In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each a...In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.展开更多
This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones a...This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones and iterative technique.展开更多
In this paper, we propose a spectral DY-type projection method for nonlinear mono- tone system of equations, which is a reasonable combination of DY conjugate gradient method, the spectral gradient method and the proj...In this paper, we propose a spectral DY-type projection method for nonlinear mono- tone system of equations, which is a reasonable combination of DY conjugate gradient method, the spectral gradient method and the projection technique. Without the differen- tiability assumption on the system of equations, we establish the global convergence of the proposed method, which does not rely on any merit function. Furthermore, this method is derivative-free and so is very suitable to solve large-scale nonlinear monotone systems. The preliminary numerical results show the feasibility and effectiveness of the proposed method.展开更多
The existence, uniqueness and non-symmetric iterative approximation of solutions for a class of systems of mixed monotone operator equations are discussed. As an application, we utilize, the results presented in this ...The existence, uniqueness and non-symmetric iterative approximation of solutions for a class of systems of mixed monotone operator equations are discussed. As an application, we utilize, the results presented in this paper to study the existence and uniqueness problems of common solutions for a class of systems of functional equations arising in dynamic programming of multistage decision processes and a class of systems of nonlinear integral equation. The results obtained in this paper not only answer an open question suggested in [3] but also generalize the corresponding results of [1],[2].展开更多
Structures of monotone systems and cold standby systems with exponen-tial life distributions and dependent components are studied. It is shown that a mono-tone system composed of components with multivariate HNBUE lif...Structures of monotone systems and cold standby systems with exponen-tial life distributions and dependent components are studied. It is shown that a mono-tone system composed of components with multivariate HNBUE life distributions isessentially a series system composed of components with multivariate exponential lifedistributions. Also, it is proved that for cold standby systems composed of componentswith multivariate NBU life distributions, all but oue of the components are degenerateat zero while the remaining one is exponential. In addition, several equivalent char-acterizations of multivariate exponential distribution are provided in the multivariateHNBUE life distribution class which include many existing results as special cases.展开更多
This work is devoted to the study of the dynamics of one-dimensional monotone nonautonomous(cocycle) dynamical systems. A description of the structures of their invariant sets, omega limit sets,Bohr/Levitan almost per...This work is devoted to the study of the dynamics of one-dimensional monotone nonautonomous(cocycle) dynamical systems. A description of the structures of their invariant sets, omega limit sets,Bohr/Levitan almost periodic and almost automorphic motions, global attractors, and pinched and minimalsets is given. An application of our general results is given to scalar differential and difference equations.展开更多
For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple boun...For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.展开更多
In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal i...In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.展开更多
A monotone iterative method for some discontinuous variational boundary problems is given, the convergence of iterative solutions is proved by the theory of partially ordered sets. It can be regarded as a generalizati...A monotone iterative method for some discontinuous variational boundary problems is given, the convergence of iterative solutions is proved by the theory of partially ordered sets. It can be regarded as a generalization of the classical monotone iteration theory for continuous problems.展开更多
Under suitable conditions,the monotone convergence about the projected iteration method for solving linear complementarity problem is proved and the influence of the involved parameter matrix on the convergence rate o...Under suitable conditions,the monotone convergence about the projected iteration method for solving linear complementarity problem is proved and the influence of the involved parameter matrix on the convergence rate of this method is investigated.展开更多
In this paper, some iterative schemes for approximating the common element of the set of zero points of maximal monotone operators and the set of fixed points of relatively nonexpansive mappings in a real uniformly sm...In this paper, some iterative schemes for approximating the common element of the set of zero points of maximal monotone operators and the set of fixed points of relatively nonexpansive mappings in a real uniformly smooth and uniformly convex Banach space are proposed. Some strong convergence theorems are obtained, to extend the previous work.展开更多
The existence of nondecreasing positive solutions for the nonlinear third-order twopoint boundary value problem u′″(t) + q(t)f(t,u(t),u′(t)) = 0, 0 〈 t 〈 1, u(0) = u″(0) = u′(1) = 0 is studied....The existence of nondecreasing positive solutions for the nonlinear third-order twopoint boundary value problem u′″(t) + q(t)f(t,u(t),u′(t)) = 0, 0 〈 t 〈 1, u(0) = u″(0) = u′(1) = 0 is studied. The iterative schemes for approximating the solutions are obtained by applying a monotone iterative method.展开更多
Using the monotone iterative method and Monch Fixed point theorem, the existence of solutions and coupled minimal and maximal quasisolutions of initial value problems for mixed monotone second-order integro-differenti...Using the monotone iterative method and Monch Fixed point theorem, the existence of solutions and coupled minimal and maximal quasisolutions of initial value problems for mixed monotone second-order integro-differential equations in Banach spaces are studied. Some existence theorems of solutions and coupled minimal and maximal quasisolutions are obtained.展开更多
In this paper, the existence of solutions for discontinuous nonlinear parabolic differential IBVP is proved by using a more generalized monotone iterative method. Moreover, the convergence of this method is discussed.
Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E*. In this article, we consider th...Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E*. In this article, we consider the improved gradient method by the hybrid method in mathematical programming [i0] for solving the variational inequality problem for {AN} and prove strong convergence theorems. And we get several results which improve the well-known results in a real 2-uniformly convex and uniformly smooth Banach space and a real Hilbert space.展开更多
In this paper,we consider the following generalized nonlinear k-Hessian system G(S_(k)^(1/k)(λ(D^(2)z1)))S_(k)^(1/k)(λ(D^(2)z1))=φ(|x|,z1,z2),x∈R^(N),G(S_(k)^(1/k)(λ(D^(2)z2)))S_(k)^(1/k)(λ(D^(2)z2))=ψ(|x|,z1,z...In this paper,we consider the following generalized nonlinear k-Hessian system G(S_(k)^(1/k)(λ(D^(2)z1)))S_(k)^(1/k)(λ(D^(2)z1))=φ(|x|,z1,z2),x∈R^(N),G(S_(k)^(1/k)(λ(D^(2)z2)))S_(k)^(1/k)(λ(D^(2)z2))=ψ(|x|,z1,z2),x∈R^(N),where G is a nonlinear operator and Sk(λ(D^(2)z))stands for the k-Hessian operator.We first are interested in the classification of positive entire k-convex radial solutions for the k-Hessian system ifφ(|x|,z1,z2)=b(|x|)φ(z1,z2)andψ(|x|,z1,z2)=h(|x|)ψ(z1).Moreover,with the help of the monotone iterative method,some new existence results on the positive entire k-convex radial solutions of the k-Hessian system with the special non-linearitiesψ,φare given,which improve and extend many previous works.展开更多
A proximal iterative algorithm for the mulitivalue operator equation 0 ∈ T(x) is presented, where T is a maximal monotone operator. It is an improvement of the proximal point algorithm as well know. The convergence o...A proximal iterative algorithm for the mulitivalue operator equation 0 ∈ T(x) is presented, where T is a maximal monotone operator. It is an improvement of the proximal point algorithm as well know. The convergence of the algorithm is discussed and all example is given.展开更多
In this article, we study positive solutions to the system{Aαu(x) = Cn,αPV∫Rn(a1(x-y)(u(x)-u(y)))/(|x-y|n+α)dy = f(u(x), Bβv(x) = Cn,βPV ∫Rn(a2(x-y)(v(x)-v(y))/(|x-y|n+β)dy ...In this article, we study positive solutions to the system{Aαu(x) = Cn,αPV∫Rn(a1(x-y)(u(x)-u(y)))/(|x-y|n+α)dy = f(u(x), Bβv(x) = Cn,βPV ∫Rn(a2(x-y)(v(x)-v(y))/(|x-y|n+β)dy = g(u(x),v(x)).To reach our aim, by using the method of moving planes, we prove a narrow region principle and a decay at infinity by the iteration method. On the basis of these results, we conclude radial symmetry and monotonicity of positive solutions for the problems involving the weighted fractional system on an unit ball and the whole space. Furthermore, non-existence of nonnegative solutions on a half space is given.展开更多
The iterative solution for a class of multivalued monotone operator equations just like A(u)∈-B(u) is discussed, where A is a positive definite linear single valued operator, B is a bounded and m...The iterative solution for a class of multivalued monotone operator equations just like A(u)∈-B(u) is discussed, where A is a positive definite linear single valued operator, B is a bounded and monotone multivalued operator. The existence and convergence of approximate solutions are proved. The method of numerical realization is demonstrated in some examples.展开更多
基金supported by the National Natural Science Foundation of China(Basic Science Center Program)(61988101)the Joint Fund of Ministry of Education for Equipment Pre-research (8091B022234)+3 种基金Shanghai International Science and Technology Cooperation Program (21550712400)Shanghai Pilot Program for Basic Research (22TQ1400100-3)the Fundamental Research Funds for the Central UniversitiesShanghai Artifcial Intelligence Laboratory。
文摘In this paper, the optimal variational generalized Nash equilibrium(v-GNE) seeking problem in merely monotone games with linearly coupled cost functions is investigated, in which the feasible strategy domain of each agent is coupled through an affine constraint. A distributed algorithm based on the hybrid steepest descent method is first proposed to seek the optimal v-GNE. Then, an accelerated algorithm with relaxation is proposed and analyzed, which has the potential to further improve the convergence speed to the optimal v-GNE. Some sufficient conditions in both algorithms are obtained to ensure the global convergence towards the optimal v-GNE. To illustrate the performance of the algorithms, numerical simulation is conducted based on a networked Nash-Cournot game with bounded market capacities.
