In this paper, we give some sufficient conditions of the instability for the fourth order linear differential equation with varied coefficient, at least one of the characteristic roots of which has positive real part,...In this paper, we give some sufficient conditions of the instability for the fourth order linear differential equation with varied coefficient, at least one of the characteristic roots of which has positive real part, by means of Liapunov's second method.展开更多
This article discusses the problems on the existence of meromorphic solutions of some higher order linear differential equations with meromorphic coefficients. Some nice results are obtained. And these results perfect...This article discusses the problems on the existence of meromorphic solutions of some higher order linear differential equations with meromorphic coefficients. Some nice results are obtained. And these results perfect the complex oscillation theory of meromorphic solutions of linear differential equations.展开更多
Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian ...Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian property.The recently developed globally-evolving-based generalized density evolution equation(GE-GDEE),which is a unified partial differential equation(PDE)governing the transient probability density function(PDF)of a generic path-continuous process,including non-Markovian ones,provides a feasible tool to solve this problem.In the paper,the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established.In particular,it is proved that in the GE-GDEE corresponding to the state-quantities of interest,the intrinsic drift coefficient is a time-varying linear function,and can be analytically determined.In this sense,an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original highdimensional linear fractional differential system can be constructed such that their transient PDFs are identical.Specifically,for a multi-dimensional linear fractional differential system,if only one or two quantities are of interest,GE-GDEE is only in one or two dimensions,and the surrogate system would be a one-or two-dimensional linear integer-order system.Several examples are studied to assess the merit of the proposed method.Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems,the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian,and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.展开更多
This article investigates the property of linearly dependence of solutions f（z） and f（z ＋ 2πi） for higher order linear differential equations with entire periodic coefficients.
In this paper, we investigate the complex oscillation of the higher order differential equation where B0, ...,Bk-1,,F 0 are transcendental meromorpic functions having only finitely many poles. We obtain some precise e...In this paper, we investigate the complex oscillation of the higher order differential equation where B0, ...,Bk-1,,F 0 are transcendental meromorpic functions having only finitely many poles. We obtain some precise estimates of the exponent of convergence of the zero sequence of meromorphic solutions for the above equation.展开更多
This paper investigates solutions of some non-homogeneous linear differential equations, which have non-homogeneous term as the small function of solution. Using the similar method, we can generalize the result of G.G...This paper investigates solutions of some non-homogeneous linear differential equations, which have non-homogeneous term as the small function of solution. Using the similar method, we can generalize the result of G.Gundersen and L.Z.Yang.展开更多
In this paper, we prove that, under appropriate hypotheses, the odd-order nonlinear neutral delay differential equation has the same oscillatory character as the associated linear equation with periodic coefficients O...In this paper, we prove that, under appropriate hypotheses, the odd-order nonlinear neutral delay differential equation has the same oscillatory character as the associated linear equation with periodic coefficients Our method is based on the establishment of a new comparison theorem for the oscillation of Eq.(E). Hence we prove that the parameter set such that Eq.(E) has a nonoscillatory solution is closed in certain metric space, and avoid the difficulty to set the necessary and sufficient condition for the oscillation of Eq.(E).展开更多
In this paper, we investigate the complex oscillation of the non-homogeneous linear differential equation f(k)+Ak-1f(k-1)+… + A0f= F,where among A k-1,…A0, there exists one Ad being an entire function with infinite ...In this paper, we investigate the complex oscillation of the non-homogeneous linear differential equation f(k)+Ak-1f(k-1)+… + A0f= F,where among A k-1,…A0, there exists one Ad being an entire function with infinite order of growth, and the others Aj(j≠d) satisfy m(r,Aj) = 0{m(r,Ad)}, F≠0 is an entire function, and obtain some precise estimates of the exponent of convergence of the zero-sequence of its solutions.展开更多
We study the L^l-error estimates for the upwind scheme to the linear advection equations with a piecewise constant coefficients modeling linear waves crossing interfaces. Here the interface condition is immersed into ...We study the L^l-error estimates for the upwind scheme to the linear advection equations with a piecewise constant coefficients modeling linear waves crossing interfaces. Here the interface condition is immersed into the upwind scheme. We prove that, for initial data with a bounded variation, the numerical solution of the immersed interface upwind scheme converges in L^l-norm to the differential equation with the corresponding interface condition. We derive the one-halfth order L^l-error bounds with explicit coefficients following a technique used in [25]. We also use some inequalities on binomial coefficients proved in a consecutive paper [32].展开更多
