微分周形式与稀疏微分结式

代数周(Chow)形式和代数结式是代数几何的基本概念,同时还是消去理论的强大工具.一个自然的想法是在微分代数几何中发展相应的周形式和结式理论.但是由于微分结构的复杂性,在本文的研究工作之前,微分结式只有部分结果,而微分周形式与稀疏微分结式理论一直没有得到发展.本文的主要结果包括:第一,发展一般(generic)情形的微分相交理论,作为应用,证明一般情形的微分维数猜想.第二,初步建立微分周形式理论.对不可约微分代数簇定义微分周形式并证明其基本性质,特别地,给出微分周形式的Poisson分解公式,引入微分代数簇的主微分次数这一不变量并证明一类微分代数闭链的周簇和周坐标的存在性.作为应用,首次严格定义微分结式,证明其基本性质.第三,初步建立稀疏微分结式理论.引入Laurent微分本性系统的概念,定义稀疏微分结式,证明其基本性质,特别地,引入微分环面簇的概念,给出稀疏微分结式阶数和次数界的估计,并基于此给出计算稀疏微分结式的单指数时间算法.     

Differential projective modules over differential rings

Differential modules over a commutative differential ring which are projective as ring modules, with differential homomorphisms, form an additive category. Every projective ring module is shown occurs as the underlying module of a differential module. Differential modules, projective as ring modules, are shown to be direct summands of differential modules free as ring modules; those which are differential direct summands of differential direct sums of the ring being induced from the subring of constants. Every differential module finitely generated and projective as a ring module is shown to have this form after a faithfully flat finitely presented differential extension of the base.     

有红利美式看跌期权定价的Crank-Nicolson有限差分法

本文基于B-S微分方程,采用Crank-Nicolson差分格式(简称C-N差分格式)求解支付固定红利的美式看跌期权价值,给出实证分析,并对C-N差分格式和隐含的差分格式进行了比较.结果表明,用C-N差分格式可以得到更加精确、有效的数值解.     

Solving systems of fractional differential equations using differential transform method

This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.     

不确定微分方程的数值解法及其应用研究

不确定微分方程广泛应用于不确定财政、不确定控制、不确定微分博弈等领域。由于一些不确定微分方程解析解难以实现,本文首先研究了不确定微分方程的Euler方法和Runge-Kutta方法两种数值解法,并进行误差分析。通过比较随机领域Black-Scholes模型和不确定领域Liu模型的欧式期权定价公式,验证不确定微分方程描述证券市场的合理性和实用性。     

球壳轴对称弯曲问题精确的挠度微分方程及其奇异摄动解

本文提出了球壳轴对称弯曲问题精确的挠度(ω)微分方程和精确的转角(dω/da)微分方程.本文重点研究了挠度微分方程的精度,基本思路是:首先假设边缘效应时经线中面位移u=0,从而建立挠度微分方程,然后再精确地证明挠度微分方程与原来微分方程内力解答完全相同.再精确地证明边缘效应时经线中面位移u=0是精确解.本文给出了挠度微分方程的奇异摄动解,最后验算了平衡条件,证明摄动解求出的内力和外荷载是完全平衡的.这一方面表明摄动解的计算是正确的;另一方面也再二次表明挠度微分方程是精确的微分方程.新微分方程的优点是:1.新微分方程和原来微分方程精度完全相同;2.新微分方程满足的边界条件非常简单;3.新微分方程便于使用摄动解;4.新微分方程可以得到挠度(ω)和转角(dω/da)的表达式.新微分方程使球壳的计算得到很大的简化.本文采用的符号与徐芝纶《弹性力学》第二版下册相同[1].     

微分特征列法在拟微分算子和Lax表示中的应用

微分特征列法用于拟微分算子和非线性发展方程Lax表示的计算.首先,利用微分特征列法和微分带余除法计算拟微分算子的逆和方根,由于不必求解常微分方程组,并将解代入,因此,使得计算得以简化.其次,利用微分特征列法,约化从广义Lax方程和Zakharov-Shabat推出的非线性偏微分方程,并得到相应的非线性发展方程.在Mathematica计算机代数系统上,编写了相关程序,从而可以利用计算机辅助完成一些非线性发展方程Lax表示的计算.     

动力学群微分表示的计算:以Lorentz群 SO(3,1) 为例

该文给出了动力学群在群参数空间以及陪集空间上的右、左微分表示和伴随微分表示的符号计算方法.作为例子, 计算了Lorentz 群SO(3,1)的6 -参数和3 -参数的右、左及伴随微分表示,这些表示是旋转群SO(3)关于欧拉角和极角的微分表示的相对论性推广.特别,作者给出了伴随微分表示的两种不同的3 -参数形式,同时也得到了Wigner小群SO(2,1) 和 SO(3)$的6 -参数和3 -参数的相应表示.这些表示在相对论性量子陀螺的研究中可得到应用.     

