Birkhoff’s theorem and viscosity solutions of Hamilton-Jacobi equations

We obtain a partial generalization of Birkhoff’s theorem of invariant curve to higher dimesional case in the context of viscosity solutions of Hamilton-Jacobi equations, or weak KAM theory. This is a new approach after Herman’s proof. This work was supported by the National Basic Research Program of China (Grant No. 2007CB814800) and National Natural Science Foundation of China (Grant No. 10301012)     

A new proof of <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates for the parabolic polyharmonic equations

In this paper we obtain local L ^p estimates for the parabolic polyharmonic equations by a straightforward approach. Yao was supported by the Innovation Foundation of Shanghai University (Grant No. A10-0101-08-905), Shanghai Leading Academic Discipline Project (Grant No. J50101) and Key Disciplines of Shanghai Municipality (Grant No. S30104). Zhou was supported by the National Basic Research Program of China (Grant No. 2006CB705700), National Natural Science Foundation of China (Grant No. 60532080), and the Key Project of Chinese Ministry of Education (Grant No. 306017)     

Continuity in weak topology:higher order linear systems of ODE

We will introduce a type of Fredholm operators which are shown to have a certain con- tinuity in weak topologies.From this,we will prove that the fundamental matrix solutions of k-th, k≥2,order linear systems of ordinary differential equations are continuous in coefficient matrixes with weak topologies.Consequently,Floquet multipliers and Lyapunov exponents for periodic systems are continuous in weak topologies.Moreover,for the scalar Hill's equations,Sturm-Liouville eigenvalues, periodic and anti-periodic eigenvalues,and rotation numbers are all continuous in potentials with weak topologies.These results will lead to many interesting variational problems.     

The Paley-Wiener theorem in the non-commutative and non-associative octonions

The Paley-Wiener theorem in the non-commutative and non-associative octonion analytic function space is proved. This work was supported by the National Basic Research Program of China (Grant No. 1999075105), the National Natural Science Foundation of China (Grant No. 10471002) and Research Foundation for Doctoral Programm (Grant No. 20050574002)     

An analogue of Beurling’s theorem for the Jacobi transform

In this paper, we prove Beurling＇s theorem for the Jacobi transform, from which we derive some other versions of uncertainty principles.     

The equality cases for the inequalities of Oppenheim and Schur for positive semi-definite matrices

In this paper, necessary and sufficient conditions for equality in the inequalities of Oppenheim and Schur for positive semidefinite matrices are investigated. Supported by National Natural Science Foundation of China (No. 10531070), National Basic Research Program of China 973 Program (No. 2006CB805900), National Research Program of China 863 Program (No. 2006AA11Z209) and the Natural Science Foundation of Shanghai (Grant No. 06ZR14049).     

An SQP algorithm with cautious updating criteria for nonlinear degenerate problems

An efficient SQP algorithm for solving nonlinear degenerate problems is proposed in the paper. At each iteration of the algorithm, a quadratic programming subproblem, which is always feasible by introducing a slack variable, is solved to obtain a search direction. The steplength along this direction is computed by employing the 1∞ exact penalty function through Armijo-type line search scheme. The algorithm is proved to be convergent globally under mild conditions.     

A level set method to reconstruct the discontinuity of the conductivity in EIT

In this paper, one level set method is applied to finding the interface of discontinuity of the conductivity in EIT(electrical impedance tomography) problem. By choosing one suitable velocity function, a level set reconstruction algorithm is proposed. The theoretical results for EIT problem and regularization are given. Finally the numerical examples demonstrate that the reconstruction algorithm is efficient and stable. The work was supported by the National Natural Science Foundation of China (Grant Nos. 10431030, 10771138), the Shanghai Natural Science Foundation (Grant No. 07JC14001), the National Basic Research Program (Grant No. 2005CB321701) and Ministry of Education of China and State Administration of Foreign Experts Affairs of China under an 111 project (Grant No. B08018).     

An unconstrained optimization method using nonmonotone second order Goldstein’s line search

In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein’s line search is proposed. By using the negative curvature information from the Hessian, the sequence generated is shown to converge to a stationary point with the second order optimality conditions. Numerical tests on a set of standard test problems confirm the efficiency of our new method. This work was supported by the National Natural Science Foundation of China (Grant No. 10231060) and the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No. 20040319003)     

The algebraic structure of discrete zero curvature equations associated with integrable couplings and application to enlarged Volterra systems

An algebraic structure of discrete zero curvature equations is established for integrable coupling systems associated with semi-direct sums of Lie algebras. As an application example of this algebraic structure, a τ-symmetry algebra for the Volterra lattice integrable couplings is engendered from this theory.     

Bifurcations of limit cycles in a perturbed quintic Hamiltonian system with six double homoclinic loops

This paper concerns with the number and distributions of limit cycles of a quintic subject to a seven-degree perturbation. With the aid of numeric integral computation provided by Mathematica 4.1, at least 45 limit cycles are found in the above system by applying the method of double homoclinic loops bifurcation, Hopf bifurcation and qualitative analysis. The four configurations of 45 limit cycles of the system are also shown. The results obtained are useful to the study of the weakened 16th Hilbert Problem.     

