A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where ...A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where the diffusion and jump term may both depend on the control. The form of the maximum principle is similar to its risk-neutral counterpart. But the adjoint equations and the maximum condition heavily depend on the risk-sensitive parameter. As applications, a linear-quadratic risk-sensitive control problem is solved by using the maximum principle derived and explicit optimal control is obtained.展开更多
This paper is concerned with a Pontryagin's maximum principle for the stochastic optimal control problem with distributed delays given by integrals of not necessarily linear functions of state or control variables...This paper is concerned with a Pontryagin's maximum principle for the stochastic optimal control problem with distributed delays given by integrals of not necessarily linear functions of state or control variables.By virtue of the duality method and the generalized anticipated backward stochastic differential equations,we establish a necessary maximum principle and a sufficient verification theorem.In particular,we deal with the controlled stochastic system where the distributed delays enter both the state and the control.To explain the theoretical results,we apply them to a dynamic advertising problem.展开更多
Using parabolic maximum principle, we apply the analytic method to obtain lower comparison inequalities for non-negative weak supersolutions of the heat equation associated with a regular strongly p-local Dirichlet fo...Using parabolic maximum principle, we apply the analytic method to obtain lower comparison inequalities for non-negative weak supersolutions of the heat equation associated with a regular strongly p-local Dirichlet form on the abstract metric measure space. As an application we obtain lower estimates for heat kernels on some Riemannian manifolds.展开更多
This paper considered the optimal control problem for distributed parameter systems with mixed phase-control constraints and end-point constraints. Pontryagin's maximum principle for optimal control are derived vi...This paper considered the optimal control problem for distributed parameter systems with mixed phase-control constraints and end-point constraints. Pontryagin's maximum principle for optimal control are derived via Duboviskij-Milujin theorem.展开更多
A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary an...A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary and sufficient condition for the existence of a unique solution to the H2/H∞ control problem is derived. The resulting solution is given by the solution of an uncontrolled forward backward stochastic differential equation with random jumps.展开更多
In view of the problem of fine characterization of narrow and thin channels,the maximum entropy criterion is used to enhance the focusing characteristics of Wigner-Ville Distribution.On the basis of effectively improv...In view of the problem of fine characterization of narrow and thin channels,the maximum entropy criterion is used to enhance the focusing characteristics of Wigner-Ville Distribution.On the basis of effectively improving the time-frequency resolution of seismic signal,a new method of microscopic ancient river channel identification is established.Based on the principle of the equivalence between the maximum entropy power spectrum and the AR model power spectrum,the prediction error and the autoregression coefficient of AR model are obtained using the Burg algorithm and Levinson-Durbin recurrence rule.Under the condition of the first derivative of autocorrelation function being 0,the Wigner-Ville Distribution of seismic signal is calculated,and the Wigner-Ville Distribution time-frequency power spectrum(MEWVD)is obtained under the maxi-mum entropy criterion of the microscopic ancient river channel.Through analysis of emulational seismic signal and forward numerical simulation signal of narrow thin model,it is found that MEWVD can effectively avoid the interference of cross term of Wigner-Ville Distribution,and obtain more accurate spectral characteristics than STFT and CWT signal analysis methods.It is also proved that the narrow and thin river channels of different scales can be identified effectively by MEWVD of different frequencies.The method is applied to the third member of Jurassic Shaximiao Formation(J2s33-2)gas reservoir of the Zhongji-ang gas field in Sichuan Basin.The spatial information of width and direction of narrow and thin river channels with width less than 500 m and sandstone thickness less than 35 m is accurately identified,providing bases for well deployment and horizontal well fracturing section selection.展开更多
The air breakdown in the high-power antenna near-field region limits the enhancement of the radiated power. A model coupling the field equivalent principle and the electron number density equation is presented to stud...The air breakdown in the high-power antenna near-field region limits the enhancement of the radiated power. A model coupling the field equivalent principle and the electron number density equation is presented to study the breakdown process in the near-field region of the circular aperture antenna at atmospheric pressure. Simulation results show that, although the electric field in the near-field region is nonuniform, the electron diffusion has small influence on the breakdown process when the initial electron number density is uniform in space. The field magnitude distribution on the aperture plays an important role in the maximum radiated power above which the air breakdown occurs. The maximum radiated power also depends on the phase difference of the fields at the center and edge of the aperture, especially for the uniform field magnitude distribution.展开更多
