The Calogero–Bogoyavlenskii–Schiff Equation in 2+1 Dimensions

We use the classical and nonclassical methods to obtain symmetry reductions and exact solutions of the (2+1)-dimensional integrable Calogero–Bogoyavlenskii–Schiff equation. Although this (2+1)-dimensional equation arises in a nonlocal form, it can be written as a system of differential equations and, in potential form, as a fourth-order partial differential equation. The classical and nonclassical methods yield some exact solutions of the (2+1)-dimensional equation that involve several arbitrary functions and hence exhibit a rich variety of qualitative behavior.     

基于部分变量反馈的混沌系统控制

提出了混沌系统部分变量逆序反馈控制器的定义，并以陈氏系统为例对该类控制器进行了研究，得出了部分变量正序和逆序控制器存在的条件，应用该条件扩展了有关文献的研究成果，得到了混沌系统的多种形式的反馈控制器.仿真结果显示，基于部分变量的混沌系统的控制是简单而有效的. 关键词： 部分变量反馈控制 逆序控制器 混沌系统     

Numerical analysis of reversible A B C reaction-diffusion systems

We develop an effective numerical method of studying large-time properties of reversible reaction-diffusion systems of type A + B ↔ C with initially separated reactants. Using it we find that there are three types of asymptotic reaction zones. In particular we show that the reaction rate can be locally negative and concentrations of species A and B can be nonmonotonic functions of the space coordinate x, locally significantly exceeding their initial values. Received 6 June 2002 / Received in final form 20 January 2003 Published online 7 May 2003     

The completely positive and doubly nonnegative completion problems

We prove the following. Let G be an undirected graph. Every partially specified symmetric matrix, the graph of whose specified entries is G and each of whose fully specified submatrices is completely positive (equal to BB^T for some entrywise nonnegative matrix B), may be completed to a completely positive matrix if and only if G is a block-clique graph (a chordal graph in which distinct maximal cliques overlap in at most one vertex). The same result holds for matrices that are doubly nonnegative (entrywise nonnegative and positive semidefinite).     

Continuous Selectors of Fixed Point Sets of Multifunctions with Decomposable Values

Existence theorems of continuous selectors whose values are fixed points of multivalued contractions are proved. As an application, the existence of continuous selectors to generalized solution sets of partial differential inclusions, depending on a parameter, is obtained.     

Frequent oscillation in a nonlinear partial difference equation

This paper is concerned with a class of nonlinear delay partial difference equations with variable coefficients, which may change sign. By making use of frequency measures, some new oscillatory criteria are established. This is the first time oscillation of these partial difference equations is discussed by employing frequency measures.      

Hilbert algebras as implicative partial semilattices

The infimum of elements a and b of a Hilbert algebra are said to be the compatible meet of a and b, if the elements a and b are compatible in a certain strict sense. The subject of the paper will be Hilbert algebras equipped with the compatible meet operation, which normally is partial. A partial lower semilattice is shown to be a reduct of such an expanded Hilbert algebra i ?both algebras have the same ?lters.An expanded Hilbert algebra is actually an implicative partial semilattice (i.e., a relative subalgebra of an implicative semilattice),and conversely.The implication in an implicative partial semilattice is characterised in terms of ?lters of the underlying partial semilattice.     

The multi-symplecticity of partitioned Runge-Kutta methods for Hamiltonian PDEs

In this article we consider partitioned Runge-Kutta (PRK) methods for Hamiltonian partial differential equations (PDEs) and present some sufficient conditions for multi-symplecticity of PRK methods of Hamiltonian PDEs.

     

A partial differential equation which describes an interatomic surface

In this work we present a first-order partial differential equationwhich defines the topology of single ‘atomic entities’in multiatomic systems. Such an equation, obtained by R. F.W. Bader, is here analysed and discussed from a general mathematicalpoint of view; a method is then proposed for defining the initialor boundary condition. With this contribution we would liketo promote and stimulate a more detailed analysis which goesbeyond practical purposes and basic mathematical analysis inorder to have a deeper understanding of the theory behind theequation and its consequences for practical applications.     

Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints

   Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation. This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate our results with several examples of stochastic volatility models popular in the financial literature.