Multi-layer canard cycles and translated power functions

The paper deals with two-dimensional slow-fast systems and more specifically with multi-layer canard cycles. These are canard cycles passing through n layers of fast orbits, with n?2. The canard cycles are subject to n generic breaking mechanisms and we study the limit cycles that can be perturbed from the generic canard cycles of codimension n. We prove that this study can be reduced to the investigation of the fixed points of iterated translated power functions.     

The 16th Hilbert problem on algebraic limit cycles

For real planar polynomial differential systems there appeared a simple version of the 16th Hilbert problem on algebraic limit cycles: Is there an upper bound on the number of algebraic limit cycles of all polynomial vector fields of degree m? In [J. Llibre, R. Ramírez, N. Sadovskaia, On the 16th Hilbert problem for algebraic limit cycles, J. Differential Equations 248 (2010) 1401-1409] Llibre, Ramírez and Sadovskaia solved the problem, providing an exact upper bound, in the case of invariant algebraic curves generic for the vector fields, and they posed the following conjecture: Is1+(m−1)(m−2)/2the maximal number of algebraic limit cycles that a polynomial vector field of degree m can have?In this paper we will prove this conjecture for planar polynomial vector fields having only nodal invariant algebraic curves. This result includes the Llibre et al.?s as a special one. For the polynomial vector fields having only non-dicritical invariant algebraic curves we answer the simple version of the 16th Hilbert problem.     

On Hopf bifurcation in non-smooth planar systems

As we know, for non-smooth planar systems there are foci of three different types, called focus-focus (FF), focus-parabolic (FP) and parabolic-parabolic (PP) type respectively. The Poincaré map with its analytical property and the problem of Hopf bifurcation have been studied in Coll et al. (2001) [3] and Filippov (1988) [6] for general systems and in Zou et al. (2006) [13] for piecewise linear systems. In this paper we also study the problem of Hopf bifurcation for non-smooth planar systems, obtaining new results. More precisely, we prove that one or two limit cycles can be produced from an elementary focus of the least order (order 1 for foci of FF or FP type and order 2 for foci of PP type) (Theorem 2.3), different from the case of smooth systems. For piecewise linear systems we prove that 2 limit cycles can appear near a focus of either FF, FP or PP type (Theorem 3.3).     

Limit cycles near hyperbolas in quadratic systems

In this paper we introduce the notion of infinity strip and strip of hyperbolas as organizing centers of limit cycles in polynomial differential systems on the plane. We study a strip of hyperbolas occurring in some quadratic systems. We deal with the cyclicity of the degenerate graphics DI2a from the programme, set up in [F. Dumortier, R. Roussarie, C. Rousseau, Hilbert's 16th problem for quadratic vector fields, J. Differential Equations 110 (1994) 86-133], to solve the finiteness part of Hilbert's 16th problem for quadratic systems. Techniques from geometric singular perturbation theory are combined with the use of the Bautin ideal. We also rely on the theory of Darboux integrability.     

A regularization for discontinuous differential equations with application to state-dependent delay differential equations of neutral type

We consider a regularization for a class of discontinuous differential equations arising in the study of neutral delay differential equations with state dependent delays. For such equations the possible discontinuity in the derivative of the solution at the initial point may propagate along the integration interval giving rise to so-called “breaking points”, where the solution derivative is again discontinuous. Consequently, the problem of continuing the solution in a right neighborhood of a breaking point is equivalent to a Cauchy problem for an ode with a discontinuous right-hand side (see e.g. Bellen et al., 2009 [4]). Therefore a classical solution may cease to exist.The regularization is based on the replacement of the vector-field with its time average over an interval of length ε>0. The regularized solution converges as ε→⁰⁺ to the classical Filippov solution (Filippov, 1964, 1988 [13] and [14]). Several properties of the solutions corresponding to small ε>0 are presented.     

