An algebraic study of BLUPs under two linear random-effects models with correlated covariance matrices

Assume that a pair of general Linear Random-effects Models (LRMs) are given with a correlated covariance matrix for their error terms. This paper presents an algebraic approach to the statistical analysis and inference of the two correlated LRMs using some state-of-the-art formulas in linear algebra and matrix theory. It is shown first that the best linear unbiased predictors (BLUPs) of all unknown parameters under LRMs can be determined by certain linear matrix equations, and thus the BLUPs under the two LRMs can be obtained in exact algebraic expressions. We also discuss algebraical and statistical properties of the BLUPs, as well as some additive decompositions of the BLUPs. In particular, we present necessary and sufficient conditions for the separated and simultaneous BLUPs to be equivalent. The whole work provides direct access to a very simple algebraic treatment of predictors/estimators under two LRMs with correlated covariance matrices.     

Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations

Asymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (MEL) estimator and the Estimating Equation (EE) estimator (or the Generalized Method of Moments (GMM) in econometrics) for the coefficients of a single structural equation in a system of linear simultaneous equations, which corresponds to a reduced rank regression model. The expansions in terms of the sample size, when the non-centrality parameters increase proportionally, are carried out to O(n⁻¹). Comparisons of the distributions of the MEL and GMM estimators are made. Also, we relate the asymptotic expansions of the distributions of the MEL and GMM estimators to the corresponding expansions for the Limited Information Maximum Likelihood (LIML) and the Two-Stage Least Squares (TSLS) estimators. We give useful information on the higher order properties of alternative estimators including the semi-parametric inefficiency factor under the homoscedasticity assumption.     

Entire function solutions of a system of two recurrent step equations with exponential polynomial coefficients

A system of two recurrent step equations with exponential polynomial coefficients is considered. It is shown that, under certain natural conditions, its entire function solutions are exponential polynomials.     

A projection method for a system of nonlinear monotone equations with convex constraints

In this paper, we propose a projection method for solving a system of nonlinear monotone equations with convex constraints. Under standard assumptions, we show the global convergence and the linear convergence rate of the proposed algorithm. Preliminary numerical experiments show that this method is efficient and promising. This work was supported by the Postdoctoral Fellowship of The Hong Kong Polytechnic University, the NSF of Shandong China (Y2003A02).     

Hyers–Ulam stability of a system of first order linear differential equations with constant coefficients

In this paper, using matrix method, we prove the Hyers–Ulam stability of a system of first order linear differential equations with constant coefficients.     

Finite-time null controllability for a class of linear evolution equations on a Banach space with control constraints

We present some necessary and sufficient conditions for null controllability for a class of general linear evolution equations on a Banach space with constraints on the control space. We also present a result on the existence of time-optimal controls and some partial results on the maximum principle. Some interesting insights that can be obtained from these results are discussed, and the paper is concluded with an application to a boundary control problem.This work was supported in part by the National Science and Engineering Council of Canada under Grant No. 7109.The author is thankful to Professor L. Cesari for many helpful suggestions and also for calling his attention to the recent papers of Professor K. Narukawa.     

Factorization of a class of matrix‐functions with stable partial indices

A new effective method for factorization of a class of nonrational n × n matrix‐functions with stable partial indices is proposed. The method is a generalization of one recently proposed by the authors, which was valid for the canonical factorization only. The class of matrices being considered is motivated by their applicability to various problems. The properties and steps of the asymptotic procedure are discussed in detail. The efficiency of the procedure is highlighted by numerical results. Copyright © 2016 John Wiley & Sons, Ltd.     

