The initial boundary value problems for a class of high order Kirchhoff type equations with nonlinear strongly damped terms are considered. We establish the existence and uniqueness of the global solution of the probl...The initial boundary value problems for a class of high order Kirchhoff type equations with nonlinear strongly damped terms are considered. We establish the existence and uniqueness of the global solution of the problem by using prior estimates and Galerkin’s method under proper assumptions for the rigid term. Then the compact method is used to prove the existence of a compact family of global attractors in the solution semigroup generated by the problem. Finally, the Frechet differentiability of the operator semigroup and the decay of the volume element of linearization problem are proved, and the Hausdorff dimension and Fractal dimension of the family of global attractors are obtained.展开更多
In this paper, we studied the long-time properties of solutions of generalized Kirchhoff-type equation with strongly damped terms. Firstly, appropriate assumptions are made for the nonlinear source term <span style...In this paper, we studied the long-time properties of solutions of generalized Kirchhoff-type equation with strongly damped terms. Firstly, appropriate assumptions are made for the nonlinear source term <span style="white-space:nowrap;"><em>g</em> (<em>u</em>)</span> and Kirchhoff stress term <span style="white-space:nowrap;"><em>M</em> (<em>s</em>)</span> in the equation, and the existence and uniqueness of the solution are proved by using uniform prior estimates of time and Galerkin’s finite element method. Then, abounded absorption set <em>B</em><sub>0<em>k</em></sub> is obtained by prior estimation, and the Rellich-kondrachov’s compact embedding theorem is used to prove that the solution semigroup <span style="white-space:nowrap;"><em>S</em> (<em>t</em>)</span> generated by the equation has a family of the global attractor <span style="white-space:nowrap;"><em>A</em><sub><em>k</em></sub></span> in the phase space <img src="Edit_250265b5-40f0-4b6c-b669-958eb1938010.png" width="120" height="20" alt="" />. Finally, linearize the equation and verify that the semigroups are Frechet diifferentiable on <em>E<sub>k</sub></em>. Then, the upper boundary estimation of the Hausdorff dimension and Fractal dimension of a family of the global attractor <em>A<sub>k</sub></em> was obtained.展开更多
Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiase...Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiased estimation of this risk under specific model assumptions. Norm constrained portfolios have recently been studied to keep the effective dimension low. In this paper we consider three sets of high dimensional data, the stock market prices for three countries, namely US, UK and India. We compare the Markowitz efficient frontier to those obtained by unbiasedness corrections and imposing norm-constraints in these real data scenarios. We also study the out-of-sample performance of the different procedures. We find that the 2-norm constrained portfolio has best overall performance.展开更多
In this paper, we study the long time behavior of a class of Kirchhoff equations with high order strong dissipative terms. On the basis of the proper hypothesis of rigid term and nonlinear term of Kirchhoff equation, ...In this paper, we study the long time behavior of a class of Kirchhoff equations with high order strong dissipative terms. On the basis of the proper hypothesis of rigid term and nonlinear term of Kirchhoff equation, firstly, we evaluate the equation via prior estimate in the space <em>E</em><sub>0</sub> and <em>E<sub>k</sub></em>, and verify the existence and uniqueness of the solution of the equation by using Galerkin’s method. Then, we obtain the bounded absorptive set <em>B</em><sub><em>0k</em> </sub>on the basis of the prior estimate. Moreover, by using the Rellich-Kondrachov Compact Embedding theorem, we prove that the solution semigroup <em>S</em>(<em>t</em>) of the equation has the family of the global attractor <em>A<sub>k</sub></em><sub> </sub>in space <em>E<sub>k</sub></em>. Finally, we prove that the solution semigroup <em>S</em>(<em>t</em>) is Frechet differentiable on <em>E<sub>k</sub></em> via linearizing the equation. Furthermore, we can obtain the finite Hausdorff dimension and Fractal dimension of the family of the global attractor <em>A<sub>k</sub></em>.展开更多