On the maximal energy tree with two maximum degree vertices

For a simple graph G, the energy E(G) is defined as the sum of the absolute values of all eigenvalues of its adjacent matrix.For Δ?3 and t?3, denote by T_a(Δ,t) (or simply T_a) the tree formed from a path P_t on t vertices by attaching Δ-1P₂’s on each end of the path P_t, and T_b(Δ,t) (or simply T_b) the tree formed from P_t+2 by attaching Δ-1P₂’s on an end of the P_t+2 and Δ-2P₂’s on the vertex next to the end.In Li et al.(2009) [16] proved that among trees of order n with two vertices of maximum degree Δ, the maximal energy tree is either the graph T_a or the graph T_b, where t=n+4-4Δ?3.However, they could not determine which one of T_a and T_b is the maximal energy tree.This is because the quasi-order method is invalid for comparing their energies.In this paper, we use a new method to determine the maximal energy tree.It turns out that things are more complicated.We prove that the maximal energy tree is T_b for Δ?7 and any t?3, while the maximal energy tree is T_a for Δ=3 and any t?3.Moreover, for Δ=4, the maximal energy tree is T_a for all t?3 but one exception that t=4, for which T_b is the maximal energy tree.For Δ=5, the maximal energy tree is T_b for all t?3 but 44 exceptions that t is both odd and 3?t?89, for which T_a is the maximal energy tree.For Δ=6, the maximal energy tree is T_b for all t?3 but three exceptions that t=3,5,7, for which T_a is the maximal energy tree.One can see that for most cases of Δ, T_b is the maximal energy tree,Δ=5 is a turning point, and Δ=3 and 4 are exceptional cases, which means that for all chemical trees (whose maximum degrees are at most 4) with two vertices of maximum degree at least 3, T_a has maximal energy, with only one exception T_a(4,4).     

Some notes on multivariate generalized Pareto distributions

The investigation of multivariate generalized Pareto distributions (GPDs) has begun only recently and there are slightly varying definitions of GPDs available. In this article we investigate the one from Section 5.1 of Falk et al. [Laws of Small Numbers: Extremes and Rare Events, second ed., Birkhäuser, Basel, 2004], which does not differ in the area of interest from those of other authors. We first give an interpretation of the case of independence in terms of the peaks-over-threshold approach. This case is also used in dimension d=3 by Falk et al. [Laws of Small Numbers: Extremes and Rare Events, second ed., Birkhäuser, Basel, 2004] as a counterexample to show that GP functions are not necessarily distribution functions on their entire support. We generalize this counterexample to an arbitrary dimension d≥3 and demonstrate also that other GP functions show this behavior. Finally we show that different GPDs can lead to the same conditional probability measure in the area of interest.     

Existence of limit cycles for coupled van der Pol equations

In this paper, we consider the existence of limit cycles of coupled van der Pol equations by using S¹-degree theory due to Dylawerski et al. (see Ann. Polon. Math. 62 (1991) 243).     

Oscillation susceptibility analysis along the path of longitudinal flight equilibriums

In this paper the oscillation susceptibility of an aircraft in a longitudinal flight with constant forward velocity is analyzed in different flight models. Conditions which ensure such a flight, and equations governing the flight are presented. The stability of the equilibriums appearing is analyzed and the existence of Hopf bifurcations and saddle-node bifurcations is researched. For two aircrafts in a simplified model it is shown that saddle-node bifurcations are present and there are no Hopf bifurcations. It is shown that for the elevator deflection there are two turning points , having the property that if , then the angle of attack α and the pitch rate q oscillate with the same period, while the pitch angle θ increases (decreases) tending to . The behavior of the aircraft is simulated in the simplified model when the elevator deflection δ_e varies in the range and when δ_e leaves this range. For one of the aircrafts the analysis is performed also in the not simplified model, showing the differences between the results obtained in different models.     

Exchange lemmas 2: General Exchange Lemma

Exchange lemmas are used in geometric singular perturbation theory to track flows near normally hyperbolic invariant manifolds. We prove a General Exchange Lemma, and show that it implies versions of existing exchange lemmas for rectifiable slow flows and loss-of-stability turning points.     

Bäcklund transformations for fourth Painlevé hierarchies

Bäcklund transformations (BTs) for ordinary differential equations (ODEs), and in particular for hierarchies of ODEs, are a topic of great current interest. Here, we give an improved method of constructing BTs for hierarchies of ODEs. This approach is then applied to fourth Painlevé (P_IV) hierarchies recently found by Gordoa et al. [Publ. Res. Inst. Math. Sci. (Kyoto) 37 (2001) 327-347]. We show how the known pattern of BTs for P_IV can be extended to our P_IV hierarchies. Remarkably, the BTs required to do this are precisely the Miura maps of the dispersive water wave hierarchy. We also obtain the important result that the fourth Painlevé equation has only one nontrivial fundamental BT, and not two such as is frequently stated.     

