15 January 2012, Volume 28 Issue 1
    

  • Select all
    |
  • ARTICLES
    Deterministic Time-inconsistent Optimal Control Problems — an Essentially Cooperative Approach
    Jiong-min YONG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 1-30.
    DOI:10.1007/s10255-012-0120-3
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    A general deterministic time-inconsistent optimal control problem is formulated for ordinary differential equations. To find a time-consistent equilibrium value function and the corresponding time-consistent equilibrium control, a non-cooperative N-person differential game (but essentially cooperative in some sense) is introduced. Under certain conditions, it is proved that the open-loop Nash equilibrium value function of the N-person differential game converges to a time-consistent equilibrium value function of the original problem, which is the value function of a time-consistent optimal control problem. Moreover, it is proved that any optimal control of the time-consistent limit problem is a time-consistent equilibrium control of the original problem.  
  • ARTICLES
    Asymptotic Estimates of Gerber-Shiu Functions in the Renewal Risk Model with Exponential Claims
    Li WEI
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 31-38.
    DOI:10.1007/s10255-012-0121-2
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large. Under the assumption that the claim-size distribution is exponential, we establish an explicit asymptotic formula. Some straightforward consequences of this formula match existing results in the field.  
  • ARTICLES
    Causal Analysis of Futures Sugar Prices in Zhengzhou
    Fang WANG, Xing-wei TONG, Jing XU, Jian-ping CHEN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 39-48.
    DOI:10.1007/s10255-012-0122-1
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    In this paper, we are interested in investigating the causal relationships among futures sugar prices in the Zhengzhou futures exchange market (ZF), the spot sugar prices in Zhengzhou (ZS) and the futures sugar prices in New York futures exchange market (NF). A useful tool called Bayesian network is introduced to analyze the problem. Since there are only three variables in our Bayesian network, the algorithm is straightforward: we display all the 25 possible network structures and adopt certain scoring metrics to evaluate them. We applied five different scoring metrics in total. Firstly, for each metric, we obtained 24 scores, each calculated from one of the 24 possible structures i.e. a Directed Acyclic Graph (DAG). Then we eliminated the network structure which represents the independence of the three variables according to our prior knowledge concerning the futures sugar market. After that, the optimal network structure which implies the causal relationships was selected according to the corresponding scoring metric. Finally, after comparing the results from different scoring metrics, we obtained the relatively affirmative conclusion that ZS causes ZF from both the Bayesian Dirichlet (BD) metric, Bayesian Dirichlet-Akaike Information Criterion (BD-AIC) metric, Bayesian Dirichlet-Bayesian Information Criterion (BD-BIC) metric and Bayesian Information Criterion (BIC) metric. The conclusions that NF causes ZF and ZF causes ZS from the Akaike Information Criterion (AIC) metric and ZF causes ZS from the BIC metric were useful and significant to our investigation.  
  • ARTICLES
    Heteroscedasticity and/or Autocorrelation Checks in Longitudinal Nonlinear Models with Elliptical and AR(1) Errors
    Chun-Zheng CAO, Jin-Guan LIN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 49-62.
    DOI:10.1007/s10255-012-0123-0
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR(1) errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-t, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-square and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.  
  • ARTICLES
    Analysis of SEτIRωS Epidemic Disease Models with Vertical Transmission in Complex Networks
    Xia LIU, De-ju XU
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 63-74.
    DOI:10.1007/s10255-012-0094-1
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    When the role of network topology is taken into consideration, one of the objectives is to understand the possible implications of topological structure on epidemic models. As most real networks can be viewed as complex networks, we propose a new delayed SEτIRωS epidemic disease model with vertical transmission in complex networks. By using a delayed ODE system, in a small-world (SW) network we prove that, under the condition R0 ≤ 1, the disease-free equilibrium (DFE) is globally stable. When R0 > 1, the endemic equilibrium is unique and the disease is uniformly persistent. We further obtain the condition of local stability of endemic equilibrium for R0 > 1. In a scale-free (SF) network we obtain the condition R1 > 1 under which the system will be of non-zero stationary prevalence.  
  • ARTICLES
    Local Influence Analysis for Semiparametric Reproductive Dispersion Nonlinear Models
    Xue-dong CHEN, Nian-sheng TANG, Xue-renWANG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 75-90.
    DOI:10.1007/s10255-012-0124-z
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    The present paper proposes a semiparametric reproductive dispersion nonlinear model (SRDNM) which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models. Maximum penalized likelihood estimates (MPLEs) of unknown parameters and nonparametric functions in SRDNM are presented. Assessment of local influence for various perturbation schemes are investigated. Some local influence diagnostics are given. A simulation study and a real example are used to illustrate the proposed methodologies.  
