中国科学院数学与系统科学研究院期刊网

2025年, 第41卷, 第3期 刊出日期:2025-07-15
  

  • 全选
    |
    ARTICLES
  • Yue-yun HU, Zhan SHI
    应用数学学报(英文版). 2025, 41(3): 601-636. https://doi.org/10.1007/s10255-025-0047-0
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The biased random walk on supercritical Galton-Watson trees is known to exhibit a multiscale phenomenon in the slow regime: the maximal displacement of the walk in the first $n$ steps is of order $(\log n)^3$, whereas the typical displacement of the walk at the $n$-th step is of order $(\log n)^2$. Our main result reveals another multiscale property of biased walks: the maximal potential energy of the biased walks is of order $(\log n)^2$ in contrast with its typical size, which is of order $\log n$. The proof relies on analyzing the intricate multiscale structure of the potential energy.
  • Ge WANG, Yu-xuan LU, Qing ZHOU, Wei-lin XIAO
    应用数学学报(英文版). 2025, 41(3): 637-665. https://doi.org/10.1007/s10255-024-1094-7
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we propose a new method for spread option pricing under the multivariate irreducible diffusions without jumps and with different types of jumps by the expansion of the transition density function. By the quasi-Lamperti transform, which unitizes the diffusion matrix at the initial time, and applying the small-time It$\mathrm{\hat{o}}$-Taylor expansion method, we derive explicit recursive formulas for the expansion coefficients of transition densities and spread option prices for multivariate diffusions with jumps in return. It is worth mentioning that we also give the closed-form formula of spread option price whose underlying asset price processes contain a Merton jump and a double exponential jump, which is innovative compared with current literature. The theoretical proof of convergence is presented in detail.
  • Xu-long QIN, Hua QIU, Zheng-an YAO
    应用数学学报(英文版). 2025, 41(3): 666-680. https://doi.org/10.1007/s10255-025-0011-z
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we consider the Cauchy problem of the $d$-dimensional damping incompressible magnetohydrodynamics system without dissipation. Precisely, this system includes a velocity damped term and a magnetic damped term. We establish the existence and uniqueness of global solutions to this damped system in the critical Besov spaces by means of the Fourier frequency localization and Bony paraproduct decomposition.
  • Zhen-jie NIU, Biao LI
    应用数学学报(英文版). 2025, 41(3): 681-691. https://doi.org/10.1007/s10255-024-1032-8
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, $\bar{\partial}$-dressing method based on a local $3\times 3$ matrix $\bar{\partial}$-problem with non-normalization boundary conditions is used to investigate coupled two-component Kundu-Eckhaus equations. Firstly, we propose a new compatible system with singular dispersion relation, that is time spectral problem and spatial spectral problem of coupled two-component Kundu-Eckhaus equations via constraint equations. Then, we derive a hierarchy of nonlinear evolution equations by introducing a recursive operator. At last, by solving constraint matrixes, a spectral transform matrix is given which is sufficiently important for finding soliton solutions of potential function, and we obtain $N$-soliton solutions of coupled two-component Kundu-Eckhaus equations.
  • ARTICLES
  • Jia-ming WANG, Mei-qiao AI, Zhi-min ZHANG
    应用数学学报(英文版). 2025, 41(3): 692-709. https://doi.org/10.1007/s10255-024-1035-5
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we propose an efficient and accurate method for pricing Guaranteed Minimum Death Benefit (GMDB) under time-changed Lévy processes. Suppose that the GMDB payoff depends on a dollar cost averaging (DCA) style periodic investment, and the activity rate process in stochastic time change is modeled by a square-root process. We develop a recursive method to derive the closed form valuation formula by using the frame duality projection method. Numerical examples are reported for demonstrating the effectiveness of our approach and illustrating the interplay between contract parameters and the valuation.
  • Han-wu LI
    应用数学学报(英文版). 2025, 41(3): 710-726. https://doi.org/10.1007/s10255-024-1056-0
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we study the problem of irreversible investment under endowment constraints. We first establish the existence and uniqueness of the result and then demonstrate the necessity and sufficient conditions for optimality. Based on this condition, we provide a characterization for optimal investment plans, which can be obtained by the so-called base capacity solving a backward equation. We may obtain explicit solutions for certain typical cases.
  • Cai-zhen JIAO, Rui-chang PEI
    应用数学学报(英文版). 2025, 41(3): 727-740. https://doi.org/10.1007/s10255-025-0017-6
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, by using the concentration-compactness principle and a version of symmetry mountain pass theorem, we establish the existence and multiplicity of solutions to the following $p$-biharmonic problem with critical nonlinearity: $$\Bigg\{\begin{array}{ll} \Delta_p^2u=f(x,u)+\mu|u|^{p^*-2}u ~&\text{in}~\Omega, \\ u=\dfrac{\partial u}{\partial \nu}=0 ~&\text{on}~\partial \Omega, \end{array}$$ where $\Omega$ is a bounded domain in $\mathbb{R}^N$ $(N\geq 3)$ with smooth boundary, $\Delta_p^2u=\Delta(|\Delta u|^{p-2}\Delta u),$ $1 < p< \frac{N}{2}$, $p^*=\frac{Np}{N-2p},$ $\frac{\partial u}{\partial \nu}$ is the outer normal derivative, $\mu$ is a positive parameter and $f:\Omega\times \mathbb{R}\rightarrow \mathbb{R}$ is a Carathéodory function.