In this paper, we investigate the complex oscillation of the differential equation f<sup>k</sup>+A<sub>k-1</sub>f<sup>k-1</sup>+…+A<sub>O</sub>f=F where A<sub>k-1...In this paper, we investigate the complex oscillation of the differential equation f<sup>k</sup>+A<sub>k-1</sub>f<sup>k-1</sup>+…+A<sub>O</sub>f=F where A<sub>k-1</sub>.…, A<sub>o</sub> F 0 are finite order transcendental entire functions, such that there exists an A<sub>d</sub>（0≤d≤k-1） being dominant in the sense that either it has larger order than any other A<sub>j</sub>（j=0.…. d-l. d+l.…. k-1）, or it is the only transcendental function. We obtain some precise estimates of the exponent of convergence of the zero-sequence of solutions to the above equation.展开更多
In this paper we give proof of three binomial coefficient inequalities. These inequalities are key ingredients in [Wen and Jin, J. Comput. Math. 26, （2008）, 1-22] to establish the L^1-error estimates for the upwind ...In this paper we give proof of three binomial coefficient inequalities. These inequalities are key ingredients in [Wen and Jin, J. Comput. Math. 26, （2008）, 1-22] to establish the L^1-error estimates for the upwind difference scheme to the linear advection equations with a piecewise constant wave speed and a general interface condition, which were further used to establish the L^1-error estimates for a Hamiltonian-preserving scheme developed in [Jin and Wen, Commun. Math. Sci. 3, （2005）, 285-315] to the Liouville equation with piecewise constant potentials [Wen and Jin, SIAM J. Numer. Anal. 46, （2008）, 2688-2714].展开更多
In the event of an instantaneous valve closure, the pressure transmitted to a surge tank induces the mass fluctuations that can cause high amplitude of water-level fluctuation in the surge tank for a reasonable cross-...In the event of an instantaneous valve closure, the pressure transmitted to a surge tank induces the mass fluctuations that can cause high amplitude of water-level fluctuation in the surge tank for a reasonable cross-sectional area. The height of the surge tank is then designed using this high water level mark generated by the completely closed penstock valve. Using a conical surge tank with a non-constant cross-sectional area can resolve the problems of space and height. When addressing issues in designing open surge tanks, key parameters are usually calculated by using complex equations, which may become cumbersome when multiple iterations are required. A more effective alternative in obtaining these values is the use of simple charts. Firstly, this paper presents and describes the equations used to design open conical surge tanks. Secondly, it introduces user-friendly charts that can be used in the design of cylindrical and conical open surge tanks. The contribution can be a benefit for practicing engineers in this field. A case study is also presented to illustrate the use of these design charts. The case study’s results show that key parameters obtained via successive approximation method required 26 iterations or complex calculations, whereas these values can be obtained by simple reading of the proposed chart. The use of charts to help surge tanks designing, in the case of preliminary designs, can save time and increase design efficiency, while reducing calculation errors.展开更多
In this paper,we investigate the complex oscillation of some nonhomogeneous equations with finite order transcendental coefficients.Under some conditions we prove that all solutions of these equations are entire funct...In this paper,we investigate the complex oscillation of some nonhomogeneous equations with finite order transcendental coefficients.Under some conditions we prove that all solutions of these equations are entire functions.Among those solutions, some are of infinite order of growth while some are of finite order of growth.展开更多
We consider the optimal control problem for a linear conditional McKeanVlasov equation with quadratic cost functional.The coefficients of the system and the weighting matrices in the cost functional are allowed to be ...We consider the optimal control problem for a linear conditional McKeanVlasov equation with quadratic cost functional.The coefficients of the system and the weighting matrices in the cost functional are allowed to be adapted processes with respect to the common noise filtration.Semi closed-loop strategies are introduced,and following the dynamic programming approach in(Pham and Wei,Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics,2016),we solve the problem and characterize time-consistent optimal control by means of a system of decoupled backward stochastic Riccati differential equations.We present several financial applications with explicit solutions,and revisit,in particular,optimal tracking problems with price impact,and the conditional mean-variance portfolio selection in an incomplete market model.展开更多
In this article, we report the derivation of high accuracy finite difference method based on arithmetic average discretization for the solution of Un=F(x,u,u′)+∫K(x,s)ds , 0 x s < 1 subject to natural boundary co...In this article, we report the derivation of high accuracy finite difference method based on arithmetic average discretization for the solution of Un=F(x,u,u′)+∫K(x,s)ds , 0 x s < 1 subject to natural boundary conditions on a non-uniform mesh. The proposed variable mesh approximation is directly applicable to the integro-differential equation with singular coefficients. We need not require any special discretization to obtain the solution near the singular point. The convergence analysis of a difference scheme for the diffusion convection equation is briefly discussed. The presented variable mesh strategy is applicable when the internal grid points of the solution space are both even and odd in number as compared to the method discussed by authors in their previous work in which the internal grid points are strictly odd in number. The advantage of using this new variable mesh strategy is highlighted computationally.展开更多
基金Provincial Science and Technology Foundation of Guizhou
文摘In this paper, we give some sufficient conditions of the instability for the fourth order linear differential equation with varied coefficient, at least one of the characteristic roots of which has positive real part, by means of Liapunov's second method.
