Group closures of partial transformations

Let \(X\) be an infinite set, \(f\) a partial one-to-one transformation of \(X\), and \(H\) a normal subgroup of G _X , the group of all permutations of \(X\). We investigate when \(H\) is equal to \(G_{<f:H>}\). That is, we are interested when \(H\) is the full group of normalizers of the semigroup of transformations on \(X\) generated by conjugates of \(f\) by elements of \(H\).     

Further results on existence-uniqueness for stochastic functional differential equations

The aim of this paper is to develop some basic theories of stochastic functional differential equations (SFDEs) under the local Lipschitz condition in continuous functions space ?. Firstly, we establish a global existence-uniqueness lemma for the SFDEs under the global Lipschitz condition in ? without the linear growth condition. Then, under the local Lipschitz condition in ?, we show that the non-continuable solution of SFDEs still exists if the drift coefficient and diffusion coefficient are square-integrable with respect to t when the state variable equals zero. And the solution of the considered equation must either explode at the end of the maximum existing interval or exist globally. Furthermore, some more general sufficient conditions for the global existence-uniqueness are obtained. Our conditions obtained in this paper are much weaker than some existing results. For example, we need neither the linear growth condition nor the continuous condition on the time t. Two examples are provided to show the effectiveness of the theoretical results.     

On the integrability of the differential systems in dimension two and of the polynomial differential systems in arbitrary dimension

This is a survey on recent results providing sufficient conditions for the existence of a first integral, first for vector fields defined on real surfaces, and second for polynomial vector fields in \(R^n\) or \(C^n\) with \(n\geq 2\). We also&nbsp;provide an open question and some applications based on the existence of such first integrals. &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;     

Numerical Solutions of Stochastic Differential Delay Equations with Jumps

Abstract

In this article, we investigate the strong convergence of the Euler–Maruyama method and stochastic theta method for stochastic differential delay equations with jumps. Under a global Lipschitz condition, we not only prove the strong convergence, but also obtain the rate of convergence. We show strong convergence under a local Lipschitz condition and a linear growth condition. Moreover, it is the first time that we obtain the rate of the strong convergence under a local Lipschitz condition and a linear growth condition, i.e., if the local Lipschitz constants for balls of radius R are supposed to grow not faster than log R.     

On the number of \(n\)-dimensional invariant spheres in polynomial vector fields of \(\mathbb{C}^{n+1}\)

We study the polynomial vector&nbsp;fields \(\mathcal{X}= \displaystyle \sum_{i=1}^{n+1} P_i(x_1,\ldots,x_{n+1}) \frac{\partial}{\partial x_i}\) in \(\mathbb{C}^{n+1}\) with \(n\geq 1\) . Let \(m_i\) be the degree of the&nbsp;polynomial \(P_i\). We call \((m_1,\ldots,m_{n+1})\) the degree of \(\mathcal{X}\). For these polynomial vector fields \(\mathcal{X}\) and&nbsp;in function of their degree we provide upper bounds, first for the&nbsp;maximal number of invariant \(n\)-dimensional spheres, and&nbsp;second for&nbsp;the maximal number of \(n\)-dimensional concentric invariant spheres.     

The improved LaSalle-type theorems for stochastic functional differential equations

The main aim of this paper is to improve some results obtained by Mao [X. Mao, The LaSalle-type theorems for stochastic functional differential equations, Nonlinear Stud. 7 (2000) 307-328]. Our new theorems give better results while conditions imposed are much weaker than in the paper mentioned above. For example, we need only the local Lipschitz condition but neither the linear growth condition nor the bounded moment condition on the solutions. To guarantee the existence and uniqueness of the global solution to the underlying stochastic functional differential equation (SFDE) under the weaker conditions imposed in this paper, we establish a generalised existence-and-uniqueness theorem which covers a wider class of nonlinear SFDEs as demonstrated by the examples discussed in this paper. Moreover, from our improved results follow some new criteria on the stochastic asymptotic stability for SFDEs.     

