一类非单调线性互补问题的高阶Dikin型仿射尺度算法

对于一类非单调线性互补问题提出了一个新算法：高阶Dikin型仿射尺度算法，算法的每步迭代．基于线性规划Dikin原始-对偶算法思想来求解一个线性方程组得到迭代方向，再适当选取步长，得到了算法的多项式复杂性。     

高阶非线性中立型泛函微分方程的振动性

本文对一类高阶非线性中立型泛函微分方程的振动性进行研究，推出方程振动的若干判别法则．     

高阶线性泛函方程的振动性

1 引言考虑高阶线性泛函方程其中 是给定的函数,x是未知实值函数. 表示函数g的m次迭代,即     

高阶变系数泛函方程解的振动性

讨论了高阶变系数泛函微分方程解的振动性,并给出了这类高阶变系数函数方程解的若干新振动准则.结果推广了目前已有的某些结果.并且给出了在差分方程中的应用.     

时间测度链上n阶非线性中立型时滞动力方程的振动性

研究时间测度链上的一类n阶非线性中立型时滞动力方程的振动性.利用时间测度链上的有关理论和不等式技巧,获得该类方程振动的判别准则,这些准则不仅是新的,而且在时间测度链上统一了高阶非线性中立型时滞微分方程和差分方程的振动性质,最后举例说明了本文主要结果的应用.     

一个函数方程的C~2解

迭代方程的高阶光滑性是一个困难的问题．作为对这一问题的探索，本文将讨论一类比多项式型更广泛的迭代函数方程的Ｃ２解．     

高阶中立型方程振动性的比较定理及应用

在本文中,我们首先对一类形式相当一般的高阶中立型时滞微分方程建立了关于振动性的比较定理。这类比较定理,把中立型时滞微分方程振动性的判别化为非中立型时滞微分方程振动性的判别问题。然后,应用我们所建立的比较定理,建立了一系列关于高阶中立型时滞微分方程振动性的判别定理。     

变参数的高阶中立型微分方程周期解的存在性

利用Mawhin重合度理论,本文研究如下变参数的高阶中立型泛函微分方程[x(t)+c(t)x(t-τ)](n)+f1(x(t))x′(t)+f2(x′(t))x″(t)+g(t,x(t-σ))=p(t)周期解的存在性,给出这类高阶微分方程至少存在一个T周期解的充分性条件.     

高阶微分方程解的渐近性态

对高阶微分方程x~(n)+F(t,x,…,x~(n-1)=0及x~(n)+H_n(t,x~(n-1)+…+H_1(t,x)=f(t),本文得到了有解(?)x~(n-1)存在且不为零的的定理1、1＇,从而把文[1]、[2]、[3]在二阶微分方程的结果完善地推广到一般高阶微分方程。另外本文还得到了上面微分方程有解逼近方程 x~(n)=0的解的定理2,2＇。本文的推论证明本文定理1、1＇的条件是必要的.     

带强迫项的高阶中立型微分方程正解的存在性

考虑一类具有强迫项的高阶中立型微分方程,通过Banach压缩映像原理,分别得到了方程存在满足(?) x(t)>0的正解x(t)的充分条件与必要条件,推广了文献中的相关结果.     

Iterated processes and their applications to higher order differential equations

In this paper we construct models obtained by suitably combining Brownian motions and telegraphs in such a way that their transition functions satisfy higher-order parabolic or hyperbolic equations of different types. Equations with time-varying coefficients are also derived by considering processes endowed either with drift or with suitable modifications of their structure. Finally the distribution of the maximum of the iterated Brownian motion (along with some other properties) is presented. This work is partially supported by the Natural Science Foundation of Guangdong Province, National Natural Science Foundation of China grant No. 19501026 and the Alexander von Humbodlt Foundation     

Backward stochastic differential equations with jumps and related non-linear expectations

In this paper, we are interested in real-valued backward stochastic differential equations with jumps together with their applications to non-linear expectations. The notion of non-linear expectations has been studied only when the underlying filtration is given by a Brownian motion and in this work the filtration will be generated by both a Brownian motion and a Poisson random measure. We study at first backward stochastic differential equations driven by a Brownian motion and a Poisson random measure and then introduce the notions of f$f$-expectations and of non-linear expectations in this set-up.     