  • Zhi-chao JIANG, Jing-hua HE, Bo-hai CHEN
    应用数学学报(英文版). 2025, 41(3): 741-764. https://doi.org/10.1007/s10255-024-1069-8
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The stable switching phenomenon of a diffusion mussel-algae system with two delays and half saturation constant is studied. The stability of positive equilibrium and the existence of Hopf bifurcation on two-delay plane are investigated by calculating the stability switching curves. The normal form on the central manifold near Hopf bifurcation point is also derived. It can find that two different delays can induce the stable switches which cannot occur with the same delays. Through numerical simulations, the region of complete stability of system increases with the increase of half-saturation constant, indicating that the half-saturation constant contributes to the stability of system. In addition, double Hopf bifurcations may occur due to the intersection of bifurcation curves. These results show that two different delay and half-saturation constant have important effects on the system. The numerical simulation results validate the correctness of the theoretical analyses.
  • Ze-tu GAO, Jian-hua YIN
    应用数学学报(英文版). 2025, 41(3): 765-774. https://doi.org/10.1007/s10255-025-0024-7
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Given a distribution of pebbles on the vertices of a connected graph $G$, a pebbling move on $G$ consists of taking two pebbles off one vertex and placing one on an adjacent vertex. Rubbling is a version of pebbling where an additional move is allowed. In this new move, one pebble each is removed at vertices $u$ and $w$ that are adjacent to a vertex $v$, and an extra pebble is added at vertex $v$. The rubbling number of $G$, denoted by $\rho(G)$, is the smallest number $m$ such that for every distribution of $m$ pebbles on $G$ and every vertex $v$, at least one pebble can be moved to $v$ by a sequence of rubbling moves. The optimal rubbling number of $G$, denoted by $\rho_{opt}(G)$, is the smallest number $k$ such that for some distribution of $k$ pebbles on $G$, one pebble can be moved to any vertex of $G$. In this paper, we determine $\rho(G)$ for a non-complete bipartite graph $G\in B(s,t)$ with $\delta(G)\ge \lceil \frac{2s+1}{3}\rceil$, give an upper bound of $\rho(G)$ for $G\in B(s,t)$ with $\delta(G)\ge \lceil \frac{s+1}{2}\rceil$, and also obtain $\rho_{opt}(G)$ for a non-complete bipartite graph $G\in B(s,t)$ with $\delta(G)\ge \lceil \frac{s+1}{2}\rceil$, where $B(s,t)$ is the set of all connected bipartite graphs with partite sets of size $s$ and $t$ ($s\ge t$) and $\delta(G)$ is the minimum degree of $G$.
  • Ying-hua LI, Yong-song QIN
    应用数学学报(英文版). 2025, 41(3): 775-796. https://doi.org/10.1007/s10255-025-0025-6
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this article, we study the empirical likelihood (EL) method for autoregressive models with spatial errors. The EL ratio statistics are constructed for the parameters of the models. It is shown that the limiting distributions of the EL ratio statistics are chi-square distributions, which are used to construct confidence intervals for the parameters of the models. A simulation study is conducted to compare the performances of the EL based and the normal approximation (NA) based confidence intervals. Simulation results show that the confidence intervals based on EL are superior to the NA based confidence intervals.
  • Yu-cong TANG, Tong LI
    应用数学学报(英文版). 2025, 41(3): 797-805. https://doi.org/10.1007/s10255-023-1041-z
    摘要 ( ) PDF全文 ( )   可视化   收藏
    For an $r$-uniform hypergraph $F$, the anti-Ramsey number ${\rm ar}(n,r,F)$ is the minimum number $c$ of colors such that an $n$-vertex $r$-uniform complete hypergraph equipped any edge-coloring with at least $c$ colors unavoidably contains a rainbow copy of $F$. In this paper, we determine the anti-Ramsey number for cycles of length three in $r$-uniform hypergraphs for $r\geq 3$, including linear cycles, loose cycles and Berge cycles.
  • Wen-long SUN, Chun-lin LAI, Yun-yun LIANG
    应用数学学报(英文版). 2025, 41(3): 806-817. https://doi.org/10.1007/s10255-024-1057-z
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The purpose of this work is to investigate the boundedness of the pullback attractors for the micropolar fluid flows in two-dimensional unbounded domains. Exactly, the $H^1$-boundedness and $H^2$-boundedness of the pullback attractors are established when the external force $F(t,x)$ has different regularity with respect to time variable, respectively.