Evans functions and bifurcations of standing wave fronts of a nonlinear system of reaction diffusion equations

Consider the following nonlinear system of reaction diffusion equations arising from mathematical neuroscience $\frac{\partial u}{\partial t}=\frac{\partial^2u}{\partial x^2}+\alpha[\beta H(u-\theta)-u]-w,~ \frac{\partial w}{\partial t}=\varepsilon(u-\gamma w).$ Also consider the nonlinear scalar reaction diffusion equation $\frac{\partial u}{\partial t}=\frac{\partial^2u}{\partial x^2}+\alpha[\beta H(u-\theta)-u].$ In these model equations, $\alpha>0$, $\beta>0$, $\gamma>0$, $\varepsilon>0$ and $\theta>0$ are positive constants, such that $0<2\theta<\beta$. In the model equations, $u=u(x,t)$ represents the membrane potential of a neuron at position $x$ and time $t$, $w=w(x,t)$ represents the leaking current, a slow process that controls the excitation.\\indent The main purpose of this paper is to couple together linearized stability criterion (the equivalence of the nonlinear stability, the linear stability and the spectral stability of the standing wave fronts) and Evans functions (complex analytic functions) to establish the existence, stability, instability and bifurcations of standing wave fronts of the nonlinear system of reaction diffusion equations and to establish the existence and stability of the standing wave fronts of the nonlinear scalar reaction diffusion equation.     

Generalized fractional‐order Jacobi functions for solving a nonlinear systems of fractional partial differential equations numerically

In this paper, a collocation spectral numerical algorithm is presented for solving nonlinear systems of fractional partial differential equations subject to different types of conditions. A proposed error analysis investigates the convergence of the mentioned algorithm. Some numerical examples confirm the efficiency and accuracy of the method.     

除环上左线性方程组反问题的右高解和次亚(半)正定解

继续文[1]的工作,给出了除环上左线性方程组反问题（简称IP）的右高解的表达式,导出了IP有次自共轭解和次亚（半）正定解的充要条件及其解集结构。     

An efficient step method for a system of differential equations with delay

Using the step method, we study a system of delay differential equations and we prove the existence and uniqueness of the solution and the convergence of the successive approximation sequence using the Perov''s contraction principle and the step method. Also, we propose a new algorithm of successive approximation sequence generated by the step method and, as an example, we consider some second order delay differential equations with initial conditions.     

On an efficient implementation and mass boundedness conditions for a discrete Dirichlet problem associated with a nonlinear system of singular partial differential equations

In this work, we propose an efficient implementation of a finite-difference method employed to approximate the solutions of a system of partial differential equations that appears in the investigation of the growth of biological films. The associated homogeneous Dirichlet problem is discretized using a linear approach. This discretization yields a positivity- and boundedness-preserving implicit technique which is represented in vector form through the multiplication by a sparse matrix. A straightforward implementation of this methodology would require a substantial amount of computer memory and time, but the problem is conveniently coded using a continual reduction of the zero sub-matrices of the representing matrix. In addition to the conditions that guarantee the positivity and the boundedness of the numerical approximations, we establish some parametric constraints that assure that the same properties for the discrete total mass at each point of the mesh-grid and each discrete time are actually satisfied. Some simulations are provided in order to illustrate both the performance of the implementation, and the preservation of the positivity and the boundedness of the numerical approximations.     

Existence,blow‐up,and exponential decay estimates for a system of nonlinear wave equations with nonlinear boundary conditions

This paper is devoted to the study of a system of nonlinear equations with nonlinear boundary conditions. First, on the basis of the Faedo–Galerkin method and standard arguments of density corresponding to the regularity of initial conditions, we establish two local existence theorems of weak solutions. Next, we prove that any weak solutions with negative initial energy will blow up in finite time. Finally, the exponential decay property of the global solution via the construction of a suitable Lyapunov functional is presented. Copyright © 2013 John Wiley & Sons, Ltd.     

Existence,blow‐up,and exponential decay estimates for a system of semilinear wave equations associated with the helicalflows of Maxwell fluid

The paper is devoted to the study of a system of semilinear wave equations associated with the helical flows of Maxwell fluid. First, based on Faedo–Galerkin method and standard arguments of density corresponding to the regularity of initial conditions, we establish two local existence theorems of weak solutions. Next, we prove that any weak solutions with negative initial energy will blow up in finite time. Finally, we give a sufficient condition to guarantee the global existence and exponential decay of weak solutions via the construction of a suitable Lyapunov functional. Copyright © 2015 John Wiley & Sons, Ltd.