In this paper, we establish a differential equation about scalar curvature of conformally flat K-contact manifolds, and prove that a conformally symmetric K-contact manifold is a Riemann manifold with constant curvatu...In this paper, we establish a differential equation about scalar curvature of conformally flat K-contact manifolds, and prove that a conformally symmetric K-contact manifold is a Riemann manifold with constant curvature 1. At the same time, the results on Sasaki manifolds which are given by Miyazaawa and Yamagushi are generalized to K-contact manifolds.展开更多
The exact solutions of the generalized (2+1)-dimensional nonlinear Zakharov-Kuznetsov (Z-K) equationare explored by the method of the improved generalized auxiliary differential equation.Many explicit analytic solutio...The exact solutions of the generalized (2+1)-dimensional nonlinear Zakharov-Kuznetsov (Z-K) equationare explored by the method of the improved generalized auxiliary differential equation.Many explicit analytic solutionsof the Z-K equation are obtained.The methods used to solve the Z-K equation can be employed in further work toestablish new solutions for other nonlinear partial differential equations.展开更多
Accuracy of a simulation strongly depends on the grid quality. Here, quality means orthogonality at the boundaries and quasi-orthogonality within the critical regions, smoothness, bounded aspect ratios and solution ad...Accuracy of a simulation strongly depends on the grid quality. Here, quality means orthogonality at the boundaries and quasi-orthogonality within the critical regions, smoothness, bounded aspect ratios and solution adaptive behaviour. It is not recommended to refine the parts of the domain where the solution shows little variation. It is desired to concentrate grid points and cells in the part of the domain where the solution shows strong gradients or variations. We present a simple, effective and com- putationally efficient approach for quadrilateral mesh adaptation. Several numerical examples are presented for supporting our claim.展开更多
This paper aims to develop a power penalty method for a linear parabolic variational inequality (VI) in two spatial dimensions governing the two-asset American option valuation. This method yields a two-dimensional ...This paper aims to develop a power penalty method for a linear parabolic variational inequality (VI) in two spatial dimensions governing the two-asset American option valuation. This method yields a two-dimensional nonlinear parabolic PDE containing a power penalty term with penalty constant λ〉 1 and a power parameter k 〉 0. We show that the nonlinear PDE is uniquely solvable and the solution of the PDE converges to that of the VI at the rate of order O(λ^-k/2). A fitted finite volume method is designed to solve the nonlinear PDE, and some numerical experiments are performed to illustrate the usefulness of this method.展开更多
The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct m...The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct more new exact doubly-periodic solutions of the integrable discrete nonlinear Schrodinger equation. When the modulous m → 1or 0, doubly-periodic solutions degenerate to solitonic solutions including bright soliton, dark soliton, new solitons as well as trigonometric function solutions.展开更多
Aims and Scope The Journal of Partial Differential Equations (JPDE) publishes research papers and short communications of high scientific quality in theory and applications including numerical analysis of partial d...Aims and Scope The Journal of Partial Differential Equations (JPDE) publishes research papers and short communications of high scientific quality in theory and applications including numerical analysis of partial differential equations. The main interest of the Journal is to encourage the research of partial differential equations, and to promote national and international exchange between partial differential equations, engineering, physics and different fields of mathematics.展开更多
英国威尔士斯旺西大学(University of Wales,Swansea)早在1920年就被英国皇家授权成立,历史悠久,是威尔士地区第二大传统大学。近几年来,西方就业市场正在进行一场对金融数学人才需求的革命。在伦敦、纽约、东京、新加坡、香港的金融市...英国威尔士斯旺西大学(University of Wales,Swansea)早在1920年就被英国皇家授权成立,历史悠久,是威尔士地区第二大传统大学。近几年来,西方就业市场正在进行一场对金融数学人才需求的革命。在伦敦、纽约、东京、新加坡、香港的金融市场,这一专业人才都急缺。斯旺西大学的金融数学是基于金融、数学和计算机三者的结合。目前,在英国只有极少的几个大学有金融数学硕士专业,而把金融、数学和计算机三者结合的授课式硕士点,全英只有斯旺西大学。本期将向读者重点介绍斯旺西大学的金融数学课程,为读者提供更多关于这一专业的信息。展开更多
We study conformal vector fields on a Finsler manifold whose metric is defined by a Riemannian metric, a 1-form and its norm. We find PDEs characterizing conformal vector fields. Then we obtain the explicit expression...We study conformal vector fields on a Finsler manifold whose metric is defined by a Riemannian metric, a 1-form and its norm. We find PDEs characterizing conformal vector fields. Then we obtain the explicit expressions of conformal vector fields for certain spherically symmetric metrics on R^n.展开更多
We establish Talagrand's T2-transportation inequalities for infinite dimensional dissipative diffusions with sharp constants, through Galerkin type's approximations and the known results in the finite dimensional ca...We establish Talagrand's T2-transportation inequalities for infinite dimensional dissipative diffusions with sharp constants, through Galerkin type's approximations and the known results in the finite dimensional case. Furthermore in the additive noise case we prove also logarithmic Sobolev inequalities with sharp constants. Applications to Reaction- Diffusion equations are provided.展开更多
This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stoc...This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions.展开更多
1 Introduction Although partial differential equations that govern the motion of solitons are nonlinear, many of them can be put into the bilinear form. Hirota, in 1971, developed an ingenious method to obtain exact ...1 Introduction Although partial differential equations that govern the motion of solitons are nonlinear, many of them can be put into the bilinear form. Hirota, in 1971, developed an ingenious method to obtain exact solutions to nonlinear partial differential equations in the soliton theory, such as the KdV equation, the Boussinesq equation and the KP equation (see [1-2]).展开更多
This paper studies the asymptotic behavior of solutions to an evolutionary Ginzburg-Landau equation in 3 dimensions. It is shown that the motion of the Ginzburg-Landau vortex curves is the flow by its curvature. Away ...This paper studies the asymptotic behavior of solutions to an evolutionary Ginzburg-Landau equation in 3 dimensions. It is shown that the motion of the Ginzburg-Landau vortex curves is the flow by its curvature. Away from the vortices, the author uses some measure theoretic arguments used by F. H. Lin in [16] to show the strong convergence of solutions.展开更多
文摘In this paper, we establish a differential equation about scalar curvature of conformally flat K-contact manifolds, and prove that a conformally symmetric K-contact manifold is a Riemann manifold with constant curvature 1. At the same time, the results on Sasaki manifolds which are given by Miyazaawa and Yamagushi are generalized to K-contact manifolds.
