中国科学院数学与系统科学研究院期刊网

28 May 2026, Volume 49 Issue 3
    

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  • ZHANG Jing, LI Xuerui, CHEN Mingyue
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 419-434. https://doi.org/10.20142/j.cnki.amas.202600022
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    In the era of big data, fields such as biomedicine and finance face significant challenges in modeling complex relationships among variables. Accurate identification of key interaction effects is essential for improving predictive accuracy and uncovering underlying mechanisms. Nevertheless, high-dimensional data contain numerous covariates, and the number of interaction terms rises sharply. Incorporating all candidate terms into models will inevitably result in heavy computational burden and serious overfitting. Accordingly, efficient screening of influential main and interaction effects has become an urgent research issue. This paper proposes a model-free variable screening approach based on the Hilbert——Schmidt Independence Criterion (HSIC) and two-step screening strategy for ultrahigh-dimensional right-censored survival data. The method can simultaneously select significant main and interaction effects and accommodate ultrahigh dimensionality. Numerical simulations and real data analyses verify that the proposed method possesses satisfactory screening accuracy and desirable robustness under various circumstances.
  • CHEN Yong-bo, CHENG Hao
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 435-452. https://doi.org/10.20142/j.cnki.amas.202501036
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    We consider the source term identification problem of space-time fractional diffusion equation. The ill-posedness of the problem is analyzed. The regularized solution of the inverse source problem is obtained by using the iterative generalized quasi-reversibility regularization method, and the error estimates between the regularized solution and the exact solution are given under the prior and posterior regularization parameter selection rules. Finally, numerical results show the effectiveness and stability of the method.
  • CAI Dingjiao, WU peng, TONG Xingwei
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 453-468. https://doi.org/10.20142/j.cnki.amas.202501027
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    For each study subject, continuous observations were conducted during certain time intervals, while periodic observations were made at other times. Consequently, precise event occurrence times could be observed during some periods, while only the number of events occurring was observed during other periods. Such data is referred to as Type II mixed recurrent event data. This paper addresses the regression analysis of Type II mixed recurrent events. Assuming that the underlying event process follows a non-homogeneous Poisson process, a semi-parametric regression model is established. The maximum likelihood estimation procedure for unknown parameters and baseline intensity function is provided. The consistency and asymptotic normality of the estimation are theoretically proven, and simulation results validate the aforementioned theory. Finally, this method is applied to a medical issue concerning tumor recurrence.
  • XIONG Wenkai, WU Ranchao
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 469-484. https://doi.org/10.20142/j.cnki.amas.202501026
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    In this paper geometrical singular perturbation and canard solution theory are employed to investigate the dynamics of a predator-prey model. The model is modified Leslie-Gower one with weak Allee effect in prey and fear effect in predators. First the existence of equilibrium points and their stability are presented, then by using geometrical singular perturbation and canard solution theory, the canard explosion and relaxation oscillation are found. Numerical simulations verify the effectiveness of theoretical analysis.
  • MAI Yuanwei, SUN Jinyi, MU Xiaotong
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 485-500. https://doi.org/10.20142/j.cnki.amas.202501015
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    By striking new balances between the regularizing effects of the fractional Laplacian dissipation and the dispersive effects of rotation, we prove the global well-posedness of Cauchy problem for the three-dimensional generalized rotating Magnetohydrodynamic equations when the initial data satisfy certain smallness conditions in Besov spaces. It is worth mentioning that our result permits the initial velocity to be arbitrarily large provided that the rotation parameter is sufficiently large.
  • LUO Yumin, LIN Zhihan, CHEN Xiaopeng
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 501-515. https://doi.org/10.20142/j.cnki.amas.202501004
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    The rough Bergomi stochastic volatility model is an important class of stochastic volatility models that provieds better accuracy in the characterization of volatility for option pricing. At present, the research on the rough Bergomi stochastic volatility model and its parameters calibration is in the exploratory stage. It is particularly important to seek a rough Bergomi stochastic volatility model that fits the changes in option prices in China. This article studies the neural network calibration of parameters and option pricing under this model, and conducts empirical analysis on China's CSI 300 ETF options. This article uses the neural network two-step calibration method and R/S analysis method to estimate the parameters of the Hurst index and compare the optimal estimation effect of the Hurst index. Then, by optimizing the neural network two-step calibration, it achieves more accurate parameter calibration for the rough Bergomi model. Finally, by comparing the pricing results of rough Bergomi model with the traditional Black-Scholes model and the BP neural network, it is found that the optimized rough Bergomi model has the highest accuracy and is more realistic.
  • YANG Ying, WEI GuangSheng, WEI ZhaoYing
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 516-527. https://doi.org/10.20142/j.cnki.amas.202600005
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    In this paper, we consider the $PT$ symmetric integro-differential operator defined on the interval $[0,\pi]$, which is a Sturm-Liouville differential operator with midpoint-symmetric potential, perturbed by a Volterra integral operator. On this basis, the paper establishes the uniqueness theorem for the inverse spectral problem of this operator. First, the integral expressions for the initial value solutions of the operator and related formulas are presented, and the estimation of its kernel functions are conducted. Subsequently, by combining the Fredholm integral equation and the Banach contraction mapping principle, under the conditions that the kernel $M$ of the Volterra integral operator(as the perturbation term) is given, and the norms of both the potential function and the kernel function are sufficiently small, it is proven that a single Dirichlet spectrum can uniquely determine the symmetric potential function on the entire interval $[0,\pi]$.
