System (BBS) are investigated by the statistical analysis of views and replies on some forums. The statistical results show that the number of views and replies obeys the power-law distribution with different power exponents. In addition, when the distribution of both views and replies follows power-law distribution, they are found to have a nonlinear relationship. This relationship also obeys the power function, when transformed to the log-log plot, its fit curve appears as a straight line. Based on the estimation of slopes and intercepts of the lines, we can characterize the view and reply behaviors quantitatively. The results reveal that the Chinese and western netizens have different preferences when replying and viewing the threads. At last, the time series of reply behaviors are analyzed. All series show us with a high burstiness and low memory.     

Allometric scaling of countries

As huge complex systems consisting of geographic regions, natural resources, people and economic entities, countries follow the allometric scaling law which is ubiquitous in ecological, and urban systems. We systematically investigated the allometric scaling relationships between a large number of macroscopic properties and geographic (area), demographic (population) and economic (GDP, gross domestic production) sizes of countries respectively. We found that most of the economic, trade, energy consumption, communication related properties have significant super-linear (the exponent is larger than 1) or nearly linear allometric scaling relations with the GDP. Meanwhile, the geographic (arable area, natural resources, etc.), demographic (labor force, military age population, etc.) and transportation-related properties (road length, airports) have significant and sub-linear (the exponent is smaller than 1) allometric scaling relations with area. Several differences of power law relations with respect to the population between countries and cities were pointed out. First, population increases sub-linearly with area in countries. Second, the GDP increases linearly in countries but not super-linearly as in cities. Finally, electricity or oil consumption per capita increases with population faster than cities.     

经济研究中的物理学

当前的金融危机再次表明,传统经济学作为一门学科缺乏解释力和预测力.造成这个令人失望的状况的根本原因是由于经济学家没有按照科学的范式来发展这个学科.经济学的现状吸引了一群物理学家进入这个学科并形成了一个新的交叉学科--经济物理学,人们期望它在促进经济学科学化的进程中起决定性作用.文章首先简要介绍了经济学的主要内容,说明经济学理论是建立在理性和均衡假定基础之上的;接着论述了为什么经济学还不是一门科学,指出经济学研究不是基于逻辑实证主义原则来开展的;文章还分析了物理学家是如何研究经济问题的,介绍了经济物理学的主要研究内容和研究方法;文章最后提出经济学范式的转变必须从观察和实验出发,经济学理论必须建立在一个合理设计的量纲体系和对实际经济运行过程的正确理解基础之上.     

New properties of Besov and Triebel-Lizorkin spaces on RD-spaces

An RD-space ${\mathcal X}$ is a space of homogeneous type in the sense of Coifman and Weiss with the additional property that a reverse doubling property holds in ${\mathcal X}$ . In this paper, the authors first give several equivalent characterizations of RD-spaces and show that the definitions of spaces of test functions on ${\mathcal X}$ are independent of the choice of the regularity ${\epsilon\in (0,1)}$ ; as a result of this, the Besov and Triebel-Lizorkin spaces on ${\mathcal X}$ are also independent of the choice of the underlying distribution space. Then the authors characterize the norms of inhomogeneous Besov and Triebel-Lizorkin spaces by the norms of homogeneous Besov and Triebel-Lizorkin spaces together with the norm of local Hardy spaces in the sense of Goldberg. Also, the authors obtain the sharp locally integrability of elements in Besov and Triebel-Lizorkin spaces.     

Generalized commutators for Marcinkiewicz type integrals with variable kernels

Let A be a function with derivatives of order m and D γ A ∈■β (0 < β < 1, |γ| = m). The authors in the paper prove that if Ω(x, z) ∈ L ∞ (R n ) × L s (S n 1 ) (s ≥ n/(n β)) is homogenous of degree zero and satisfies the mean value zero condition about the variable z, then both the generalized commutator for Marcinkiewicz type integral μ A Ω and its variation μ A Ω are bounded from L p (R n ) to L q (R n ), where 1 < p < n/β and 1/q = 1/p β/n. The authors also consider the boundedness of μ A Ω and its variation μ A Ω on Hardy spaces.     

Scattering matrices of Lamb waves at irregular surface and void defects

Time-harmonic solution of Lamb wave scattering in a plane-strain waveguide with irregular thickness is investigated based on stair-step discretization and stepwise mode matching. The transfer relations of the transmission matrices and reflection matrices are derived in both directions of the waveguide. With these, an explicit expression of the scattering matrix is derived. When the scattering region of an inner irregular defect is geometrically divided into several parts composed of sub-waveguides with variable thicknesses and void regions with vertical free edges corresponding to the plate surfaces, the scattering matrix of the whole region could then be derived by modal matching along the artificial boundaries, as explicit functions of all the scattering matrices of the sub-waveguides and reflection matrices of the free edges. The effectiveness of the formulation is examined by numerical examples; the calculated scattering coefficients are in good accordance with those obtained from numerical simulation models.