In this article, the existence, uniqueness and regularities of the global generalized solution and global classical solution for the periodic boundary value problem and the Cauchy problem of the general cubic double d...In this article, the existence, uniqueness and regularities of the global generalized solution and global classical solution for the periodic boundary value problem and the Cauchy problem of the general cubic double dispersion equationutt - uxx - auxxtt + bux4 - duxxt = f(u)xxare proved, and the sufficient conditions of blow-up of the solutions for the Cauchy problems in finite time are given.展开更多
Under the necessary conditions for a double pyramidal central configuration with a diamond base to exist in the real number space, the existence and uniqueness of such configurations were studied by employing combined...Under the necessary conditions for a double pyramidal central configuration with a diamond base to exist in the real number space, the existence and uniqueness of such configurations were studied by employing combinedly the algebraic method and numerical calculation. It is found that there exists a planar curl triangle region G in a square Q such that any point in G and given by the ratio of the two diagonal lengths of the diamond base and the ratio of one diagonal length of the base to the height of the double pyramid configuration determines a unique double pyramid central configuration, while all points in Q-G have no referance to any central configuration.展开更多
This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the prob...This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.展开更多
In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an i...In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.展开更多
This paper concerns with the Cauchy problem for the nonlinear double dispersive wave equation. By the priori estimates and the method in [9], It proves that the Cauchy problem admits a unique global classical solution...This paper concerns with the Cauchy problem for the nonlinear double dispersive wave equation. By the priori estimates and the method in [9], It proves that the Cauchy problem admits a unique global classical solution. And by the concave method, we give sufficient conditions on the blowup of the global solution for the Cauchy problem.展开更多
This study explores the reasons underlying the frequent appearance of "marking problem" during the production of double-walled copper-brazed steel tubes. To this end, we compared two types of copper-coated steel str...This study explores the reasons underlying the frequent appearance of "marking problem" during the production of double-walled copper-brazed steel tubes. To this end, we compared two types of copper-coated steel strips, of which one has almost no problem during production, whereas the other has higher number of incidences of "marking problem". We analyzed the chemical composition,mechanical properties,the cross-sectional metallographs, and surface quality of the trimmed edge in both types of specimen. After the roll forming process, the bonding condition between the steel layers of the tubes before and after brazing process has also been examined. Results indicate that the chemical composition and mechanical properties of the two kinds of strips are similar; however, the edge quality of the trimmed strips is significantly different. It is believed that the irregular shape of the edge portions in the strips will be more pronounced during the bevel treatment. Consequently, smooth and tight seams cannot be guaranteed by such uneven beveled edges,which lead to higher number of incidences of "marking problem" during production.展开更多
In order to improve the distribution and convergence of constrained optimization algorithms,this paper proposes a constrained optimization algorithm based on double populations. Firstly the feasible solutions and infe...In order to improve the distribution and convergence of constrained optimization algorithms,this paper proposes a constrained optimization algorithm based on double populations. Firstly the feasible solutions and infeasible solutions are stored separately through two populations,which can avoid direct comparison between them. The usage of efficient information carried by the infeasible solutions will enlarge exploitation scope and strength diversity of populations. At the same time,adopting the presented concept of constraints domination to update the infeasible set may keep good variety of population and give consideration to convergence. Also the improved mutation operation is employed to further raise the diversity and convergence.The suggested algorithm is compared with 3 state- of- the- art constrained optimization algorithms on standard test problems g01- g13. Simulation results show that the presented algorithm has certain advantages than other algorithms because it can ensure good convergence accuracy while it has good robustness.展开更多
In this paper, the evaluation of discretely sampled Asian options was considered by numerically solving the associated partial differential equations with the Legendre spectral method. Double average options were disc...In this paper, the evaluation of discretely sampled Asian options was considered by numerically solving the associated partial differential equations with the Legendre spectral method. Double average options were discussed as examples. The problem is a parabolic one on a finite domain whose equation degenerates into ordinary differential equations on the boundaries. A fully discrete scheme was established by using the Legendre spectral method in space and the Crank-Nicolson finite difference scheme in time. The stability and convergence of the scheme were analyzed. Numerical results show that the method can keep the spectral accuracy in space for such degenerate problems.展开更多
The effect of final-state dynamic correlation is investigated for ionization of atomic hydrogen by 75-keV proton impact by analyzing double differential cross sections.The final state is represented by a continuum cor...The effect of final-state dynamic correlation is investigated for ionization of atomic hydrogen by 75-keV proton impact by analyzing double differential cross sections.The final state is represented by a continuum correlated wave(CCW-PT)function which accounts for the interaction between the projectile and the target nucleus(PT interaction).The correlated final state is nonseparable solutions of the wave equation combining the dynamics of the electron motion relative to the target and projectile,satisfying the Redmond’s asymptotic conditions corresponding to long range interactions.The transition matrix is evaluated using the CCW-PT function and the undistorted initial state.Both the correlation effects and the PT interaction are analyzed by the present calculations.The convergence of the continuous correlated final state is examined carefully.Our results are compared with the absolute experimental data measured by Laforge et al.[Phys.Rev.Lett.103,053201(2009)]and Schulz et al.[Phys.Rev.A 81,052705(2010)],as well as other theoretical models(especially the results of the latest non perturbation theory).We have shown that the dynamic correlation plays an important role in the ionization of atomic hydrogen by proton impact.While overall agreement between theory and the experimental data is encouraging,detailed agreement is still lacking.However,such an analysis is meaningful because it provides valuable information about the dynamical correlation and PT interaction in the CCW-PT theoretical model.展开更多
In this paper we study the decay estimate of global solutions to the initial-boundary value problem for double degenerate nonlinear parabolic equation by using a dif-ference inequality.