In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obta...In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obtain a global Holder continuous solution and the convergent rate of the viscosity method for the Cauchy problem of the variant nonisentropic system of polytropic gas for any adiabatic exponentγ>1.展开更多
In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to ob...In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue.展开更多
This paper studies the prescribed contact angle boundary value problem of a certain type of mean curvature equation.Applying the maximum principle and the moving frame method and based on the location of the maximum p...This paper studies the prescribed contact angle boundary value problem of a certain type of mean curvature equation.Applying the maximum principle and the moving frame method and based on the location of the maximum point,the boundary gradient estimation of the solutions to the equation is obtained.展开更多
This paper develops a generalized scalar auxiliary variable(SAV)method for the time-dependent Ginzburg-Landau equations.The backward Euler method is used for discretizing the temporal derivative of the time-dependent ...This paper develops a generalized scalar auxiliary variable(SAV)method for the time-dependent Ginzburg-Landau equations.The backward Euler method is used for discretizing the temporal derivative of the time-dependent Ginzburg-Landau equations.In this method,the system is decoupled and linearized to avoid solving the non-linear equation at each step.The theoretical analysis proves that the generalized SAV method can preserve the maximum bound principle and energy stability,and this is confirmed by the numerical result,and also shows that the numerical algorithm is stable.展开更多
This paper is concerned with the stability of the rarefaction wave for the Burgers equationwhere 0 ≤ a < 1/4p (q is determined by (2.2)). Roughly speaking, under the assumption that u_ < u+, the authors prove t...This paper is concerned with the stability of the rarefaction wave for the Burgers equationwhere 0 ≤ a < 1/4p (q is determined by (2.2)). Roughly speaking, under the assumption that u_ < u+, the authors prove the existence of the global smooth solution to the Cauchy problem (I), also find the solution u(x, t) to the Cauchy problem (I) satisfying sup |u(x, t) -uR(x/t)| → 0 as t → ∞, where uR(x/t) is the rarefaction wave of the non-viscous Burgersequation ut + f(u)x = 0 with Riemann initial data u(x, 0) =展开更多
This article studies the Dirichlet eigenvalue problem for the Laplacian equations △u = -λu, x ∈Ω , u = 0, x ∈δΩ, where Ω belong to R^n is a smooth bounded convex domain. By using the method of appropriate barr...This article studies the Dirichlet eigenvalue problem for the Laplacian equations △u = -λu, x ∈Ω , u = 0, x ∈δΩ, where Ω belong to R^n is a smooth bounded convex domain. By using the method of appropriate barrier function combined with the maximum principle, authors obtain a sharp lower bound of the difference of the first two eigenvalues for the Dirichlet eigenvalue problem. This study improves the result of S.T. Yau et al.展开更多
This paper is concerned with the initial boundary value problem for a viscoelastic model with relaxation. Under the only assumption that the C^0-norm of the initial data is small, without smallness hypothesis for the ...This paper is concerned with the initial boundary value problem for a viscoelastic model with relaxation. Under the only assumption that the C^0-norm of the initial data is small, without smallness hypothesis for the C^1-norm, the existence of the global smooth solution to the corresponding initial boundary value problem is proved. The analysis is based on some a priori estimates obtained by the 'maximum principle' of first-order quasilinear hyperbolic system.展开更多
In this paper, we consider systems of fractional Laplacian equations in ]I^n with nonlinear terms satisfying some quite general structural conditions. These systems were categorized critical and subcritical cases. We ...In this paper, we consider systems of fractional Laplacian equations in ]I^n with nonlinear terms satisfying some quite general structural conditions. These systems were categorized critical and subcritical cases. We show that there is no positive solution in the subcritical cases, and we classify all positive solutions ui in the critical cases by using a direct method of moving planes introduced in Chen-Li-Li [11] and some new maximum principles in Li-Wu-Xu [27].展开更多
In this article, we develop a new technique to prove the global existene of entropy solutions to an inhomogeneous isentropic compressible Euler equations through the compensated compactness and vanishing viscosity met...In this article, we develop a new technique to prove the global existene of entropy solutions to an inhomogeneous isentropic compressible Euler equations through the compensated compactness and vanishing viscosity method. In particular, the entropy solutions are uniformly bounded independent of time.展开更多
This article concerns the existence of global smooth solution for scalar conservation laws with degenerate viscosity in 2-dimensional space. The analysis is based on successive approximation and maximum principle.
