Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence

In this paper, we study the optimal investment–reinsurance problems in a risk model with two dependent classes of insurance business, where the two claim number processes are correlated through a common shock component. Under the criterion of mean–variance, two cases are considered: One is the optimal mean–variance problem with bankruptcy prohibition, i.e., the wealth process of the insurer is not allowed to be below zero at any time, which is solved by standard martingale approach, and the closed form solutions are derived; The other is the optimal mean–variance problem without bankruptcy prohibition, which is discussed by a very different method—stochastic linear–quadratic control theory, and the explicit expressions of the optimal results are obtained either. In the end, a numerical example is given to illustrate the results and compare the values in the two cases.     

String Cosmological Solutions with O(d,d) Duality Symmetry and Matter Coupling

The duality properties of string cosmology model with negative energy matter are investigated by means of renormalization group equation,the cosmological solutions with exotic matter coupling are obtained in D=d+1 dimensional space-time.These inflation-power solutions can describe accelerated and decelerated process in the early universe,and the duality solutions can be generated through O(d,d) transformations.     

Solution of Dirac Equation with Generalized Hylleraas Potential

We employ the parametric generalization of the Nikiforov-Uvarov method to solve the Alhaidari formalism of the Dirac equation with a generalized Hylleraas potential of the form V(r) = V0(a+exp(λr))/(b+ exp(λr)) + V1(d+exp(λr))/(b+exp(λr)).We obtain the bound state energy eigenvalue and the corresponding eigenfunction expressed in terms of the Jacobi polynomials.By choosing appropriate parameter in the potential model,the generalized Hylleraas potential reduces to the well known potentials as special cases.     

On the global asymptotic stability and oscillation of solutions in a stochastic business cycle model

We discuss a second order nonlinear stochastic difference equation which is constructed of a business cycle model with organized labor considered. A global asymptotic mean square stability criterion is obtained by Lyapunov function method. We also prove a theorem on the almost sure oscillation of the solutions for the difference equation with state-independent stochastic perturbations.     

Global existence and nonexistence of solutions for a viscoelastic wave equation with nonlinear boundary source term

In this paper, we consider the initial boundary value problem for a viscoelastic wave equation with nonlinear boundary source term. First of all, we introduce a family of potential wells and prove the invariance of some sets. Then we establish the existence and nonexistence of global weak solution with small initial energy under suitable assumptions on the relaxation function , nonlinear function , the initial data and the parameters in the equation. Furthermore, we obtain the global existence of weak solution for the problem with critical initial conditions and .     

New (3+1)‐dimensional nonlinear equations with KdV equation constituting its main part: multiple soliton solutions

In thiswork,we present two new(3+1)‐dimensional nonlinear equationswith Korteweg‐de Vries equation constituting its main part. We show that the dispersive relation is distinct for each model, whereas the phase shift remains the same. We determine multiple solitons solutions, with distinct physical structures, for each established equation. The architectures of the simplified Hirota's method is implemented in this paper. The constraint conditions that fall out which must remain valid in order for themultiple solitons to exist are derived.Copyright © 2015 John Wiley & Sons, Ltd.     

Exact solutions of nonlinear Schrödinger equation by using symbolic computation

The (G′/G,1/G)‐expansion method and (1/G′)‐expansion method are interesting approaches to find new and more general exact solutions to the nonlinear evolution equations. In this paper, these methods are applied to construct new exact travelling wave solutions of nonlinear Schrödinger equation. The travelling wave solutions are expressed by hyperbolic functions, trigonometric functions and rational functions. It is shown that the proposed methods provide a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Copyright © 2015 John Wiley & Sons, Ltd.     

Solving unsteady Korteweg–de Vries equation and its two alternatives

This paper aims to present the generalized Kudryashov method to find the exact traveling wave solutions transmutable to the solitary wave solutions of the ubiquitous unsteady Korteweg–de Vries equation and its two famed alternatives, namely, the regularized long‐wave equation and the time regularized long‐wave equation. The exact analytic solutions of the studied equations are constructed explicitly in three forms, namely, hyperbolic, trigonometric, and rational function. The validity of our solutions is verified with MAPLE by putting them back into the original equation and found correct. Moreover, it has shown that the generalized Kudryashov method is an easy and reliable technique over the existing methods. Copyright © 2016 John Wiley & Sons, Ltd.     

Monogenic functions in the biharmonic boundary value problem

We consider a commutative algebra over the field of complex numbers with a basis {e₁,e₂} satisfying the conditions , . Let D be a bounded domain in the Cartesian plane xOy and D_ζ={xe₁+ye₂:(x,y)∈D}. Components of every monogenic function Φ(xe₁+ye₂) = U₁(x,y)e₁+U₂(x,y)ie₁+U₃(x,y)e₂+U₄(x,y)ie₂ having the classic derivative in D_ζ are biharmonic functions in D, that is, Δ²U_j(x,y) = 0 for j = 1,2,3,4. We consider a Schwarz‐type boundary value problem for monogenic functions in a simply connected domain D_ζ. This problem is associated with the following biharmonic problem: to find a biharmonic function V(x,y) in the domain D when boundary values of its partial derivatives ?V/?x, ?V/?y are given on the boundary ?D. Using a hypercomplex analog of the Cauchy‐type integral, we reduce the mentioned Schwarz‐type boundary value problem to a system of integral equations on the real axes and establish sufficient conditions under which this system has the Fredholm property. Copyright © 2015 John Wiley & Sons, Ltd.     

An inverse diffusion problem with nonlocal boundary conditions

This article considers the inverse problem of identification of a time‐dependent thermal diffusivity together with the temperature in an one‐dimensional heat equation with nonlocal boundary and integral overdetermination conditions when a heat exchange takes place across boundary of the material. The well‐posedness of the problem is studied under some regularity, and consistency conditions on the data of the problem together with the nonnegativity condition on the Fourier coefficients of the initial data and source term. The inverse problem is also studied numerically by using the Crank–Nicolson finite difference scheme combined with predictor‐corrector technique. The numerical examples are presented and discussed. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 564–590, 2016