  • ARTICLES
    On Exact Solutions to Partial Differential Equations by the Modified Homotopy Perturbation Method
    Gang YANG, Ru-yun CHEN, Luo-gen YAO
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 91-98.
    DOI:10.1007/s10255-012-0119-9
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    Based on the modified homotopy perturbation method (MHPM), exact solutions of certain partial differential equations are constructed by separation of variables and choosing the finite terms of a series in p as exact solutions. Under suitable initial conditions, the PDE is transformed into an ODE. Some illustrative examples reveal the efficiency of the proposed method.  
  • ARTICLES
    Model Checking for a General Linear Model with Nonignorable Missing Covariates
    Zhi-hua SUN, Wai-Cheung IP, Heung WONG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 99-110.
    DOI:10.1007/s10255-012-0125-y
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    In this paper, we investigate the model checking problem for a general linear model with nonignorable missing covariates. We show that, without any parametric model assumption for the response probability, the least squares method yields consistent estimators for the linear model even if only the complete data are applied. This makes it feasible to propose two testing procedures for the corresponding model checking problem: a score type lack-of-fit test and a test based on the empirical process. The asymptotic properties of the test statistics are investigated. Both tests are shown to have asymptotic power 1 for local alternatives converging to the null at the rate n-r, 0 ≤ r < (1/2). Simulation results show that both tests perform satisfactorily.  
  • ARTICLES
    A Better Semi-online Algorithm for Q3/s1 = s2 ≤ s3/Cmin with the Known Largest Size
    Sheng-yi CAI, Qi-fan YANG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 111-116.
    DOI:10.1007/s10255-012-0137-7
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    This paper investigates the semi-online machine covering problem on three special uniform machines with the known largest size. Denote by sj the speed of each machine, j = 1, 2, 3. Assume 0 < s1 = s2 = r ≤ t = s3, and let s = t/r be the speed ratio. An algorithm with competitive ratio max{2, (3s+6)/(s+6)} is presented. We also show the lower bound is at least max{2, (3s)/(s+6)}. For s ≤ 6, the algorithm is an optimal algorithm with the competitive ratio 2. Besides, its overall competitive ratio is 3 which matches the overall lower bound. The algorithm and the lower bound in this paper improve the results of Luo and Sun.  
  • ARTICLES
    Some Numerical Quadrature Schemes of a Non-conforming Quadrilateral Finite Element
    Xiao-fei GUAN, Ming-xia LI, Shao-chun CHEN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 117-126.
    DOI:10.1007/s10255-012-0127-9
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    Numerical quadrature schemes of a non-conforming finite element method for general second order elliptic problems in two dimensional (2-D) and three dimensional (3-D) space are discussed in this paper. We present and analyze some optimal numerical quadrature schemes. One of the schemes contains only three sampling points, which greatly improves the efficiency of numerical computations. The optimal error estimates are derived by using some traditional approaches and techniques. Lastly, some numerical results are provided to verify our theoretical analysis.  
  • ARTICLES
    Erdos-Ko-Rado Theorems of Labeled Sets
    Xing-bo GENG, Yu-shuang LI
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 127-130.
    DOI:10.1007/s10255-012-0128-8
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    For k = (k1, … , kn) ∈ Nn, 1 ≤ k1 ≤ … ≤ kn, let Lkr be the family of labeled r-sets on k given by Lkr := {{(a1, la1), … , (ar, lar)} : {a1, … , ar} ⊆ [n], lai ∈ [kai], i = 1, … , r}. A family A of labeled r-sets is intersecting if any two sets in A intersect. In this paper we give the sizes and structures of intersecting families of labeled r-sets.  
  • ARTICLES
    Stabilization of Nonuniform Euler-Bernoulli Beam with Locally Distributed Feedbacks
    Xian-bing CAO, Qing-xu YAN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 131-138.
    DOI:10.1007/s10255-012-0129-7
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    In this article, we study the stabilization problem of a nonuniform Euler-Bernoulli beam with locally distributed feedbacks. Firstly, using the semi-group theory, we establish the well-posedness of the associated closed loop system. Then by proving the uniqueness of the solution of a related ordinary differential equations, we derive the asymptotic stability of the closed loop system. Finally, by means of the piecewise frequency domain multiplier method, we prove that the corresponding closed loop system can be exponentially stabilized by only one of the two distributed feedback controls proposed in this paper.  
  • ARTICLES
    The Additive Hazard Mixing Models
    Ping LI, Xiao-liang LING
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 139-148.