An overview of representation theorems for static risk measures

In this paper, we give an overview of representation theorems for various static risk measures: coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity, law-invariant coherent or convex risk measures, risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. This work was supported by National Natural Science Foundation of China (Grant No. 10571167), National Basic Research Program of China (973 Program) (Grant No. 2007CB814902), and Science Fund for Creative Research Groups (Grant No. 10721101)     

General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applications to Finance

This paper is concerned with partially observed risk-sensitive optimal control problems. Combining Girsanov’s theorem with a standard spike variational technique, we obtain some general maximum principles for the aforementioned problems. One of the distinctive differences between our results and the standard risk-neutral case is that the adjoint equations and variational inequalities strongly depend on a risk-sensitive parameter γ. Two examples are given to illustrate the applications of the theoretical results obtained in this paper. As a natural deduction, a general maximum principle is also obtained for a fully observed risk-sensitive case. At last, this result is applied to study a risk-sensitive optimal portfolio problem. An explicit optimal investment strategy and a cost functional are obtained. A numerical simulation result shows the influence of a risk-sensitive parameter on an optimal investment proportion; this coincides with its economic meaning and theoretical results. This work was partially supported by the National Natural Science Foundation (10671112), the National Basic Research Program of China (973 Program, No. 2007CB814904), the Natural Science Foundation of Shandong Province (Z2006A01) and the Doctoral Fund of the Education Ministry of China.     

Local structure-preserving algorithms for partial differential equations

In this paper, we discuss the concept of local structure-preserving algorithms (SPAs) for partial differential equations, which are the natural generalization of the corresponding global SPAs. Local SPAs for the problems with proper boundary conditions are global SPAs, but the inverse is not necessarily valid. The concept of the local SPAs can explain the difference between different SPAs and provide a basic theory for analyzing and constructing high performance SPAs. Furthermore, it enlarges the applicable scopes of SPAs. We also discuss the application and the construction of local SPAs and derive several new SPAs for the nonlinear Klein-Gordon equation. This work was supported by the National Basic Research Program (Grant No. 2005CB321703). The first author was supported by the National Natural Science Foundation of China (Grant Nos. 40405019, 10471067) and the Major Research Projects of Jiangsu Province (Grant No. BK2006725); the second author was supported by the National Natural Science Foundation of China (Innovation Group) (Grant No. 40221503) and the third author was supported by the National Natural Science Foundation of China (Grant No. 10471145)     

Solutions for the prescribing mean curvature equation

By variational methods, for a kind of Yamabe problem whose scalar curvature vanishes in the unit ball BN and on the boundary S^N-1 the mean curvature is prescribed, we construct multi-peak solutions whose maxima are located on the boundary as the parameter tends to 0^＋ under certain assumptions. We also obtain the asymptotic behaviors of the solutions.     

A Note on Linear Extension of Into-Isometries Between Two Unit Spheres of Atomic AL^p-Space （0 〈 p 〈∞）

In this paper, we shall present a short and simple proof on the isometric linear extension problem of into-isometries between two unit spheres of atomic abstract L^p-spaces （0 〈 p 〈 ∞）.     

Asymptotic bound on binary self-orthogonal codes

We present two constructions for binary self-orthogonal codes. It turns out that our constructions yield a constructive bound on binary self-orthogonal codes. In particular, when the information rate R = 1/2, by our constructive lower bound, the relative minimum distance δ ≈ 0.0595 (for GV bound, δ ≈ 0.110). Moreover, we have proved that the binary self-orthogonal codes asymptotically achieve the Gilbert-Varshamov bound. This work was supported by the China Scholarship Council, National Natural Science Foundation of China (Grant No.10571026), the Cultivation Fund of the Key Scientific and Technical Innovation Project of Ministry of Education of China, and the Specialized Research Fund for the Doctoral Program of Higher Education (Grant No. 20060286006)     

Compactly supported refinable distributions in Triebel-Lizorkin spaces and besov spaces

The aim of this article is to characterize compactly supported refinable distributions in Triebel-Lizorkin spaces and Besov spaces by projection operators on certain wavelet space and by some operators on a finitely dimensional space.Research partially supported by the National Natural Sciences Foundation of China # 69735020, the Tian Yuan Projection of the National Natural Sciences Foundation of China, the Doctoral Bases Promotion Foundation of National Educational Commission of China #97033519 and the Zhejiang Provincial Sciences Foundation of China # 196083, and by the Wavelets Strategic Research Program funded by the National Science and Technology Board and the Ministry of Education, Singapore.     

Discrete time mean-variance analysis with singular second moment matrixes and an exogenous liability

We apply the dynamic programming methods to compute the analytical solution of the dynamic mean-variance optimization problem affected by an exogenous liability in a multi-periods market model with singular second moment matrixes of the return vector of assets. We use orthogonai transformations to overcome the difficulty produced by those singular matrixes, and the analytical form of the efficient frontier is obtained. As an application, the explicit form of the optimal mean-variance hedging strategy is also obtained for our model.