Predictable forward performance processes(PFPPs)are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead.This i...Predictable forward performance processes(PFPPs)are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead.This is a common scenario in which a controlling agent frequently re-calibrates her model.We introduce a new class of PFPPs based on rank-dependent utility,generalizing existing models that are based on expected utility theory(EUT).We establish existence of rank-dependent PFPPs under a conditionally complete market and exogenous probability distortion functions which are updated periodically.We show that their construction reduces to solving an integral equation that generalizes the integral equation obtained under EUT in previous studies.We then propose a new approach for solving the integral equation via theory of Volterra equations.We illustrate our result in the special case of conditionally complete Black-Scholes model.展开更多
In this article, regularity criteria for the 3D magnetohydrodynamic equations are investigated. Some sufficient integrability conditions on two components or the gradient of two components of u + B and u - B in Morre...In this article, regularity criteria for the 3D magnetohydrodynamic equations are investigated. Some sufficient integrability conditions on two components or the gradient of two components of u + B and u - B in Morrey-Campanato spaces are obtained.展开更多
In the study of the regularity criteria for Leray weak solutions to threedimensional Navier-Stokes equations, two sufficient conditions such that the horizontal velocity u satisfies u∈L2(0,T;BMO(R3)) or u∈L^2/1...In the study of the regularity criteria for Leray weak solutions to threedimensional Navier-Stokes equations, two sufficient conditions such that the horizontal velocity u satisfies u∈L2(0,T;BMO(R3)) or u∈L^2/1+r(0,T;B∞,∞(R3)) for 0 〈 r 〈 1 are considered.展开更多
The main desire of this paper is to present several new interval oscillation criteria related to a generalized Riccati technique for certain second-order nonlinear differential equations.Our results extend some known ...The main desire of this paper is to present several new interval oscillation criteria related to a generalized Riccati technique for certain second-order nonlinear differential equations.Our results extend some known equations.Finally,several examples illustrate the effectiveness of our results.展开更多
In this paper we discuss the types and criteria of nonoscillatory solutions for the fol-lowing second order neutral functional differential equation with nonpositive coefficients
In this article, we study the regularity of weak solutions and the blow-up criteria for smooth solutions to the magneto-micropolar fluid equations in R3. We obtain the classical blow-up criteria for smooth solutions ...In this article, we study the regularity of weak solutions and the blow-up criteria for smooth solutions to the magneto-micropolar fluid equations in R3. We obtain the classical blow-up criteria for smooth solutions (u,w, b), i.e., u ∈ Lq(0, T; LP(R3) for 2/q+3/P≤ 1with 3〈P≤∞,u∈C([0,T);L3(R3))or△u∈Lq(0,T,LP)for 3/2〈P≤∞ satisfying 2/q+3/P≤ 2. Moreover, our results indicate that the regularity of weak solutions is dominated by the velocity u of the fluid. In the end-point case p = ∞, the blow-up criteriacan be extended to more general spaces △u E L1 (0, T; B0∞,∞(R3).展开更多
In this paper, we investigate a 1D pressureless Euler-alignment system with a non-local alignment term, describing a kind of self-organizing problem for flocking. As a result, by the transport equation theory and Lagr...In this paper, we investigate a 1D pressureless Euler-alignment system with a non-local alignment term, describing a kind of self-organizing problem for flocking. As a result, by the transport equation theory and Lagrange coordinate transformation, the local well-posedness of the solutions for the 1D pressureless Euler-alignment in Besov spaces with 1≤p∞ is established. Next, the ill-posedness of the solutions for this model in Besov spaces with 1≤p and is also deduced. Finally, the precise blow-up criteria of the solutions for this system is presented in Besov spaces with 1≤p .展开更多
Regularity criteria of Leray-Hopf weak solutions to the three-dimensional Navier-Stokes equations in some critical spaces such as Lorentz space, Morrey space and multiplier space are derived in terms of two partial de...Regularity criteria of Leray-Hopf weak solutions to the three-dimensional Navier-Stokes equations in some critical spaces such as Lorentz space, Morrey space and multiplier space are derived in terms of two partial derivatives, θ1u1, θ2u2, of velocity fields.展开更多
We study an initial boundary value problem for the Navier-Stokes equations of compressible viscous heat-conductive fluids in a 2-D periodic domain or the unit square domain. We establish a blow-up criterion for the lo...We study an initial boundary value problem for the Navier-Stokes equations of compressible viscous heat-conductive fluids in a 2-D periodic domain or the unit square domain. We establish a blow-up criterion for the local strong solutions in terms of the gradient of the velocity only, which coincides with the famous Beale-Kato-Majda criterion for ideal incompressible flows.展开更多
It is known that the solutions of a second order linear differential equation with periodic coefficients are almost always analytically impossible to obtain and in order to study its properties we often require a comp...It is known that the solutions of a second order linear differential equation with periodic coefficients are almost always analytically impossible to obtain and in order to study its properties we often require a computational approach. In this paper we compare graphically, using the Arnold Tongues, some sufficient criteria for the stability of periodic differential equations. We also present a brief explanation on how the authors, of each criterion, obtained them. And a comparison between four sufficient stability criteria and the stability zones found by perturbation methods is presented.展开更多
文摘Predictable forward performance processes(PFPPs)are stochastic optimal control frameworks for an agent who controls a randomly evolving system but can only prescribe the system dynamics for a short period ahead.This is a common scenario in which a controlling agent frequently re-calibrates her model.We introduce a new class of PFPPs based on rank-dependent utility,generalizing existing models that are based on expected utility theory(EUT).We establish existence of rank-dependent PFPPs under a conditionally complete market and exogenous probability distortion functions which are updated periodically.We show that their construction reduces to solving an integral equation that generalizes the integral equation obtained under EUT in previous studies.We then propose a new approach for solving the integral equation via theory of Volterra equations.We illustrate our result in the special case of conditionally complete Black-Scholes model.
