有效证券市场上证券价格长期波动控制系统的反馈控制

探讨有效证券市场上证券价格长期波动控制系统的反馈控制问题,建立了有效市场条件下证券价格长期波动的控制系统模型.根据系统完全能达的条件,讨论了以股市政策为单控制输入配置极点的问题和以上市公司政策为单控制输入配置极点的问题;根据系统非完全能达的条件,探讨了上市公司不发展时的镇定问题和股市宏观上不调控时的镇定问题.设计了一个降维状态观测器,用以估计证券的内在价值.选择使上市公司均衡增长时对应的证券平均内在价值作为目标值,设计线性多变量调节器,使所得到的闭环系统渐近稳定,且系统的输出跟踪该目标值.通过反馈控制以改善控制系统的内部结构特征和性能,达到人们对证券市场进行调控的预期目的.     

Multiplicity of solutions for a class of Kirchhoff type problems

In this paper we apply the （variant） fountain theorems to study the symmetric nonlinear Kirch- hoff nonlocal problems. Under the Ambrosetti-Rabinowitz＇s 4-superlinearity condition, or no Ambrosetti- Rabinowitz＇s 4-superlinearity condition, we present two results of existence of infinitely many large energy solutions, respectively.     

Orlicz mixed quermassintegrals

The notion of mixed quermassintegrals in the classical Brunn-Minkowski theory is extended to that of Orlicz mixed quermassintegrals in the Orlicz Brunn-Minkowski theory. The analogs of the classical Cauchy-Kubota formula, the Minkowski isoperimetric inequality and the Brunn-Minkowski inequality are established for this new Orlicz mixed quermassintegrals.     

Two new variants of nonlinear inexact Uzawa algorithms for saddle-point problems

Summary. In this paper, we consider some nonlinear inexact Uzawa methods for iteratively solving linear saddle-point problems. By means of a new technique, we first give an essential improvement on the convergence results of Bramble-Paschiak-Vassilev for a known nonlinear inexact Uzawa algorithm. Then we propose two new algorithms, which can be viewed as a combination of the known nonlinear inexact Uzawa method with the classical steepest descent method and conjugate gradient method respectively. The two new algorithms converge under very practical conditions and do not require any apriori estimates on the minimal and maximal eigenvalues of the preconditioned systems involved, including the preconditioned Schur complement. Numerical results of the algorithms applied for the Stokes problem and a purely linear system of algebraic equations are presented to show the efficiency of the algorithms. Received December 8, 1999 / Revised version received September 8, 2001 / Published online March 8, 2002 RID="*" ID="*" The work of this author was partially supported by a grant from The Institute of Mathematical Sciences, CUHK RID="**" ID="**" The work of this author was partially supported by Hong Kong RGC Grants CUHK 4292/00P and CUHK 4244/01P     

Traveling wavefronts in diffusive and cooperative Lotka-Volterra system with delays

Existence of traveling wave front solutions is established for diffusive and cooperative Lotka-Volterra system with delays. The result is an extension of an existing result for delayed logistic scaler equation to systems, and is somewhat parallel to the existing result for diffusive and competitive Lotka-Volterra systems without delay. The approach used in this paper is the upper-lower solution technique and the monotone iteration recently developed by Wu and Zou (J. Dynam. Differential Equations 13 (2001) 651-687) for delayed reaction-diffusion systems without the so-called quasimonotonicity.     

Well‐posedness of time‐space fractional stochastic evolution equations driven by α‐stable noise

This paper is devoted to the well‐posedness for time‐space fractional Ginzburg‐Landau equation and time‐space fractional Navier‐Stokes equations by α‐stable noise. The spatial regularity and the temporal regularity of the nonlocal stochastic convolution are firstly established, and then the existence and uniqueness of the global mild solution are obtained by the Banach fixed point theorem and Mittag‐Leffler functions, respectively. Numerical simulations for time‐space fractional Ginzburg‐Landau equation are provided to verify the analysis results.     

Generalized Hopf Bifurcation for Planar Filippov Systems Continuous at the Origin

In this paper, we study the existence of periodic orbits bifurcating from stationary solutions of a planar dynamical system of Filippov type. This phenomenon is interpreted as a generalized Hopf bifurcation. In the case of smoothness, Hopf bifurcation is characterized by a pair of complex conjugate eigenvalues crossing through the imaginary axis. This method does not carry over to nonsmooth systems, due to the lack of linearization at the origin which is located on the line of discontinuity. In fact, generalized Hopf bifurcation is determined by interactions between the discontinuity of the system and the eigen-structures of all subsystems. With the help of geometrical observations for a corresponding piecewise linear system, we derive an analytical method to investigate the existence of periodic orbits that are obtained by searching for the fixed points of return maps.     

On some inequalities for unitarily invariant norms and singular values

In this note, we improve and generalize some existing inequalities for unitarily invariant norms and singular values, and present some other inequalities for unitarily invariant norms.