INSTABILITY OF SOLUTION FOR THE FOURTH ORDER LINEAR DIFFERENTIAL EQUATION WITH VARIED COEFFICIENT

In this paper, we give some sufficient conditions of the instability for the fourth order linear differential equation with varied coefficient, at least one of the characteristic roots of which has positive real part, by means of Liapunov's second method.

Equation governing the probability density evolution of multi-dimensional linear fractional differential systems subject to Gaussian white noise

Stochastic fractional differential systems are important and useful in the mathematics,physics,and engineering fields.However,the determination of their probabilistic responses is difficult due to their non-Markovian property.The recently developed globally-evolving-based generalized density evolution equation(GE-GDEE),which is a unified partial differential equation(PDE)governing the transient probability density function(PDF)of a generic path-continuous process,including non-Markovian ones,provides a feasible tool to solve this problem.In the paper,the GE-GDEE for multi-dimensional linear fractional differential systems subject to Gaussian white noise is established.In particular,it is proved that in the GE-GDEE corresponding to the state-quantities of interest,the intrinsic drift coefficient is a time-varying linear function,and can be analytically determined.In this sense,an alternative low-dimensional equivalent linear integer-order differential system with exact closed-form coefficients for the original highdimensional linear fractional differential system can be constructed such that their transient PDFs are identical.Specifically,for a multi-dimensional linear fractional differential system,if only one or two quantities are of interest,GE-GDEE is only in one or two dimensions,and the surrogate system would be a one-or two-dimensional linear integer-order system.Several examples are studied to assess the merit of the proposed method.Though presently the closed-form intrinsic drift coefficient is only available for linear stochastic fractional differential systems,the findings in the present paper provide a remarkable demonstration on the existence and eligibility of GE-GDEE for the case that the original high-dimensional system itself is non-Markovian,and provide insights for the physical-mechanism-informed determination of intrinsic drift and diffusion coefficients of GE-GDEE of more generic complex nonlinear systems.

ON THE ASYMPTOTIC SOLUTIONS FOR A CLASS OF SECOND ORDER DIFFERENTIAL EQUATIONS WITH SLOWLY VARYING COEFFICIENTS

In this paper we study the asymptotic expansions of the solutions for a class of second order ordinary differential equations with slowly varying coefficients. The defect of the known works on these problems is noted, and the results in [1 - 4] are improved and extended by means of the modified method of multiple scales.

EXISTENCE OF MEROMORPHIC SOLUTIONS OF SOME HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

This article discusses the problems on the existence of meromorphic solutions of some higher order linear differential equations with meromorphic coefficients. Some nice results are obtained. And these results perfect the complex oscillation theory of meromorphic solutions of linear differential equations.

Efficient Shrinkage Estimation about the Partially Linear Varying Coefficient Model with Random Effect for Longitudinal Data

In this paper, an efficient shrinkage estimation procedure for the partially linear varying coefficient model (PLVC) with random effect is considered. By selecting the significant variable and estimating the nonzero coefficient, the model structure specification is accomplished by introducing a novel penalized estimating equation. Under some mild conditions, the asymptotic properties for the proposed model selection and estimation results, such as the sparsity and oracle property, are established. Some numerical simulation studies and a real data analysis are presented to examine the finite sample performance of the procedure.

ON THE DEPENDENT PROPERTY OF SOLUTIONS FOR HIGHER ORDER PERIODIC DIFFERENTIAL EQUATIONS

This article investigates the property of linearly dependence of solutions f（z） and f（z ＋ 2πi） for higher order linear differential equations with entire periodic coefficients.

