For the formal presentation about the definite problems of ultra-hyperbolic equations, the famous Asgeirsson mean value theorem has answered that Cauchy problems are ill-posed to ultra-hyperbolic partial differential ...For the formal presentation about the definite problems of ultra-hyperbolic equations, the famous Asgeirsson mean value theorem has answered that Cauchy problems are ill-posed to ultra-hyperbolic partial differential equations of the second-order. So it is important to develop Asgeirsson mean value theorem. The mean value of solution for the higher order equation hay been discussed primarily and has no exact result at present. The mean value theorem for the higher order equation can be deduced and satisfied generalized biaxial symmetry potential equation by using the result of Asgeirsson mean value theorem and the properties of derivation and integration. Moreover, the mean value formula can be obtained by using the regular solutions of potential equation and the special properties of Jacobi polynomials. Its converse theorem is also proved. The obtained results make it possible to discuss on continuation of the solutions and well posed problem.展开更多
In this paper we present a mean value theorem derived from Flett's mean value theorem. It turns out that cubic polynomials have the midpoint of the interval as their mean value point.To answer what class of functi...In this paper we present a mean value theorem derived from Flett's mean value theorem. It turns out that cubic polynomials have the midpoint of the interval as their mean value point.To answer what class of functions have this property,we consider a functional equation associated with this mean value theorem.This equation is then solved in a general setting on abelian groups.展开更多
In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the nu...In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.展开更多
If n is a positive integer,let f (n) denote the number of positive integer solutions (n 1,n 2,n 3) of the Diophantine equation 4/n=1/n_1 + 1/n_2 + 1/n_3.For the prime number p,f (p) can be split into f 1 (p) + f 2 (p)...If n is a positive integer,let f (n) denote the number of positive integer solutions (n 1,n 2,n 3) of the Diophantine equation 4/n=1/n_1 + 1/n_2 + 1/n_3.For the prime number p,f (p) can be split into f 1 (p) + f 2 (p),where f i (p) (i=1,2) counts those solutions with exactly i of denominators n 1,n 2,n 3 divisible by p.In this paper,we shall study the estimate for mean values ∑ p<x f i (p),i=1,2,where p denotes the prime number.展开更多
We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, wher...We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, where the lower and the upper value functions are defined through this BSDE. The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method. We also show that the lower and the upper value functions satisfy the dynamic programming principle. Moreover, we study the associated Hamilton-Jacobi-Bellman-Isaacs(HJB-Isaacs)equations, which are nonlocal, and strongly coupled with the lower and the upper value functions. Using a new method, we characterize the pair(W, U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation. Furthermore, the game has a value under the Isaacs’ condition.展开更多
In this paper, the solution, more general than [1], of a weak singular integral equation integral(0)(pi)integral(-infinity)(infinity) p(s,psi)d sk(psi)d psi=F(r,theta), (r,theta)epsilon (Q) over bar=Q+partial derivati...In this paper, the solution, more general than [1], of a weak singular integral equation integral(0)(pi)integral(-infinity)(infinity) p(s,psi)d sk(psi)d psi=F(r,theta), (r,theta)epsilon (Q) over bar=Q+partial derivative Q subject to constraint p(s,psi)=0, for (s,psi)=(r,theta)is not an element of Q={r,theta)/F(r,theta)>c*} is found p=2/pi[root w g'(0)+integral(0)(w) root w-u g '(u)du] where k and F are given continuous functions; (s,psi) is a local polar coordinating with origin at M(r,theta); (r,theta) is the global polar coordinating with origin at O(0,0) F(r,theta)=c* (const.) is the boundary contour partial derivative Q of the considered range Q; g(w)=F(r,theta)/[pi k(psi(0))]; g'=dg/dw; w=N-r(2)sin(2)(theta+psi(0)); psi(0) and N are mean values. The solution shown in type (2.19) of [1] is a special case of the above solution and only suits F(r,theta)=w. The solution of a rigid cone contact with elastic half space, more simple and clear than Love's (1939), is given as an example of application.展开更多
In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn＋p/put-△p^Nu=f（x,t）can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞...In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn＋p/put-△p^Nu=f（x,t）can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞. We also obtain a comparison principle for the non-negative or non-positive inhomogeneous term f for the corresponding initial-boundary value problem and this in turn implies the uniqueness of solutions to such a problem.展开更多
This paper discusses mean-field backward stochastic differential equations(mean-field BSDEs) with jumps and a new type of controlled mean-field BSDEs with jumps, namely mean-field BSDEs with jumps strongly coupled wit...This paper discusses mean-field backward stochastic differential equations(mean-field BSDEs) with jumps and a new type of controlled mean-field BSDEs with jumps, namely mean-field BSDEs with jumps strongly coupled with the value function of the associated control problem. The authors first prove the existence and the uniqueness as well as a comparison theorem for the above two types of BSDEs. For this the authors use an approximation method. Then, with the help of the notion of stochastic backward semigroups introduced by Peng in 1997, the authors get the dynamic programming principle(DPP) for the value functions. Furthermore, the authors prove that the value function is a viscosity solution of the associated nonlocal Hamilton-Jacobi-Bellman(HJB) integro-partial differential equation, which is unique in an adequate space of continuous functions introduced by Barles, et al. in 1997.展开更多
文摘For the formal presentation about the definite problems of ultra-hyperbolic equations, the famous Asgeirsson mean value theorem has answered that Cauchy problems are ill-posed to ultra-hyperbolic partial differential equations of the second-order. So it is important to develop Asgeirsson mean value theorem. The mean value of solution for the higher order equation hay been discussed primarily and has no exact result at present. The mean value theorem for the higher order equation can be deduced and satisfied generalized biaxial symmetry potential equation by using the result of Asgeirsson mean value theorem and the properties of derivation and integration. Moreover, the mean value formula can be obtained by using the regular solutions of potential equation and the special properties of Jacobi polynomials. Its converse theorem is also proved. The obtained results make it possible to discuss on continuation of the solutions and well posed problem.