  • Min HU, Shui-yi HU, Cong QIN, Fan ZHOU
    应用数学学报(英文版). 2025, 41(3): 818-846. https://doi.org/10.1007/s10255-024-1028-4
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we propose a pricing model of airbag options with discrete monitoring, time-varying barriers, early exercise opportunities, and other popular features simultaneously. We show that the option value is a viscosity solution of a PDE system. In particular, a closed-form solution is obtained in the classic Black-Scholes economy with no early exercise opportunities. For the general case, we develop a numerical algorithm and conduct an extensive numerical analysis after calibrating the model to the CSI 500 index in China. Greek letters, dynamic hedging, and assessment of investing in airbag options are also studied.
  • Jun WANG, Li WANG, Qiao-cheng ZHONG
    应用数学学报(英文版). 2025, 41(3): 847-858. https://doi.org/10.1007/s10255-024-1031-9
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper is devoted to the following fractional relativistic Schrödinger equation: \begin{equation*} (-\Delta+m^{2})^su+V(x)u=f(x,u), \qquad x\in \mathbb{R}^N, \end{equation*} where $(-\Delta+m^{2})^s$ is the fractional relativistic Schrödinger operator, $s\in (0, 1), m>0,$ $V : \mathbb{R}^N \to \mathbb{R}$ is a continuous potential and $f: \mathbb{R}^N\times\mathbb{R} \to \mathbb{R}$ is a superlinear continuous nonlinearity with subcritical growth. We consider the case where the potential $V$ is indefinite so that the relativistic Schrödinger operator $(-\Delta+m^{2})^s+V$ possesses a finite-dimensional negative space. With the help of extension method and Morse theory, the existence of a nontrivial solution for the above problem is obtained.
  • Li-hang HOU, Bo HOU, Suo-gang GAO
    应用数学学报(英文版). 2025, 41(3): 859-875. https://doi.org/10.1007/s10255-025-0005-x
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Let $\Gamma$ denote a bipartite Q-polynomial distance-regular graph with vertex set $X$, valency $k\geq 3$ and diameter $D\geq 3$. Let $A$ be the adjacency matrix of $\Gamma$ and let $A^*:=A^*(x)$ be the dual adjacency matrix of $\Gamma$ with respect to a fixed vertex $x \in X$. Let $T:=T(x)$ denote the Terwilliger algebra of $\Gamma$ generated by $A$ and $A^*$. In this paper, we first describe the relations between $A$ and $A^*$. Then we determine the dimensions of both $T$ and the center of $T$, and moreover we give a basis of $T$.
  • Farid Boussama, Hafida Guerbyenne, Khedidja Serier Abdallah
    应用数学学报(英文版). 2025, 41(3): 876-897. https://doi.org/10.1007/s10255-025-0012-y
    摘要 ( ) PDF全文 ( )   可视化   收藏
    This paper introduces the new class of periodic multivariate GARCH models in their periodic BEKK specification. Semi-polynomial Markov chains combined with algebraic geometry are used to obtain some properties like irreducibility. We impose weak conditions to obtain the strict periodic stationarity and the geometric ergodicity of the process, via the theory of positive linear operators on a cone : it is supposed that zero belongs to the support of the driving noise density which is absolutely continuous with respect to the Lebesgue measure and the spectral radius of a matrix built from the periodic coefficients of the model is smaller than one.
  • Lin SUN, De-rong SUN, Xin LI, Guang-long YU
    应用数学学报(英文版). 2025, 41(3): 898-914. https://doi.org/10.1007/s10255-024-1148-x
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Given a simple graph $G=(V, E)$ and its (proper) total coloring $\phi$ with elements of the set $\{1, 2,\cdots, k\}$, let $w_{\phi}(v)$ denote the sum of the color of $v$ and the colors of all edges incident with $v$. If for each edge $uv\in E$, $w_{\phi}(u)\neq w_{\phi}(v)$, we call $\phi$ a neighbor sum distinguishing total coloring of $G$. Let $L=\{L_x\, |\, x\in V\cup E\}$ be a set of lists of real numbers, each of size $k$. The neighbor sum distinguishing total choosability of $G$ is the smallest $k$ for which for any specified collection of such lists, there exists a neighbor sum distinguishing total coloring using colors from $L_x$ for each $x\in V\cup E$, and we denote it by ${\rm ch}''_{\sum}(G)$. The known results of neighbor sum distinguishing total choosability are mainly about planar graphs. In this paper, we focus on $1$-planar graphs. A graph is $1$-planar if it can be drawn on the plane so that each edge is crossed by at most one other edge. We prove that ${\rm ch}''_{\sum}(G)\leq \Delta+4$ for any $1$-planar graph $G$ with $\Delta\geq 15$, where $\Delta$ is the maximum degree of $G$.