On the Kernel of the Borel’s Characteristic Map of Lie Groups

For compact and connected Lie group $G$ with a maximal torus $T$ the quotient space $G/T$ is canonically a smooth projective manifold, known as the complete flag manifold of the group $G.$ The cohomology ring map $c^∗: H^∗ (B_T) → H^∗ (G/T)$ induced by the inclusion $c:G/T→B_T$ is called the Borel’s characteristic map of the group $G [7, 8],$ where $B_T$ denotes the classifying space of $T.$ Let $G$ be simply-connected and simple. Based on the Schubert presentation of the cohomology $H^∗ (G/T)$ of the flag manifold $G/T$ obtained in $[10, 11],$ we develop a method to find a basic set of explicit generators for the kernel ker$c^∗ ⊂ H^∗ (B_T)$ of the characteristic map $c.$     

Geometric approach to convex subdifferential calculus

In this paper, we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic results of convex subdifferential calculus in full generality and also derive new results of convex analysis concerning optimal value/marginal functions, normals to inverse images of sets under set-valued mappings, calculus rules for coderivatives of single-valued and set-valued mappings, and calculating coderivatives of solution maps to parameterized generalized equations governed by set-valued mappings with convex graphs.     

The substitution theorem for semilinear stochastic partial differential equations

In this article we establish a substitution theorem for semilinear stochastic evolution equations (see's) depending on the initial condition as an infinite-dimensional parameter. Due to the infinite-dimensionality of the initial conditions and of the stochastic dynamics, existing finite-dimensional results do not apply. The substitution theorem is proved using Malliavin calculus techniques together with new estimates on the underlying stochastic semiflow. Applications of the theorem include dynamic characterizations of solutions of stochastic partial differential equations (spde's) with anticipating initial conditions and non-ergodic stationary solutions. In particular, our result gives a new existence theorem for solutions of semilinear Stratonovich spde's with anticipating initial conditions.     

Distributed optimization for discrete-time multiagent systems with nonconvex control input constraints and switching topologies

This paper addresses the distributed optimization problem of discrete-time multiagent systems with nonconvex control input constraints and switching topologies. We introduce a novel distributed optimization algorithm with a switching mechanism to guarantee that all agents eventually converge to an optimal solution point, while their control inputs are constrained in their own nonconvex region. It is worth noting that the mechanism is performed to tackle the coexistence of the nonconvex constraint operator and the optimization gradient term. Based on the dynamic transformation technique, the original nonlinear dynamic system is transformed into an equivalent one with a nonlinear error term. By utilizing the nonnegative matrix theory, it is shown that the optimization problem can be solved when the union of switching communication graphs is jointly strongly connected. Finally, a numerical simulation example is used to demonstrate the acquired theoretical results.     

A Problem of Normal Form in Natural Deduction

Recently Ekman gave a derivation in natural deduction such that it either contains a substantial redundant part or else is not normal. It is shown that this problem is caused by a non‐normality inherent in the usual modus ponens rule.     

Prolongation Structure of Semi-discrete Nonlinear Evolution Equations

Based on noncommutative differential calculus, we present a theory of prolongation structure for semidiscrete non/inear evolution equations. As an illustrative example, a semi-discrete model of the non/inear SchrSdinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.     

Lyapunov type stability and Lyapunov exponent for exemplary multiplicative dynamical systems

This paper presents analysis of Lyapunov type stability for multiplicative dynamical systems. It has been formally defined and numerical simulations were performed to explore nonlinear dynamics. Chaotic behavior manifested for exemplary multiplicative dynamical systems has been confirmed by calculated Lyapunov exponent values.     

Numerical Solutions of a New Type of Fractional Coupled Nonlinear Equations

In this paper, we investigate a new type of fractional coupled nonlinear equations. By introducing the fractional derivative that satisfies the Caputo＇s definition, we directly extend the applications of the Adomian decomposition method to the new system. As a result, with the aid of Maple, the realistic and convergent rapidly series solutions are obtained with easily computable components. Two famous fractional coupled examples： KdV and mKdV equations, are used to illustrate the efficiency and accuracy of the proposed method.     

Stochastic Analysis of the Fractional Brownian Motion

Since the fractional Brownian motion is not a semi-martingale, the usual Ito calculus cannot be used to define a full stochastic calculus. However, in this work, we obtain the Itô formula, the Itô–Clark representation formula and the Girsanov theorem for the functionals of a fractional Brownian motion using the stochastic calculus of variations.