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Accuracy and Consistency of the Explicit-Invariant Energy Quadratization Approach for the Cahn-Hilliard Equation

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Journal of Mathematical research with applications 2025年第1期 84-104页

作者： Jun ZHANG Fangying SONG Yu ZHANG Computational Mathematics research center Guizhou University of Finance and Economics School of mathematics and statistics Guizhou University of Finance and Economics School of Mathematics and Stastistics Fuzhou University

It is well known that the explicit-invariant energy quadratization (EIEQ) approach can generate fully decoupled, linear and unconditionally energy-stable numerical schemes, so it is favored by many researchers. However, the undeniable fact is that the numerical method obtained by EIEQ approach preserves the “modified” energy law instead of the original *** is mainly due to the introduction of some auxiliary variables in EIEQ scheme, and the truncation error will make the auxiliary variables deviate from the original definition in the process of numerical calculation. The primary objective of this paper is to address this gap by providing the accuracy and consistency of the EIEQ method in the context of the CahnHilliard equation. We introduce a relaxation technique for auxiliary variables and construct two numerical schemes based on EIEQ. The analysis results show that the newly constructed schemes are not only unconditionally energy stable, linear and fully decoupled, but also can effectively correct the errors introduced by auxiliary variables and follow the original energy ***, several 2D and 3D numerical examples illustrate the accuracy and efficiency of the newly constructed numerical schemes.

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Empirical Likelihood-based Inferences in Varying Coefficient Models with Missing Data

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Acta Mathematicae Applicatae Sinica 2015年第3期31卷 823-840页

作者： Xiao-hui LIU School of Statistics Jiangxi University of Finance and Economics research center of Applied Statistics Jiangxi University of Finance and Economics

In this paper, we consider the empirical likelihood-based inferences for varying coefficient models Y = X^τα（U）＋ ε when X are subject to missing at random. Based on the inverse probability-weighted idea, a class of empirical log-likelihood ratios, as well as two maximum empirical likelihood estimators, are developed for α（u）. The resulting statistics are shown to have standard chi-squared or normal distributions *** studies are also constructed to illustrate the finite sample properties of the proposed statistics.

关键词： varying coefficient models missing at random empirical likelihood maximum empirical likelihood estimator

A Modified Residual-based Test for Serial Correlation in Linear Panel Data Models

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Acta Mathematicae Applicatae Sinica 2014年第2期30卷 401-410页

作者： Jian-hong WU Wei-hua SU School of Statistics and Mathematics Zhejiang Gongshang University Zhejiang University of finance and economics application of Statistical Science research center of Renmin University of China Key Research Institute

This paper suggests a modified serial correlation test for linear panel data models, which is based on the parameter estimates for an artificial autoregression modeled by differencing and centering residual vectors. Specifically, the differencing operator over the time index and the centering operator over the individual index are, respectively, used to eliminate the potential individual effects and time effects so that the resultant serial correlation test is robust to the two potential effects. Clearly, the test is also robust to the potential correlation between the covariates and the random effects. The test is asymptotically chi-squared distributed under the null hypothesis. Power study shows that the test can detect local alternatives distinct at the parametric rate from the null hypothesis. The finite sample properties of the test are investigated by means of Monte Carlo simulation experiments, and a real data example is analyzed for illustration.

关键词： panel data residual-based test serial correlation

AN ACCURATE BINOMIAL MODEL FOR PRICING AMERICAN ASIAN OPTION

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Journal of Systems Science & Complexity 2014年第5期27卷 993-1007页

作者： LIU Jian WU Weixing XU Jingfeng ZHAO Haijian School of Insurance Central University of Finance and Economics research center for Applied finance School of Banking and FinanceUniversity of International Business and Economics China Institute for Actuarial Science Central University of Finance and Economics Bosera Asset Management Co. Ltd.

This paper presents simple and fast algorithms for computing very tight upper and lower bounds on the prices of American Asian options in the binomial *** authors choose two types sets of the actual arithmetic average prices,instead of the simulated values in other existing models,as the representative average prices at each node of the binomial *** approach simplifies effectively the computation and reduces the error caused by the linear *** results show that the approach produces accurate upper and lower bounds compared to the other existing methods based on the binomial tree.

关键词： Asian option binomial tree option pricing

DYNAMIC PRICE MODEL BASED ON TRANSMISSION DELAY——PETROLEUM PRICE FLUCTUATION IN CHINA

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Journal of Systems Science & Complexity 2014年第3期27卷 507-523页

作者： LIU Yifang WANG Yue QIAO Heng economics School Central University of Finance and Economics research center for Climate and Energy finance CUFE School of Management University of Chinese Academy of Sciences China Development Bank

Petroleum is a kind of fundamental energy resource. Its price fluctuation transmits from upper-stream industry to the lower-stream industry as the production factors price changes. And this leads to the price changes of final consumption. Meantime, due to the cycle of industrial chain, the price changes of lower-stream industry also affect the upper-stream industry in return. This price transmission path is quite complicated. Firstly, it includes both direct and indirect paths; secondly, the transmission process is accompanied with time delay. The traditional input-output price model based on cost-push theory can efficiently solve the first problem when estimating the impact of price fluctuation on the whole price system. However, it neither reflects the dynamic characteristics of price transmission with time nor solves the second problem. To solve this problem, this paper uses the directed weighted network to describe the price transmission among industrial sectors by taking the time-dimension into account, and dynamic price transmission network model is constructed. This model not only describes transmission time delay more accurately, but also calculates the price fluctuation dynamically. On this basis, by utilizing the 2007 Chinese input-output table, this paper conducts empirical analysis on the impact of petroleum price fluctuation on other sectors. The empirical results indicate that the price fluctuation transmission mainly depends on two factors, the orice reaction period Tk and the consumption relationship with petroleum aik. 1） If t 〈 Tk, then the price change of sector k at period t △pkt = 0, the petroleum price fluctuation has not transmitted to the sector k, so the price of sector k remains unchanged. 2） If t 〉 Tk, then Apt 〉 0, and the greater aik, the higher price change rate. 3） If t →∞, it is the same with that in traditional input-output price model. So it can be clearly seen that dynamic price transmission network model is more general than the t

关键词： Directed weighted network input-output price model petroleum price transmission timedelay.