In this paper, we study the initial boundary value problem of coupled generalized Kirchhoff equations. Firstly, the rigid term and nonlinear term of Kirchhoff equation are assumed appropriately to obtain the prior est...In this paper, we study the initial boundary value problem of coupled generalized Kirchhoff equations. Firstly, the rigid term and nonlinear term of Kirchhoff equation are assumed appropriately to obtain the prior estimates of the equation in E<sub>0</sub> and E<sub>k</sub> space, and then the existence and uniqueness of solution is verified by Galerkin’s method. Then, the solution semigroup S(t) is defined, and the bounded absorptive set B<sub>k</sub> is obtained on the basis of prior estimation. Through using Rellich-Kondrachov compact embedding theorem, it is proved that the solution semigroup S(t) has the family of the global attractors A<sub>k</sub> in space E<sub>k</sub>. Finally, by linearizing the equation, it is proved that the solution semigroup S(t) is Frechet differentiable on E<sub>k</sub>, and the family of global attractors A<sub>k</sub> have finite Hausdroff dimension and Fractal dimension.展开更多
In this paper, we study the long-term dynamic behavior of a class of generalized high-order Kirchhoff-type coupled wave equations. Firstly, the existence of uniqueness global solution of this kind of equations in E<...In this paper, we study the long-term dynamic behavior of a class of generalized high-order Kirchhoff-type coupled wave equations. Firstly, the existence of uniqueness global solution of this kind of equations in E<sub>k</sub> space is proved by prior estimation and Galerkin method;Then, through using Rellich-Kondrachov compact embedding theorem, it is proved that the solution semigroup S(t) has the family of the global attractors A<sub>k</sub> in space E<sub>k</sub>;Finally, through linearization method, proves that the operator semigroup S(t) Frechet differentiable and the attenuation of linearization problem volume element. Furthermore, we can obtain the finite Hausdorff dimension and Fractal dimension of the family of the global attractors A<sub>k</sub>.展开更多
In this paper, we study the long time behavior of a class of generalized Beam-Kirchhoff equation , and prove the existence and uniqueness of the global solution of this class of equation by Galerkin method by making s...In this paper, we study the long time behavior of a class of generalized Beam-Kirchhoff equation , and prove the existence and uniqueness of the global solution of this class of equation by Galerkin method by making some assumptions about the nonlinear function term . The existence of the family of global attractor and its Hausdorff dimension and Fractal dimension estimation are proved.展开更多
Covariance matrix plays an important role in risk management, asset pricing, and portfolio allocation. Covariance matrix estimation becomes challenging when the dimensionality is comparable or much larger than the sam...Covariance matrix plays an important role in risk management, asset pricing, and portfolio allocation. Covariance matrix estimation becomes challenging when the dimensionality is comparable or much larger than the sample size. A widely used approach for reducing dimensionality is based on multi-factor models. Although it has been well studied and quite successful in many applications, the quality of the estimated covariance matrix is often degraded due to a nontrivial amount of missing data in the factor matrix for both technical and cost reasons. Since the factor matrix is only approximately low rank or even has full rank, existing matrix completion algorithms are not applicable. We consider a new matrix completion paradigm using the factor models directly and apply the alternating direction method of multipliers for the recovery. Numerical experiments show that the nuclear-norm matrix completion approaches are not suitable but our proposed models and algorithms are promising.展开更多
Three kinds of polymeric materials are taken as example for the verification of linear ex-trapolation method from unified master lines with reduced universal equations on creep and stress relaxation tests. The theoret...Three kinds of polymeric materials are taken as example for the verification of linear ex-trapolation method from unified master lines with reduced universal equations on creep and stress relaxation tests. The theoretical values of long-term mechanical behavior and lifetime for a cured epoxide, polypropylene, poly(methyl-methacrylate), and SBR rubber are directly evaluated with the universal equations on reduced creep compliance and reduced stress relax-ation modulus and are compared with their predicted values by the linear extrapolation from the unified master lines of creep and stress relaxation. The results show that the theoretical values of dimensional stability, bearing ability and lifetime are in an excellent agreement with the predicted values, it shows that the linear extrapolation method is more simple and reliable. The dependences of long-term mechanical behaviors and lifetime on the different aging times are discussed.展开更多