A comparative study of crossover in differential evolution

In order to understand the role of crossover in differential evolution, theoretical analysis and comparative study of crossover in differential evolution are presented in this paper. Two new crossover methods, namely consecutive binomial crossover and non-consecutive exponential crossover, are designed. The probability distribution and expectation of crossover length for binomial and exponential crossover used in this paper are derived. Various differential evolution algorithms with different crossover methods including mutation-only differential evolution are comprehensively compared at system level instead of parameter level. Based on the theoretical analysis and simulation results, the effect of crossover on the reliability and efficiency of differential evolution algorithms is discussed. Some insights are revealed.     

Frobenius integrable decompositions for ninth-order partial differential equations of specific polynomial type

Frobenius integrable decompositions are presented for a kind of ninth-order partial differential equations of specific polynomial type. Two classes of such partial differential equations possessing Frobenius integrable decompositions are connected with two rational Bäcklund transformations of dependent variables. The presented partial differential equations are of constant coefficients, and the corresponding Frobenius integrable ordinary differential equations possess higher-order nonlinearity. The proposed method can be also easily extended to the study of partial differential equations with variable coefficients.     

Differentialoperatoren bei partiellen Differentialgleichungen

Summary In the present paper those formally hyperbolic differential equations are characterized for which solutions can be represented by means of differential operators acting on holomorphic functions. This is done by a necessary and sufficient condition on the coefficients of the differential equation. These operators are determined simultaneously. By it a general procedure is presented to construct differential equations and corresponding differential operators which map holomorphic functions onto solutions of the differential equations. We also discuss the question under which circumstances all the solutions of a differential equation can be represented by differential operators. For the equations characterized previously we determine the Riemann function. Some special classes of differential equations are investigated in detail. Furthermore the possibility of a representation of pseudoanalytic functions and the corresponding Vekua resolvents by differential operators is discussed.

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Herrn Prof. Dr. K. W. Bauer zum 60. Geburtstag gewidmet     

Algebraic theory of differential inequalities

We obtain differential-algebraic analogues of some basic theorems of real algebra and semialgebraic geometry. Proofs are based on: a differential version of the real spectrum of a differential ring containing Q; an Artin-Schreier theory for such rings; the model theory of ordered differential fields. Results include: an algebraic characterization of the differential inequalities which are consequences of a given finite set of algebraic differential equations and inequalities; a differential counterpart of the Hormander-Lojasiewicz inequality.     

具多偏差变元的一阶泛函微分方程的振动性

本文首先考虑多时滞泛函微分方程的振动性,给出了方程振动的几个新的充分条件.然后,把这些结果推广到微分不等式,并应用于多时滞中立型方程的振动性.     

Generic stability of Nash equilibria for noncooperative differential games

The stability of Nash equilibria against the perturbation of the right-hand side functions of state equations for noncooperative differential games is investigated. By employing the set-valued analysis theory, we show that the differential games whose equilibria are all stable form a dense residual set, and every differential game can be approximated arbitrarily by a sequence of stable differential games, that is, in the sense of Baire’s category most of the differential games are stable.     

Auxiliary equation method for solving nonlinear Wick-type partial differential equations

Using the solutions of an auxiliary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some Wick-type nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained. In addition, the links between Wick-type partial differential equations and variable coefficient partial differential equations are also clarified generally.     

Partial differential equations with differential constraints

A geometric setting for constrained exterior differential systems on fibered manifolds with n-dimensional bases is proposed. Constraints given as submanifolds of jet bundles (locally defined by systems of first-order partial differential equations) are shown to carry a natural geometric structure, called the canonical distribution. Systems of second-order partial differential equations subjected to differential constraints are modeled as exterior differential systems defined on constraint submanifolds. As an important particular case, Lagrangian systems subjected to first-order differential constraints are considered. Different kinds of constraints are introduced and investigated (Lagrangian constraints, constraints adapted to the fibered structure, constraints arising from a (co)distribution, semi-holonomic constraints, holonomic constraints).     

分数阶一般退化微分系统的通解

本文研究了系数矩阵不是方阵情形的分数阶一般退化微分系统的解.通过定义可解阵对,获得分数阶一般退化微分系统的通解表达式.该结果推广了整数阶退化微分系统和分数阶常微分系统解的相应结论.     

微分代数系统的标准型和分支

我们首先把微分代数系统归结为受限微分方程,且讨论了受限微分系统的参数化问题,即系统的状态空间形式。然后,借助于受限系统的状态空间形式,我们得到了受限微分系统平行于常微分方程的线性化问题和Ｈｏｐｆ分支理论问题的有关结果。     

Differential phase space reconstructed for chaotic time series

A new numerical differential filter is built to estimate the numerical differential for a chaotic time series and then a differential phase space for the chaotic time series is reconstructed. Correlation dimensions, Lyapunov exponents and forecasting are discussed for the chaotic time series on the reconstructed differential phase space and on the delay phase space, respectively. Comparison results show that the numerical results on the differential phase space are better than that on the delay phase space.