Algebraic aspects of an ordered band arising in nonlinear signal processing

For any positive integers M and N we define a selfdually ordered band ℬ(M,N) of cardinality and ask whether or not it is lattice-ordered. The origin of ℬ(M,N) in nonlinear signal processing is outlined.     

The effects of time delay on the stochastic resonance in feed-forward-loop neuronal network motifs

The dependence of stochastic resonance in the feed-forward-loop neuronal network motifs on the noise and time delay are studied in this paper. By computational modeling, Izhikevich neuron model with the chemical coupling is used to build the triple-neuron feed-forward-loop motifs with all possible motif types. Numerical results show that the correlation between the periodic subthreshold signal’s frequency and the dynamical response of the network motifs is resonantly dependent on the intensity of additive spatiotemporal noise. Interestingly, the excitatory intermediate neuron could induce intermittent stochastic resonance, whereas the inhibitory one weakens its influence on the intermittent mode. More importantly, it is found that the increasing delays can induce the intermittent appearance of regions of stochastic resonance. Based on the effects of the time delay on the stochastic resonance, the reasons and conditions of such intermittent resonance phenomenon are analyzed.     

一类散度形式椭圆型方程很弱解的唯一性

运用Hodge分解方法,选择适当的检验函数,证明了一类散度形式椭圆型偏微分方程在grand Sobolev空间很弱解的唯一性.     

Existence of Weak Solutions of Two-dimensional Euler Equations with Initial Vorticity in Lorentz Space L （2,1） （ R^2）

Some estimates on 2-D Euler equations are given when initial vorticity ω0 belongs to a Lorentz space L(2, 1). Then based on these estimates, it is proved that there exist global weak solutions of two dimensional Euler equations when ωo ∈ L(2, 1).     

一类生化反应模型的极限环

本文研究了一类多分子生化反应模型Dx＝δ-ax-x^py^p,Dy=x^py^p-by当a≠0,p=3,q=2的情形,得出了不存在闭轨的参数区域;至少分支出两个极限环的参数区域以及极限的唯一性的参数区域的一些结果。     

Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

The paper studies a generalized linear model(GLM)y_t = h(x_t~T β) + ε_t,t = l,2,...,n,where ε_1 = η_1,ε_1 =ρε_t +η_t,t = 2,3,...;n,h is a continuous differentiable function,η_t's are independent and identically distributed random errors with zero mean and finite variance σ~2.Firstly,the quasi-maximum likelihood(QML) estimators of β,p and σ~2 are given.Secondly,under mild conditions,the asymptotic properties(including the existence,weak consistency and asymptotic distribution) of the QML estimators are investigated.Lastly,the validity of method is illuminated by a simulation example.     

Analysis of a Parabolic Cross-Diffusion Semiconductor Model with Electron-Hole Scattering

The global-in-time existence of non-negative solutions to a parabolic strongly coupled system with mixed Dirichlet–Neumann boundary conditions is shown. The system describes the time evolution of the electron and hole densities in a semiconductor when electron-hole scattering is taken into account. The parabolic equations are coupled to the Poisson equation for the electrostatic potential. Written in the quasi-Fermi potential variables, the diffusion matrix of the parabolic system contains strong cross-diffusion terms and is only positive semi-definite such that the problem is formally of degenerate type. The existence proof is based on the study of a fully discretized version of the system, using a backward Euler scheme and a Galerkin method, on estimates for the free energy, and careful weak compactness arguments.     

On the solution of stochastic ordinary differential equations via small delays

dx(t)=g(x{t))dW(t) is proved using an approximating sequence of stochastic delay equationsGeneralizations of the approximation scheme are indicated for the Stratonovich case and when the Brownian motion W is replaced by a continuous semi-martingale.     

Existence and uniqueness of an optimum in the infinite-horizon portfolio-cum-saving model with semimartingale investments

The model considered here is essentially that formulated in the author's previous paper Conditions for Optimality in the Infinite-Horizon Portfolio-cum-Saving Problem with Semimartingale Investments, Stochastics and Stochastics Reports 29 (1990), 133-171. In this model, the vector process representing returns to investments is a general semimartingale. Processes defining portfolio plans arc here required only to be predictable and non-negative. Existence of an optimal portfolio-cum-saving plan is proved under slight conditions of integrability imposed on the welfare functional; the proofs rely on properties of weak precompactness of portfolio and utility sequences in suitable L _p spaces together with dominated and monotone convergence arguments. Conditions are also obtained for the uniqueness of the portfolio plan generating a given returns process (i.e. for the uniqueness of the integrands generating a given sum of semimartingale integrals) and for the uniqueness of an optimal plan; here use is made of random measures associated with the jumps of a semimartingale