中国科学院数学与系统科学研究院期刊网

2023年, 第39卷, 第4期 刊出日期:2023-10-15
  

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  • Cai-feng WANG, Cong XIE, Zi-yu MA, Hui-min ZHAO
    应用数学学报(英文版). 2023, 39(4): 791-807. https://doi.org/10.1007/s10255-023-1095-y
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    In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dtC model, a stochastic volatility (SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo (MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index (SSE-CI) with respect to the proposed SV-dtC model and two classic SV-N (SV model with Normal distribution) and SV-T (SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dtC model has better performance by model checking, including independence test (Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion (DIC) also shows that the proposed model has a significant improvement in model fit over the others.
  • Chang-feng LI, Yi-rang YUAN, Huai-ling SONG
    应用数学学报(英文版). 2023, 39(4): 808-829. https://doi.org/10.1007/s10255-023-1099-7
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    In this paper the authors discuss a numerical simulation problem of three-dimensional compressible contamination treatment from nuclear waste. The mathematical model, a nonlinear convection-diffusion system of four PDEs, determines four major physical unknowns: the pressure, the concentrations of brine and radionuclide, and the temperature. The pressure is solved by a conservative mixed finite volume element method, and the computational accuracy is improved for Darcy velocity. Other unknowns are computed by a composite scheme of upwind approximation and mixed finite volume element. Numerical dispersion and nonphysical oscillation are eliminated, and the convection-dominated diffusion problems are solved well with high order computational accuracy. The mixed finite volume element is conservative locally, and get the objective functions and their adjoint vector functions simultaneously. The conservation nature is an important character in numerical simulation of underground fluid. Fractional step difference is introduced to solve the concentrations of radionuclide factors, and the computational work is shortened significantly by decomposing a three-dimensional problem into three successive one-dimensional problems. By the theory and technique of a priori estimates of differential equations, we derive an optimal order estimates in $L^2$ norm. Finally, numerical examples show the effectiveness and practicability for some actual problems.
  • Yuan-an ZHAO, Gao-wei CAO, Xiao-zhou YANG
    应用数学学报(英文版). 2023, 39(4): 830-853. https://doi.org/10.1007/s10255-023-1097-9
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    We investigate the global structures of the non-selfsimilar solutions for $n$-dimensional ($n$-D) non-homogeneous Burgers equation, in which the initial data has two different constant states, which are separated by a $({n-1})$-dimensional sphere. We first obtain the expressions of $n$-D shock waves and rarefaction waves emitting from the initial discontinuity. Then, by estimating the new kind of interactions of the related elementary waves, we obtain the global structures of the non-selfsimilar solutions, in which ingenious techniques are proposed to construct the $n$-D shock waves. The asymptotic behaviors with geometric structures are also proved.
  • Aria Ming-yue ZHU, Bao-xuan ZHU
    应用数学学报(英文版). 2023, 39(4): 854-867. https://doi.org/10.1007/s10255-023-1088-x
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    An independent set in a graph $G$ is a set of pairwise non-adjacent vertices. The independence polynomial of $G$ is the polynomial $\sum\limits_{A} x^{|A|}$, where the sum is over all independent sets $A$ of $G$. In 1987, Alavi, Malde, Schwenk and Erdős conjectured that the independence polynomial of any tree or forest is unimodal. Although this unimodality conjecture has attracted many researchers' attention, it is still open. Recently, Basit and Galvin even asked a much stronger question whether the independence polynomial of every tree is ordered log-concave. Note that if a polynomial has only negative real zeros then it is ordered log-concave and unimodal. In this paper, we observe real-rootedness of independence polynomials of rooted products of graphs. We find some trees whose rooted product preserves real-rootedness of independence polynomials. In consequence, starting from any graph whose independence polynomial has only real zeros, we can obtain an infinite family of graphs whose independence polynomials have only real zeros. In particular, applying it to trees or forests, we obtain that their independence polynomials are unimodal and ordered log-concave.
