简介:在这份报纸,我们在灯芯的意义在一个部分Black-Scholes模型调查分离时间hedging策略的错误的asymptotic行为--它?-Skorohod集成。hedging错误的集中的率由于分离时间的做贸易当真策略以商人著名时,被调查。结果提供新统计工具学习并且检测效果长记忆并且为分离时间hedging的错误的林中小丘参数。
简介:Anewdiscreteisospectralproblemisintroduced,fromwhichthecoupleddiscreteKdVhierarchyisdeducedandiswritteninitsHamiltonianformbymeansofthetraceidentity.ItisshownthateachequationintheresultinghierarchyisLiouvilleintegrable.Furthermore,aninfinitenumberofconservationlawsareshownexplicitlybydirectcomputation.
简介:Inthispaper,dynamicsofthediscrete-timepredator-preysystemwithAlleeeffectareinvestigatedindetail.ConditionsoftheexistenceforflipbifurcationandHopfbifurcationarederivedbyusingthecentermanifoldtheoremandbifurcationtheory,andthenfurtherillustratedbynumericalsimulations.ChaosinthesenseofMarottoisprovedbybothanalyticalandnumericalmethods.Numericalsimulationsincludedbifurcationdiagrams,Lyapunovexponents,phaseportraits,fractaldimensionsdisplaynewandrichdynamicalbehavior.Morespecifically,apartfromstabledynamics,thispaperpresentsthefindingofchaosinthesenseofMarottotogetherwithahostofinterestingphenomenaconnectedtoit.TheanalyticresultsandnumericalsimulationsdemostratesthattheAlleeconstantplaysaveryimportantrolefordynamicalbehavior.ThedynamicalbehaviorcanmovefromcomplexinstablestatestostablestatesastheAlleeconstantincreases(withinalimitedvalue).Combiningtheexistingresultsinthecurrentliteraturewiththenewresultsreportedinthispaper,amorecompleteunderstandingofthediscrete-timepredator-preywithAlleeeffectisgiven.
简介:ThediscreteSobolev’sinequalitiesinL_pnormareprovedforthree-dimensionalsphericalandcylindricalcoordinates,byusingdiscreteHolderinequality.propertyofthetrianglefunctionsandcomplicateddeduction.
简介:Theboundaryelementapproximationoftheparabolicvariationalinequalitiesofthesecondkindisdiscussed.First,theparabolicvariationalinequalitiesofthesecondkindcanbereducedtoanellipticvariationalinequalitybyusingsemidiscretizationandimplicitmethodintime;thentheexistenceanduniquenessforthesolutionofnonlinearnon-differentiablemixedvariationalinequalityisdiscussed.Itscorrespondingmixedboundaryvariationalinequalityandtheexistenceanduniquenessofitssolutionareyielded.Thisprovidesthetheoreticalbasisforusingboundaryelementmethodtosolvethemixedvariationalinequality.
简介:NonlinearSchrodingerequation(NSE)arisesinmanyphysicalproblems.Itisaveryimportantequation.Alotofworksstudiedthewellposed,theexistenceofsolutionofNSEetc.Andtherearemanyworksstudiedthenumericalmethodsforit.Recently,sincethedevelopmentofinfinitedimensionaldynamicsystemthedynamicalbehaviorofNSEhasbeeninvestigated.Thepaper[1]studiedthelongtimewellposedness,theexistenceofuniversalattractorandtheestimateofLyapunovexponentforNSEwithweaklydamped.Atthesametimeitwasneedtostudythelargetimenewcomputationalmethodsandtodiscussitsconvergenceerrorestimate,theexistenceofapproximateattractorsetc.InthispapewestudytheNSEwithweaklydamped(1.1).Weassume,where0<λ<2isaconstant.Ifwewishtoconstructthehigheraccuracycomputationalscheme,itwillbedifficultthatstaighfromtheequation(1.1).Thereforewestartwith(1.4)andusefullydiscreteFourierspectralmethodwithtimedifferencetodisscus
简介:WepresentanewdiscreteintegrablecouplingsystembyusingthematrixLaxpairU,V∈sl(4).AnovelspectralproblemofmodifiedTodalatticesolitonhierarchyisconsidered.Then,anewdiscreteintegrablecouplingequationhierarchyisobtainedthroughthemethodoftheenlargedLaxpair.Finally,weobtaintheHamiltonianstructureoftheintegrablecouplingsystemofthesolitonequationhierarchyusingthematrix-formtraceidentity.ThisdiscreteintegrablecouplingsystemincludesakindofamodifiedTodalatticehierarchy.
简介:Westudytheleastsquaresestimationofdriftparametersforaclassofstochasticdifferentialequationsdrivenbysmallα-stablenoises,observedatnregularlyspacedtimepointsti=i/n,i=1,···,non[0,1].Undersomeregularityconditions,weobtaintheconsistencyandtherateofconvergenceoftheleastsquaresestimator(LSE)whenasmalldispersionparameterε→0andn→∞simultaneously.TheasymptoticdistributionoftheLSEinoursettingisshowntobestable,whichiscompletelydifferentfromtheclassicalcaseswhereasymptoticdistributionsarenormal.
简介:Inthispaper,weconsidertheexistenceofthreenontrivialsolutionsforadiscretenon-linearmultiparameterperiodicprobleminvolvingthep-Laplacian.ByusingthesimilarmethodfortheDirichletboundaryvalueproblemsin[G.BonannoandP.Candito,Appl.Anal.,88(4)(2009),pp.605-616],weconstructtwonewstrongmaximumprinciplesandobtainthattheboundaryvalueproblemhasthreepositivesolutionsforλandμinsomesuitableintervals.Theapproachesweusearethecriticalpointtheory.