    DOI:10.1007/s10255-010-0022-1
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    This paper is concerned with the aging and dependence properties in the additive hazard mixing models including some stochastic comparisons. Further, some useful bounds of reliability functions in additive hazard mixing models are obtained.  
  • ARTICLES
    Symmetry of the Point Spectrum of Infinite Dimensional Hamiltonian Operators and Its Applications
    Hua WANG, Alatancang, Jun-jie HUANG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 149-156.
    DOI:10.1007/s10255-012-0130-1
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    This paper studies the symmetry, with respect to the real axis, of the point spectrum of the upper triangular infinite dimensional Hamiltonian operator H. Note that the point spectrum of H can be described as σp(H) = σp(A)∪σp1(-A*). Using the characteristic of the set σp1(-A*), we divide the point spectrum σp(A) of A into three disjoint parts. Then, a necessary and sufficient condition is obtained under which σp1(-A*) and one part of σp(A) are symmetric with respect to the real axis each other. Based on this result, the symmetry of σp(H) is completely given. Moreover, the above result is applied to thin plates on elastic foundation, plane elasticity problems and harmonic equations.  
  • ARTICLES
    Singular Quasilinear Elliptic Problems with Indefinite Weights and Critical Potential
    Gao JIA, Qing ZHAO, Chun-yan DAI
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 157-164.
    DOI:10.1007/s10255-012-0131-0
    Abstract ( )      Knowledge map   Save
    The Dirichlet problem for a quasilinear sub-critical inhomogeneous elliptic equation with critical potential and singular coefficients, which has indefinite weights in RN, is studied in this paper. We discuss the corresponding eigenvalue problems by the variational techniques and Picone’s identity, and obtain the existence of non-trivial solutions for the inhomogeneous Dirichlet problem by using Hardy inequality, Mountain Pass Lemma in conjunction with the property of eigenvalues.  
  • ARTICLES
    Random Attractors of Stochastic Non-Newtonian Fluids
    Chun-xiao GUO, Bo-ling GUO, Yong-qian HAN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 165-180.
    DOI:10.1007/s10255-012-0132-z
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    The present paper investigates the asymptotic behavior of solutions for stochastic non-Newtonian fluids in a two-dimensional domain. Firstly, we prove the existence of random attractors ΛH(ω) in H; Secondly, we prove the existence of random attractors ΛV (ω) in V. Then we verify regularity of the random attractors by showing that ΛH(ω) = ΛV (ω), which implies the smoothing effect of the fluids in the sense that solution becomes eventually more regular than the initial data.  
  • ARTICLES
    Exponential Stability Analysis of Cohen-Grossberg Neural Networks with Time-varying Delays
    Yi-min MENG, Li-hong HUANG, Zhao-hui YUAN
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 181-192.
    DOI:10.1007/s10255-012-0133-y
    Abstract ( )      Knowledge map   Save
    In this paper, we study Cohen-Grossberg neural networks (CGNN) with time-varying delay. Based on Halanay inequality and continuation theorem of the coincidence degree, we obtain some sufficient conditions ensuring the existence, uniqueness, and global exponential stability of periodic solution. Our results complement previously known results.  
  • ARTICLES
    Ordering Graphs with Cut Edges by Their Spectral Radii
    Kun-fu FANG
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 193-200.
    DOI:10.1007/s10255-012-0134-x
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    Let Gnk denote a set of graphs with n vertices and k cut edges. In this paper, we obtain an order of the first four graphs in Gnk in terms of their spectral radii for 6 ≤ k ≤ (n-2)/3 .  
  • ARTICLES
    Componentwise Complementary Cycles in Multipartite Tournaments
    Zhi-hong HE, Guo-jun LI, Xue-qin ZHOU
    Acta Mathematicae Applicatae Sinica(English Series). 2012, 28(1): 201-208.
    DOI:10.1007/s10255-012-0135-9
    Abstract ( )    Download PDF ( )   Knowledge map   Save
    The problem of complementary cycles in tournaments and bipartite tournaments was completely solved. However, the problem of complementary cycles in semicomplete n-partite digraphs with n ≥ 3 is still open. Based on the definition of componentwise complementary cycles, we get the following result. Let D be a 2-strong n-partite (n ≥ 6) tournament that is not a tournament. Let C be a 3-cycle of D and D \ V (C) be nonstrong. For the unique acyclic sequence D1,D2, … ,Dα of D\V (C), where α ≥ 2, let Dc = {Di|Di contains cycles, i = 1, 2, … , α}, Dc = {D1,D2, … ,Dα} \ Dc. If Dc ≠ Ø, then D contains a pair of componentwise complementary cycles.  
Journal Online
News More