  • Qing GUO, Li-xiu DUAN
    应用数学学报(英文版). 2023, 39(4): 868-877. https://doi.org/10.1007/s10255-023-1086-z
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    In this paper, we are concerned with the the Schrödinger-Newton system with $L^2$-constraint. Precisely, we prove that there cannot exist multi-peak normalized solutions concentrating at $k$ different critical points of $V(x)$ under certain assumptions on asymptotic behavior of $V(x)$ and its first derivatives near these points. Especially, the critical points of $V(x)$ in this paper must be degenerate.
    The main tools are a local Pohozaev type of identity and the blow-up analysis. Our results also show that the asymptotic behavior of concentrated points to Schrödinger-Newton problem is quite different from the classical Schrödinger equations, which is mainly caused by the nonlocal term.
  • Rong-Xian YUE, Xin LIU, Kashinath CHATTERJEE
    应用数学学报(英文版). 2023, 39(4): 878-885. https://doi.org/10.1007/s10255-023-1089-9
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    This paper considers a linear regression model involving both quantitative and qualitative factors and an $m$-dimensional response variable y. The main purpose of this paper is to investigate $D$-optimal designs when the levels of the qualitative factors interact with the levels of the quantitative factors. Under a general covariance structure of the response vector y, here we establish that the determinant of the information matrix of a product design can be separated into two parts corresponding to the two marginal designs. Moreover, it is also proved that $D$-optimal designs do not depend on the covariance structure if we assume hierarchically ordered system of regression models.
  • Dong-juan NIU, Ying WANG
    应用数学学报(英文版). 2023, 39(4): 886-925. https://doi.org/10.1007/s10255-023-1090-3
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    In this paper we mainly deal with the global well-posedness and large-time behavior of the 2D tropical climate model with small initial data. We first establish the global well-posedness of solution in the Besov space, then we obtain the optimal decay rates of solutions by virtue of the frequency decomposition method. Specifically, for the low frequency part, we use the Fourier splitting method of Schonbek and the spectrum analysis method, and for the high frequency part, we use the global energy estimate and the behavior of exponentially decay operator.
  • Zhen-hai LIU, Nikolaos S. PAPAGEORGIOU
    应用数学学报(英文版). 2023, 39(4): 926-942. https://doi.org/10.1007/s10255-023-1087-y
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    We consider a Neumann problem driven by a ($p(z),q(z)$)-Laplacian (anisotropic problem) plus a parametric potential term with $\lambda>0$ being the parameter. The reaction is superlinear but need not satisfy the Ambrosetti-Rabinowitz condition. We prove a bifurcation-type theorem describing the changes in the set of positive solutions as the parameter $\lambda$ moves on $\mathring{\mathbb{R}}_+=(0,+\infty)$.
  • Bo TANG, Yan-ping CHEN, Bin XIE, Xiu-xiu LIN
    应用数学学报(英文版). 2023, 39(4): 943-961. https://doi.org/10.1007/s10255-023-1091-2
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    This paper aims to extend a space-time spectral method to address the multi-term time-fractional subdiffusion equations with Caputo derivative. In this method, the Jacobi polynomials are adopted as the basis functions for temporal discretization and the Lagrangian polynomials are used for spatial discretization. An efficient spectral approximation of the weak solution is established. The main work is the demonstration of the well-posedness for the weak problem and the derivation of a posteriori error estimates for the spectral Galerkin approximation. Extensive numerical experiments are presented to perform the validity of a posteriori error estimators, which support our theoretical results.
  • Qi-huai LIU, An XIE, Chao WANG
    应用数学学报(英文版). 2023, 39(4): 962-971. https://doi.org/10.1007/s10255-023-1093-0
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    This paper mainly studies the contact extension of conservative or dissipative systems, including some old and new results for wholeness. Then extension of contact system is corresponding to the symplectification of contact Hamiltonian system. This is a reciprocal process and the relation between symplectic system and contact system has been discussed. We have an interesting discovery that by adding a pure variable $p$, the slope of the tangent of the orbit, every differential system can be regarded as an independent subsystem of contact Hamiltonian system defined on the projection space of contact phase space.
