On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends

We study the performance of multifractal detrended fluctuation analysis (MF-DFA) applied to long-term correlated and multifractal data records in the presence of additive white noise, short-term memory and periodicities. Such additions and disturbances that can be typically found in the observational records of various complex systems ranging from climate dynamics to physiology, network traffic, and finance. In monofractal records, we find that (i) additive white noise hardly results in spurious multifractality, but causes underestimated generalized Hurst exponents h(q) for all q values; (ii) short-range correlations lead to pronounced crossovers in the generalized fluctuation functions F_q(s) at positions that decrease with increasing moment q, thus causing significantly overestimated h(q) for small q and spurious multifractality; (iii) periodicities like seasonal trends (with standard deviations comparable with the one of the studied process) result in spurious “reversed” multifractality where h(q) increases with increasing q (except for very short time windows). We also show that in multifractal cascades moderate additions of noise, short-range memory, or periodic trends cause flawed results for h(q) with q<2, while h(q) with q>2 remains nearly unchanged.     

Equivalent conditions on periodic feedback stabilization for linear periodic evolution equations

This paper studies the periodic feedback stabilization for a class of linear T  -periodic evolution equations. Several equivalent conditions on the linear periodic feedback stabilization are obtained. These conditions are related to the following subjects: the attainable subspace of the controlled evolution equation under consideration; the unstable subspace (of the evolution equation with the null control) provided by the Kato projection; the Poincaré map associated with the evolution equation with the null control; and two unique continuation properties for the dual equations on different time horizons [0,T]$[0,T]$ and [0,_n0T]$[0,n_{0}T]$ (where _n0$n_0$ is the sum of algebraic multiplicities of distinct unstable eigenvalues of the Poincaré map). It is also proved that a T-periodic controlled evolution equation is linear T-periodic feedback stabilizable if and only if it is linear T-periodic feedback stabilizable with respect to a finite-dimensional subspace. Some applications to heat equations with time-periodic potentials are presented.     

Pullback attractors of non-autonomous stochastic degenerate parabolic equations on unbounded domains

This paper is concerned with pullback attractors of the stochastic p  -Laplace equation defined on the entire space Rⁿ${\mathbb{R}}^n$. We first establish the asymptotic compactness of the equation in L²(Rⁿ)$L^2({\mathbb{R}}^n)$ and then prove the existence and uniqueness of non-autonomous random attractors. This attractor is pathwise periodic if the non-autonomous deterministic forcing is time periodic. The difficulty of non-compactness of Sobolev embeddings on Rⁿ${\mathbb{R}}^n$ is overcome by the uniform smallness of solutions outside a bounded domain.     

Schrödinger operators on periodic discrete graphs

We consider Schrödinger operators with periodic potentials on periodic discrete graphs. The spectrum of the Schrödinger operator consists of an absolutely continuous part (a union of a finite number of non-degenerated bands) plus a finite number of flat bands, i.e., eigenvalues of infinite multiplicity. We obtain estimates of the Lebesgue measure of the spectrum in terms of geometric parameters of the graph and show that they become identities for some class of graphs. Moreover, we obtain stability estimates and show the existence and positions of large number of flat bands for specific graphs. The proof is based on the Floquet theory and the precise representation of fiber Schrödinger operators, constructed in the paper.     

On optimal periodic dividend strategies in the dual model with diffusion

The dual model with diffusion is appropriate for companies with continuous expenses that are offset by stochastic and irregular gains. Examples include research-based or commission-based companies. In this context, Bayraktar et al. (2013a) show that a dividend barrier strategy is optimal when dividend decisions are made continuously. In practice, however, companies that are capable of issuing dividends make dividend decisions on a periodic (rather than continuous) basis.In this paper, we consider a periodic dividend strategy with exponential inter-dividend-decision times and continuous monitoring of solvency. Assuming hyperexponential gains, we show that a periodic barrier dividend strategy is the periodic strategy that maximizes the expected present value of dividends paid until ruin. Interestingly, a ‘liquidation-at-first-opportunity’ strategy is optimal in some cases where the surplus process has a positive drift. Results are illustrated.     

Existence of periodic orbits and shift-invariant curve sequences near multiple homoclinics简

In this paper, the complicated dynamics is studied near a double homoclinic loops with bellows configuration for general systems. For the non-twisted multiple homoclinics, the existence of periodic orbit with the specified route and the existence of shift-invariant curve sequences defined on the cross sections of multiple homoclinics corresponding to any specified one-side infinite sequences are given. In addition, the existence regions are also located.