Multiplicity results of nonlinear fractional magnetic Schrödinger equation with steep potential

In this article, we prove the existence and multiplicity of non-trivial solutions for an indefinite fractional elliptic equation with magnetic field and concave–convex nonlinearities. Our multiplicity results are based on studying the decomposition of the Nehari manifold.     

A new approach to constant term identities and Selberg-type integrals

Selberg-type integrals that can be turned into constant term identities for Laurent polynomials arise naturally in conjunction with random matrix models in statistical mechanics. Built on a recent idea of Karasev and Petrov we develop a general interpolation based method that is powerful enough to establish many such identities in a simple manner. The main consequence is the proof of a conjecture of Forrester related to the Calogero–Sutherland model. In fact we prove a more general theorem, which includes Aomoto's constant term identity at the same time. We also demonstrate the relevance of the method in additive combinatorics.     

Pseudo almost periodic dynamics of delay Nicholson's blowflies model with a linear harvesting term

In this paper, we investigate a class of delay Nicholson's blowflies model with a linear harvesting term, new criteria for the existence and convergence dynamics of positive pseudo almost periodic solutions are established by using the fixed point method and the properties of pseudo almost periodic function, together with constructing suitable Lyapunov functionals. The obtained results extend previously known results, and they also partially answer an open problem proposed by L. Berezansky et al. Finally, an example with simulation is presented to demonstrate the effectiveness of theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.     

The long‐term extreme price risk measure of portfolio in inventory financing: An application to dynamic impawn rate interval

Different from the short‐term risk measure for traditional financial assets (stocks, bonds, etc.), the key to illiquid inventory portfolio traded in the over‐the‐counter markets is to estimate the long‐term extreme price risk with time varying volatility. In this article, a new long‐term extreme price risk (value at risk and conditional value at risk) measure method for inventory portfolio and an application to dynamic impawn rate interval are proposed. To realize this, we first establish AutoRegressive Moving Average‐Exponential Generalized Autoregressive Conditional Heteroskedasticity‐Extreme Value Theory model and multivariatet‐Copula to depict the autocorrelation, fat tails, and volatility clustering of returns of inventories and the nonlinear dependence structure of inventories. Furthermore, we obtain the long‐term extreme price risk with time varying volatility via Monte Carlo simulation instead of square‐root‐of time rule. The results show that, first, benefits from risk diversification is significant; second, long‐term extreme price risk measure of inventory portfolio via Monte Carlo method outperforms the square‐root‐of time rule; the last is that the dynamic rate interval based on the long‐term price risk is superior to the crude rules of thumb in terms of reducing efficiency loss and improving risk coverage. In summary, this article provides a new quantitative framework for managing the risk of portfolio in inventory financing practice for banks constrained by risk limitation. © 2014 Wiley Periodicals, Inc. Complexity 20: 17–34, 2015     

球形Dirac方程的空间格点求解及假态问题

本文在空间格点上利用虚时间步长方法求解了球形Dirac方程, 着重研究了出现的假态问题. 利用三点数值导数公式离散方程中一阶导数项, 可以证明对于量子数为 κ 和 -κ的单粒子能级能量是完全相同的, 其中一个为物理解, 另一个为假态. 通过在径向Dirac方程中引入Wilson 项, 可以解决假态问题, 得到全部物理解. 文章以 Woods-Saxon 势为例, 考虑 Wilson 项后, 得到与打靶法一致的结果.     

An efficient splitting technique for two‐layer shallow‐water model

We consider the numerical approximation of the weak solutions of the two‐layer shallow‐water equations. The model under consideration is made of two usual one‐layer shallow‐water model coupled by nonconservative products. Because of the nonconservative products of the system, which couple both one‐layer shallow‐water subsystems, the usual numerical methods have to consider the full model. Of course, uncoupled numerical techniques, just involving finite volume schemes for the basic shallow‐water equations, are very attractive since they are very easy to implement and they are costless. Recently, a stable layer splitting technique was introduced [Bouchut and Morales de Luna, M2AN Math Model Numer Anal 42 (2008), 683–698]. In the same spirit, we exhibit new splitting technique, which is proved to be well balanced and non‐negative preserving. The main benefit issuing from the here derived uncoupled method is the ability to correctly approximate the solution of very severe benchmarks. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1396–1423, 2015     

Dynamics and optimal control in a spatially structured economic growth model with pollution diffusion and environmental taxation

In the first part of this paper we present a spatially structured dynamic economic growth model which takes into account the level of pollution and a possible taxation based on the amount of produced pollution. In the second part we analyze an optimal harvesting control problem with an objective function composed of three terms, namely the intertemporal utility of the decision maker, the space–time average of the level of pollution in the habitat, and the disutility due to the imposition of taxation.     

一类具有连续变量的二阶非线性阻尼差分方程的振动准则

考虑了一类具有连续变量的二阶非线性阻尼差分方程,利用积分变换和广义R iccati变换,给出了此类方程的振动准则.     

带次线性中立项的二阶广义Emden-Fowler微分方程的Philos型振动准则

研究一类带次线性中立项的二阶非线性广义Emden-Fowler时滞微分方程的振动性.利用Riccati变换和不等式技巧,在非正则条件下建立了该类方程多个简便的Philos型和Kamenev型新振动准则.所得定理也适应于包括经典Euler方程等线性非中立型方程,推广和改进了已有文献中的相应结果.最后还给出应用实例展示了所...