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25 February 2004, Volume 24 Issue 1 Previous Issue    Next Issue

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ARMA Model of Nonsynchronous Trading and Return Analysis LIU Xiao-Mao, LI Chu-Lin Acta mathematica scientia,Series A. 2004, 24 (1):  1-7.  Abstract ( 1425 )   RICH HTML PDF (342KB) ( 1455 )   Save  Nonsynchronous trading is one of the ho t issues in financial high frequency data processing. This paper extends the no n synchronous trading model studied in ［1］ and ［2］ for the financial security,  and  considers the statistical specialties of the observable return series for the e xtended model. At last, the estimators of parameters are discussed. References | Related Articles | Metrics

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The Research of an Optimal Experimental Method for Large Scale Systems CHENG Ji-Lin, GUO Yuan-Yu, JIN Zhao-Sen, HUANG Jian-Ye, ZHU Hong-Geng Acta mathematica scientia,Series A. 2004, 24 (1):  8-15.  Abstract ( 1278 )   RICH HTML PDF (403KB) ( 1507 )   Save  On the base of optimal experimental methods for large scale systems of  multidimensional dynamic, linear, nonlinear, simulating and qualitative systems , this paper sums up experimental methods of large scale systems which combine  m athematical models and quantitative models with experimental optimization methods. The methods can solve some problems which can not be solved or can be done very  difficultly with other current method. Its applications in water resource systems have been proved very satisfactory. References | Related Articles | Metrics

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&mu|Invariant Measures for Q Processes——Containing an Absorbing State Case Wu Qun-Ying Acta mathematica scientia,Series A. 2004, 24 (1):  16-25.  Abstract ( 1229 )   RICH HTML PDF (366KB) ( 1198 )   Save Let Q={q_{ij};i,j∈E} be a stable Q matrix over a state space E  consisting of an irreducible class C and a single absorbing state 0, which is accessible from C . Suppose  that Q admits a finite μ subinvariant measure  m={m_j;j∈C} on C. The author considers the problem of identifying all Q processes for which  m is a μ invariant measure on C. References | Related Articles | Metrics

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Robust Adaptive State Feedback Controller Design and Analysis of a Class of Uncertain Nonlinear Systems YANG Chang-Li, RUAN Rong-Yao, GONG Miao-Kun Acta mathematica scientia,Series A. 2004, 24 (1):  26-37.  Abstract ( 2126 )   RICH HTML PDF (739KB) ( 1181 )   Save In this paper, a class of nonlinear systems (1) with general uncerta inties and part unknown parameters is considered, and a robust adaptive state feedback controller is designed for tracking reference signal. The controller is r obust to the uncertainties of both the parameter and the state of the system. The global stability of the resulting closed loop system can be guaranteed and t he &epsilon tracking problem has been solved as well. The good track effect of the adaptive robust controller and the range of the admissible control for used control quantities are presented in the examples of simulation. References | Related Articles | Metrics

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Commuting Involutions Fixing Isolated Points JIANG Yun-Feng, LIU Zong-Ze, LIU Xi-Bei Acta mathematica scientia,Series A. 2004, 24 (1):  38-44.  Abstract ( 1366 )   RICH HTML PDF (364KB) ( 1212 )   Save In this paper the authors determine the vector space S_3((Z_2)^3). This result, together with the"exact sequence of bordism of ((Z_2)^k,q)      manifolds bundles" is used to obtain, up to bordism, all ((Z_2)^3,M^3) fixing finite isolated points.  References | Related Articles | Metrics

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The Fracture Analysis of Orthotropic Composite Plate Under Pure Twisting YANG Wei-Yang, ZHANG Shao-Qin, ZHANG Xue-Xia, MA Yu-Lan Acta mathematica scientia,Series A. 2004, 24 (1):  45-50.  Abstract ( 1613 )   RICH HTML PDF (439KB) ( 1489 )   Save Analysis of mechanical behaviors near crack tip for linear elastic ort hotropic composite plate under pure twisting moment was done.By solving the boundary value problem of partial differential equation and using a complex variable  function method, the expressions for bending moment, twisting moment, stress and displacement near crack tip are derived.Finally, numerical example is given. References | Related Articles | Metrics

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Effect of the Aharonov Bohm Flux on the Soliton in Antiferromagnetic Chain HU Chang-Tan Acta mathematica scientia,Series A. 2004, 24 (1):  51-57.  Abstract ( 1288 )   RICH HTML PDF (354KB) ( 1122 )   Save Employing Holstein Primakoff transformation, the double sublattice, the cohere nt state ansatz, and the time dependent variational principle and the me tho d of multiple scales,the authors have studied the effects of the Aharonov Bohm flux on   the soliton in one dimensional antiferromagnetic chain. The results show tha t t he  Aharonov Bohm flux have an effect on the peak, the width,the energy and the  spatial configuration of the spin of the soliton. References | Related Articles | Metrics

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Non local Ward Identity in Configuration Space LIU Bin-Bei, LI Rui-Jie, LI Zi-Ping Acta mathematica scientia,Series A. 2004, 24 (1):  58-62.  Abstract ( 1320 )   RICH HTML PDF (336KB) ( 1282 )   Save By starting from the configuration space generating functional for gauge  theory obtained by using the Faddeev Popov methed, the Ward identity under general non Abelian transformation in configuration space is deduced. By appling  the re sults to non Abel Chern Simons theory, the Ward identity for the gauge ghost field proper vertices has been also derived.The comparison of the result with tho se in ref［1］is discussed. References | Related Articles | Metrics