文摘In this paper we present a mean value theorem derived from Flett's mean value theorem. It turns out that cubic polynomials have the midpoint of the interval as their mean value point.To answer what class of functions have this property,we consider a functional equation associated with this mean value theorem.This equation is then solved in a general setting on abelian groups.
文摘In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.
基金supported by National Natural Science Foundation of China (Grant No.11071235)
文摘If n is a positive integer,let f (n) denote the number of positive integer solutions (n 1,n 2,n 3) of the Diophantine equation 4/n=1/n_1 + 1/n_2 + 1/n_3.For the prime number p,f (p) can be split into f 1 (p) + f 2 (p),where f i (p) (i=1,2) counts those solutions with exactly i of denominators n 1,n 2,n 3 divisible by p.In this paper,we shall study the estimate for mean values ∑ p<x f i (p),i=1,2,where p denotes the prime number.
基金supported by the NSF of China(11071144,11171187,11222110 and 71671104)Shandong Province(BS2011SF010,JQ201202)+4 种基金SRF for ROCS(SEM)Program for New Century Excellent Talents in University(NCET-12-0331)111 Project(B12023)the Ministry of Education of Humanities and Social Science Project(16YJA910003)Incubation Group Project of Financial Statistics and Risk Management of SDUFE
文摘We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, where the lower and the upper value functions are defined through this BSDE. The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method. We also show that the lower and the upper value functions satisfy the dynamic programming principle. Moreover, we study the associated Hamilton-Jacobi-Bellman-Isaacs(HJB-Isaacs)equations, which are nonlocal, and strongly coupled with the lower and the upper value functions. Using a new method, we characterize the pair(W, U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation. Furthermore, the game has a value under the Isaacs’ condition.
文摘In this paper, the solution, more general than [1], of a weak singular integral equation integral(0)(pi)integral(-infinity)(infinity) p(s,psi)d sk(psi)d psi=F(r,theta), (r,theta)epsilon (Q) over bar=Q+partial derivative Q subject to constraint p(s,psi)=0, for (s,psi)=(r,theta)is not an element of Q={r,theta)/F(r,theta)>c*} is found p=2/pi[root w g'(0)+integral(0)(w) root w-u g '(u)du] where k and F are given continuous functions; (s,psi) is a local polar coordinating with origin at M(r,theta); (r,theta) is the global polar coordinating with origin at O(0,0) F(r,theta)=c* (const.) is the boundary contour partial derivative Q of the considered range Q; g(w)=F(r,theta)/[pi k(psi(0))]; g'=dg/dw; w=N-r(2)sin(2)(theta+psi(0)); psi(0) and N are mean values. The solution shown in type (2.19) of [1] is a special case of the above solution and only suits F(r,theta)=w. The solution of a rigid cone contact with elastic half space, more simple and clear than Love's (1939), is given as an example of application.
基金supported by the National Natural Science Foundation of China(11071119,11171153)
文摘In this article, we prove that viscosity solutions of the parabolic inhomogeneous equationsn＋p/put-△p^Nu=f（x,t）can be characterized using asymptotic mean value properties for all p ≥ 1, including p = 1 and p = ∞. We also obtain a comparison principle for the non-negative or non-positive inhomogeneous term f for the corresponding initial-boundary value problem and this in turn implies the uniqueness of solutions to such a problem.
基金supported by the National Natural Science Foundation of China under Grant Nos.11171187,11222110Shandong Province under Grant No.JQ201202+1 种基金Program for New Century Excellent Talents in University under Grant No.NCET-12-0331111 Project under Grant No.B12023
文摘This paper discusses mean-field backward stochastic differential equations(mean-field BSDEs) with jumps and a new type of controlled mean-field BSDEs with jumps, namely mean-field BSDEs with jumps strongly coupled with the value function of the associated control problem. The authors first prove the existence and the uniqueness as well as a comparison theorem for the above two types of BSDEs. For this the authors use an approximation method. Then, with the help of the notion of stochastic backward semigroups introduced by Peng in 1997, the authors get the dynamic programming principle(DPP) for the value functions. Furthermore, the authors prove that the value function is a viscosity solution of the associated nonlocal Hamilton-Jacobi-Bellman(HJB) integro-partial differential equation, which is unique in an adequate space of continuous functions introduced by Barles, et al. in 1997.
