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Journal of Computational mathematics 2024年第1期42卷 156-177页

作者： Jingjun Zhao Wenjiao Zhao Yang Xu school of mathematics Harbin Institute of TechnologyHarbin 150001China

This paper deals with the numerical approximation for the time fractional diffusion problem with fractional dynamic boundary *** well-posedness for the weak solutions is studied.A direct discontinuous Galerkin approach is used in spatial direction under the uniform meshes,together with a second-order Alikhanov scheme is utilized in temporal direction on the graded mesh,and then the fully discrete scheme is ***,the stability and the error estimate for the full scheme are analyzed in *** experiments are also given to illustrate the effectiveness of the proposed method.

关键词： Time fractional diffusion equation Numerical stability Convergence

A wealth distribution model with a non-Maxwellian collision kernel

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Chinese Physics B 2024年第7期33卷 224-231页

作者：孟俊周霞赖绍永 College of mathematics and Statistics Kashi UniversityKashi 844006China College of mathematics and Physics Mianyang Teacher's CollegeMianyang 621000China school of mathematics Southwestern University of Finance and EconomicsChengdu 611130China

A non-Maxwellian collision kernel is employed to study the evolution of wealth distribution in a multi-agent *** collision kernel divides agents into two different groups under certain conditions. Applying the kinetic theory of rarefied gases, we construct a two-group kinetic model for the evolution of wealth distribution. Under the continuous trading limit, the Fokker–Planck equation is derived and its steady-state solution is obtained. For the non-Maxwellian collision kernel, we find a suitable redistribution operator to match the taxation. Our results illustrate that taxation and redistribution have the property to change the Pareto index.

关键词： kinetic theory non-Maxwellian collision kernel wealth distribution Pareto index

A Tale of Two“Skewness”:Managerial Epidemic Experience,Probability Weighting and Financial Market Stability

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Social Sciences in China 2024年第1期45卷 157-181页

作者： Gu Leilei Ni Xiaoran Peng Yuchao Business school Central University of Finance and Economics school of Economics Xiamen University school of finance and Belt&Road finance institute Central University of Finance and Economics

Under probability weighting,entrepreneurs with skewness preference tend to seek rightskewed and avoid left-skewed *** show that Chinese firms managed by CEOs with professional epidemic experience,i.e.,who previously experienced the outbreak of SARS during their tenure as high level executives,have a lower stock price crash risk measured by the negative skewness of stock prices in subsequent *** particular,those firms intentionally avoid stock price crashes by adopting more conservative strategies in ***,we provide the first evidence on the unintended effect of entrepreneurs'subjective judgments of the probabilities of disease outbreaks on financial market *** have long-term implications for the financial system.

关键词： SARS epidemic experience probability weighting skewness preference stock price crash risk

On the convergence of tracking differentiator with multiple stochastic disturbances

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Science China(Information Sciences) 2024年第2期67卷 157-169页

作者： Zehao WU Huacheng ZHOU Baozhu GUO Feiqi DENG school of mathematics and Big Data Foshan University school of mathematics and Statistics Central South University Academy of mathematics and Systems Science Chinese Academy of Sciences Systems Engineering institute South China University of Technology

This paper investigates the convergence, noise-tolerance, and filtering performance of a tracking differentiator in the presence of multiple stochastic disturbances for the first time. We consider a general case wherein the input signal is corrupted by additive colored noise, and the tracking differentiator is disturbed by additive colored noise and white noise. The tracking differentiator is shown to track the input signal and its generalized derivatives in the mean square sense. Further, the almost sure convergence can be achieved when the stochastic noise affecting the input signal is vanishing. Herein, numerical simulations are performed to validate the theoretical results.

关键词： tracking differentiator convergence noise-tolerance filtering performance multiple stochastic disturbances

Exploring the impacts of major events on the systemic risk of the international energy market

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Petroleum Science 2024年第2期21卷 1444-1457页

作者： Ming-Tao Zhao Su-Wan Lu Lian-Biao Cui school of Statistics and Applied mathematics Anhui University of Finance and EconomicsBengbu233030AnhuiChina Anhui Province Key Laboratory of Philosophy and Social Science of Low-Carbon Development and Carbon finance Anhui University of Finance and EconomicsBengbu233030AnhuiChina

This study examines the systemic risk caused by major events in the international energy market(IEM)and proposes a management strategy to mitigate it. Using the tail-event driven network(TENET)method, this study constructed a tail-risk spillover network(TRSN) of IEM and simulated the dynamic spillover tail-risk process through the cascading failure mechanism. The study found that renewable energy markets contributed more to systemic risk during the Paris Agreement and the COVID-19pandemic, while fossil energy markets played a larger role during the Russia-Ukraine conflict. This study identifies systemically important markets(SM) and critical tail-risk spillover paths as potential sources of systemic risk. The research confirms that cutting off the IEM risk spillover path can greatly reduce systemic risk and the influence of SM. This study offers insights into the management of systemic risk in IEM and provides policy recommendations to reduce the impact of shock events.