Based on some necessary conditions for double pyramidal central configurations with a concave pentagonal base, for any given ratio of masses, the existence and uniqueness of a class of double pyramidal central configu...Based on some necessary conditions for double pyramidal central configurations with a concave pentagonal base, for any given ratio of masses, the existence and uniqueness of a class of double pyramidal central configurations with a concave pentagonal base in 7-body problems are proved and the range of the ratio between radius and half-height is obtained, within which the 7 bodies involved form a central configuration or form uniquely a central configuration.展开更多
The optimization investment policy decision of SCM-Supply Chain Management-implementation has been analysed under symmetric and asymmetric information conditions. For both conditions, SCM implementation options’ deci...The optimization investment policy decision of SCM-Supply Chain Management-implementation has been analysed under symmetric and asymmetric information conditions. For both conditions, SCM implementation options’ decision optimizing models have been developed. In these models, both clients and vendors try to pursue their own benefits. Based upon the principal-agent theory, the models show to what extent a principal (a client) needs to pay more to an agent (a vendor) in a context of asymmetric information. For the client, it is important to understand the extra costs to be able to adopt effective strategies to stimulate a vendor to perform an optimal implementation of a SCM system. The results of a simulation experiment regarding SCM implementation options illustrate and verify the theoretical findings and confirm the general notion that the less informed party is obliged to pay information rent to the better-informed party.展开更多
Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S.bankruptcy code,in this paper we follow[44]to revisit the De Finetti dividend control problem under the...Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S.bankruptcy code,in this paper we follow[44]to revisit the De Finetti dividend control problem under the reorganization process and the regulator's intervention documented in U.S.Chapter 11 bankruptcy.We do this by further accommodating the fixed transaction costs on dividends to imitate the real-world procedure of dividend payments.Incorporating the fixed transaction costs transforms the targeting optimal dividend problem into an impulse control problem rather than a singular control problem,and hence computations and proofs that are distinct from[44]are needed.To account for the financial stress that is due to the more subtle concept of Chapter 11 bankruptcy,the surplus process after dividends is driven by a piece-wise spectrally negative Lévy process with endogenous regime switching.Some explicit expressions of the expected net present values under a double barrier dividend strategy,new to the literature,are established in terms of scale functions.With the help of these expressions,we are able to characterize the optimal strategy among the set of admissible double barrier dividend strategies.When the tail of the Lévy measure is log-convex,this optimal double barrier dividend strategy is then verified as the optimal dividend strategy,solving our optimal impulse control problem.展开更多
Effect of perturbations in Coriolis and centrifugal forces on the non-linear stability of the libration point L4 in the restricted three body problem is studied when both the primaries are axis symmetric bodies (triax...Effect of perturbations in Coriolis and centrifugal forces on the non-linear stability of the libration point L4 in the restricted three body problem is studied when both the primaries are axis symmetric bodies (triaxial rigid bodies) and the bigger primary is a source of radiation. Moser’s conditions are utilized in this study by employing the iterative scheme of Henrard for transforming the Hamiltonian to the Birkhoff’s normal form with the help of double D’Alembert’s series. It is found that L4 is stable for all mass ratios in the range of linear stability except for the three mass ratios μc1, μc2 and μc3, which depend upon the perturbations ε1 and ε1 in the Coriolis and centrifugal forces respectively and the parameters A1,A2,A3 and A4 which depend upon the semi-axes a1,b1,c1;a2,b2,c2 of the triaxial rigid bodies and p, the radiation parameter.展开更多
文摘In this article, the existence, uniqueness and regularities of the global generalized solution and global classical solution for the periodic boundary value problem and the Cauchy problem of the general cubic double dispersion equationutt - uxx - auxxtt + bux4 - duxxt = f(u)xxare proved, and the sufficient conditions of blow-up of the solutions for the Cauchy problems in finite time are given.