基金supported by the National Natural Science Foundation of China (11101096)
文摘This article discusses the problems on the existence of meromorphic solutions of some higher order linear differential equations with meromorphic coefficients. Some nice results are obtained. And these results perfect the complex oscillation theory of meromorphic solutions of linear differential equations.
基金The supports of the National Natural Science Foundation of China(Grant Nos.51725804 and U1711264)the Research Fund for State Key Laboratories of Ministry of Science and Technology of China(SLDRCE19-B-23)the Shanghai Post-Doctoral Excellence Program(2022558)。
文摘Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian property.The recently developed globally-evolving-based generalized density evolution equation(GE-GDEE),which is a unified partial differential equation(PDE)governing the transient probability density function(PDF)of a generic path-continuous process,including non-Markovian ones,provides a feasible tool to solve this problem.In the paper,the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established.In particular,it is proved that in the GE-GDEE corresponding to the state-quantities of interest,the intrinsic drift coefficient is a time-varying linear function,and can be analytically determined.In this sense,an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original highdimensional linear fractional differential system can be constructed such that their transient PDFs are identical.Specifically,for a multi-dimensional linear fractional differential system,if only one or two quantities are of interest,GE-GDEE is only in one or two dimensions,and the surrogate system would be a one-or two-dimensional linear integer-order system.Several examples are studied to assess the merit of the proposed method.Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems,the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian,and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.
基金Supported by the Brain Pool Program of Korea Federation of Science and Technology Societies(072-1-3-0164)the Natural Science Foundation of Guangdong Province in China(06025059)
文摘This article investigates the property of linearly dependence of solutions f（z） and f（z ＋ 2πi） for higher order linear differential equations with entire periodic coefficients.
文摘In this paper, we investigate the complex oscillation of the higher order differential equation where B0, ...,Bk-1,,F 0 are transcendental meromorpic functions having only finitely many poles. We obtain some precise estimates of the exponent of convergence of the zero sequence of meromorphic solutions for the above equation.
文摘This paper investigates solutions of some non-homogeneous linear differential equations, which have non-homogeneous term as the small function of solution. Using the similar method, we can generalize the result of G.Gundersen and L.Z.Yang.
文摘In this paper, we prove that, under appropriate hypotheses, the odd-order nonlinear neutral delay differential equation has the same oscillatory character as the associated linear equation with periodic coefficients Our method is based on the establishment of a new comparison theorem for the oscillation of Eq.(E). Hence we prove that the parameter set such that Eq.(E) has a nonoscillatory solution is closed in certain metric space, and avoid the difficulty to set the necessary and sufficient condition for the oscillation of Eq.(E).
文摘In this paper, we investigate the complex oscillation of the non-homogeneous linear differential equation f(k)+Ak-1f(k-1)+… + A0f= F,where among A k-1,…A0, there exists one Ad being an entire function with infinite order of growth, and the others Aj(j≠d) satisfy m(r,Aj) = 0{m(r,Ad)}, F≠0 is an entire function, and obtain some precise estimates of the exponent of convergence of the zero-sequence of its solutions.
基金supported in part by the Knowledge Innovation Project of the Chinese Academy of Sciences Nos. K5501312S1 and K5502212F1, and NSFC grant No. 10601062supported in part by NSF grant Nos. DMS-0305081 and DMS-0608720, NSFC grant No. 10228101 and NSAF grant No. 10676017
文摘We study the L^l-error estimates for the upwind scheme to the linear advection equations with a piecewise constant coefficients modeling linear waves crossing interfaces. Here the interface condition is immersed into the upwind scheme. We prove that, for initial data with a bounded variation, the numerical solution of the immersed interface upwind scheme converges in L^l-norm to the differential equation with the corresponding interface condition. We derive the one-halfth order L^l-error bounds with explicit coefficients following a technique used in [25]. We also use some inequalities on binomial coefficients proved in a consecutive paper [32].