Explicit Symplectic Geometric Algorithms for Quaternion Kinematical Differential Equation

Solving quaternion kinematical differential equations(QKDE) is one of the most significant problems in the automation, navigation, aerospace and aeronautics literatures. Most existing approaches for this problem neither preserve the norm of quaternions nor avoid errors accumulated in the sense of long term time. We present explicit symplectic geometric algorithms to deal with the quaternion kinematical differential equation by modelling its time-invariant and time-varying versions with Hamiltonian systems and adopting a three-step strategy. Firstly,a generalized Euler's formula and Cayley-Euler formula are proved and used to construct symplectic single-step transition operators via the centered implicit Euler scheme for autonomous Hamiltonian system. Secondly, the symplecticity, orthogonality and invertibility of the symplectic transition operators are proved rigorously. Finally, the explicit symplectic geometric algorithm for the time-varying quaternion kinematical differential equation, i.e., a non-autonomous and non-linear Hamiltonian system essentially, is designed with the theorems proved. Our novel algorithms have simple structures, linear time complexity and constant space complexity of computation. The correctness and efficiencies of the proposed algorithms are verified and validated via numerical simulations.

High Accuracy Arithmetic Average Discretization for Non-Linear Two Point Boundary Value Problems with a Source Function in Integral Form

In this article, we report the derivation of high accuracy finite difference method based on arithmetic average discretization for the solution of Un=F(x,u,u′)+∫K(x,s)ds , 0 x s < 1 subject to natural boundary conditions on a non-uniform mesh. The proposed variable mesh approximation is directly applicable to the integro-differential equation with singular coefficients. We need not require any special discretization to obtain the solution near the singular point. The convergence analysis of a difference scheme for the diffusion convection equation is briefly discussed. The presented variable mesh strategy is applicable when the internal grid points of the solution space are both even and odd in number as compared to the method discussed by authors in their previous work in which the internal grid points are strictly odd in number. The advantage of using this new variable mesh strategy is highlighted computationally.

LINEARIZED OSCILLATIONS FOR ODD-ORDERNEUTRAL DELAY DIFFERENTIAL EQUATIONSWITH ASYMPTOTIC PERIODIC COEFFICIENTS

In this paper, we prove that, under appropriate hypotheses, the odd-order nonlinear neutral delay differential equation has the same oscillatory character as the associated linear equation with periodic coefficients Our method is based on the establishment of a new comparison theorem for the oscillation of Eq.(E). Hence we prove that the parameter set such that Eq.(E) has a nonoscillatory solution is closed in certain metric space, and avoid the difficulty to set the necessary and sufficient condition for the oscillation of Eq.(E).

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications

We consider the optimal control problem for a linear conditional McKeanVlasov equation with quadratic cost functional.The coefficients of the system and the weighting matrices in the cost functional are allowed to be adapted processes with respect to the common noise filtration.Semi closed-loop strategies are introduced,and following the dynamic programming approach in(Pham and Wei,Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics,2016),we solve the problem and characterize time-consistent optimal control by means of a system of decoupled backward stochastic Riccati differential equations.We present several financial applications with explicit solutions,and revisit,in particular,optimal tracking problems with price impact,and the conditional mean-variance portfolio selection in an incomplete market model.

解一阶线性微分方程组的代数消元法

一般地,一阶线性常系数微分方程组通常采用待定系数的方法求解,其原理是利用矩阵的若当标准型理论将其转化为求解一系列方程,进而求得方程组的解。这种解法需要矩阵理论和线性子空间的直和等基本知识,相对来说较难理解。针对一阶线性常系数微分方程组,给出一种类似于代数方程的更易于理解的新的解法即代数消元法。通过建立方程组的n个未知函数满足的若干个代数方程(约束方程),把含有n个变元的一阶线性微分方程组化为含有r(r<n)个变元的一阶线性非齐次微分方程组,从而获得原方程组的解。特别地,当系数矩阵相似于对角矩阵时,可以得到传统方法的经典结论。文中举例说明了代数消元法的具体应用。

多项式系数三阶齐次线性微分方程的解法

针对一类具有多项式系数的三阶齐次线性微分方程的多项式型解展开研究,基于齐次线性方程组有非零解的充分必要条件给出该类方程存在多项式特解和通解的充要条件,设计相应算法和例子,并通过MATLAB数学软件实现判断该类方程是否存在多项式解以及求多项式型解的目的.

