A general vectorial Ekeland’s variational principle with a P-distance

In this paper, by using p-distances on uniform spaces, we establish a general vectorial Ekeland variational principle （in short EVP）, where the objective function is defined on a uniform space and taking values in a pre-ordered real linear space and the perturbation involves a p-distance and a monotone function of the objective function. Since p-distances are very extensive, such a form of the perturbation in deed contains many different forms of perturbations appeared in the previous versions of EVP. Besides, we only require the objective function has a very weak property, as a substitute for lower semi-continuity, and only require the domain space （which is a uniform space） has a very weak type of completeness, i.e., completeness with respect to a certain p-distance. Such very weak type of completeness even includes local completeness when the uniform space is a locally convex topological vector space. From the general vectorial EVP, we deduce a general vectorial Caristi＇s fixed point theorem and a general vectorial Takahashi＇s nonconvex minimization theorem. Moreover, we show that the above three theorems are equivalent to each other. We see that the above general vectorial EVP includes many particular versions of EVP, which extend and complement the related known results.     

P-distances, q-distances and a generalized Ekeland’s variational principle in uniform spaces

In this paper, we attempt to give a unified approach to the existing several versions of Ekeland’s variational principle. In the framework of uniform spaces, we introduce p-distances and more generally, q-distances. Then we introduce a new type of completeness for uniform spaces, i.e., sequential completeness with respect to a q-distance (particularly, a p-distance), which is a very extensive concept of completeness. By using q-distances and the new type of completeness, we prove a generalized Takahashi’s nonconvex minimization theorem, a generalized Ekeland’s variational principle and a generalized Caristi’s fixed point theorem. Moreover, we show that the above three theorems are equivalent to each other. From the generalized Ekeland’s variational principle, we deduce a number of particular versions of Ekeland’s principle, which include many known versions of the principle and their improvements.     

Optimal variational principle for backward stochastic control systems associated with Lévy processes

The paper is concerned with optimal control of backward stochastic differential equation (BSDE) driven by Teugel’s martingales and an independent multi-dimensional Brownian motion,where Teugel’s martin- gales are a family of pairwise strongly orthonormal martingales associated with Lévy processes (see e.g.,Nualart and Schoutens’ paper in 2000).We derive the necessary and sufficient conditions for the existence of the op- timal control by means of convex variation methods and duality techniques.As an application,the optimal control problem of linear backward stochastic differential equation with a quadratic cost criteria (or backward linear-quadratic problem,or BLQ problem for short) is discussed and characterized by a stochastic Hamilton system.     

RETRACTED ARTICLE: A uniqueness lemma with applications to regularization and incompressible fluid mechanics

In this paper,we extend our previous result from Lévy(2016).We prove that transport equations with rough coefficients do possess a uniqueness property,even in the presence of viscosity.Our method relies strongly on duality and bears a strong resemblance to the well-known DiPerna-Lions theory first developed by DiPerna and Lions(1989).This uniqueness result allows us to reprove the celebrated theorem of Serrin(1962)in a novel way.As a byproduct of the techniques,we derive an L¹ bound for the vorticity in terms of a critical Lebesgue norm of the velocity field.We also show that the zero solution is unique for the 2D Euler equations on the torus under a mild integrability assumption.     

Quasi-periodic Solutions for the Derivative Nonlinear SchrÖdinger Equation with Finitely Differentiable Nonlinearities

The authors are concerned with a class of derivative nonlinear Schr¨odinger equation iu_t + u_(xx) + i?f(u, ū, ωt)u_x=0,(t, x) ∈ R × [0, π],subject to Dirichlet boundary condition, where the nonlinearity f(z1, z2, ?) is merely finitely differentiable with respect to all variables rather than analytic and quasi-periodically forced in time. By developing a smoothing and approximation theory, the existence of many quasi-periodic solutions of the above equation is proved.     

Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lvy processes

In this paper,we study the stochastic maximum principle for optimal control problem of anticipated forward-backward system with delay and Lvy processes as the random disturbance. This control system can be described by the anticipated forward-backward stochastic differential equations with delay and L′evy processes(AFBSDEDLs),we first obtain the existence and uniqueness theorem of adapted solutions for AFBSDEDLs; combining the AFBSDEDLs' preliminary result with certain classical convex variational techniques,the corresponding maximum principle is proved.     

Construction of convex solutions for the second type of Feigenbaum’s functional equations

In this paper, convex solutions for the second type of Feigenbaum’s equation f (x) = λ1 f (f (λx)), 0 < λ < 1, f (0) = 1, 0 f (x) 1, x ∈ [0, 1] are investigated. Using constructive methods, we discuss the existence and uniqueness of continuous convex solutions, C1-convex solutions and C2-convex solutions of the above equation.     

Green’s Functions of Partial Differential Equations with Involutions

In this paper we develop a way of obtaining Green''s functions of partial differential equations with linear involutions by reducing the equation to a higher-order PDE without involutions. The developed theory is applied to a model of heat transfer in a conducting plate which is bent in half.     

On Inner π’—closed Groups with Operator Groups

1.IntroductionandStatementofMainResultsLetKbeasetOfPrimesandK'thecomplementarysetofK.LetGbeafinitegroupandAanon-identitygroupofautomophismsofGsuchthat(lAI,lGI)=1.AsiswellknownitisoftentoobtainonthestructureofGifweimposesomeconditiononproperA-invariantsub-groupsofG.Inthispaper,weareinterestedinthefollowingproblem:IfeveryproperA-in-variantsubgroupsofGisK,closedbutGitselfisnot,thatis,GisaninnerK,closedgroupwithoperatorA,whatisthestructureofG?ThespecialcasethatK={p}wassettledbyProfesso…     

Sharp estimates for Hübner’s upper bound function with applications

New better estimates, which are given in terms of elementary functions, for the function r → (2/π)(1 - r2)K(r)K (r) + log r appearing in Hübner's sharp upper bound for the Hersch-Pfluger distortion function are obtained. With these estimates, some known bounds for the Hersch-Pfluger distortion function in quasiconformal theory are improved, thus improving the explicit quasiconformal Schwarz lemma and some known estimates for the solutions to the Ramanujan modular equations.     

Convergence analysis of Oja’s iteration for solving online PCA with nonzero-mean samples

Principal component analysis(PCA)is one of the most popular multivariate data analysis techniques for dimension reduction and data mining,and is widely used in many fields ranging from industry and biology to finance and social development.When working on big data,it is of great necessity to consider the online version of PCA,in which only a small subset of samples could be stored.To handle the online PCA problem,Oja(1982)presented the stochastic power method under the assumption of zero-mean samples,and there have been lots of theoretical analysis and modified versions of this method in recent years.However,a common circumstance where the samples have nonzero mean is seldom studied.In this paper,we derive the convergence rate of a nonzero-mean version of Oja’s algorithm with diminishing stepsizes.In the analysis,we succeed in handling the dependency between each iteration,which is caused by the updated mean term for data centering.Furthermore,we verify the theoretical results by several numerical tests on both artificial and real datasets.Our work offers a way to deal with the top-1 online PCA when the mean of the given data is unknown.     

Dupire It\^{o}’s formula for the exponential synchronization of stochastic semi-Markov jump systems with mixed delay under impulsive control

This paper emphasizes the exponential synchronization for a class of stochastic semi-Markov jump systems with mixed delay via stochastic hybrid impulsive control. The impulsive sequence includes synchronous and asynchronous impulses with the impulsive gains being a sequence of stochastic variables. Inspired by the idea of average, a concept of ``average stochastic impulsive gain" is used to qualify the impulse intensity. Our approach expands Dupire functional It\^{o}$"s formula to the stochastic semi-Markov jump systems with mixed delay for the first time. Moreover, in view of the established Lyapunov functional, graph theory, and stochastic analysis theory, some exponential synchronization criteria for the systems are derived. The theoretical results are applied to a class of Chua"s circuit systems with semi-Markov jump and mixed delay. Some synchronization criteria for the circuit systems are provided. The simulation results verify the effectiveness of the theoretical results.