  • Bing SU, Fu-kang ZHU, Ju HUANG
    应用数学学报(英文版). 2023, 39(4): 972-989. https://doi.org/10.1007/s10255-023-1096-x
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    The spatial and spatiotemporal autoregressive conditional heteroscedasticity (STARCH) models receive increasing attention. In this paper, we introduce a spatiotemporal autoregressive (STAR) model with STARCH errors, which can capture the spatiotemporal dependence in mean and variance simultaneously. The Bayesian estimation and model selection are considered for our model. By Monte Carlo simulations, it is shown that the Bayesian estimator performs better than the corresponding maximum-likelihood estimator, and the Bayesian model selection can select out the true model in most times. Finally, two empirical examples are given to illustrate the superiority of our models in fitting those data.
  • Xin ZHONG
    应用数学学报(英文版). 2023, 39(4): 990-1008. https://doi.org/10.1007/s10255-023-1094-z
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    We are concerned with singularity formation of strong solutions to the two-dimensional (2D) full compressible magnetohydrodynamic equations with zero resistivity in a bounded domain. By energy method and critical Sobolev inequalities of logarithmic type, we show that the strong solution exists globally if the temporal integral of the maximum norm of the deformation tensor is bounded. Our result is the same as Ponce's criterion for 3D incompressible Euler equations. In particular, it is independent of the magnetic field and temperature. Additionally, the initial vacuum states are allowed.
  • Ying CHEN, Lan TAO, Li ZHANG
    应用数学学报(英文版). 2023, 39(4): 1009-1031. https://doi.org/10.1007/s10255-023-1098-8
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    A coloring of graph $G$ is an injective coloring if its restriction to the neighborhood of any vertex is injective, which means that any two vertices get different colors if they have a common neighbor. The injective chromatic number $\chi_i(G)$ of $G$ is the least integer $k$ such that $G$ has an injective $k$-coloring. In this paper, we prove that (1) if $G$ is a planar graph with girth $g\geq 6$ and maximum degree $\Delta \geq 7$, then $\chi_i(G)\leq \Delta +2$; (2) if $G$ is a planar graph with $\Delta \geq24$ and without 3,4,7-cycles, then $\chi_i(G)\leq \Delta +2$.
  • Yuan-yuan KE, Jia-Shan ZHENG
    应用数学学报(英文版). 2023, 39(4): 1032-1064. https://doi.org/10.1007/s10255-023-1092-1
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    In this paper we deal with the initial-boundary value problem for the coupled Keller-Segel-Stokes system with rotational flux, which is corresponding to the case that the chemical is produced instead of consumed, $$ \left\{ \begin{array}{l} n_t+u\cdot\nabla n=\Delta n-\nabla\cdot(nS(x,n,c)\nabla c),\quad x\in \Omega, t>0, \\ c_t+u\cdot\nabla c=\Delta c-c+n,\quad x\in \Omega, \ \ t>0, \\ u_t+\nabla P=\Delta u+n\nabla \phi,\quad x\in \Omega, \ \ t>0, \\ \nabla\cdot u=0,\quad x\in \Omega, t>0 \end{array} \right. (KSS) $$ subject to the boundary conditions $(\nabla n-nS(x,n,c)\nabla c)\cdot\nu=\nabla c\cdot\nu=0$ and $u=0$, and suitably regular initial data $(n_0 (x),c_0 (x),u_0 (x))$, where $\Omega\subset \mathbb{R}^3$ is a bounded domain with smooth boundary $\partial\Omega$. Here $S$ is a chemotactic sensitivity satisfying $|S(x,n,c)|\leq C_S(1+n)^{-\alpha}$ with some $C_S> 0$ and $\alpha> 0$. The greatest contribution of this paper is to consider the large time behavior of solutions for the system (KSS), which is still open even in the 2D case. We can prove that the corresponding solution of the system (KSS) decays to $(\frac{1}{|\Omega|}\int_{\Omega}n_0,\frac{1}{|\Omega|}\int_{\Omega}n_0,0)$ exponentially, if the coefficient of chemotactic sensitivity is appropriately small. As a precondition to consider the asymptotic behavior, we also show the global existence and boundedness of the corresponding initial-boundary problem KSS with a simplified method. We find a new phenomenon that the suitably small coefficient $C_S$ of chemotactic sensitivity could benefit the global existence and boundedness of solutions to the model KSS.