On sub-polynomial lower error bounds for quadrature of SDEs with bounded smooth coefficients

In recent work of Hairer, Hutzenthaler and Jentzen, [11 Hairer, M., Hutzenthaler, M., and Jentzen, A., 2015. Loss of regularity for Kolmogorov equations. Ann. Probab. 43:468–527.[Crossref], [Web of Science ®] , [Google Scholar]], a stochastic differential equation (SDE) with infinitely differentiable andbounded coefficients was constructed such that the Monte Carlo Euler method for approximation of the expected value of the first component of the solution at the final time converges but fails to achieve a mean square error of a polynomial rate. In this article, we show that this type of bad performance for quadrature of SDEs with infinitely differentiable and bounded coefficients is not a shortcoming of the Euler scheme in particular but can be observed in a worst case sense for every approximation method that is based on finitely many function values of the coefficients of the SDE. Even worse we show that for any sequence of Monte Carlo methods based on finitely many sequential evaluations of the coefficients and all their partial derivatives and for every arbitrarily slow convergence speed there exists a sequence of SDEs with infinitely differentiable and bounded by one coefficients such that the first-order derivatives of all diffusion coefficients are bounded by one as well and the first order derivatives of all drift coefficients are uniformly dominated by a single real-valued function and such that the corresponding sequence of mean absolute errors for approximation of the expected value of the first component of the solution at the final time can not converge to zero faster than the given speed.     

带上下界的双参与人双向委托代理模型及优化算法研究

考虑现实中双参与人同时具有委托人和代理人双重身份情形下,双参与人间的互为委托代理关系,设计虚拟委托人期望效用函数表达式,建立带上下界的双参与人双边约束双向委托代理模型,利用不动点定理确定参数的上下界,并运用不等式组的旋转算法并结合序列二次规划算法进行求解.通过算例分析表明,为达到联盟总效用最大化,需通过确定联盟成员各自合适的保留效用值,以平衡联盟成员的投资和回报,真正实现对联盟成员的激励.     

Relationships Between Convexificators and Greenberg–Pierskalla Subdifferentials for Quasiconvex Functions

In this paper, the relationship between convexificators and Greenberg–Pierskalla-based (GP-based) subdifferentials for quasiconvex functions is proved. The established results lead to a mean value theorem, a chain rule, and the closedness property for GP-based subdifferentials. Furthermore, the connection between Clarke generalized gradient and Mordukhovich subdifferential with GP-based subdifferentials is highlighted.     

Well-posedness and stability of solutions for set optimization problems

In this paper, some characterizations for the generalized l-B-well-posedness and the generalized u-B-well-posedness of set optimization problems are given. Moreover, the Hausdorff upper semi-continuity of l-minimal solution mapping and u-minimal solution mapping are established by assuming that the set optimization problem is l-H-well-posed and u-H-well-posed, respectively. Finally, the upper semi-continuity and the lower semi-continuity of solution mappings to parametric set optimization problems are investigated under some suitable conditions.     

Continuity of lower envelopes

The purpose of the paper is to give a complete characterization of the continuity of lower envelopes in the infinite dimensional spaces. The characterization of upper or lower semicontinuity of envelopes, when stated in the language of multifunctions, has a dual geometric character which depends on the upper or lower semicontinuity of the corresponding multifunction.     

On the Solution Existence of Generalized Quasivariational Inequalities with Discontinuous Multifunctions

We study the following generalized quasivariational inequality problem: given a closed convex set X in a normed space E with the dual E ^*, a multifunction and a multifunction Γ:X→2 ^X , find a point such that , . We prove some existence theorems in which Φ may be discontinuous, X may be unbounded, and Γ is not assumed to be Hausdorff lower semicontinuous. The authors express their sincere gratitude to the referees for helpful suggestions and comments. This research was partially supported by a grant from the National Science Council of Taiwan, ROC. B.T. Kien was on leave from National University of Civil Engineering, Hanoi, Vietnam.     

The distributional dimension of fractals

In the book [1] H.Triebel introduces the distributional dimension of fractals in an analytical form and proves that： for Г as a non-empty set in R^n with Lebesgue measure ｜Г｜ = 0, one has dimH Г = dimD Г, where dimD Г and dimH Г are the Hausdorff dimension and distributional dimension, respectively. Thus we might say that the distributional dimension is an analytical definition for Hausdorff dimension. Therefore we can study Hausdorff dimension through the distributional dimension analytically. By discussing the distributional dimension, this paper intends to set up a criterion for estimating the upper and lower bounds of Hausdorff dimension analytically. Examples illustrating the criterion are included in the end.     

非线性三阶常微分方程的非线性三点边值问题解的存在性

基于上下解方法,在一定条件下,得到了一类带有非线性混合边界条件的三阶常微分方程的非线性三点边值问题解的存在性,作为上述存在性结果的应用,在推论中给出了一类三阶非线性微分方程三点边值问题解的存在性.     

A variational approach to transonic potential flow problems

This paper continues considerations of transonic potential flow problems by variational methods. A functional which is associated with a boundary value problem for the (full) potential equation and which possesses a real physical meaning is minimized over a class of admissible functions. These functions have to satisfy a non‐linear local entropy condition and a certain boundness constraint. Though this class is not a compact set of the underlying Hilbert space and though the functional need not be convex, the existence of a solution to the established variational problem can be proved by direct methods of the calculus of variations. Furthermore, some properties of minimizers concerning uniqueness, relation to the potential equation, and behaviour on supersonic regions are derived. Copyright © 2000 John Wiley & Sons, Ltd.