基金Project supported by the National Natural Science Foundation of China
文摘In this paper, we investigate the complex oscillation of the differential equation f<sup>k</sup>+A<sub>k-1</sub>f<sup>k-1</sup>+…+A<sub>O</sub>f=F where A<sub>k-1</sub>.…, A<sub>o</sub> F 0 are finite order transcendental entire functions, such that there exists an A<sub>d</sub>（0≤d≤k-1） being dominant in the sense that either it has larger order than any other A<sub>j</sub>（j=0.…. d-l. d+l.…. k-1）, or it is the only transcendental function. We obtain some precise estimates of the exponent of convergence of the zero-sequence of solutions to the above equation.
基金supported in part by the Knowledge Innovation Project of the Chinese Academy of Sciences grants K5501312S1,K5502212F1,K7290312G7 and K7502712F7NSFC grant 10601062
文摘In this paper we give proof of three binomial coefficient inequalities. These inequalities are key ingredients in [Wen and Jin, J. Comput. Math. 26, （2008）, 1-22] to establish the L^1-error estimates for the upwind difference scheme to the linear advection equations with a piecewise constant wave speed and a general interface condition, which were further used to establish the L^1-error estimates for a Hamiltonian-preserving scheme developed in [Jin and Wen, Commun. Math. Sci. 3, （2005）, 285-315] to the Liouville equation with piecewise constant potentials [Wen and Jin, SIAM J. Numer. Anal. 46, （2008）, 2688-2714].
文摘In the event of an instantaneous valve closure, the pressure transmitted to a surge tank induces the mass fluctuations that can cause high amplitude of water-level fluctuation in the surge tank for a reasonable cross-sectional area. The height of the surge tank is then designed using this high water level mark generated by the completely closed penstock valve. Using a conical surge tank with a non-constant cross-sectional area can resolve the problems of space and height. When addressing issues in designing open surge tanks, key parameters are usually calculated by using complex equations, which may become cumbersome when multiple iterations are required. A more effective alternative in obtaining these values is the use of simple charts. Firstly, this paper presents and describes the equations used to design open conical surge tanks. Secondly, it introduces user-friendly charts that can be used in the design of cylindrical and conical open surge tanks. The contribution can be a benefit for practicing engineers in this field. A case study is also presented to illustrate the use of these design charts. The case study’s results show that key parameters obtained via successive approximation method required 26 iterations or complex calculations, whereas these values can be obtained by simple reading of the proposed chart. The use of charts to help surge tanks designing, in the case of preliminary designs, can save time and increase design efficiency, while reducing calculation errors.
文摘In this paper,we investigate the complex oscillation of some nonhomogeneous equations with finite order transcendental coefficients.Under some conditions we prove that all solutions of these equations are entire functions.Among those solutions, some are of infinite order of growth while some are of finite order of growth.
基金work is part of the ANR project CAESARS(ANR-15-CE05-0024)lso supported by FiME(Finance for Energy Market Research Centre)and the“Finance et Developpement Durable-Approches Quantitatives”EDF-CACIB Chair。
文摘We consider the optimal control problem for a linear conditional McKeanVlasov equation with quadratic cost functional.The coefficients of the system and the weighting matrices in the cost functional are allowed to be adapted processes with respect to the common noise filtration.Semi closed-loop strategies are introduced,and following the dynamic programming approach in(Pham and Wei,Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics,2016),we solve the problem and characterize time-consistent optimal control by means of a system of decoupled backward stochastic Riccati differential equations.We present several financial applications with explicit solutions,and revisit,in particular,optimal tracking problems with price impact,and the conditional mean-variance portfolio selection in an incomplete market model.
文摘In this article, we report the derivation of high accuracy finite difference method based on arithmetic average discretization for the solution of Un=F(x,u,u′)+∫K(x,s)ds , 0 x s < 1 subject to natural boundary conditions on a non-uniform mesh. The proposed variable mesh approximation is directly applicable to the integro-differential equation with singular coefficients. We need not require any special discretization to obtain the solution near the singular point. The convergence analysis of a difference scheme for the diffusion convection equation is briefly discussed. The presented variable mesh strategy is applicable when the internal grid points of the solution space are both even and odd in number as compared to the method discussed by authors in their previous work in which the internal grid points are strictly odd in number. The advantage of using this new variable mesh strategy is highlighted computationally.
