Global existence and bounds for blow‐up time in a class of nonlinear pseudo‐parabolic equations with a memory term

In this article, we consider the initial boundary value problem for a class of nonlinear pseudo‐parabolic equations with a memory term: Under suitable assumptions, we obtain the local and global existence of the solution by Galerkin method. We prove finite‐time blow‐up of the solution for initial data at arbitrary energy level and obtain upper bounds for blow‐up time by using the concavity method. In addition, by means of differential inequality technique, we obtain a lower bound for blow‐up time of the solution if blow‐up occurs.     

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.     

具正负系数和阻尼项的高阶泛函微分方程的振动性

研究了一类同时具有正负系数和非线性中立项及阻尼项的偶数阶非线性变时滞泛函微分方程的振动性,通过引入参数函数和Riccati变换,结合Holder不等式及一些分析技巧,获得了该类方程振动的一些新的判别准则,所得结论推广并改进了现有文献中的一些结果.给出了具体例子,用以说明文中的主要结论.     

基于不确定理论的短期风险模型

在保险实务中,给定时间内的理赔总量是一个非常重要的数据,而针对该数据的模型更是保险风险分析中的基础模型.本文通过对给定时间内发生索赔的保单的研究分析,以不确定理论为工具,给出了两个带有限制条件的基于不确定理论的短期风险模型的分布,及其期望的一个性质.     

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     

基于改进LGDF模型的超声图像自动分割方法

基于局部高斯分布拟合能量(LGDF)模型的图像分割方法,对初始轮廓选取及参数选择较敏感.如果初始轮廓手动选取不当会由于陷入局部极小值而导致分割失败,且分割速度较慢.针对以上不足,提出了一种改进的LGDF模型的超声图像自动分割方法.该方法的正则化项由具有双极值点的势函数构成,在水平集函数进化过程中,可以避免由单极值点势函数造成的水平集函数震荡和扭曲,从而加快了收敛;另外,将局部熵阈值分割的结果作为LGDF模型的初始轮廓,接近真实轮廓,可以克服手动选取初始轮廓的影响.实验结果表明,该方法能自动获取合适的超声图像初始轮廓,并得到较好的分割结果,同时大大提高了分割速度.     

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.