Analytic Conjugation, Global Attractor, and the Jacobian

It is proved that the dilation \(\lambda f\) of an analytic map \(f\) on \({\bf C}^n$\) with \(f(0)=0,f'(0)=I, |\lambda|&gt;1\) has an analytic conjugation to its linear part \(\lambda x\) if and only if \(f\) is an analytic automorphism on \({\bf C}^n\) and \(x=0\) is a global attractor for the inverse \((\lambda f)^{-1}\). This result is used to show that the dilation of the Jacobian polynomial of [12] is analyticly conjugate to its linear part.     

带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的依概率收敛

本文在局部Lipschitz条件和一些附加条件下得到了方程的全局解, 而未使用线性增长条件. 另外, 对带有泊松跳跃马尔可夫调制的中立型随机时滞微分方程近似解的收敛性进行了研究, 取代了以往的均方收敛方式, 改为依概率收敛. 从而对现有的一些结果进行了改进.     

Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty

This paper is concerned with a class of reflected backward stochastic differential equations (RBSDEs in short) with two barriers. The first purpose of the paper is to establish existence and uniqueness results of adapted solutions for such RBSDEs. Most of existing results on adapted solutions for RBSDEs with two barriers are heavily based on either the Mokobodski condition or other restrictive regularity conditions. In this paper, the two barriers are modeled by stochastic differential equations with coefficients satisfying the local Lipschitz condition and the linear growth condition, which enables us to weaken the regularity conditions on the boundary processes. Existence is proved by a penalization scheme together with a comparison theorem under the Lipschitz condition on the coefficients of RBSDEs. As an application, it is proved that the initial value of an RBSDE with two barriers coincides with the value function of a certain Dynkin game under Knightian uncertainty.     

Duality theory of regularized resolvent operator family

Let \( k \in C(R^+)\), A be a closed linear densely defined operator in the Banach&nbsp;space \(X\) and \( \{R(t)\}_{t\geq 0} \) be an exponentially bounded \(k\)-regularized resolvent operator families&nbsp;generated by A. In this paper, we mainly study pseudo k-resolvent and duality theory&nbsp;of k-regularized resolvent operator families. The conditions that pseudo k-resolvent&nbsp;become k-resolvent of the closed linear densely defined operator A are given. The&nbsp;some relations between the duality of the regularized resolvent operator families and&nbsp;the generator A are gotten. In addition, the corresponding results of duality of \(k\)-regularized resolvent operator families in Favard space are educed.     

Asymptotic behavior of the Cahn-Hilliard-Oono equation

Our aim in this article is to study the asymptotic behavior, in terms of finite-dimensional&nbsp;attractors, of the Cahn-Hilliard-Oono equation. This equation differs from the usual Cahn-Hilliard&nbsp;equation by the presence of a term of the form \( \epsilon u,\ \epsilon &gt;0\), which takes into account long-ranged interactions. In particular, we prove the existence of a robust family of exponential attractors as \(\epsilon\) goes to \(0\).     

Global Stability for a Dynamic model of Hepatitis B with Antivirus Treatment

An epidemic model on the basis of therapy of chronic Hepatitis B with antivirus treatment was introduced in this paper. By applying a comparison theorem and analyzing the corresponding characteristic equations, we obtain sufficient conditions on the parameters for the global stability of the disease-free state. It's proved that if the basic reproduction number \(R_0 &lt; 1\) , the disease-free equilibrium is globally asymptotically stable. If \(R_0 &gt; 1\), the disease-free equilibrium is unstable and the disease is uniformly permanent. Moreover, if \(R_0 &gt; 1\), sufficient conditions are obtained for the global stability of the endemic equilibrium.     

An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs

This article considers a class of nonlocal stochastic functional differential equations with infinite delay whose coefficients are dependent the pth moment and establishes the existence-and-uniqueness theorem under the conditions that are similar to the classical linear growth condition and the Lipschitz condition. Compared with the existing results, the conditions of this article are easier to test.     