文摘Under the necessary conditions for a double pyramidal central configuration with a diamond base to exist in the real number space, the existence and uniqueness of such configurations were studied by employing combinedly the algebraic method and numerical calculation. It is found that there exists a planar curl triangle region G in a square Q such that any point in G and given by the ratio of the two diagonal lengths of the diamond base and the ratio of one diagonal length of the base to the height of the double pyramid configuration determines a unique double pyramid central configuration, while all points in Q-G have no referance to any central configuration.
基金Supported by the Key Grant Project of Chinese Ministry of Education (NO.309018)National Natural Science Foundation of China (NO.70973104,NO.11171304)Zhejiang Provincial Natural Science Foundation of China (NO.Y6110023)
文摘This paper concerns optimal investment problem with proportional transaction costs and finite time horizon based on exponential utility function. Using a partial differential equation approach, we reveal that the problem is equivalent to a parabolic double obstacle problem involving two free boundaries that correspond to the optimal buying and selling policies. Numerical examples are obtained by the binomial method.
基金supported by National Natural Science Foundation of China(72031009 and 71871171)the National Social Science Foundation of China(20&ZD058).
文摘In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.
基金the Natural Science Foundation of Henan Province(0611050500)
文摘This paper concerns with the Cauchy problem for the nonlinear double dispersive wave equation. By the priori estimates and the method in [9], It proves that the Cauchy problem admits a unique global classical solution. And by the concave method, we give sufficient conditions on the blowup of the global solution for the Cauchy problem.
文摘This study explores the reasons underlying the frequent appearance of "marking problem" during the production of double-walled copper-brazed steel tubes. To this end, we compared two types of copper-coated steel strips, of which one has almost no problem during production, whereas the other has higher number of incidences of "marking problem". We analyzed the chemical composition,mechanical properties,the cross-sectional metallographs, and surface quality of the trimmed edge in both types of specimen. After the roll forming process, the bonding condition between the steel layers of the tubes before and after brazing process has also been examined. Results indicate that the chemical composition and mechanical properties of the two kinds of strips are similar; however, the edge quality of the trimmed strips is significantly different. It is believed that the irregular shape of the edge portions in the strips will be more pronounced during the bevel treatment. Consequently, smooth and tight seams cannot be guaranteed by such uneven beveled edges,which lead to higher number of incidences of "marking problem" during production.
文摘In order to improve the distribution and convergence of constrained optimization algorithms,this paper proposes a constrained optimization algorithm based on double populations. Firstly the feasible solutions and infeasible solutions are stored separately through two populations,which can avoid direct comparison between them. The usage of efficient information carried by the infeasible solutions will enlarge exploitation scope and strength diversity of populations. At the same time,adopting the presented concept of constraints domination to update the infeasible set may keep good variety of population and give consideration to convergence. Also the improved mutation operation is employed to further raise the diversity and convergence.The suggested algorithm is compared with 3 state- of- the- art constrained optimization algorithms on standard test problems g01- g13. Simulation results show that the presented algorithm has certain advantages than other algorithms because it can ensure good convergence accuracy while it has good robustness.
文摘In this paper, the evaluation of discretely sampled Asian options was considered by numerically solving the associated partial differential equations with the Legendre spectral method. Double average options were discussed as examples. The problem is a parabolic one on a finite domain whose equation degenerates into ordinary differential equations on the boundaries. A fully discrete scheme was established by using the Legendre spectral method in space and the Crank-Nicolson finite difference scheme in time. The stability and convergence of the scheme were analyzed. Numerical results show that the method can keep the spectral accuracy in space for such degenerate problems.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.11974229 and 11274215)。
文摘The effect of final-state dynamic correlation is investigated for ionization of atomic hydrogen by 75-keV proton impact by analyzing double differential cross sections.The final state is represented by a continuum correlated wave(CCW-PT)function which accounts for the interaction between the projectile and the target nucleus(PT interaction).The correlated final state is nonseparable solutions of the wave equation combining the dynamics of the electron motion relative to the target and projectile,satisfying the Redmond’s asymptotic conditions corresponding to long range interactions.The transition matrix is evaluated using the CCW-PT function and the undistorted initial state.Both the correlation effects and the PT interaction are analyzed by the present calculations.The convergence of the continuous correlated final state is examined carefully.Our results are compared with the absolute experimental data measured by Laforge et al.[Phys.Rev.Lett.103,053201(2009)]and Schulz et al.[Phys.Rev.A 81,052705(2010)],as well as other theoretical models(especially the results of the latest non perturbation theory).We have shown that the dynamic correlation plays an important role in the ionization of atomic hydrogen by proton impact.While overall agreement between theory and the experimental data is encouraging,detailed agreement is still lacking.However,such an analysis is meaningful because it provides valuable information about the dynamical correlation and PT interaction in the CCW-PT theoretical model.