We obtain the Omori-Yau maximum principle on complete properly immersed submanifolds with the mean curvature satisfying certain condition in complete Riemannian manifolds whose radial sectional curvature satisfies som...We obtain the Omori-Yau maximum principle on complete properly immersed submanifolds with the mean curvature satisfying certain condition in complete Riemannian manifolds whose radial sectional curvature satisfies some decay condition, which generalizes our previous results in [17]. Using this generalized maximum principle, we give an estimate on the mean curvature of properly immersed submanifolds in H^n × R^e with the image under the projection on H^n contained in a horoball and the corresponding situation in hyperbolic space. We also give other applications of the generalized maximum principle.展开更多
This paper deals with the optimal control problems of systems governed by a parabolic variational inequality coupled with a semilinear parabolic differential equations. The maximum principle and some kind of approxima...This paper deals with the optimal control problems of systems governed by a parabolic variational inequality coupled with a semilinear parabolic differential equations. The maximum principle and some kind of approximate controllability are studied.展开更多
We consider a nonlinear Robin problem driven by the anisotropic(p,q)-Laplacian and with a reaction exhibiting the competing effects of a parametric sublinear(concave) term and of a superlinear(convex) term.We prove a ...We consider a nonlinear Robin problem driven by the anisotropic(p,q)-Laplacian and with a reaction exhibiting the competing effects of a parametric sublinear(concave) term and of a superlinear(convex) term.We prove a bifurcation-type theorem describing the changes in the set of positive solutions as the parameter varies.We also prove the existence of a minimal positive solution and determine the monotonicity and continuity properties of the minimal solution map.展开更多
基金supported by the National Basic Research Program of China (973 Program, 2007CB814904)the National Natural Science Foundations of China (10921101)+2 种基金Shandong Province (2008BS01024, ZR2010AQ004)the Science Funds for Distinguished Young Scholars of Shandong Province (JQ200801)Shandong University (2009JQ004),the Independent Innovation Foundations of Shandong University (IIFSDU,2009TS036, 2010TS060)
文摘A stochastic maximum principle for the risk-sensitive optimal control prob- lem of jump diffusion processes with an exponential-of-integral cost functional is derived assuming that the value function is smooth, where the diffusion and jump term may both depend on the control. The form of the maximum principle is similar to its risk-neutral counterpart. But the adjoint equations and the maximum condition heavily depend on the risk-sensitive parameter. As applications, a linear-quadratic risk-sensitive control problem is solved by using the maximum principle derived and explicit optimal control is obtained.
基金supported by the National Natural Science Foundation of China(11701214)Shandong Provincial Natural Science Foundation,China(ZR2019MA045).
文摘This paper is concerned with a Pontryagin's maximum principle for the stochastic optimal control problem with distributed delays given by integrals of not necessarily linear functions of state or control variables.By virtue of the duality method and the generalized anticipated backward stochastic differential equations,we establish a necessary maximum principle and a sufficient verification theorem.In particular,we deal with the controlled stochastic system where the distributed delays enter both the state and the control.To explain the theoretical results,we apply them to a dynamic advertising problem.
文摘Using parabolic maximum principle, we apply the analytic method to obtain lower comparison inequalities for non-negative weak supersolutions of the heat equation associated with a regular strongly p-local Dirichlet form on the abstract metric measure space. As an application we obtain lower estimates for heat kernels on some Riemannian manifolds.
文摘This paper considered the optimal control problem for distributed parameter systems with mixed phase-control constraints and end-point constraints. Pontryagin's maximum principle for optimal control are derived via Duboviskij-Milujin theorem.
基金supported by the Doctoral foundation of University of Jinan(XBS1213)the National Natural Science Foundation of China(11101242)
文摘A necessary maximum principle is given for nonzero-sum stochastic Oltterential games with random jumps. The result is applied to solve the H2/H∞ control problem of stochastic systems with random jumps. A necessary and sufficient condition for the existence of a unique solution to the H2/H∞ control problem is derived. The resulting solution is given by the solution of an uncontrolled forward backward stochastic differential equation with random jumps.
