期刊文献+
共找到5篇文章
< 1 >
每页显示 20 50 100
HOMOCLINIC ORBITS FOR SECOND ORDER HAMILTONIAN SYSTEM WITH QUADRATIC GROWTH
1
作者 WUSHAOPING LIUJIAQUAN 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1995年第4期399-410,共12页
Some existence and multiplicity of homoclinic orbit for second order Hamiltonian system x-a(t)x + Wx(t, x)=0 are given by means of variational methods, where the potential V(t, x)=-a(t)|s|2 + W(t, s) is quadratic in s... Some existence and multiplicity of homoclinic orbit for second order Hamiltonian system x-a(t)x + Wx(t, x)=0 are given by means of variational methods, where the potential V(t, x)=-a(t)|s|2 + W(t, s) is quadratic in s at infinity and subquadratic in s at zero, and the function a(t) satisfies the growth condition lim→∞∫_t ̄(t+l) a(t)dt=+∞,l∈R ̄1. 展开更多
关键词 Hamitonian System homoclinic orbit variational method quadratic growth.
下载PDF
Markovian Quadratic BSDEs with an Unbounded Sub-quadratic Growth
2
作者 Jingnan JU Shanjian TANG 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2024年第3期441-462,共22页
This paper is devoted to the solvability of Markovian quadratic backward stochastic differential equations(BSDEs for short)with bounded terminal conditions.The generator is allowed to have an unbounded sub-quadratic g... This paper is devoted to the solvability of Markovian quadratic backward stochastic differential equations(BSDEs for short)with bounded terminal conditions.The generator is allowed to have an unbounded sub-quadratic growth in the second unknown variable z.The existence and uniqueness results are given to these BSDEs.As an application,an existence result is given to a system of coupled forward-backward stochastic differential equations with measurable coefficients. 展开更多
关键词 Markovian BSDE quadratic growth Unbounded sub-quadratic term coeficients Coupled FBSDE
原文传递
The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
3
作者 Renzhi Qiu Shanjian Tang 《Probability, Uncertainty and Quantitative Risk》 2019年第1期43-71,共29页
The paper is devoted to the Cauchy problem of backward stochastic superparabolic equations with quadratic growth.We prove two Ito formulas in the whole space.Furthermore,we prove the existence of weak solutions for th... The paper is devoted to the Cauchy problem of backward stochastic superparabolic equations with quadratic growth.We prove two Ito formulas in the whole space.Furthermore,we prove the existence of weak solutions for the case of onedimensional state space,and the uniqueness of weak solutions without constraint on the state space. 展开更多
关键词 Backward stochastic differential equation quadratic growth Weak solution Super-parabolic Itˆo’s formula
原文传递
Homogenization of Elliptic Problems with Quadratic Growth and Nonhomogenous Robin Conditions in Perforated Domains
4
作者 Imen CHOURABI Patrizia DONATO 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2016年第6期833-852,共20页
This paper deals with the homogenization of a class of nonlinear elliptic problems with quadratic growth in a periodically perforated domain. The authors prescribe a Dirichlet condition on the exterior boundary and a ... This paper deals with the homogenization of a class of nonlinear elliptic problems with quadratic growth in a periodically perforated domain. The authors prescribe a Dirichlet condition on the exterior boundary and a nonhomogeneous nonlinear Robin condition on the boundary of the holes. The main difficulty, when passing to the limit, is that the solution of the problems converges neither strongly in L^2(Ω) nor almost everywhere in Ω. A new convergence result involving nonlinear functions provides suitable weak convergence results which permit passing to the limit without using any extension operator.Consequently, using a corrector result proved in [Chourabi, I. and Donato, P., Homogenization and correctors of a class of elliptic problems in perforated domains, Asymptotic Analysis, 92(1), 2015, 1–43, DOI: 10.3233/ASY-151288], the authors describe the limit problem, presenting a limit nonlinearity which is different for the two cases, that of a Neumann datum with a nonzero average and with a zero average. 展开更多
关键词 HOMOGENIZATION Elliptic problems quadratic growth Nonhomogeneous Robin boundary conditions Perforated domains
原文传递
Augmented Lagrangian Methods for Convex Matrix Optimization Problems
5
作者 Ying Cui Chao Ding +1 位作者 Xu-Dong Li Xin-Yuan Zhao 《Journal of the Operations Research Society of China》 EI CSCD 2022年第2期305-342,共38页
In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficie... In this paper,we provide some gentle introductions to the recent advance in augmented Lagrangian methods for solving large-scale convex matrix optimization problems(cMOP).Specifically,we reviewed two types of sufficient conditions for ensuring the quadratic growth conditions of a class of constrained convex matrix optimization problems regularized by nonsmooth spectral functions.Under a mild quadratic growth condition on the dual of cMOP,we further discussed the R-superlinear convergence of the Karush-Kuhn-Tucker(KKT)residuals of the sequence generated by the augmented Lagrangian methods(ALM)for solving convex matrix optimization problems.Implementation details of the ALM for solving core convex matrix optimization problems are also provided. 展开更多
关键词 Matrix optimization Spectral functions quadratic growth conditions Metric subregularity Augmented Lagrangian methods Fast convergence rates Semismooth Newton methods
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部