The period function of classical Liénard equations

In this paper we study the number of critical points that the period function of a center of a classical Liénard equation can have. Centers of classical Liénard equations are related to scalar differential equations , with f an odd polynomial, let us say of degree 2?−1. We show that the existence of a finite upperbound on the number of critical periods, only depending on the value of ?, can be reduced to the study of slow-fast Liénard equations close to their limiting layer equations. We show that near the central system of degree 2?−1 the number of critical periods is at most 2?−2. We show the occurrence of slow-fast Liénard systems exhibiting 2?−2 critical periods, elucidating a qualitative process behind the occurrence of critical periods. It all provides evidence for conjecturing that 2?−2 is a sharp upperbound on the number of critical periods. We also show that the number of critical periods, multiplicity taken into account, is always even.     

Coupled fixed point theorems for a generalized Meir-Keeler contraction in partially ordered metric spaces

Let X be a non-empty set and F:X×X→X be a given mapping. An element (x,y)∈X×X is said to be a coupled fixed point of the mapping F if F(x,y)=x and F(y,x)=y. In this paper, we consider the case when X is a complete metric space endowed with a partial order. We define generalized Meir-Keeler type functions and we prove some coupled fixed point theorems under a generalized Meir-Keeler contractive condition. Some applications of our obtained results are given. The presented theorems extend and complement the recent fixed point theorems due to Bhaskar and Lakshmikantham [T. Gnana Bhaskar, V. Lakshmikantham, Fixed point theorems in partially ordered metric spaces and applications, Nonlinear Anal. 65 (2006) 1379-1393].     

Generic points of quadrics and Chow groups

In this article we study the sufficient conditions for the k̅-defined element of the Chow group of a smooth variety to be k-rational (defined over k). For 0-cycles this question was addressed earlier. Our methods work for cycles of arbitrary dimension. We show that it is sufficient to check this property over the generic point of a quadric of sufficiently large dimension. Among the applications one should mention the uniform construction of fields with all known u-invariants.     

A chain of interacting particles under strain

We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other end moving away at slow speed ε>0, in the limit of small noise. The interaction between particles is through a pairwise potential U with finite range b>0. We consider both overdamped and underdamped dynamics.     

On the cyclicity of weight-homogeneous centers

Let W be a weight-homogeneous planar polynomial differential system with a center. We find an upper bound of the number of limit cycles which bifurcate from the period annulus of W under a generic polynomial perturbation. We apply this result to a particular family of planar polynomial systems having a nilpotent center without meromorphic first integral.     

On the 16th Hilbert problem for algebraic limit cycles

For a polynomial planar vector field of degree n?2 with generic invariant algebraic curves we show that the maximum number of algebraic limit cycles is 1+(n−1)(n−2)/2 when n is even, and (n−1)(n−2)/2 when n is odd. Furthermore, these upper bounds are reached.     

Bounds for Asian basket options

In this paper we propose pricing bounds for European-style discrete arithmetic Asian basket options in a Black and Scholes framework. We start from methods used for basket options and Asian options. First, we use the general approach for deriving upper and lower bounds for stop-loss premia of sums of non-independent random variables as in Kaas et al. [Upper and lower bounds for sums of random variables, Insurance Math. Econom. 27 (2000) 151–168] or Dhaene et al. [The concept of comonotonicity in actuarial science and finance: theory, Insurance Math. Econom. 31(1) (2002) 3–33]. We generalize the methods in Deelstra et al. [Pricing of arithmetic basket options by conditioning, Insurance Math. Econom. 34 (2004) 55–57] and Vanmaele et al. [Bounds for the price of discrete sampled arithmetic Asian options, J. Comput. Appl. Math. 185(1) (2006) 51–90]. Afterwards we show how to derive an analytical closed-form expression for a lower bound in the non-comonotonic case. Finally, we derive upper bounds for Asian basket options by applying techniques as in Thompson [Fast narrow bounds on the value of Asian options, Working Paper, University of Cambridge, 1999] and Lord [Partially exact and bounded approximations for arithmetic Asian options, J. Comput. Finance 10 (2) (2006) 1–52]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity.     

Asymptotic preconditioning of linear homogeneous systems of differential equations

We consider the asymptotic behavior of solutions of a linear differential system x^′=A(t)x, where A is continuous on an interval ([a,∞). We are interested in the situation where the system may not have a desirable asymptotic property such as stability, strict stability, uniform stability, or linear asymptotic equilibrium, but its solutions can be written as x=Pu, where P is continuously differentiable on [a,∞) and u is a solution of a system u^′=B(t)u that has the property in question. In this case we say that P preconditions the given system for the property in question.