基金Supported by the General Project of National Natural Science Foundation(4207416041574099)the Sichuan Science and Tech-nology Plan Project(2020JDRC0013)。
文摘In view of the problem of fine characterization of narrow and thin channels,the maximum entropy criterion is used to enhance the focusing characteristics of Wigner-Ville Distribution.On the basis of effectively improving the time-frequency resolution of seismic signal,a new method of microscopic ancient river channel identification is established.Based on the principle of the equivalence between the maximum entropy power spectrum and the AR model power spectrum,the prediction error and the autoregression coefficient of AR model are obtained using the Burg algorithm and Levinson-Durbin recurrence rule.Under the condition of the first derivative of autocorrelation function being 0,the Wigner-Ville Distribution of seismic signal is calculated,and the Wigner-Ville Distribution time-frequency power spectrum(MEWVD)is obtained under the maxi-mum entropy criterion of the microscopic ancient river channel.Through analysis of emulational seismic signal and forward numerical simulation signal of narrow thin model,it is found that MEWVD can effectively avoid the interference of cross term of Wigner-Ville Distribution,and obtain more accurate spectral characteristics than STFT and CWT signal analysis methods.It is also proved that the narrow and thin river channels of different scales can be identified effectively by MEWVD of different frequencies.The method is applied to the third member of Jurassic Shaximiao Formation(J2s33-2)gas reservoir of the Zhongji-ang gas field in Sichuan Basin.The spatial information of width and direction of narrow and thin river channels with width less than 500 m and sandstone thickness less than 35 m is accurately identified,providing bases for well deployment and horizontal well fracturing section selection.
基金Project supported by the National Natural Science Foundation of China(Grant Nos.61501358,11622542,61431010,and 61627901)the Fundamental Research Funds for the Central Universities,China
文摘The air breakdown in the high-power antenna near-field region limits the enhancement of the radiated power. A model coupling the field equivalent principle and the electron number density equation is presented to study the breakdown process in the near-field region of the circular aperture antenna at atmospheric pressure. Simulation results show that, although the electric field in the near-field region is nonuniform, the electron diffusion has small influence on the breakdown process when the initial electron number density is uniform in space. The field magnitude distribution on the aperture plays an important role in the maximum radiated power above which the air breakdown occurs. The maximum radiated power also depends on the phase difference of the fields at the center and edge of the aperture, especially for the uniform field magnitude distribution.
基金supported by the National Natural Science Foundation of China(12071409)。
文摘In this short paper,we remove the restrictionγ∈(1,3]that was used in the paper"The rate of convergence of the viscosity method for a nonlinear hyperbolic system"(Nonlinear Analysis,1999,38:435-445)and obtain a global Holder continuous solution and the convergent rate of the viscosity method for the Cauchy problem of the variant nonisentropic system of polytropic gas for any adiabatic exponentγ>1.
基金Supported by the Natural Science Foundation of Ningxia(2023AAC03114)National Natural Science Foundation of China(72464026).
文摘In the paper,we study an optimal control for a system representing a competitive species model with fertility and mortality depending on a weighted size in a polluted environment.A fixed point theorem is applied to obtain the existence and uniqueness exhibited by a non-negative solution of above mentioned model.A maximum principle helps to carefully verify the existence of the optimal control policy,and tangent-normal cone techniques help to obtain the optimal condition specific to control issue.
基金supported by the National Natural Science Foundation of China (No.12061078)。
文摘This paper studies the prescribed contact angle boundary value problem of a certain type of mean curvature equation.Applying the maximum principle and the moving frame method and based on the location of the maximum point,the boundary gradient estimation of the solutions to the equation is obtained.
基金supported by the National Natural Science Foundation of China(12126318,12126302).
文摘This paper develops a generalized scalar auxiliary variable(SAV)method for the time-dependent Ginzburg-Landau equations.The backward Euler method is used for discretizing the temporal derivative of the time-dependent Ginzburg-Landau equations.In this method,the system is decoupled and linearized to avoid solving the non-linear equation at each step.The theoretical analysis proves that the generalized SAV method can preserve the maximum bound principle and energy stability,and this is confirmed by the numerical result,and also shows that the numerical algorithm is stable.
