含源项的Smoluchowski方程的预李群分类

利用预李群分类法研究了带源函数和齐次核函数的非齐次积分—偏微分Smoluchowski方程的部分群分析.首先应用改进的李群分析法得到了带齐次核函数的齐次积分—偏微分Smoluchowski方程的对称、完全群分类和最优化子李代数系统.其次进一步用预李群分类法获得了相应带齐次核函数的非齐次积分—偏微分Smoluchowski方程的决定方程、决定方程的通解、群不变解、显式解析解和约化的积分-常微分方程.最后所获得研究结果表明预李群分类法不但能用于偏微分方程而且也可应用于积分—偏微分方程.

A new method for integration of a Birkhoffian system

The idea of the gradient method for integrating the dynamical equations of a nonconservative system presented by Vujanovic is transplanted to a Birkhoffian system, which is a new method for the integration of Birkhoff＇s equations. First, the differential equations of motion of the Birkhoffian system are written out. Secondly, 2n Birkhoff＇s variables are divided into two parts, and assume that a part of the variables is the functions of the remaining part of the variables and time. Thereby, the basic quasi-linear partial differential equations are established. If a complete solution of the basic partial differential equations is sought out, the solution of the problem is given by a set of algebraic equations. Since one can choose n arbitrary Birkhoff＇s variables as the functions of n remains of variables and time in a specific problem, the method has flexibility. The major difficulty of this method lies in finding a complete solution of the basic partial differential equation. Once one finds the complete solution, the motion of the systems can be obtained without doing further integration. Finally, two examples are given to illustrate the application of the results.

The Partition of Unity Method for High-Order Finite Volume Schemes Using Radial Basis Functions Reconstruction

This paper introduces the use of partition of unity method for the development of a high order finite volume discretization scheme on unstructured grids for solving diffusion models based on partial differential equations.The unknown function and its gradient can be accurately reconstructed using high order optimal recovery based on radial basis functions.The methodology proposed is applied to the noise removal problem in functional surfaces and images.Numerical results demonstrate the effectiveness of the new numerical approach and provide experimental order of convergence.

The First Integral Method to Study a Class of Reaction-Diffusion Equations

In this letter, a class of reaction-diffusion equations, which arise in chemical reaction or ecology and other fields of physics, are investigated. A more general analytical solution of the equation is obtained by using the first integral method.

Symbolic Computation of Extended Jacobian Elliptic Function Algorithm for Nonlinear Differential-Different Equations

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.

一类非线性种群扩散系统的最优生育率控制的存在性

本文研究具最终状态观测的一类非线性种群扩散系统,利用泛涵分析和J.L.Lions的最优控制等理论,证明最优生育率控制的存在性.

AN INTEGRO-DIFFERENTIAL PARABOLIC VARIATIONAL INEQUALITY ARISING FROM THE VALUATION OF DOUBLE BARRIER AMERICAN OPTION

This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem(i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality' solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.

FOUR STEP SCHEME FOR GENERAL MARKOVIAN FORWARD-BACKWARD SDES

This paper studies a class of forward-backward stochastic differential equations (FBSDE)in a general Markovian framework.The forward SDE represents a large class of strong Markov semimartingales,and the backward generator requires only mild regularity assumptions.The authors showthat the Four Step Scheme introduced by Ma,et al.(1994) is still effective in this case.Namely,the authors show that the adapted solution of the FBSDE exists and is unique over any prescribedtime duration;and the backward components can be determined explicitly by the forward componentvia the classical solution to a system of parabolic integro-partial differential equations.An importantconsequence the authors would like to draw from this fact is that,contrary to the general belief,in aMarkovian set-up the martingale representation theorem is no longer the reason for the well-posednessof the FBSDE,but rather a consequence of the existence of the solution of the decoupling integralpartialdifferential equation.Finally,the authors briefly discuss the possibility of reducing the regularityrequirements of the coefficients by using a scheme proposed by F.Delarue (2002) to the current case.

Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations

Backward doubly stochastic differential equations driven by Brownian motions and Poisson process （BDSDEP） with non-Lipschitz coefficients on random time interval are studied. The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations （SPDIEs） is treated with BDSDEP. Under non-Lipschitz conditions, the existence and uniqueness results for measurable solutions to BDSDEP are established via the smoothing technique. Then, the continuous depen- dence for solutions to BDSDEP is derived. Finally, the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given.

Abstract Elliptic Equations with Integral Boundary Conditons

This paper focuses on nonlocal integral boundary value problems for elliptic differential-operator equations. Here given conditions guarantee that maximal regularity and Fredholmness in L_p spaces. These results are applied to the Cauchy problem for abstract parabolic equations, its infinite systems and boundary value problems for anisotropic partial differential equations in mixed L_p norm.

Method of characteristics and first integrals for systems of quasi-linear partial differential equations of first order

Given a set of independent vector fields on a smooth manifold, we discuss how to find a function whose zero-level set is invariant under the flows of the vector fields. As an application, we study the solvability of overdetermined partial differential equations: Given a system of quasi-linear PDEs of first order for one unknown function we find a necessary and sufficient condition for the existence of solutions in terms of the second jet of the coefficients. This generalizes to certain quasi-linear systems of first order for several unknown functions.

Integrable discretization of soliton equations via bilinear method and Backlund transformation

We present a systematic procedure to derive discrete analogues of integrable PDEs via Hirota’s bilinear method.This approach is mainly based on the compatibility between an integrable system and its B¨acklund transformation.We apply this procedure to several equations,including the extended Korteweg-deVries(Kd V)equation,the extended Kadomtsev-Petviashvili(KP)equation,the extended Boussinesq equation,the extended Sawada-Kotera(SK)equation and the extended Ito equation,and obtain their associated semidiscrete analogues.In the continuum limit,these differential-difference systems converge to their corresponding smooth equations.For these new integrable systems,their B¨acklund transformations and Lax pairs are derived.

PERTURBATIONS OF A KIND OF DEGENERATE QUADRATIC HAMILTONIAN SYSTEM WITH SADDLE-LOOP

The authors investigate a kind of degenerate quadratic Hamiltonian systems with saddle-loop. Under quadratic perturbations, it is proved that the perturbed system has at most two limit cycles in the finite plane. The proof relies on a careful analysis of a related Abelian integral.