基金supported in part by the NNSF of China (11101144,11171377)Research Initiation Project for High-level Talents (201031) of North China University of Water Resources and Electric Power
文摘In this article, regularity criteria for the 3D magnetohydrodynamic equations are investigated. Some sufficient integrability conditions on two components or the gradient of two components of u + B and u - B in Morrey-Campanato spaces are obtained.
文摘In the study of the regularity criteria for Leray weak solutions to threedimensional Navier-Stokes equations, two sufficient conditions such that the horizontal velocity u satisfies u∈L2(0,T;BMO(R3)) or u∈L^2/1+r(0,T;B∞,∞(R3)) for 0 〈 r 〈 1 are considered.
基金Supported by Science Foundation for Young Teachers of Northeast Normal University(20080105) Supported by NSFC(10926105+2 种基金1100104110971022) Supported by SRFDP(200802001008)
文摘The main desire of this paper is to present several new interval oscillation criteria related to a generalized Riccati technique for certain second-order nonlinear differential equations.Our results extend some known equations.Finally,several examples illustrate the effectiveness of our results.
文摘 In this paper we discuss the types and criteria of nonoscillatory solutions for the fol-lowing second order neutral functional differential equation with nonpositive coefficients
基金partially supported by the National Natural Science Foun-dation of China (10771052)Program for Science & Technology Innovation Talents in Universities of Henan Province (2009HASTIT007)+1 种基金Doctor Fund of Henan Polytechnic University (B2008-62)Innovation Scientists and Technicians Troop Construction Projects of Henan Province
文摘In this article, we study the regularity of weak solutions and the blow-up criteria for smooth solutions to the magneto-micropolar fluid equations in R3. We obtain the classical blow-up criteria for smooth solutions (u,w, b), i.e., u ∈ Lq(0, T; LP(R3) for 2/q+3/P≤ 1with 3〈P≤∞,u∈C([0,T);L3(R3))or△u∈Lq(0,T,LP)for 3/2〈P≤∞ satisfying 2/q+3/P≤ 2. Moreover, our results indicate that the regularity of weak solutions is dominated by the velocity u of the fluid. In the end-point case p = ∞, the blow-up criteriacan be extended to more general spaces △u E L1 (0, T; B0∞,∞(R3).
文摘In this paper, we investigate a 1D pressureless Euler-alignment system with a non-local alignment term, describing a kind of self-organizing problem for flocking. As a result, by the transport equation theory and Lagrange coordinate transformation, the local well-posedness of the solutions for the 1D pressureless Euler-alignment in Besov spaces with 1≤p∞ is established. Next, the ill-posedness of the solutions for this model in Besov spaces with 1≤p and is also deduced. Finally, the precise blow-up criteria of the solutions for this system is presented in Besov spaces with 1≤p .
基金supported by the NSF of China (10801001)NSF of Anhui Province (11040606M02) the 211 Project of Anhui University (KJTD002B, KJJQ005)
文摘Regularity criteria of Leray-Hopf weak solutions to the three-dimensional Navier-Stokes equations in some critical spaces such as Lorentz space, Morrey space and multiplier space are derived in terms of two partial derivatives, θ1u1, θ2u2, of velocity fields.
基金supported by the China Postdoctoral Science Foundation (20090450333)supported by the National Basic Research Program (2005CB321700)NSFC (40890154)
文摘We study an initial boundary value problem for the Navier-Stokes equations of compressible viscous heat-conductive fluids in a 2-D periodic domain or the unit square domain. We establish a blow-up criterion for the local strong solutions in terms of the gradient of the velocity only, which coincides with the famous Beale-Kato-Majda criterion for ideal incompressible flows.
文摘It is known that the solutions of a second order linear differential equation with periodic coefficients are almost always analytically impossible to obtain and in order to study its properties we often require a computational approach. In this paper we compare graphically, using the Arnold Tongues, some sufficient criteria for the stability of periodic differential equations. We also present a brief explanation on how the authors, of each criterion, obtained them. And a comparison between four sufficient stability criteria and the stability zones found by perturbation methods is presented.