奇异协方差阵下有效前沿及有效组合的解析解

利用广义逆矩阵研究了协方差阵奇异时的投资组合问题,突破了传统方法中要求协方差阵可逆的限制,得到了证券市场存在有效组合的充要条件,并给出了有效前沿和有效组合的解析解,成功地推广了经典Markowitz模型,同时还将有助于证券组合有效子集的深入研究.     

On an optimal robust digital image watermarking based on SVD using differential evolution algorithm

It is shown that the optimal robust digital image watermarking based on singular value decomposition using differential evolution algorithm proposed by Veysel Aslantas [Opt. Commun. 282(5):769-777 (2009)] has a serious fundamental flaw and should not be used for proof of ownership application.     

Viscous shocks in Hele-Shaw flow and Stokes phenomena of the Painlevé I transcendent

In Hele-Shaw flows at vanishing surface tension, the boundary of a viscous fluid develops cusp-like singularities. In recent papers Lee et al. (2009, 2008) [8] and [9] we have showed that singularities trigger viscous shocks propagating through the viscous fluid. Here we show that the weak solution of the Hele-Shaw problem describing viscous shocks is equivalent to a semiclassical approximation of a special real solution of the Painlevé I equation. We argue that the Painlevé I equation provides an integrable deformation of the Hele-Shaw problem which describes flow passing through singularities. In this interpretation shocks appear as Stokes level-lines of the Painlevélinear problem.     

A second-sound based, hyperbolic SIR model for high-diffusivity spread

We present an analytical study of one-dimensional (1D) kinematic wave phenomena under a hyperbolic SIR model based not on Fick's diffusion law, but rather on the inertial-type II flux law of second-sound theory. Unlike in the Ficken context, we are able to derive exact traveling wave solutions (TWS)s, as well as explicit asymptotic/approximate expressions, for both the susceptibles and infectives. We also determine, using singular surface theory, how shock-fronts resulting from initial jump discontinuities propagate and evolve under this model. In particular, critical values and special cases are examined and possible mitigation methods, which take the form of parameter-value manipulation(s), are noted.     

An axisymmetric problem of an embedded mixed-mode crack in a functionally graded magnetoelectroelastic infinite medium

This paper investigates the problem of an axisymmetric penny shaped crack embedded in an infinite functionally graded magneto electro elastic medium. The loading consists of magnetoelectromechanical loads applied on the crack surfaces assumed to be magneto electrically impermeable. The material’s gradient is parallel to the axisymmetric direction and is perpendicular to the crack plane. An anisotropic constitutive law is adopted to model the material behavior. The governing equations are converted analytically using Hankel transform into coupled singular integral equations, which are solved numerically to yield the crack tip stress, electric displacement and magnetic induction intensity factors. A similar problem but with a different crack morphology, that is a plane crack embedded in an infinite functionally graded magneto electro elastic medium, was considered by the authors in a previous work (Rekik et al., 2012) [25]. While the overall solution schemes look similar, the axisymmetric problem resulted in more mathematical complexities and let to different conclusions with respect to the influence of coupling between elastic, electric and magnetic effects. The main focus of this paper is to study the effect of material non-homogeneity on the fields’ intensity factors to understand further the behavior of graded magnetoelectroelastic materials containing penny shaped cracks and to inspect the effect of varying the crack geometry.     

Electro-mechanical sliding frictional contact of a piezoelectric half-plane under a rigid conducting punch

This paper investigates the two-dimensional sliding frictional contact of a piezoelectric half-plane in the plane strain state under the action of a rigid flat or a triangular punch. It is assumed that the punch is a perfect electrical conductor with a constant electric potential. By using the Fourier integral transform technique and the superposition theorem, the problem is reduced to a pair of coupled Cauchy singular integral equations and then is numerically solved to determine the unknown contact pressure and surface electric charge distribution. The effects of the friction coefficient and electro-mechanical loads on the normal contact stress, normal electric displacement, in-plane stress and in-plane electric displacement are discussed in detail. It is found that the friction coefficient has a significant effect on the electro-mechanical sliding frictional contact behaviors of the piezoelectric materials.     

Averaging on slow and fast cycles of a three time scale system

Pontryagin–Rodygin?s Theorem for slow and fast systems describes the slow drift during the rolling up of the trajectories around the cycles of the fast dynamics. This drift is approximated by the averaging on the cycles. The calculation of this average is generally a difficult task since it requires the knowledge of the closed orbits and their periods. We present two paradigms of three time scale systems where we can overcome this limitation. It is the case of systems the fast dynamics of which have cycles with relaxation presenting or not a canard phenomenon. We can not apply Pontryagin–Rodygin?s Theorem to these systems because their fast equation is itself singularly perturbed. We also investigate the extension of the results to unbounded time intervals. The results are stated classically and proved within the framework of nonstandard analysis.     

Oscillatory traveling waves of polytropic filtration equation with generalized Fisher–KPP sources

The polytropic filtration equation with generalized Fisher–KPP sources is considered. We will show that the equation may have finite times oscillatory traveling waves, and try to give a complete classification by virtue of a singular exponent in the source according to the finiteness of the oscillatory times of traveling waves.