This paper aims to develop a new robust U-type test for high dimensional regression coefficients using the estimated U-statistic of order two and refitted cross-validation error variance estimation. It is proved that ...This paper aims to develop a new robust U-type test for high dimensional regression coefficients using the estimated U-statistic of order two and refitted cross-validation error variance estimation. It is proved that the limiting null distribution of the proposed new test is normal under two kinds of ordinary models.We further study the local power of the proposed test and compare with other competitive tests for high dimensional data. The idea of refitted cross-validation approach is utilized to reduce the bias of sample variance in the estimation of the test statistic. Our theoretical results indicate that the proposed test can have even more substantial power gain than the test by Zhong and Chen(2011) when testing a hypothesis with outlying observations and heavy tailed distributions. We assess the finite-sample performance of the proposed test by examining its size and power via Monte Carlo studies. We also illustrate the application of the proposed test by an empirical analysis of a real data example.展开更多
On a complete noncompact Kähler manifold M^(n)(complex dimension)with non-negative Ricci curvature and Euclidean volume growth,we prove that polynomial growth holomorphic functions of degree d has an dimension up...On a complete noncompact Kähler manifold M^(n)(complex dimension)with non-negative Ricci curvature and Euclidean volume growth,we prove that polynomial growth holomorphic functions of degree d has an dimension upper bound cdn,where c depends only on n and the asymptotic volume ratio.Note that the power is sharp.展开更多
The authors define the directional hyper Hilbert transform and give ita mixed norm estimate. The similar conclusions for the directional fractional integral of one dimension are also obtained in this paper. As an appl...The authors define the directional hyper Hilbert transform and give ita mixed norm estimate. The similar conclusions for the directional fractional integral of one dimension are also obtained in this paper. As an application of the above results, the authors give the Lp-boundedness for a class of the hyper singular integrals and the fractional integrals with variable kernel. Moreover, as another application of the above results, the authors prove the dimension free estimate for the hyper Riesz transform. This is an extension of the related result obtained by Stein.展开更多
文摘The initial boundary value problems for a class of high order Kirchhoff type equations with nonlinear strongly damped terms are considered. We establish the existence and uniqueness of the global solution of the problem by using prior estimates and Galerkin’s method under proper assumptions for the rigid term. Then the compact method is used to prove the existence of a compact family of global attractors in the solution semigroup generated by the problem. Finally, the Frechet differentiability of the operator semigroup and the decay of the volume element of linearization problem are proved, and the Hausdorff dimension and Fractal dimension of the family of global attractors are obtained.
文摘In this paper, we studied the long-time properties of solutions of generalized Kirchhoff-type equation with strongly damped terms. Firstly, appropriate assumptions are made for the nonlinear source term <span style="white-space:nowrap;"><em>g</em> (<em>u</em>)</span> and Kirchhoff stress term <span style="white-space:nowrap;"><em>M</em> (<em>s</em>)</span> in the equation, and the existence and uniqueness of the solution are proved by using uniform prior estimates of time and Galerkin’s finite element method. Then, abounded absorption set <em>B</em><sub>0<em>k</em></sub> is obtained by prior estimation, and the Rellich-kondrachov’s compact embedding theorem is used to prove that the solution semigroup <span style="white-space:nowrap;"><em>S</em> (<em>t</em>)</span> generated by the equation has a family of the global attractor <span style="white-space:nowrap;"><em>A</em><sub><em>k</em></sub></span> in the phase space <img src="Edit_250265b5-40f0-4b6c-b669-958eb1938010.png" width="120" height="20" alt="" />. Finally, linearize the equation and verify that the semigroups are Frechet diifferentiable on <em>E<sub>k</sub></em>. Then, the upper boundary estimation of the Hausdorff dimension and Fractal dimension of a family of the global attractor <em>A<sub>k</sub></em> was obtained.
