A linear wave equation with a nonlinear boundary condition of viscoelastic type

The paper is devoted to the study of a linear wave equation with a nonlinear boundary condition of viscoelastic type. The existence of a weak solution is proved by using the Faedo–Galerkin method. The uniqueness, regularity and asymptotic expansion of the solution are also discussed.     

Novel numerical techniques for the finite moment log stable computational model for European call option

Option pricing models are often used to describe the dynamic characteristics of prices in financial markets. Unlike the classical Black–Scholes (BS) model, the finite moment log stable (FMLS) model can explain large movements of prices during small time steps. In the FMLS, the second-order spatial derivative of the BS model is replaced by a fractional operator of order α which generates an α-stable Lévy process. In this paper, we consider the finite difference method to approximate the FMLS model. We present two numerical schemes for this approximation: the implicit numerical scheme and the Crank–Nicolson scheme. We carry out convergence and stability analyses for the proposed schemes. Since the fractional operator routinely generates dense matrices which often require high computational cost and storage memory, we explore three methods for solving the approximation schemes: the Gaussian elimination method, the bi-conjugate gradient stabilized method (Bi-CGSTAB) and the fast Bi-CGSTAB (FBi-CGSTAB) in order to compare the cost of calculations. Finally, two numerical examples with exact solutions are presented where we also use extrapolation techniques to achieve higher-order convergence. The results suggest that the proposed schemes are unconditionally stable and convergent, and the FMLS model is useful for pricing options.     

On a backward problem for fractional diffusion equation with Riemann-Liouville derivative

In the present paper, we study the initial inverse problem (backward problem) for a two-dimensional fractional differential equation with Riemann-Liouville derivative. Our model is considered in the random noise of the given data. We show that our problem is not well-posed in the sense of Hadamard. A truncated method is used to construct an approximate function for the solution (called the regularized solution). Furthermore, the error estimate of the regularized solution in L² and H^τ norms is considered and illustrated by numerical example.     

Halpern projection methods for solving pseudomonotone multivalued variational inequalities in Hilbert spaces

In this paper, we introduce new approximate projection and proximal algorithms for solving multivalued variational inequalities involving pseudomonotone and Lipschitz continuous multivalued cost mappings in a real Hilbert space. The first proposed algorithm combines the approximate projection method with the Halpern iteration technique. The second one is an extension of the Halpern projection method to variational inequalities by using proximal operators. The strongly convergent theorems are established under standard assumptions imposed on cost mappings. Finally we introduce a new and interesting example to the multivalued cost mapping, and show its pseudomontone and Lipschitz continuous properties. We also present some numerical experiments to illustrate the behavior of the proposed algorithms.

     

Existence and Exponential Decay of Solutions for a Wave Equation with Integral Nonlocal Boundary Conditions of Memory Type

In this paper, we consider a wave equation with integral nonlocal boundary conditions of memory type. First, we establish two local existence theorems by using Faedo–Galerkin method and standard arguments of density. Next, we give a su?cient condition to guarantee the global existence and exponential decay of weak solutions. Finally, we present numerical results.     

The hit problem for the Dickson algebra

Let the mod 2 Steenrod algebra, , and the general linear group, , act on with in the usual manner. We prove the conjecture of the first-named author in Spherical classes and the algebraic transfer, (Trans. Amer. Math Soc. 349 (1997), 3893-3910) stating that every element of positive degree in the Dickson algebra is -decomposable in for arbitrary 2$">. This conjecture was shown to be equivalent to a weak algebraic version of the classical conjecture on spherical classes, which states that the only spherical classes in are the elements of Hopf invariant one and those of Kervaire invariant one.

     

Regularized gap functions and error bounds for split mixed vector quasivariational inequality problems

In this paper, we consider a class of split mixed vector quasivariational inequality problems in real Hilbert spaces and establish new gap functions by using the method of the nonlinear scalarization function. Further, we obtain some error bounds for the underlying split mixed vector quasivariational inequality problems in terms of regularized gap functions. Finally, we give some examples to illustrate our results. The results obtained in this paper are new.     

The Webster Scalar Curvature and Sharp Upper and Lower Bounds for the First Positive Eigenvalue of the Kohn-Laplacian on Real Hypersurfaces

Let(M, θ) be a compact strictly pseudoconvex pseudohermitian manifold which is CR embedded into a complex space. In an earlier paper, Lin and the authors gave several sharp upper bounds for the first positive eigenvalue λ_1 of the Kohn-Laplacian □_b on(M, θ). In the present paper, we give a sharp upper bound for λ_1, generalizing and extending some previous results. As a corollary, we obtain a Reilly-type estimate when M is embedded into the standard sphere. In another direction, using a Lichnerowicz-type estimate by Chanillo, Chiu, and Yang and an explicit formula for the Webster scalar curvature, we give a lower bound for λ_1 when the pseudohermitian structure θ is volume-normalized.