A class of stochastic differential equations with the time average

Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this class of stochastic diferential equations,in this paper,the linear growth condition and the Lipschitz condition are diferent from the classical conditions.Under the special linear growth condition and the special Lipschitz condition,this paper establishes the existence and uniqueness of the solution.By using the Lyapunov function,this paper also establishes the existence and uniqueness under the local Lipschitz condition and gives the p-th moment estimate.Finally,a scalar example is given to illustrate the applications of our results.     

The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay

This paper is devoted to build the existence-and-uniqueness theorem of solutions to stochastic functional differential equations with infinite delay (short for ISFDEs) at phase space BC((−∞,0];Rd). Under the uniform Lipschitz condition, the linear growth condition is weaked to obtain the moment estimate of the solution for ISFDEs. Furthermore, the existence-and-uniqueness theorem of the solution for ISFDEs is derived, and the estimate for the error between approximate solution and accurate solution is given. On the other hand, under the linear growth condition, the uniform Lipschitz condition is replaced by the local Lipschitz condition, the existence-and-uniqueness theorem is also valid for ISFDEs on [t₀,T]. Moreover, the existence-and-uniqueness theorem still holds on interval [t₀,∞), where t₀∈R is an arbitrary real number.     

A Class of Stochastic Diferential Equations with the Time Average

Stochastic diferential equations with the time average have received increasing attentions in recent years since they can ofer better explanations for some fnancial models.Since the time average is involved in this class of stochastic diferential equations,in this paper,the linear growth condition and the Lipschitz condition are diferent from the classical conditions.Under the special linear growth condition and the special Lipschitz condition,this paper establishes the existence and uniqueness of the solution.By using the Lyapunov function,this paper also establishes the existence and uniqueness under the local Lipschitz condition and gives the p-th moment estimate.Finally,a scalar example is given to illustrate the applications of our results.     

Existence and uniqueness of solutions to neutral stochastic functional differential equations with infinite delay

This paper investigates the existence and uniqueness theorem of solutions to neutral stochastic differential equations with infinite delay (short for INSFDEs) at a space BC((-∞,0];R^d). Under the uniform Lipschitz condition, linear growth condition is weaken to obtain the moment estimate of the solution for INSFDEs. Furthermore, the existence, uniqueness theorem of the solution for INSFDEs is derived, and the estimate for the error between approximate solution and exact solution is given. On the other hand, under the linear growth condition, the uniform Lipschitz condition is replaced by the local Lipschitz condition, the existence, uniqueness theorem is also valid for INSFDEs on [t₀,T]. Moreover, the existence, uniqueness theorem still holds on interval [t₀,∞), where t₀∈R is an arbitrary real number.     

Second-Derivative-Free Variant of the Chebyshev Method for Nonlinear Equations

In this paper, we introduce a numerical method for nonlinear equations, based on the Chebyshev third-order method, in which the second-derivative operator is replaced by a finite difference between first derivatives. We prove a semilocal convergence theorem which guarantees local convergence with R-order three under conditions similar to those of the Newton-Kantorovich theorem, assuming the Lipschitz continuity of the second derivative. In a subsequent theorem, the latter condition is replaced by the weaker assumption of Lipschitz continuity of the first derivative.     

A STUDY ON GRADIENT BLOW UP FOR VISCOSITY SOLUTIONS OF FULLY NONLINEAR, UNIFORMLY ELLIPTIC EQUATIONS

We investigate sharp conditions for boundary and interior gradient estimates of continuous viscosity solutions to fully nonlinear,uniformly elliptic equations under Dirichlet boundary conditions. When ...     

Existence and uniqueness theorem for uncertain differential equations

Canonical process is a Lipschitz continuous uncertain process with stationary and independent increments, and uncertain differential equation is a type of differential equations driven by canonical process. This paper presents some methods to solve linear uncertain differential equations, and proves an existence and uniqueness theorem of solution for uncertain differential equation under Lipschitz condition and linear growth condition.