Lyapunov-type inequalities for a class of higher-order linear differential equations

In this paper, we obtain some Lyapunov-type inequalities for a class of higher-order linear differential equations. The results of this paper generalize and improve some earlier results on this topic.     

Hyperbolic and fractional hyperbolic Brownian motion

We examine the hyperbolic, planar Brownian motion and its time-fractional version. The analogy between the hyperbolic Brownian motion and Brownian motion on the sphere is also analysed. We examine in detail the connection between the equations governing the distributions in the Cartesian and hyperbolic coordinates. We discuss the time-fractional generalization of hyperbolic Brownian motion and give a representation of it as composition of classical hyperbolic Brownian motion with a reflecting Brownian motion on the line.     

Pseudoprocesses on a circle and related Poisson kernels

Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations, have been developed by several authors and many related functionals have been analysed by applying the Feynman–Kac functional or by means of the Spitzer identity. We here examine pseudoprocesses wrapped up on circles and derive their explicit signed density measures. By composing the circular pseudoprocesses with positively skewed stable processes, we arrive at genuine circular processes whose distribution is obtained in the form of Poisson kernels. The distribution of circular even-order pseudoprocesses is similar to the Von Mises (or Fisher) circular normal law and to the wrapped up law of Brownian motion. Time-fractional and space-fractional equations related to processes and pseudoprocesses on the unit radius circumference are introduced and analysed.     

Fractional stochastic differential equation with discontinuous diffusion

In this article, we study a class of stochastic differential equations driven by a fractional Brownian motion with H > 1/2 and a discontinuous coefficient in the diffusion. We prove existence and uniqueness for the solution of these equations. This is a first step to define a fractional version of the skew Brownian motion.     

Approximations of stochastic Navier–Stokes equations

In this paper we show that solutions of two-dimensional stochastic Navier–Stokes equations driven by Brownian motion can be approximated by stochastic Navier–Stokes equations forced by pure jump noise/random kicks.     

Existence and Orbital Stability of Solitary-Wave Solutions for Higher-Order BBM Equations

This paper discusses the existence and stability of solitary-wave solutions of a general higher-order Benjamin-Bona-Mahony (BBM) equation, which involves pseudo-differential operators for the linear part. One of such equations can be derived from water-wave problems as second-order approximate equations from fully nonlinear governing equations. Under some conditions on the symbols of pseudo-differential operators and the nonlinear terms, it is shown that the general higher-order BBM equation has solitary-wave solutions. Moreover, under slightly more restrictive conditions, the set of solitary-wave solutions is orbitally stable. Here, the equation has a nonlinear part involving the polynomials of solution and its derivatives with different degrees (not homogeneous), which has not been studied before. Numerical stability and instability of solitary-wave solutions for some special fifth-order BBM equations are also given.     

Lyapunov-type inequalities for a class of higher-order linear differential equations with anti-periodic boundary conditions

In this paper, we obtain some new Lyapunov-type inequalities for a class of higher-order linear differential equations with anti-periodic boundary value condition, the results of this paper are new and generalize and improve some early results in the literature.     

Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures

Systems of Wick stochastic differential equations are studied. Using an estimate on the Wick product we apply Picard iteration to prove a general existence and uniqueness theorem for systems of Wick stochastic differential equations. We also show the solution is stable with respect to perturbations of the noise. This result is used to show that the solution of a linear system of Wick stochastic differential equations driven by smoothed Brownian motion tends to the solution of the corresponding It equation as the smoothed process tends to Brownian motion