一类时变偶阶微分方程的Philos型准则

振荡理论是微分方程领域的一个重要分支,在物理学和数学中起着基础性作用。尽管微分方程振荡行为的研究已经取得了许多成果,但是关于同时包含非线性中性项、阻尼项、不同符号系数和多变量延迟的非线性偶阶微分方程的研究相对较少,为此重点研究了具有上述特征的非线性偶阶微分方程的振荡行为,并得出一些相关结论。

变系数Burgers方程的一些新精确解

利用齐次平衡原则 ,导出了变系数Burgers方程的B¨acklund变换 (BT) ;并由该B¨acklund变换 。

磁浮列车的动力稳定性分析与Liapunov指数

针对弹性轨道上的磁悬浮列车线性动力控制系统，给出了采用Ｌｉａｐｕｎｏｖ特性指数判别动力系统稳定性的判据：当动力系统的全部Ｌｉａｐｕｎｏｖ特性指数小于零时，动力控制系统是稳定的；而当动力系统中有一Ｌｉａｐｕｎｏｖ特性指数大于零时，动力系统就成为不稳定的．由于Ｌｉａｐｕｎｏｖ特性指数可以由数值积分方式方便地给出，这一判断方法对于不便搜索参数稳定区域的高维动力系统，与寻求周期变系数线性常微分方程动力系统的Ｆｌｏｑｕｅｔ理论的变换矩阵特征值相比，具有计算量小和搜索方法简单等优点．数值算例表明本文方法是有效的．

辐板刚度、阻尼及齿面摩擦对齿轮振动特性的影响

在考虑齿轮副时变啮合刚度、齿面摩擦、齿侧间隙及辐板刚度和阻尼的情况下,建立了齿轮传动系统的三维非线性动力学模型。根据啮合点位置推导出啮合刚度、齿面摩擦系数与时间的关系,并考虑了齿轮动载荷在各齿轮副之间的实际分配情况。针对强非线性变微分方程组求解困难的问题,提出了利用添加方程组维数的方法将变系数微分方程组转化成常微分方程组,并采用4～5阶自适应变步长的龙格库塔法求解微分方程组的数值解。系统地分析了辐板刚度、阻尼以及齿面摩擦对齿轮副和辐板振动性能的影响,为更深入研究齿轮的阻尼减振提供了理论基础和研究方向。

梯度半空间梯度覆层中的Love波

对功能梯度弹性半空间上覆盖一层功能梯度材料中的Love波的频散问题进行了研究,给出了Love波频散方程的一般形式.对功能梯度弹性半空间和功能梯度覆层的反平面剪切波的运动控制方程进行了求解,给出了半空间和覆盖层的位移、应力解析解,给出了Love波在该解析解下的频散方程.以覆盖层的剪切弹性模量和质量密度均呈指数函数变化,半空间的剪切弹性模量和质量密度均呈抛物线变化为例,利用迭代方法对频散方程进行了求解,给出了频散曲线.结果显示:在最低阶振型频散曲线中出现截止频率.

一类非线性热传导方程的线性化解法

提出了用一阶线性常微分方程及其解构造非线性偏微分方程精确解的线性化解法.利用该方法求出(3+1)维和(1+1)维的Kolmogorov-Petrovskii-Piskunov型方程的精确解,其中包括扭状孤立波和代数孤立波解,并把(1+1)维的Kolmogorov-Petrovskii-Piskunov型方程推广到具有任意次非线性项的一般热传导方程,得到了其解.

关于变系数线性微分方程的稳定性

本文用矩阵测度和比较定理给出了变系数线性微分方程稳定性的一个简洁判据，对周期系数的线性微分方程给出了较为精确的渐近稳定判据，推广和改进了文［1］的工作．

均匀覆层梯度半空间中的Love面波

对覆盖一层均匀各向同性材料的功能梯度半空间中的Love波频散问题进行了研究,给出了Love波频散方程的一般形式.对功能梯度半空间的反平面剪切波的运动控制方程进行了求解,给出了半空间的位移、应力解析解,导出了该解析解下的Love波频散方程的一般形式.以功能梯度材料的剪切弹性模量和质量密度沿深度方向均呈指数变化和抛物线变化两种情况为例,进行了计算和分析,给出了频散曲线.结果显示:在最低阶振型频散曲线中出现了截止频率.