文摘This paper is concerned with the stability of the rarefaction wave for the Burgers equationwhere 0 ≤ a < 1/4p (q is determined by (2.2)). Roughly speaking, under the assumption that u_ < u+, the authors prove the existence of the global smooth solution to the Cauchy problem (I), also find the solution u(x, t) to the Cauchy problem (I) satisfying sup |u(x, t) -uR(x/t)| → 0 as t → ∞, where uR(x/t) is the rarefaction wave of the non-viscous Burgersequation ut + f(u)x = 0 with Riemann initial data u(x, 0) =
基金This research was supported by the National Natural Science Foundation of Chinathe Scientific Research Foundation of the Ministry of Education of China (02JA790014)+1 种基金the Natural Science Foundation of Fujian Province Education Department(JB00078)the Developmental Foundation of Science and Technology of Fuzhou University (2004-XQ-16)
文摘This article studies the Dirichlet eigenvalue problem for the Laplacian equations △u = -λu, x ∈Ω , u = 0, x ∈δΩ, where Ω belong to R^n is a smooth bounded convex domain. By using the method of appropriate barrier function combined with the maximum principle, authors obtain a sharp lower bound of the difference of the first two eigenvalues for the Dirichlet eigenvalue problem. This study improves the result of S.T. Yau et al.
基金The research was supported by the Natural Science Foundation of China(10171037)the National Key Program for Basic Research of China(2002CCA03700)respectivelyThe first author was supported by south central university for Nationalities Nature Science F
文摘This paper is concerned with the initial boundary value problem for a viscoelastic model with relaxation. Under the only assumption that the C^0-norm of the initial data is small, without smallness hypothesis for the C^1-norm, the existence of the global smooth solution to the corresponding initial boundary value problem is proved. The analysis is based on some a priori estimates obtained by the 'maximum principle' of first-order quasilinear hyperbolic system.
基金Partially supported by NSFC(11571233)NSF DMS-1405175+1 种基金NSF of Shanghai16ZR1402100China Scholarship Council
文摘In this paper, we consider systems of fractional Laplacian equations in ]I^n with nonlinear terms satisfying some quite general structural conditions. These systems were categorized critical and subcritical cases. We show that there is no positive solution in the subcritical cases, and we classify all positive solutions ui in the critical cases by using a direct method of moving planes introduced in Chen-Li-Li [11] and some new maximum principles in Li-Wu-Xu [27].
基金supported in part by NSFC Grant No.11371349supported in part by NSFC Grant No.11541005Shandong Provincial Natural Science Foundation(ZR2015AM001)
文摘In this article, we develop a new technique to prove the global existene of entropy solutions to an inhomogeneous isentropic compressible Euler equations through the compensated compactness and vanishing viscosity method. In particular, the entropy solutions are uniformly bounded independent of time.
基金The research was supported by the Key Project of the National Natural Science Foundation of China (10431060)the Key Project of Chinese Ministry of Education (104128)
文摘This article concerns the existence of global smooth solution for scalar conservation laws with degenerate viscosity in 2-dimensional space. The analysis is based on successive approximation and maximum principle.
基金partially supported by the National Natural Science Foundation of China(11126189,11171259)Specialized Research Fund for the Doctoral Program of Higher Education(20120141120058)+1 种基金China Postdoctoral Science Foundation Funded Project(20110491212)the Fundamental Research Funds for the Central Universities(2042011111054)
文摘We obtain the Omori-Yau maximum principle on complete properly immersed submanifolds with the mean curvature satisfying certain condition in complete Riemannian manifolds whose radial sectional curvature satisfies some decay condition, which generalizes our previous results in [17]. Using this generalized maximum principle, we give an estimate on the mean curvature of properly immersed submanifolds in H^n × R^e with the image under the projection on H^n contained in a horoball and the corresponding situation in hyperbolic space. We also give other applications of the generalized maximum principle.
基金This work was partially supported by the NutionalNatural Science Foundation of China
文摘This paper deals with the optimal control problems of systems governed by a parabolic variational inequality coupled with a semilinear parabolic differential equations. The maximum principle and some kind of approximate controllability are studied.
基金supported by NNSF of China(12071413)NSF of Guangxi(2018GXNSFDA138002)。
文摘We consider a nonlinear Robin problem driven by the anisotropic(p,q)-Laplacian and with a reaction exhibiting the competing effects of a parametric sublinear(concave) term and of a superlinear(convex) term.We prove a bifurcation-type theorem describing the changes in the set of positive solutions as the parameter varies.We also prove the existence of a minimal positive solution and determine the monotonicity and continuity properties of the minimal solution map.