基金Supported by the National Natural Science Foundation of China under Grant No.10974160
文摘The exact solutions of the generalized (2+1)-dimensional nonlinear Zakharov-Kuznetsov (Z-K) equationare explored by the method of the improved generalized auxiliary differential equation.Many explicit analytic solutionsof the Z-K equation are obtained.The methods used to solve the Z-K equation can be employed in further work toestablish new solutions for other nonlinear partial differential equations.
文摘Accuracy of a simulation strongly depends on the grid quality. Here, quality means orthogonality at the boundaries and quasi-orthogonality within the critical regions, smoothness, bounded aspect ratios and solution adaptive behaviour. It is not recommended to refine the parts of the domain where the solution shows little variation. It is desired to concentrate grid points and cells in the part of the domain where the solution shows strong gradients or variations. We present a simple, effective and com- putationally efficient approach for quadrilateral mesh adaptation. Several numerical examples are presented for supporting our claim.
文摘This paper aims to develop a power penalty method for a linear parabolic variational inequality (VI) in two spatial dimensions governing the two-asset American option valuation. This method yields a two-dimensional nonlinear parabolic PDE containing a power penalty term with penalty constant λ〉 1 and a power parameter k 〉 0. We show that the nonlinear PDE is uniquely solvable and the solution of the PDE converges to that of the VI at the rate of order O(λ^-k/2). A fitted finite volume method is designed to solve the nonlinear PDE, and some numerical experiments are performed to illustrate the usefulness of this method.
文摘The Jacobian elliptic function expansion method for nonlinear differential-different equations and its algorithm are presented by using some relations among ten Jacobian elliptic functions and successfully construct more new exact doubly-periodic solutions of the integrable discrete nonlinear Schrodinger equation. When the modulous m → 1or 0, doubly-periodic solutions degenerate to solitonic solutions including bright soliton, dark soliton, new solitons as well as trigonometric function solutions.
文摘Aims and Scope The Journal of Partial Differential Equations (JPDE) publishes research papers and short communications of high scientific quality in theory and applications including numerical analysis of partial differential equations. The main interest of the Journal is to encourage the research of partial differential equations, and to promote national and international exchange between partial differential equations, engineering, physics and different fields of mathematics.
文摘英国威尔士斯旺西大学(University of Wales,Swansea)早在1920年就被英国皇家授权成立,历史悠久,是威尔士地区第二大传统大学。近几年来,西方就业市场正在进行一场对金融数学人才需求的革命。在伦敦、纽约、东京、新加坡、香港的金融市场,这一专业人才都急缺。斯旺西大学的金融数学是基于金融、数学和计算机三者的结合。目前,在英国只有极少的几个大学有金融数学硕士专业,而把金融、数学和计算机三者结合的授课式硕士点,全英只有斯旺西大学。本期将向读者重点介绍斯旺西大学的金融数学课程,为读者提供更多关于这一专业的信息。
文摘We study conformal vector fields on a Finsler manifold whose metric is defined by a Riemannian metric, a 1-form and its norm. We find PDEs characterizing conformal vector fields. Then we obtain the explicit expressions of conformal vector fields for certain spherically symmetric metrics on R^n.
基金Project supported by the Yangtze Scholarship Program
文摘We establish Talagrand's T2-transportation inequalities for infinite dimensional dissipative diffusions with sharp constants, through Galerkin type's approximations and the known results in the finite dimensional case. Furthermore in the additive noise case we prove also logarithmic Sobolev inequalities with sharp constants. Applications to Reaction- Diffusion equations are provided.
基金Project supported by the National Natural Science Foundation of China (No.10325101, No.101310310)the Science Foundation of the Ministry of Education of China (No. 20030246004).
文摘This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions.
基金Project supported by the State Administration of Foreign Experts Affairs of Chinathe National Natural Science Foundation of China (Nos. 10831003,61072147,11071159)+2 种基金the Shanghai Municipal Natural Science Foundation (No. 09ZR1410800)the Shanghai Leading Academic Discipline Project (No.J50101)TUBITAK (the Scientific and Technological Research Council of Turkey) for its financial support and grant for the research entitled "Integrable Systems and Soliton Theory" at University of South Florida
文摘1 Introduction Although partial differential equations that govern the motion of solitons are nonlinear, many of them can be put into the bilinear form. Hirota, in 1971, developed an ingenious method to obtain exact solutions to nonlinear partial differential equations in the soliton theory, such as the KdV equation, the Boussinesq equation and the KP equation (see [1-2]).
基金the National Natural Science Foundation of China (No. 10071067).
文摘This paper studies the asymptotic behavior of solutions to an evolutionary Ginzburg-Landau equation in 3 dimensions. It is shown that the motion of the Ginzburg-Landau vortex curves is the flow by its curvature. Away from the vortices, the author uses some measure theoretic arguments used by F. H. Lin in [16] to show the strong convergence of solutions.