LIMIT CYCLES AND BIFURCATION CURVES FOR THE QUADRATIC DIFFERENTIAL SYSTEM （Ⅲ）m=0 HAVING THREE ANTI-SADDLES （Ⅱ）

As a continuation of [1], the author studies the limit cycle bifurcation around the focus S1 other than O(0, 0) for the system (1) as δ varies. A conjecture on the non-existence of limit cycles around S1, and another one on the non-coexistence of limit cycles wound both O and S1 are given, together with some numerical examples.     

Mean-Variance Hedging Under Multiple Defaults Risk

We solve a mean-variance hedging problem in an incomplete market where multiple defaults can occur. For this purpose, we use a default-density modeling approach. The global market information is formulated as a progressive enlargement of a default-free Brownian filtration, and the dependence of the default times is modelled using a conditional density hypothesis. We prove the quadratic form of each value process between consecutive default times and recursively solve systems of coupled quadratic backward stochastic differential equations (BSDEs). We demonstrate the existence of these solutions using BSDE techniques. Then, using a verification theorem, we prove that the solutions of each subcontrol problem are related to the solution of our global mean-variance hedging problem. As a byproduct, we obtain an explicit formula for the optimal trading strategy. Finally, we illustrate our results for certain specific cases and for a multiple defaults case in particular.     

Polynomials Annihilating the Witt Ring

Let F be a non-formally real field of characteristic not 2 and let W(F) be the Witt ring of F. In certain cases generators for the annihilator ideal are determined. Aim the primary decomposition of A(F) is given. For formally d fields F, as an analogue the primary decomposition of A_t(F) = {f(X) ∈ Z[X]| f(ω) = 0 for all ω ∈ W_t(F)}, where W_t(F) is the torsion part of the Witt group, is obtained.     

QUADRATIC INVARIANTS AND SYMPLECTIC STRUCTURE OF GENERAL LINEAR METHODS

1. IntroductionInvestigating whether a numerical method inherits some dynamical properties possessed bythe differential equation systems being integrated is an important field of numerical analysisand has received much attention in recent years See the review articlesof Sanz-Serna[9] and Section 11.16 of Hairer et. al.[2] for more detail concerning the symplectic methods. Most of the work on canonical iotegrators has dealt with one-step formulaesuch as Runge-Kutta methods and Runge'methods …     

Newton's method for constrained optimization

We derive a quadratically convergent algorithm for minimizing a nonlinear function subject to nonlinear equality constraints. We show, following Kaufman [4], how to compute efficiently the derivative of a basis of the subspace tangent to the feasible surface. The derivation minimizes the use of Lagrange multipliers, producing multiplier estimates as a by-product of other calculations. An extension of Kantorovich's theorem shows that the algorithm maintains quadratic convergence even if the basis of the tangent space changes abruptly from iteration to iteration. The algorithm and its quadratic convergence are known but the drivation is new, simple, and suggests several new modifications of the algorithm.     

A class of methods for solving large,convex quadratic programs subject to box constraints

In this paper we analyze conjugate gradient-type algorithms for solving convex quadratic programs subject only to box constraints (i.e., lower and upper bounds on the variables). Programs of this type, which we denote by BQP, play an important role in many optimization models and algorithms. We propose a new class of finite algorithms based on a nonfinite heuristic for solving a large, sparse BQP. The numerical results suggest that these algorithms are competitive with Dembo and Tulowitzski's (1983) CRGP algorithm in general, and perform better than CRGP for problems that have a low percentage of free variables at optimality, and for problems with only nonnegativity constraints.     

Nonlinear analysis of a rub-impact rotor supported by turbulent couple stress fluid film journal bearings under quadratic damping

This work reports a numerical study undertaken to investigate the dynamic response of a rotor supported by two turbulent flow model journal bearings with nonlinear suspension and lubricated with couple stress fluid under quadratic damping. This may be the first time that analysis of rotor-bearing system considered the quadratic damping effect. The dynamic response of the rotor center and bearing center are studied. The analysis methods employed in this study are inclusive of the dynamic trajectories of the rotor center and bearing center, power spectra, Poincaré maps and bifurcation diagrams. The maximum Lyapunov exponent analysis is also used to identify the onset of chaotic motion. The modeling results provide some useful insights into the design and development of rotor-bearing system for rotating machinery that operates at highly rotational speed and highly nonlinear regimes.     

A METHOD PROVING THE UNIQUENESS OF THE LIMIT CYCLE OF THE QUADRATIC SYSTEM

ＡＭＥＴＨＯＤＰＲＯＶＩＮＧＴＨＥＵＮＩＱＵＥＮＥＳＳＯＦＴＨＥＬＩＭＩＴ　ＣＹＣＬＥＯＦＴＨＥＱＵＡＤＲＡＴＩＣＳＹＳＴＥＭＸｕＳｉｌｉｎ（徐思林）（ＱｉｎｇｄａｏＵｎｉｖｅｒｓｉｔｙ，青岛大学，邮编：２６６０７１）ＺｈｕＹｕｇｅｎ（朱豫根）（Ｎａ...     

A congruence for the Fourier coefficients of a modular form and its application to quadratic forms

Let F(z)=∑ _n=1^∞ A(n)q ⁿ denote the unique weight 6 normalized cuspidal eigenform on Γ₀(4). We prove that A(p)≡0,2,−1(mod 11) when p≠11 is a prime. We then use this congruence to give an application to the number of representations of an integer by quadratic form of level 4.      

Partial Lagrangian relaxation for general quadratic programming

We give a complete characterization of constant quadratic functions over an affine variety. This result is used to convexify the objective function of a general quadratic programming problem (Pb) which contains linear equality constraints. Thanks to this convexification, we show that one can express as a semidefinite program the dual of the partial Lagrangian relaxation of (Pb) where the linear constraints are not relaxed. We apply these results by comparing two semidefinite relaxations made from two sets of null quadratic functions over an affine variety.