关键词： International energy market Tail-risk spillover Cascading failure mechanism Systemic risk management

Development?A Study based on Spatial Effects and Threshold Characteristics

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Journal of Resources and Ecology 2024年第4期15卷 1094-1105页

作者： ZHANG Shengwu GE Yumeng LI Xiaosheng HUANG Chaoqun school of Business Administration Anhui University of Finance and EconomicsBengbuAnhui 233030China school of Statistics and Applied mathematics Anhui University of Finance and EconomicsBengbuAnhui 233030China

As a pivotal element within the modern service industry,tourism possesses the capacity to reconfigure regional economic dynamics,alter resource flow patterns,and notably influence urban green *** establishing an evaluation index system for urban green development across 60 prefecture-level cities within the Yellow River Basin from 2006 to 2021,this study employs the spatial Durbin model to delve into the nonlinear relationship between the tourism economy and urban green ***,it investigates the heterogeneous impact of the tourism economy on green development across varying levels of *** study reveals several key findings:(1)Both tourism economy and urban green development exhibit significant spatial clustering,with tourism economy showing“midstream>downstream>upstream”and urban green development showing“downstream>midstream>upstream”.(2)The tourism economy exerts a non-linear positive influence on the green development of cities,characterized by a non-linear inverted“S”shape in its direct impact and a nonlinear“S”shape in its indirect impact.(3)As urbanization rate level escalate,the positive influence of the tourism economy on urban green development follows a non-linear trajectory,initially declining before ***,when the urbanization rate level is below the first threshold value,the tourism economy notably promotes urban green ***,between the first and second threshold values,this positive impact diminishes,only to rebound beyond the second threshold value.

关键词： tourism economy urban green development the Yellow River Basin spatial Durbin model threshold effect model

The KAM theorem on the modulus of continuity about parameters

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Science China mathematics 2024年第3期67卷 577-592页

作者： Zhicheng Tong Jiayin Du Yong Li school of mathematics Jilin UniversityChangchun 130012China institute of mathematics Jilin UniversityChangchun 130012China school of mathematics and Statistics Center for Mathematics and Interdisciplinary SciencesNortheast Normal UniversityChangchun 130024China

In this paper,we study the Hamiltonian systems H(y,x,ξ,ε)=〈ω(ξ),y〉+εP(y,x,ξ,ε),where ω and P are continuous about ξ.We prove that persistent invariant tori possess the same frequency as the unperturbed tori,under a certain transversality condition and a weak convexity condition for the frequency mapping ω.As a direct application,we prove a Kolmogorov-Arnold-Moser(KAM) theorem when the perturbation P holds arbitrary Holder continuity with respect to the parameter ξ.The infinite-dimensional case is also *** our knowledge,this is the first approach to the systems with the only continuity in the parameter beyond H?lder's type.

关键词： Hamiltonian systems invariant tori frequency-preserving weak regularity

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On the Initial Layer and the Limit Behavior for Chemotaxis System with the Effect of Fluid in Fourier Space

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Acta Mathematicae Applicatae Sinica 2024年第4期 1015-1024页

作者： Jian-xiang WAN Hai-ping ZHONG Department of mathematics Jiangxi University of Finance and Economics school of mathematics and Computer Yuzhang Normal University

The paper deals with a Cauchy problem for the chemotaxis system with the effect of fluid■where d≥*** is known that for each ?>0 and all sufficiently small initial data （u0,n0,c0） belongs to certain Fourier space,the problem possesses a unique global solution （u?,n?,c?） in Fourier *** present work asserts that these solutions stabilize to （u∞,n∞,c∞） as ?-1→***,we show that c?（t） has the initial layer as ?-1→*** one expects its limit behavior maybe give a new viewlook to understand the system.

关键词：

Irrational-Behavior-Proof Conditions for Stochastic Games over Event Trees

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Journal of the Operations Research Society of China 2024年第1期12卷 243-263页

作者： Lei Wang Cui Liu Hong-Wei Gao Chong Lin school of Automation Institute of Complexity ScienceQingdao UniversityQingdao 266071ShandongChina school of mathematics and Statistics Institute of Applied Mathematics of ShandongQingdao UniversityQingdao 266071ShandongChina

In this paper,the irrational-behavior-proof conditions in a class of stochastic dynamic games over event trees are *** kinds of irrational-behavior-proof conditions are proposed by the imputation distribution procedure,and their relationships are *** specific properties for the general transformation of characteristic functions are developed,based on which,the irrational-behavior-proof conditions are proved to be true in a transformed cooperative game.

关键词： Dynamic cooperative game Event tree Irrational-behavior-proof condition Imputation distribution procedure Transformation of characteristic function

Partial Linear Model Averaging Prediction for Longitudinal Data

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Journal of Systems Science & Complexity 2024年第2期37卷 863-885页

作者： LI Na FEI Yu ZHANG Xinyu Faculty of Science Kunming University of Science and TechnologyKunming 650500China school of Statistics and mathematics Yunnan University of Finance and EconomicsKunming 650221China Academy of mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China

Prediction plays an important role in data *** averaging method generally provides better prediction than using any of its *** though model averaging has been extensively investigated under independent errors,few authors have considered model averaging for semiparametric models with correlated *** this paper,the authors offer an optimal model averaging method to improve the prediction in partially linear model for longitudinal *** model averaging weights are obtained by minimizing criterion,which is an unbiased estimator of the expected in-sample squared error loss plus a *** properties,including asymptotic optimality and consistency of averaging weights,are established under two scenarios:(i)All candidate models are misspecified;(ii)Correct models are available in the candidate *** studies and an empirical example show that the promise of the proposed procedure over other competitive methods.

关键词： Asymptotic optimality longitudinal data model averaging estimator partially linear model prediction