文摘Markowitz Portfolio theory under-estimates the risk associated with the return of a portfolio in case of high dimensional data. El Karoui mathematically proved this in [1] and suggested improved estimators for unbiased estimation of this risk under specific model assumptions. Norm constrained portfolios have recently been studied to keep the effective dimension low. In this paper we consider three sets of high dimensional data, the stock market prices for three countries, namely US, UK and India. We compare the Markowitz efficient frontier to those obtained by unbiasedness corrections and imposing norm-constraints in these real data scenarios. We also study the out-of-sample performance of the different procedures. We find that the 2-norm constrained portfolio has best overall performance.
文摘In this paper, we study the long time behavior of a class of Kirchhoff equations with high order strong dissipative terms. On the basis of the proper hypothesis of rigid term and nonlinear term of Kirchhoff equation, firstly, we evaluate the equation via prior estimate in the space <em>E</em><sub>0</sub> and <em>E<sub>k</sub></em>, and verify the existence and uniqueness of the solution of the equation by using Galerkin’s method. Then, we obtain the bounded absorptive set <em>B</em><sub><em>0k</em> </sub>on the basis of the prior estimate. Moreover, by using the Rellich-Kondrachov Compact Embedding theorem, we prove that the solution semigroup <em>S</em>(<em>t</em>) of the equation has the family of the global attractor <em>A<sub>k</sub></em><sub> </sub>in space <em>E<sub>k</sub></em>. Finally, we prove that the solution semigroup <em>S</em>(<em>t</em>) is Frechet differentiable on <em>E<sub>k</sub></em> via linearizing the equation. Furthermore, we can obtain the finite Hausdorff dimension and Fractal dimension of the family of the global attractor <em>A<sub>k</sub></em>.
文摘In this paper, we study the initial boundary value problem of coupled generalized Kirchhoff equations. Firstly, the rigid term and nonlinear term of Kirchhoff equation are assumed appropriately to obtain the prior estimates of the equation in E<sub>0</sub> and E<sub>k</sub> space, and then the existence and uniqueness of solution is verified by Galerkin’s method. Then, the solution semigroup S(t) is defined, and the bounded absorptive set B<sub>k</sub> is obtained on the basis of prior estimation. Through using Rellich-Kondrachov compact embedding theorem, it is proved that the solution semigroup S(t) has the family of the global attractors A<sub>k</sub> in space E<sub>k</sub>. Finally, by linearizing the equation, it is proved that the solution semigroup S(t) is Frechet differentiable on E<sub>k</sub>, and the family of global attractors A<sub>k</sub> have finite Hausdroff dimension and Fractal dimension.
文摘In this paper, we study the long-term dynamic behavior of a class of generalized high-order Kirchhoff-type coupled wave equations. Firstly, the existence of uniqueness global solution of this kind of equations in E<sub>k</sub> space is proved by prior estimation and Galerkin method;Then, through using Rellich-Kondrachov compact embedding theorem, it is proved that the solution semigroup S(t) has the family of the global attractors A<sub>k</sub> in space E<sub>k</sub>;Finally, through linearization method, proves that the operator semigroup S(t) Frechet differentiable and the attenuation of linearization problem volume element. Furthermore, we can obtain the finite Hausdorff dimension and Fractal dimension of the family of the global attractors A<sub>k</sub>.
文摘In this paper, we study the long time behavior of a class of generalized Beam-Kirchhoff equation , and prove the existence and uniqueness of the global solution of this class of equation by Galerkin method by making some assumptions about the nonlinear function term . The existence of the family of global attractor and its Hausdorff dimension and Fractal dimension estimation are proved.
