Stability and bifurcation in a delayed predator-prey system with Beddington-DeAngelis functional response

We consider a delayed predator-prey system with Beddington-DeAngelis functional response. The stability of the interior equilibrium will be studied by analyzing the associated characteristic transcendental equation. By choosing the delay τ as a bifurcation parameter, we show that Hopf bifurcation can occur as the delay τ crosses some critical values. The direction and stability of the Hopf bifurcation are investigated by following the procedure of deriving normal form given by Faria and Magalhães. An example is given and numerical simulations are performed to illustrate the obtained results.     

一类不可压广义neo-Hookean球体的空穴分岔问题的定性研究

研究了一类不可压的广义neo-Hookean材料组成的球体的空穴分岔问题,该类材料可以看作是带有径向摄动的均匀各向同性不可压的neo-Hookean材料,得到了球体内部空穴生成的条件．与均匀各向同性的neo-Hookean球体的情况相比,证明了当摄动参数属于某些区域时,从平凡解局部向左分岔的空穴分岔解上存在一个二次转向分岔点,空穴生成时的临界载荷会比无摄动的材料的临界载荷小．用奇点理论证明了,空穴分岔方程在临界点附近等价于具有单边约束条件的正规形．用最小势能原理分别讨论了空穴分岔解的稳定性和实际稳定的平衡状态．     

改进的tanh函数方法与广义变系数KdV和MKdV方程新的精确解

利用改进的tanh函数方法将广义变系数KdV方程和MKdV方程化为一阶变系数非线性常微分方 程组-通过求解这个变系数非线性常微分方程组，获得了广义变系数KdV方程和MKdV方程新的 精确类孤子解、有理形式函数解和三角函数解- 关键词： 改进的tanh函数方法 类孤子解 有理形式函数解 三角函数解     

在非拓扑孤立子模型中核子的电磁形状因子

从Friedberg-李政道的非拓扑孤立子模型出发得到一个新的夸克禁闭势.利用这个新的禁闭势,预言了核子的静态性质,并与实验数据进行了比较.理论很好地解释了实验结果.     

两参数分数Wiener过程增量的一般形式

§1Introductionandresults A2-parameterGaussianprocess{Z(t,s);t,s≥0}iacalleda2-parameterfractional Wienerprocesswithorderα(0<α<1),ifZ(0,0)=0a.s.EZ(s,t)=0anditscovariance EZ(t1,s1)Z(t2,s2)={|t1|2α+|t2|2α-|t2-t1|2α}{|s1|2α+|s2|2α-|s2-s1|2α}/4.LetR=[x1,x2]×[y1,y2],DT={(x,y)∶0≤x,y≤bT,xy≤T}.Let0相似文献   

Determinant Solutions Generalized KP Equation to a （3＋1）-Dimensional with Variable Coefficients

A system of linear conditions is presented for Wronskian and Grammian solutions to a (3+1)-dimensional generalized vcKP equation.The formulations of these solutions require a constraint on variable coefficients.     

Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms

Nakao’s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting.It? ’s formula in terms of the extended stochastic integrals is obtained.     

Complete noncompact manifolds with harmonic curvature

Let (M ⁿ , g) be an n-dimensional complete noncompact Riemannian manifold with harmonic curvature and positive Sobolev constant. In this paper, by employing an elliptic estimation method, we show that (M ⁿ , g) is a space form if it has sufficiently small L ^n/2-norms of trace-free curvature tensor and nonnegative scalar curvature. Moreover, we get a gap theorem for (M ⁿ , g) with positive scalar curvature.     

Revisiting radiative leptonic B decay

In this paper, we summarize the existing methods of solving the evolution equation of the leading-twist \begin{document}$B$\end{document}-meson LCDA. Then, in the Mellin space, we derive a factorization formula with next-to-leading-logarithmic (NLL) resummation for the form factors \begin{document}$F_{A,V}$\end{document} in the \begin{document}$B \to \gamma \ell\nu$\end{document} decay at leading power in \begin{document}$\Lambda/m_b$\end{document}. Furthermore, we investigate the power suppressed local contributions, factorizable non-local contributions (which are suppressed by \begin{document}$1/E_\gamma$\end{document} and \begin{document}$1/m_b$\end{document}), and soft contributions to the form factors. In the numerical analysis, which employs the two-loop-level hard function and the jet function, we find that both the resummation effect and the power corrections can sizably decrease the form factors. Finally, the integrated branching ratios are also calculated for comparison with future experimental data.     

Optimal investment and consumption models with non-linear stock dynamics

We study a generalization of the Merton's original problem of optimal consumption and portfolio choice for a single investor in an intertemporal economy. The agent trades between a bond and a stock account and he may consume out of his bond holdings. The price of the bond is deterministic as opposed to the stock price which is modelled as a diffusion process. The main assumption is that the coefficients of the stock price diffusion are arbitrary nonlinear functions of the underlying process. The investor's goal is to maximize his expected utility from terminal wealth and/or his expected utility of intermediate consumption. The individual preferences are of Constant Relative Risk Aversion (CRRA) type for both the consumption stream and the terminal wealth. Employing a novel transformation, we are able to produce closed form solutions for the value function and the optimal policies. In the absence of intermediate consumption, the value function can be expressed in terms of a power of the solution of a homogeneous linear parabolic equation. When intermediate consumption is allowed, the value function is expressed via the solution of a non-homogeneous linear parabolic equation.