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Maximum |Principles for a Class of Semilinear Parabolic Boundary Value Problems DING Jun-Tang Acta mathematica scientia,Series A. 2004, 24 (1):  63-70.  Abstract ( 2387 )   RICH HTML PDF (338KB) ( 1587 )   Save By constructing an auxiliary function defined on solutions of the semilinear par abolic equations u_t=Δu+f(x,u,q,t) (q=|u|^2),subject to nonnegative initial date and either Dirichlet or Neumann boundary conditions, and using Hopf's maximum pr inciples and Riemannian geometry theorm on it, the maximum principles of this fu nction are obtained. The estimation of gradient q and the estimation of the  solution u are given. References | Related Articles | Metrics

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On Existence of Nonnegative Solutions to Singular Semi positone Problems with Polynomial Nonlinearity XU Xi-An Acta mathematica scientia,Series A. 2004, 24 (1):  71-80.  Abstract ( 1526 )   RICH HTML PDF (359KB) ( 1207 )   Save In this paper, the author obtains some new results about the existence of posi tive solutions to a kind of semi positone singular boundary value problem,  the results of this paper extend the former work. References | Related Articles | Metrics

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The Littlewood Paley Operaters on Orlicz Spaces with Weights TAN Chang-Mei Acta mathematica scientia,Series A. 2004, 24 (1):  81-87.  Abstract ( 1853 )   RICH HTML PDF (341KB) ( 1309 )   Save In this paper, some  inequalities are established and  the boundedness of the Littlewood Paley operators on weighted Orlicz spaces and Morrey space is given. References | Related Articles | Metrics

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Smoothness of Solution for |Backward Stochastic Differential Equation LIN Qing-Quan Acta mathematica scientia,Series A. 2004, 24 (1):  88-93.  Abstract ( 1362 )   RICH HTML PDF (329KB) ( 1645 )   Save The author  discusses the smoothness of solution for BSDE Y_t=ξ+∫^T_t{g(s,Y_s,Z_s)}ds-∫^T_t{Z_s}dW_s in Malliavin calculus sense.For any \$n\$ the author  discusses  differentiabilty of n th  order in the Malliavin sense for the solution,and it satisfies a linear BSDE, as a result the soluiton for BSDE is smoothness in the sense. References | Related Articles | Metrics

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Explicit Structuer of Wavelet Tight Frames CUI Li-Hong, CHENG Zheng-Xin, YANG Shou-Zhi Acta mathematica scientia,Series A. 2004, 24 (1):  94-104.  Abstract ( 1661 )   RICH HTML PDF (386KB) ( 1799 )   Save This paper studies  wavelet tight frames associated with   given scaling functions with dilation factor 3. The wavelet frames consist of f inite number of functions  ψ^1, ψ^2, ψ^n ∈V_1. First p resent sufficient conditions for existence of wavelet tight frames generated by  the l functions  and then  give explicit structure formula of wavelet tight frames. In particular, if masks of the scaling functio ns are rational functions, then the corresponding wavelet frame with rational ma sks can be found. Finally, the authors can derive the decomposition and reconstr uction formulas which are similar to those of orthonormal wavelets. References | Related Articles | Metrics

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Approximate Inertial Manifolds for the  Nonlinear Sobolev Galpern Equations SHANG Y-Dong, GUO Bo-Ling Acta mathematica scientia,Series A. 2004, 24 (1):  105-115.  Abstract ( 1751 )   RICH HTML PDF (397KB) ( 1223 )   Save The concept of approximate inertial manifold is related to the study of the long time behavior of dissiputive partial differential equations. In the present paper, the authors construct two approximate inertial manifolds for the nonlinear Sobolev Galpern equations. The authors show that the non flat approximate inertial manifold Σ and the flat approximate inertial manifold Σ_0=P_mH have the same order of approximation to the global attractor. References | Related Articles | Metrics

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Approximation of Convex Functions on the Dual Spaces RUAN Ying-Ban, CHEN Shao-Xiong Acta mathematica scientia,Series A. 2004, 24 (1):  116-122.  Abstract ( 1510 )   RICH HTML PDF (354KB) ( 2315 )   Save In this paper, the authors prove that for every w^* lower semicontinuous Lipschitzian convex function on the dual of a bistrictly convexifiable Banach space can be uniformly approximated by a  sequence of w^* lower semicontinuous monotone nondecreasing Lipschitzian convex function with the dense very smooth point  set. References | Related Articles | Metrics

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Research of the Motion Law on OneDimensional Relativistic Vibrator ZHU Ping Acta mathematica scientia,Series A. 2004, 24 (1):  123-128.  Abstract ( 1530 )   RICH HTML PDF (314KB) ( 2635 )   Save American R Penfield and Chinese Zhou Lingyun have discussed the approximate solutions to the motion law on one dimensional relativistic vibrator. In this thesis, utilizing the elliptical integrals theory, the authors have obtained the analytic soluti ons and the vibration period on one dimensional relativistic vibrator. References | Related Articles | Metrics