Optimal Reinsurance and Dividend Under Model Uncertainty

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Journal of Systems Science & Complexity 2023年第3期36卷 1116-1143页

作者： LIU Jingzhen WANG Yike ZHANG Ning China Institute for Actuarial Science Central University of Finance and EconomicsBeijing 100081China School of finance&Chinese Fintech research center Central University of Finance and EconomicsBeijing 100081China

In this paper,the authors analyze the optimal reinsurance and dividend problem with model uncertainty for an *** the model uncertainty represents possible deviations between the real market and the assumed *** addition to the incorporation of model uncertainty into the traditional diffusion surplus process,the authors include a penalty function in the objective *** proposed goal is to find the optimal reinsurance and dividend strategy that maximizes the expected discounted dividend before ruin in the worst case of all possible scenarios,namely,the worst *** a dynamic programming approach,the problem is reduced to solving a Hamilton-Jacob-Bellman-Isaac(HJBI)equation with singular *** problem is more difficult than the traditional robust control or singular control ***,the authors prove that the value function is the unique solution to this HJBI equation with singular ***,the authors present a verification theorem when a smooth solution can be found,and derive closed-form solution when the function in the objective function is specified.

关键词： Hamilton-Jacobi-Bellman-Isaac equation model uncertainty optimal dividend proportional reinsurance

Industrial Carbon Emission Distribution and Regional Joint Emission Reduction:A Case Study of Cities in the Pearl River Basin,China

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Chinese Geographical Science 2024年第2期34卷 210-229页

作者： JIANG Hongtao YIN Jian ZHANG Bin WEI Danqi LUO Xinyuan DING Yi XIA Ruici center for Western China Modernization Guizhou University of Finance and EconomicsGuiyang 550025China College of Big Data application and Economic Guizhou University of Finance and EconomicsGuiyang 550025China Key Laboratory of Green Fintech Guizhou University of Finance and EconomicsGuiyang 550025China

China’s low-carbon development path will make significant contributions to achieving global sustainable development *** to the diverse natural and economic conditions across different regions in China,there exists an imbalance in the distribution of car-bon ***,regional cooperation serves as an effective means to attain low-carbon *** study examined the pattern of carbon emissions and proposed a potential joint emission reduction strategy by utilizing the industrial carbon emission intens-ity(ICEI)as a crucial *** utilized social network analysis and Local Indicators of Spatial Association(LISA)space-time trans-ition matrix to investigate the spatiotemporal connections and discrepancies of ICEI in the cities of the Pearl River Basin(PRB),China from 2010 to *** primary drivers of the ICEI were determined through geographical detectors and multi-scale geographically weighted *** results were as follows:1)the overall ICEI in the Pearl River Basin is showing a downward trend,and there is a significant spatial imbalance.2)There are numerous network connections between cities regarding the ICEI,but the network structure is relatively fragile and unstable.3)Economically developed cities such as Guangzhou,Foshan,and Dongguan are in the center of the network while playing an intermediary role.4)Energy consumption,industrialization,per capita GDP,urbanization,science and techno-logy,and productivity are found to be the most influential variables in the spatial differentiation of ICEI,and their combination in-creased the explanatory power of the geographic variation of ***,through the analysis of differences and connections in urban carbon emissions under different economic levels and ICEI,the study suggests joint carbon reduction strategies,which are centered on carbon transfer,financial support,and technological assistance among cities.

关键词： industrial carbon emission intensity carbon emission social network analysis Location Indicators of Spatial Association(LISA) geographical detector multi-scale geographically weighted regression Pearl River Basin(PRB),China

ON WEAK MINIMUM ABERRATION AND NUMBER OF CLEAR TWO-FACTOR INTERACTION COMPONENTS IN s_Ⅳ～(m-p) DESIGNS

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Acta Mathematica Scientia 2010年第1期30卷 240-246页

作者：杨贵军 Department of Statistics and China center for Economic Statistics research Tianjin University of Finance and Economics

This article obtains some theoretical results on the number of clear two-factor interaction components and weak minimum aberration in an sm-pIVdesign, by considering the number of not clear two-factor interaction comp... 详细信息

关键词： clear two-factor interaction component weak minimum aberration, resolu-tion wordlength pattern

STABILITY OF THE STOCHASTIC θ-METHOD FOR SUPER-LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY

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Journal of Computational Mathematics 2019年第5期37卷 704-720页

作者： Lin Chen School of Statistics Jiangxi University of Finance and Economics Nanchang 330013China research center of Applied Statistics Jiangxi University of Finance and Economics Nanchang 330013China

This paper deals with numerical stability properties of super-linear stochastic differential equations with unbounded delay. Sufficient conditions for mean square and almost sure decay stability of the above system and its stochastic θ-method approximation are investigated in this paper. The author establishes numerical stability under a monotone-type condition in unbounded delay setting. An example is presented to illustrate the result.

关键词： Unbounded delay Monotone condition Polynomial condition Stochastic θ- method Decay stability.