  • ZHENG Weishan
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 528-544. https://doi.org/10.20142/j.cnki.amas.202600026
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    Solving Volterra calculus equations has various applications in many aspects of science. The delay weakly singular kernel makes it difficult for most existing numerical simulations to deal with. Therefore developing an efficient and accurate solver is a challenge. In this paper, the approximation by Jacobi spectral method is constructed for the delay Volterra calculus equation with weakly singular kernel. The error analysis is also provided to justify the high-order accuracy of convergence for the error of approximate solution and the error of approximate derivative. We get the conclusion that both kinds of errors decay exponentially in both $L^{\infty}$ norm and $L^{2}_{\omega^{-r,-r}}$ norm. In the last section, numerical tests are displayed to confirm the reliability of the Jacobi spectral analysis.
  • LIU Zhan, ZHOU Qing, LI Ruohan, PAN Yingli
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 545-565. https://doi.org/10.20142/j.cnki.amas.202600027
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    The development of big data and the network has made it more and more convenient to obtain non-probability samples. However, it is difficult to infer the population in the case of the unknown selection probability of non-probability samples. On the other hand, the probability samples have known inclusion probability and are representative of the population. However, the target variables from the probability samples may even be missing while cost and nonresponse rate are increasing by year. Thus, how to combine the two samples to estimate the population is worth studying when existing probability samples with missing target variables and non-probability samples with complete data. To solve this problem, a nonparametric superpopulation local polynomial model based on non-probability samples is established to predict the missing target variables from probability samples, then a propensity score model is established to estimate the selection probability of non-probability samples, and further estimate the prediction error of the nonparametric superpopulation local polynomial model to obtain the population estimator finally. Simulation and empirical research results show that compared with imputation estimator and propensity score inverse weighted estimator, the absolute relative bias, standard deviation and mean square error of the proposed estimator are the smallest, regardless of whether the nonparametric superpopulation local polynomial model or the propensity score model is correctly specified or not. Besides, the corresponding bootstrap variance estimation is also small, which implies that the proposed estimator performs well.
  • ZHU Enwen, ZOU Zhuojun, WANG Taotao
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 566-599. https://doi.org/10.20142/j.cnki.amas.202600033
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    The bilinear time series model, as an important class of nonlinear models, has been widely applied in fields such as control theory and econometrics, particularly for modeling seismic data and other scenarios exhibiting abrupt volatility characteristics. Compared with traditional linear models, this class of models can more effectively capture occasional explosive features in time series data. This paper focuses on a class of bilinear time series models with time-functional variance (TFV) noise, establishing asymptotic theory for the generalized autoregressive conditional heteroskedasticity-type maximum likelihood estimator (GMLE) based on sieve estimation. Under the condition of finite fourth moments for error terms, we prove that the generalized maximum likelihood estimator is consistent and asymptotically normally distributed. Furthermore, we conduct numerical simulations to evaluate the finite-sample performance of the sieve-based GMLE.
  • JIANG Jinping, WANG Sibo, WANG Xue
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 600-616. https://doi.org/10.20142/j.cnki.amas.202600028
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    In this paper, the long-term dynamic behavior of the solution for Boussinesq equation with time-dependent memory kernel is studied, and the existence and uniqueness of the weak solution of the Boussinesq equation with time-dependent memory kernel are proved by Galerkin's method, and secondly, the existence and invariance of time-dependent global attractors are proved by asymptotic regular estimation.
  • FU Huijie, XU Meizhen
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 617-636. https://doi.org/10.20142/j.cnki.amas.202600017
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    In this thesis, a class of second-order complex coefficient differential operator with eigenparameters dependent internal point conditions is considered. By introducing a linear operator $A$ related to the problem in a suitable Hilbert space, the considered problem can be interpreted as the study of the operator in this space, and it is proved that the operator $A$ is $J$-self-adjoint. In addition, the basic solutions of the operator, the asymptotic formula of the basic solutions and the asymptotic formula of the eigenvalue are given. Furthermore, the Green's function and the resolvent operator of this operator are derived.
  • YU Qing, LIU Haiyan, CHEN Mi
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 637-650. https://doi.org/10.20142/j.cnki.amas.202501003
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    This paper studies the problem of optimal investment and proportional reinsurance under the mean-variance criterion, assuming that the price of the risky asset follows a 4/2-Cox-Ingersoll-Ross (CIR) stochastic mixed model. According to the Lagrangian duality theory, the mean-variance problem is transformed into solving a max-min problem. With the aid of optimal control theory and the Hamilton-Jacobi-Bellman (HJB) equation under the corresponding utility function, the expression for the optimal investment-proportional reinsurance strategy is derived. Finally, by calculating the optimal Lagrangian multiplier, the solution to the original optimization problem is obtained. In addition, a numerical example is provided to reveal the impact of model parameters on the optimal investment-reinsurance strategy.
  • LI Minmin, CHEN Wangxue, DAI Wenchen
    Acta Mathematicae Applicatae Sinica. 2026, 49(3): 651-664. https://doi.org/10.20142/j.cnki.amas.202501020
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    In this paper, a maximum likelihood estimator (MLE) of the parameter of the Epanechnikov-exponential distribution and its properties are respectively studied under simple random sampling(SRS) and balanced ranked set sampling(RSS). Both theoretical and numerical results demonstrate that the MLE under balanced RSS is asymptotically more effective than the MLE under SRS. Additionally, we investigate the asymptotic efficiency of the MLE under imperfect balanced RSS, taking into account the potential presence of ranked errors. Both theoretical and numerical results show that the MLE under imperfect balanced RSS is at least as effective as the MLE under SRS.