基金Supported by the NNSF of China(10441002)Supported by NNSF of Henan Province(200510466011)
文摘In this paper we study the decay estimate of global solutions to the initial-boundary value problem for double degenerate nonlinear parabolic equation by using a dif-ference inequality.
基金Natural Science Foundation of China (No.19871096)
文摘Based on some necessary conditions for double pyramidal central configurations with a concave pentagonal base, for any given ratio of masses, the existence and uniqueness of a class of double pyramidal central configurations with a concave pentagonal base in 7-body problems are proved and the range of the ratio between radius and half-height is obtained, within which the 7 bodies involved form a central configuration or form uniquely a central configuration.
文摘The optimization investment policy decision of SCM-Supply Chain Management-implementation has been analysed under symmetric and asymmetric information conditions. For both conditions, SCM implementation options’ decision optimizing models have been developed. In these models, both clients and vendors try to pursue their own benefits. Based upon the principal-agent theory, the models show to what extent a principal (a client) needs to pay more to an agent (a vendor) in a context of asymmetric information. For the client, it is important to understand the extra costs to be able to adopt effective strategies to stimulate a vendor to perform an optimal implementation of a SCM system. The results of a simulation experiment regarding SCM implementation options illustrate and verify the theoretical findings and confirm the general notion that the less informed party is obliged to pay information rent to the better-informed party.
基金the financial support from the National Natural Science Foundation of China(12171405 and 11661074)the Program for New Century Excellent Talents in Fujian Province University+2 种基金the financial support from the Characteristic&Preponderant Discipline of Key Construction Universities in Zhejiang Province(Zhejiang Gongshang University-Statistics)Collaborative Innovation Center of Statistical Data Engineering Technology&ApplicationDigital+Discipline Construction Project(SZJ2022B004)。
文摘Motivated by recent advances made in the study of dividend control and risk management problems involving the U.S.bankruptcy code,in this paper we follow[44]to revisit the De Finetti dividend control problem under the reorganization process and the regulator's intervention documented in U.S.Chapter 11 bankruptcy.We do this by further accommodating the fixed transaction costs on dividends to imitate the real-world procedure of dividend payments.Incorporating the fixed transaction costs transforms the targeting optimal dividend problem into an impulse control problem rather than a singular control problem,and hence computations and proofs that are distinct from[44]are needed.To account for the financial stress that is due to the more subtle concept of Chapter 11 bankruptcy,the surplus process after dividends is driven by a piece-wise spectrally negative Lévy process with endogenous regime switching.Some explicit expressions of the expected net present values under a double barrier dividend strategy,new to the literature,are established in terms of scale functions.With the help of these expressions,we are able to characterize the optimal strategy among the set of admissible double barrier dividend strategies.When the tail of the Lévy measure is log-convex,this optimal double barrier dividend strategy is then verified as the optimal dividend strategy,solving our optimal impulse control problem.
文摘Effect of perturbations in Coriolis and centrifugal forces on the non-linear stability of the libration point L4 in the restricted three body problem is studied when both the primaries are axis symmetric bodies (triaxial rigid bodies) and the bigger primary is a source of radiation. Moser’s conditions are utilized in this study by employing the iterative scheme of Henrard for transforming the Hamiltonian to the Birkhoff’s normal form with the help of double D’Alembert’s series. It is found that L4 is stable for all mass ratios in the range of linear stability except for the three mass ratios μc1, μc2 and μc3, which depend upon the perturbations ε1 and ε1 in the Coriolis and centrifugal forces respectively and the parameters A1,A2,A3 and A4 which depend upon the semi-axes a1,b1,c1;a2,b2,c2 of the triaxial rigid bodies and p, the radiation parameter.