Needle Variations and Almost Lower Semicontinuous Differential Inclusions

It is shown that the construction of needle variations can be carried out for almost lower semicontinuous differential inclusions rather than for the case of ordinary single-valued continuously differentiable vector fields usually considered in the literature. The construction leads to needle variations whose flows are in general set-valued but still have good differentiability properties. The variations are constructed by using single-valued selections that are not necessarily continuous with respect to the state variable, but have instead a much weaker 'integral continuity' property, somewhat more general that the 'directional continuity' considered in previous work by A. Cambini and S. Querci, A. Pucci, and A. Bressan. The existence of many such selections is proved by slightly adapting an argument due to Bressan, extending it from the lower semicontinuous to the almost lower semicontinuous case, and strengthening it to yield not only directional continuity at all points but also full continuity at a specified point.     

CALCULUS OF VARIATIONS WITH DIRICHLET BOUNDARY VALUE PROBLEM FOR PERTURBED SECOND-ORDER DIFFERENTIAL EQUATIONS ON A HALF-LINE

Dirichlet boundary value problems for perturbed second-order differential equations on a half line are investigated in this paper. The methods mainly depend on the calculus of variations to the classical functionals. Sufficient conditions are obtained for the existence of the solutions.     

Fourth-order problems with fully nonlinear boundary conditions

Differential inequality method, bounding function method and topological degree are applied to obtain the existence criterions of at least one solution for the general fourth-order differential equations under nonlinear boundary conditions, and many existing results are complemented.     

A Penrose-like inequality for maximal asymptotically flat spin initial data sets

We prove a Penrose-like inequality for the mass of a large class of constant mean curvature (CMC) asymptotically flat n-dimensional spin manifolds which satisfy the dominant energy condition and have a future converging, or past converging compact and connected boundary of non-positive mean curvature and of positive Yamabe invariant. We prove that for every n ≥ 3 the mass is bounded from below by an expression involving the norm of the linear momentum, the volume of the boundary, dimensionless geometric constants and some normalized Sobolev ratio.     

Existence and nonexistence of curved front solution of a biological equation

This paper deals with the existence of curved front solution of a partial differential equation coming from a mathematical model of stroke. The equation is of reaction-diffusion type in a cylinder of radius R and of diffusion and absorption type outside of the cylinder. We prove the nonexistence of a travelling front when R is small enough and the existence if R is large enough using a recent energy method. We construct the travelling front as the limit in time of a solution with a well-chosen initial condition, in a travelling referential.     

Existence Results for Semilinear Neutral Functional Differential Inclusions via Analytic Semigroups

In this paper we prove existence results for semilinear neutral functional differential inclusions with finite or infinite delay in Banach spaces. Our theory makes use of analytic semigroups and fractional powers of closed operators, integrated semigroups and cosine families.      

Jensen’s Inequality for Backward Stochastic Differential Equations

Abstract Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9]. *Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University of Mining and Technology.     

脉冲中立型时滞抛物方程的振动性

本文研究了一类脉冲中立型时滞抛物方程解的振动性及强振动性,获得了此类脉冲中立型时滞抛物方程解振动和强振动的代数判据.     

Order conditions for linearly implicit fractional step Runge Kutta methods

^{In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of ‘simpler’ linear differentialoperators and a nonlinear term.}     

Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.