文摘This paper is concerned with the following fourth-order three-point boundary value problem , where , we discuss the existence of positive solutions to the above problem by applying to the fixed point theory in cones and iterative technique.
文摘In this paper, we propose a spectral DY-type projection method for nonlinear mono- tone system of equations, which is a reasonable combination of DY conjugate gradient method, the spectral gradient method and the projection technique. Without the differen- tiability assumption on the system of equations, we establish the global convergence of the proposed method, which does not rely on any merit function. Furthermore, this method is derivative-free and so is very suitable to solve large-scale nonlinear monotone systems. The preliminary numerical results show the feasibility and effectiveness of the proposed method.
基金Supported by National Natural Science Foundation of China
文摘The existence, uniqueness and non-symmetric iterative approximation of solutions for a class of systems of mixed monotone operator equations are discussed. As an application, we utilize, the results presented in this paper to study the existence and uniqueness problems of common solutions for a class of systems of functional equations arising in dynamic programming of multistage decision processes and a class of systems of nonlinear integral equation. The results obtained in this paper not only answer an open question suggested in [3] but also generalize the corresponding results of [1],[2].
基金This work is supported by the Natural Science Foundation of the Jiangsu Provincial Education Commission.
文摘Structures of monotone systems and cold standby systems with exponen-tial life distributions and dependent components are studied. It is shown that a mono-tone system composed of components with multivariate HNBUE life distributions isessentially a series system composed of components with multivariate exponential lifedistributions. Also, it is proved that for cold standby systems composed of componentswith multivariate NBU life distributions, all but oue of the components are degenerateat zero while the remaining one is exponential. In addition, several equivalent char-acterizations of multivariate exponential distribution are provided in the multivariateHNBUE life distribution class which include many existing results as special cases.
基金supported by the State Program of the Republic of Moldova “Multivalued Dynamical Systems, Singular Perturbations, Integral Operators and Non-Associative Algebraic Structures (Grant No. 20.80009.5007.25)”
文摘This work is devoted to the study of the dynamics of one-dimensional monotone nonautonomous(cocycle) dynamical systems. A description of the structures of their invariant sets, omega limit sets,Bohr/Levitan almost periodic and almost automorphic motions, global attractors, and pinched and minimalsets is given. An application of our general results is given to scalar differential and difference equations.
文摘For solving two-dimensional incompressible flow in the vorticity form by the fourth-order compact finite difference scheme and explicit strong stability preserving temporal discretizations,we show that the simple bound-preserving limiter in Li et al.(SIAM J Numer Anal 56:3308–3345,2018)can enforce the strict bounds of the vorticity,if the velocity field satisfies a discrete divergence free constraint.For reducing oscillations,a modified TVB limiter adapted from Cockburn and Shu(SIAM J Numer Anal 31:607–627,1994)is constructed without affecting the bound-preserving property.This bound-preserving finite difference method can be used for any passive convection equation with a divergence free velocity field.
文摘In this paper, we discuss the optimal insurance in the presence of background risk while the insured is ambiguity averse and there exists belief heterogeneity between the insured and the insurer. We give the optimal insurance contract when maxing the insured’s expected utility of his/her remaining wealth under the smooth ambiguity model and the heterogeneous belief form satisfying the MHR condition. We calculate the insurance premium by using generalized Wang’s premium and also introduce a series of stochastic orders proposed by [1] to describe the relationships among the insurable risk, background risk and ambiguity parameter. We obtain the deductible insurance is the optimal insurance while they meet specific dependence structures.
