条件风险下的两基金分离定理

鉴于条件风险价值CVaR具有风险度量的合理性以及两基金分离定理对证券投资的重要意义,以CVaR作为风险度量研究两基金分离定理.在组合收益率服从正态分布的假设下,分别就投资组合含有或没有无风险资产的情形提出并证明了两基金分离定理;放开方差-协方差矩阵为非奇异这一通常假设,证明了CVaR风险度量下的两基金分离定理依然成立.     

非齐次树上马氏链的若干强偏差定理

通过构造适当的非负鞅,将Doob鞅收敛定理应用于几乎处处收敛的研究,给出了一类非齐次树上马氏链场加权和滑动平均的若干强偏差定理.     

Standing waves for 4‐superlinear Schrödinger‐Kirchhoff equations

We consider standing waves for 4‐superlinear Schrödinger–Kirchhoff equations in with potential indefinite in sign. The nonlinearity considered in this study satisfies a condition that is much weaker than the classical Ambrosetti–Rabinowitz condition. We obtain a nontrivial solution and, in the case of odd nonlinearity, an unbounded sequence of solutions via the Morse theory and the fountain theorem, respectively. Copyright © 2014 John Wiley & Sons, Ltd.     

The Allen–Cahn equation with dynamic boundary conditions and mass constraints

The Allen–Cahn equation, coupled with dynamic boundary conditions, has recently received a good deal of attention. The new issue of this paper is the setting of a rather general mass constraint, which may involve either the solution inside the domain or its trace on the boundary. The system of nonlinear partial differential equations can be formulated as a variational inequality. The presence of the constraint in the evolution process leads to additional terms in the equation and the boundary condition containing a suitable Lagrange multiplier. A well‐posedness result is proved for the related initial value problem. Copyright © 2014 John Wiley & Sons, Ltd.     

Infinitely many homoclinic orbits for a class of second‐order damped differential equations

We investigate the existence and multiplicity of homoclinic orbits for the second‐order damped differential equations For Equation 1 where L(t) and W(t,u) are neither autonomous nor periodic in t. Under certain assumptions on g, L, and W, we get infinitely many homoclinic orbits for superquadratic, subquadratic and concave–convex nonlinearities cases by using fountain theorem and dual fountain theorem in critical point theory. These results generalize and improve some existing results in the literature. Copyright © 2015 JohnWiley & Sons, Ltd.     

On existence and multiplicity of similarity solutions to a nonlinear differential equation arising in magnetohydrodynamic Falkner–Skan flow for decelerated flows

Previously, existence and uniqueness of a class of monotone similarity solutions for a nonlinear differential equation arising in magnetohydrodynamic Falkner–Skan flow were considered in the case of accelerating flows. It was shown that a solution satisfying certain monotonicity properties exists and is unique for the case of accelerated flows and some decelerated flows. In this paper, we show that solutions to the problem can exist for decelerated flows even when the monotonicity conditions do not hold. In particular, these types of solutions have nonmonotone second derivatives and are, hence, a distinct type of solution from those studied previously. By virtue of this result, the present paper demonstrates the existence of an important type of solution for decelerated flows. Importantly, we show that multiple solutions can exist for the case of strongly decelerated flows, and this occurs because of the fact that the solutions do not satisfy the aforementioned monotonicity requirements. Copyright © 2015 John Wiley & Sons, Ltd.     

复射影空间CP~((n+p)/2)中具有2-调和的一般子流形

本文研究了复射影空间中具有2-调和的一般子流形问题.利用活动标架法,获得了这类子流形成为极小子流形的Pinching定理和Simons型积分不等式,此外还得到关于2-调和伪脐一般子流形的一个刚性定理,推广了复射影空间中具有2-调和全实子流形的一些相应结果.     

Acceleration of self‐consistent field convergence in ab initio molecular dynamics simulation with multiconfigurational wave function

The Lagrange interpolation of molecular orbital (LIMO) method, which reduces the number of self‐consistent field iterations in ab initio molecular dynamics simulations with the Hartree–Fock method and the Kohn–Sham density functional theories, is extended to the theory of multiconfigurational wave functions. We examine two types of treatments for the active orbitals that are partially occupied. The first treatment, as denoted by LIMO(C), is a simple application of the conventional LIMO method to the union of the inactive core and the active orbitals. The second, as denoted by LIMO(S), separately treats the inactive core and the active orbitals. Numerical tests to compare the two treatments clarify that LIMO(S) is superior to LIMO(C). Further applications of LIMO(S) to various systems demonstrate its effectiveness and robustness. © 2014 Wiley Periodicals, Inc.     

Study of Bimodal Drop Size Distributions of Emulsion

In order to increase the present understanding of bimodal emulsion drop size distributions, systematic series of experiments have been carried out to investigate the effects of formulation variables on bimodal drop size distributions, and probability distribution functions were proposed to analyze the distribution. The results show that, the span of the drop size and Sauter mean diameter become larger when the dispersed phase volume fraction becomes higher and rotor speed becomes lower; the Frechet function represents the experimental data satisfactorily. The prediction model of Sauter mean diameter established by combining the prediction theory of the maximum stable drop diameter and experimental analysis results can fit the experimental data well.