A modified ASOR-like method for augmented linear systems

Numerical Algorithms - For solving an augmented linear system, Njeru and Guo presented an accelerated SOR-like (ASOR) method in (P. N. Njeru and X.-P. Guo. Accelerated SOR-like method for augmented...     

On σ-Embedded and σ-n-Embedded Subgroups of Finite Groups

Siberian Mathematical Journal - Let G be a finite group, and let σ = {σi | i ∈ I} be a partition of the set of all primes ℙ and σ(G) = {σi | σi ∩...     

一类拟线性退化抛物方程的Cauchy问题

对方程α（xx）u＋uαyu-αtu=f（·,u）,（x,y,t）∈R^2×（0,T）的Cauchy问题,给出了一个整体BV-弱解的定义,证明了该弱解的连续性.     

Optimal birth control of population dynamics

The authors studied optimal birth control policies for an age-structured population of McKendrick type which is a distributed parameter system involving 1st order partial differential equations with nonlocal bilinear boundary control. The functional analytic approach of Dubovitskii and Milyutin is adopted in the investigation. Maximum principles for problems with a free end condition and fixed final horizon are developed, and the time optimal control problems, the problem with target sets, and infinite planning horizon case are investigated.     

Strong Convergence Theorems for Mixed Typ e Asymptotically Nonexpansive Mappings

The purpose of this paper is to study a new two-step iterative scheme with mean errors of mixed type for two asymptotically nonexpansive self-mappings and two asymptotically nonexpansive nonself-mappin...     

Convergence rates of some iterative methods for nonsymmetric algebraic Riccati equations arising in transport theory

We determine and compare the convergence rates of various fixed-point iterations for finding the minimal positive solution of a class of nonsymmetric algebraic Riccati equations arising in transport theory.     

<Emphasis Type="Italic">S</Emphasis>-embedded subgroups of finite groups

A subgroup H of G is said to be S-embedded in G if G has a normal subgroup N such that HN is s-permutable in G and H ∩ N ⩽ H _sG , where H _sG is the largest s-permutable subgroup of G contained in H. S-embedded subgroups are used to give novel characterizations for some classes of groups. New results are obtained and a number of previously known ones are generalized.     

Household Lifetime Strategies under a Self-Contagious Market

In this paper, we consider the optimal strategies in asset allocation, consumption, and life insurance for a household with an exogenous stochastic income under a self-contagious market which is modeled by bivariate self-exciting Hawkes jump processes. By using the Hawkes process, jump intensities of the risky asset depend on the history path of that asset. In addition to the financial risk, the household is also subject to an uncertain lifetime and a fixed retirement date. A lump-sum payment will be paid as a heritage, if the wage earner dies before the retirement date. Under the dynamic programming principle, explicit solutions of the optimal controls are obtained when asset prices follow special jump distributions. For more general cases, we apply the Feynman–Kac formula and develop an iterative numerical scheme to derive the optimal strategies. We also prove the existence and uniqueness of the solution to the fixed point equation and the convergence of an iterative numerical algorithm. Numerical examples are presented to show the effect of jump intensities on the optimal controls.     

The Cauchy problem for the stochastic generalized Benjamin-Ono equation

The current paper is devoted to the Cauchy problem for the stochastic generalized Benjamin-Ono equation.By establishing the bilinear and trilinear estimates in some Bourgain spaces,we prove that the Cauchy problem for the stochastic generalized Benjamin-Ono equation is locally well-posed for the initial data u_0(x,w)∈L~2(Ω;H~s(R)) which is F_0-measurable with s≥1/2-α/4 and Φ∈L_2~(0,s).In particular,when α=1,we prove that it is globally well-posed for the initial data u_0(x,w)∈L~2(Ω;H~1(R)) which is F_0-measurable and Φ∈L_2~(0,1).The key ingredients that we use in this paper are trilinear estimates,the Ito formula and the Burkholder-Davis-Gundy(BDG) inequality as well as the stopping time technique.     

Composite Legendre-Laguerre pseudospectral approximation in unbounded domains

A composite Legendre–Laguerre pseudospectral approximationin unbounded domains is developed. Some approximation resultsare obtained. As an application, a composite pseudospectralscheme is proposed for the Burgers equation on the half-line.The stability and convergence of the scheme are proved. By choosingappropriate base functions, the resulting system of this methodhas a sparse structure and can be solved in parallel. Numericalresults are given to show the efficiency of this new method.