Endogenous and exogenous dynamics in the fluctuations of capital fluxes

A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is carried out on the Chinese stock market using mean-variance analysis, fluctuation analysis, and their generalizations to higher orders. Non-universal dynamics have been found not only in the scaling exponent α, which is different from the universal values 1/2 and 1, but also in the distributions of the ratio η= σ^exo / σ^endo of individual stocks. Both the scaling exponent α of fluctuations and the Hurst exponent H_i increase in logarithmic form with the time scale Δt and the mean traded value per minute 〈f_i 〉, respectively. We find that the scaling exponent α^endo of the endogenous fluctuations is independent of the time scale. Multiscaling and multifractal features are observed in the data as well. However, the inhomogeneous impact model is not verified.     

NONLOCAL CROWD DYNAMICS MODELS FOR SEVERAL POPULATIONS

This paper develops the basic analytical theory related to some recently introduced crowd dynamics models.Where well posedness was known only locally in time,it is here extended to all of R+.The result...     

On the paper “Symmetry analysis of wave equation on sphere” by H. Azad and M.T. Mustafa

Using the scalar curvature of the product manifold S²×R and the complete group classification of nonlinear Poisson equation on (pseudo) Riemannian manifolds, we extend the previous results on symmetry analysis of homogeneous wave equation obtained by H. Azad and M.T. Mustafa [H. Azad, M.T. Mustafa, Symmetry analysis of wave equation on sphere, J. Math. Anal. Appl. 333 (2007) 1180-1188] to nonlinear Klein-Gordon equations on the two-dimensional sphere.     

Invariant manifolds and the stability of traveling waves in scalar viscous conservation laws

The stability of traveling wave solutions of scalar viscous conservation laws is investigated by decomposing perturbations into three components: two far-field components and one near-field component. The linear operators associated to the far-field components are the constant coefficient operators determined by the asymptotic spatial limits of the original operator. Scaling variables can be applied to study the evolution of these components, allowing for the construction of invariant manifolds and the determination of their temporal decay rate. The large time evolution of the near-field component is shown to be governed by that of the far-field components, thus giving it the same temporal decay rate. We also give a discussion of the relationship between this geometric approach and previous results, which demonstrate that the decay rate of perturbations can be increased by requiring that initial data lie in appropriate algebraically weighted spaces.     

广义Bianchi恒等式的某些应用

本文给出由非不变性拉氏量导致的广义Bianchi恒等式的若干应用。导出强守恒律,用于某些场论,得到相应的弱守恒律,讨论了非不变拉氏量系统的Dirac约束。     

Multiscale modeling for gas flow in pipe networks

We consider a multiscale network of natural gas pipelines. Different arcs of the network are to be modeled by possibly different models depending on the requisite qualitative detail required: an isothermal Euler system of equations; linearized model derived from the isothermal Euler system or a steady-state model of gas flow also referred to as an algebraic model. At the vertices (or joints) of the network coupling conditions are defined. An analysis of the well posedness of the hierarchial coupling conditions is presented. The analytical results are tested numerically on different network configurations including a real-world network based on the Canadian mainline gas network. Copyright © 2007 John Wiley & Sons, Ltd.     

NONLINEAR EVOLUTION SYSTEMS AND GREEN’S FUNCTION

In this paper, we will introduce how to apply Green’s function method to get the pointwise estimates for the solutions of Cauchy problem of nonlinear evolution equations with dissipative structure. First of all, we introduce the pointwise estimates of the time-asymptotic shape of the solutions of the isentropic Navier-Stokes equations and show to exhibit the generalized Huygen’s principle. Then, for other nonlinear dissipative evolution equations, we will only introduce the result and give some brief explanations. Our approach is based on the detailed analysis of the Green’s function of the linearized system and micro-local analysis, such as frequency decomposition and so on.     

Banach空间的Chung-Teicher型大数律

设{Xn，n≥1}是实可分Banach空间独立随机变量，讨论了在弱大数律的假设下使得Chung-Teicher型强大数律也成立，即bn^-1｜｜∑k=1^n（Xk-EXkI（｜｜Xk｜｜≤bk））｜｜→^p0当且仅当bn^-1｜｜∑中k=1^n（Xk-EXkI（｜｜Xk｜｜≤bk））｜｜→^a.s.0.     

Boundary layers for parabolic perturbations of quasi‐linear hyperbolic problems

In this paper, we study the asymptotic relation between the solutions to the one‐dimensional viscous conservation laws with the Dirichlet boundary condition and the associated inviscid solution. We assume that the viscosity matrix is positive definite, then we prove the existence and the stability of the weak boundary layers by discussing nonlinear well‐posedness of the inviscid flow with certain boundary conditions. Copyright © 2009 John Wiley & Sons, Ltd.