文摘A monotone iterative method for some discontinuous variational boundary problems is given, the convergence of iterative solutions is proved by the theory of partially ordered sets. It can be regarded as a generalization of the classical monotone iteration theory for continuous problems.
文摘Under suitable conditions,the monotone convergence about the projected iteration method for solving linear complementarity problem is proved and the influence of the involved parameter matrix on the convergence rate of this method is investigated.
基金the National Natural Science Foundation of China (10771050)
文摘In this paper, some iterative schemes for approximating the common element of the set of zero points of maximal monotone operators and the set of fixed points of relatively nonexpansive mappings in a real uniformly smooth and uniformly convex Banach space are proposed. Some strong convergence theorems are obtained, to extend the previous work.
基金Supported by the Natural Science Foundation of Zhejiang Province (Y605144)the XNF of Zhejiang University of Media and Communications (XN080012008034)
文摘The existence of nondecreasing positive solutions for the nonlinear third-order twopoint boundary value problem u′″(t) + q(t)f(t,u(t),u′(t)) = 0, 0 〈 t 〈 1, u(0) = u″(0) = u′(1) = 0 is studied. The iterative schemes for approximating the solutions are obtained by applying a monotone iterative method.
文摘Using the monotone iterative method and Monch Fixed point theorem, the existence of solutions and coupled minimal and maximal quasisolutions of initial value problems for mixed monotone second-order integro-differential equations in Banach spaces are studied. Some existence theorems of solutions and coupled minimal and maximal quasisolutions are obtained.
文摘In this paper, the existence of solutions for discontinuous nonlinear parabolic differential IBVP is proved by using a more generalized monotone iterative method. Moreover, the convergence of this method is discussed.
文摘Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E*. In this article, we consider the improved gradient method by the hybrid method in mathematical programming [i0] for solving the variational inequality problem for {AN} and prove strong convergence theorems. And we get several results which improve the well-known results in a real 2-uniformly convex and uniformly smooth Banach space and a real Hilbert space.
基金Supported by the National Natural Science Foundation of China(11501342,12001344).
文摘In this paper,we consider the following generalized nonlinear k-Hessian system G(S_(k)^(1/k)(λ(D^(2)z1)))S_(k)^(1/k)(λ(D^(2)z1))=φ(|x|,z1,z2),x∈R^(N),G(S_(k)^(1/k)(λ(D^(2)z2)))S_(k)^(1/k)(λ(D^(2)z2))=ψ(|x|,z1,z2),x∈R^(N),where G is a nonlinear operator and Sk(λ(D^(2)z))stands for the k-Hessian operator.We first are interested in the classification of positive entire k-convex radial solutions for the k-Hessian system ifφ(|x|,z1,z2)=b(|x|)φ(z1,z2)andψ(|x|,z1,z2)=h(|x|)ψ(z1).Moreover,with the help of the monotone iterative method,some new existence results on the positive entire k-convex radial solutions of the k-Hessian system with the special non-linearitiesψ,φare given,which improve and extend many previous works.
基金Supported by the National Natural Science Foundation of China
文摘A proximal iterative algorithm for the mulitivalue operator equation 0 ∈ T(x) is presented, where T is a maximal monotone operator. It is an improvement of the proximal point algorithm as well know. The convergence of the algorithm is discussed and all example is given.
基金Supported by National Natural Science Foundation of China(11771354)
文摘In this article, we study positive solutions to the system{Aαu(x) = Cn,αPV∫Rn(a1(x-y)(u(x)-u(y)))/(|x-y|n+α)dy = f(u(x), Bβv(x) = Cn,βPV ∫Rn(a2(x-y)(v(x)-v(y))/(|x-y|n+β)dy = g(u(x),v(x)).To reach our aim, by using the method of moving planes, we prove a narrow region principle and a decay at infinity by the iteration method. On the basis of these results, we conclude radial symmetry and monotonicity of positive solutions for the problems involving the weighted fractional system on an unit ball and the whole space. Furthermore, non-existence of nonnegative solutions on a half space is given.
文摘The iterative solution for a class of multivalued monotone operator equations just like A(u)∈-B(u) is discussed, where A is a positive definite linear single valued operator, B is a bounded and monotone multivalued operator. The existence and convergence of approximate solutions are proved. The method of numerical realization is demonstrated in some examples.