基金supported by National Natural Science Foundation of China(Grant Nos.10971122,11101274 and 11322109)Scientific and Technological Projects of Shandong Province(Grant No.2009GG10001012)Excellent Young Scientist Foundation of Shandong Province(Grant No.BS2012SF025)
文摘Covariance matrix plays an important role in risk management, asset pricing, and portfolio allocation. Covariance matrix estimation becomes challenging when the dimensionality is comparable or much larger than the sample size. A widely used approach for reducing dimensionality is based on multi-factor models. Although it has been well studied and quite successful in many applications, the quality of the estimated covariance matrix is often degraded due to a nontrivial amount of missing data in the factor matrix for both technical and cost reasons. Since the factor matrix is only approximately low rank or even has full rank, existing matrix completion algorithms are not applicable. We consider a new matrix completion paradigm using the factor models directly and apply the alternating direction method of multipliers for the recovery. Numerical experiments show that the nuclear-norm matrix completion approaches are not suitable but our proposed models and algorithms are promising.
基金This work was supported by the National Natural Science Foundation of China (No.50973007).
文摘Three kinds of polymeric materials are taken as example for the verification of linear ex-trapolation method from unified master lines with reduced universal equations on creep and stress relaxation tests. The theoretical values of long-term mechanical behavior and lifetime for a cured epoxide, polypropylene, poly(methyl-methacrylate), and SBR rubber are directly evaluated with the universal equations on reduced creep compliance and reduced stress relax-ation modulus and are compared with their predicted values by the linear extrapolation from the unified master lines of creep and stress relaxation. The results show that the theoretical values of dimensional stability, bearing ability and lifetime are in an excellent agreement with the predicted values, it shows that the linear extrapolation method is more simple and reliable. The dependences of long-term mechanical behaviors and lifetime on the different aging times are discussed.
基金supported by National Natural Science Foundation of China (Grant Nos. 11071022, 11231010 and 11471223)Beijing Center for Mathematics and Information Interdisciplinary ScienceKey Project of Beijing Municipal Educational Commission (Grant No. KZ201410028030)
文摘This paper aims to develop a new robust U-type test for high dimensional regression coefficients using the estimated U-statistic of order two and refitted cross-validation error variance estimation. It is proved that the limiting null distribution of the proposed new test is normal under two kinds of ordinary models.We further study the local power of the proposed test and compare with other competitive tests for high dimensional data. The idea of refitted cross-validation approach is utilized to reduce the bias of sample variance in the estimation of the test statistic. Our theoretical results indicate that the proposed test can have even more substantial power gain than the test by Zhong and Chen(2011) when testing a hypothesis with outlying observations and heavy tailed distributions. We assess the finite-sample performance of the proposed test by examining its size and power via Monte Carlo studies. We also illustrate the application of the proposed test by an empirical analysis of a real data example.
基金Finally,he thanks the anonymous referees for improving the readability of the paper.The author was partially supported by NSFC No.12071140Program of Shanghai Academic/Technology Research Leader No.20XD1401500and the Science and Technology Commission of Shanghai Municipality No.18dz2271000,as well as the Xplore Prize by Tencent.
文摘On a complete noncompact Kähler manifold M^(n)(complex dimension)with non-negative Ricci curvature and Euclidean volume growth,we prove that polynomial growth holomorphic functions of degree d has an dimension upper bound cdn,where c depends only on n and the asymptotic volume ratio.Note that the power is sharp.
基金the 973 Project of China(No.G1999075105)the National Natural ScienceFoundation of China(No.19631080,No.10271016)the Zhejiang Provincial Natural ScienceFoundation of China(No.RC97017,No.197042).
文摘The authors define the directional hyper Hilbert transform and give ita mixed norm estimate. The similar conclusions for the directional fractional integral of one dimension are also obtained in this paper. As an application of the above results, the authors give the Lp-boundedness for a class of the hyper singular integrals and the fractional integrals with variable kernel. Moreover, as another application of the above results, the authors prove the dimension free estimate for the hyper Riesz transform. This is an extension of the related result obtained by Stein.