arXiv subjects
Publications and source records attributed to Peng Luo.
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the terminal condition or the dependence in the system are small enough.
In the present paper, we consider the nonlocal Kirchhoff problem \begin{eqnarray*} -\left(ε^2a+εb\int_{\mathbb{R}^{3}}|\nabla u|^{2}\right)Δu+V(x)u=u^{p},\,\,\,u>0 & & \text{in }\mathbb{R}^{3}, \end{eqnarray*} where $a,b>0$, $1 0$ is a parameter. Under some mild assumptions on the function $V$, we obtain multi-peak solutions for $ε$ sufficiently small by Lyapunov-Schmidt reduction method. Even though many results on single peak solutions to singularly perturbed Kirchhoff problems have been derived in the literature by various methods, there exist no results on multi-peak solutions before this paper, due to some difficulties caused by the nonlocal term $\left(\int_{\mathbb{R}^3}|\nabla u|^2\right)Δu$. A remarkable new feature of this problem is that the corresponding unperturbed problem turns out to be a system of partial differential equations, but not a single Kirchhoff equation, which is quite different from most of elliptic singular perturbation problems.
The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the $z$ argument. This work is the sequel of Briand et al. [BSDEs with mean reflection, arXiv:1605.06301] in which a notion of BSDEs with mean reflection is developed to tackle the super-hedging problem under running risk management constraints. By the contraction mapping argument, we first prove that the quadratic BSDE with mean reflection admits a unique deterministic flat local solution on a small time interval whenever the terminal value is bounded. Moreover, we build the global solution on the whole time interval by stitching local solutions when the generator is uniformly bounded with respect to the $y$ argument.
We are concerned with the following Schrödinger-Newton problem \begin{equation} -\varepsilon^2Δu+V(x)u=\frac{1}{8π\varepsilon^2} \big(\int_{\mathbb R^3}\frac{u^2(ξ)}{|x-ξ|}dξ\big)u,~x\in \mathbb R^3. \end{equation} For $\varepsilon$ small enough, we show the uniqueness of positive solutions concentrating at the nondegenerate critical points of $V(x)$. The main tools are a local Pohozaev type of identity, blow-up analysis and the maximum principle. Our results also show that the asymptotic behavior of concentrated points to Schrödinger-Newton problem is quite different from those of Schrödinger equations.
We give local and global existence and uniqueness results for systems of coupled FBSDEs in the multidimensional setting and with generators allowed to grow arbitrarily fast in the control variable. Our results are based on Malliavin calculus arguments and pasting techniques.
In this paper, we establish a type of uniqueness and nondegeneracy results for positive solutions to the following nonlocal Kirchhoff equations \begin{eqnarray*} -\left(a+b\int_{\mathbb{R}^{3}}|\nabla u|^{2}\text{d} x\right)Δu+u=|u|^{p-1}u & & \text{in }\mathbb{R}^{3}, \end{eqnarray*} where $a,b$ are positive constants and $1<p<5$. Before this paper, it seems that there have no this type of results even on positive ground states solutions to Kirchhoff type equations, much less on general positive solutions. To overcome the difficulty brought by the nonlocality, some new observation on Kirchhoff equations is found, and some related theories on classical Schrödinger equations are applied.
When the primary outcome is hard to collect, surrogate endpoint is typically used as a substitute. However, even when the treatment has a positive average causal effect (ACE) on the surrogate endpoint, which also has a positive ACE on the primary outcome, it is still possible that the treatment has a negative ACE on the primary outcome. Such a phenomenon is called the surrogate paradox and greatly challenges the use of surrogate. In this paper, we provide novel criteria to exclude the surrogate paradox. Unlike other conditions previously proposed, our conditions are testable since they only involve observed data. Furthermore, our criteria are optimal in the sense that they are sufficient and "almost necessary" to exclude the paradox: if the conditions are satisfied, the surrogate paradox is guaranteed to be absent while if the conditions fail, there exists a data generating process with surrogate paradox that can generate the same observed data. That is, our criteria capture all the information in the observed data to exclude the surrogate paradox rather than relying on unverifiable distributional assumptions.
We consider a backward stochastic differential equation with a generator that can be subjected to delay, in the sense that its current value depends on the weighted past values of the solutions, for instance a distorted recent average. Existence and uniqueness results are provided in the case of possibly infinite time horizon for equations with, and without reflection. Furthermore, we show that when the delay vanishes, the solutions of the delayed equations converge to the solution of the equation without delay. We argue that these equations are naturally linked to forward backward systems, and we exemplify a situation where this observation allows to derive results for quadratic delayed equations with non-bounded terminal conditions in multi-dimension.
In this paper, we show that the G-normality of X and Y can be characterized according to the form of f such that the distribution of λ+f(λ)Y does not depend on λ, where Y is an independent copy of X and λ is in the domain of f. Without the condition that Y is identically distributed with X, we still have a similar argument.
We are concerned with the following nonlinear Schrödinger equation $$-\varepsilon^2Δu+ V(x)u=|u|^{p-2}u,~u\in H^1(\R^N),$$ where $N\geq 3$, $2<p<\frac{2N}{N-2}$. For $\varepsilon$ small enough and a class of $V(x)$, we show the uniqueness of positive multi-bump solutions concentrating at $k$ different critical points of $V(x)$ under certain assumptions on asymptotic behavior of $V(x)$ and its first derivatives near those points. The degeneracy of critical points is allowed in this paper.
In this paper, we prove a comparison theorem for multidimensional G-SDEs. Moreover we obtain respectively the sufficient conditions and necessary conditions of the monotonicity and order-preservation for two multidimensional G-diffusion processes. Finally, we give some applications.
In this paper, we study the uniqueness and existence of solutions of RGSDEs with nonlinear resistance under an integral-Lipschitz condition of coefficients. Moreover we obtain the comparison theorem for RGSDEs with nonlinear resistance.
The spallation neutrons were produced by the irradiation of Pb with 250 MeV protons. The Pb target was surrounded by water which was used to slow down the emitted neutrons. The moderated neutrons in the water bath were measured by using the resonance detectors of Au, Mn and In with Cd cover. According to the measured activities of the foils, the neutron flux at different resonance energy were deduced and the epithermal neutron spectra were proposed. Corresponding results calculated with the Monte Carlo code MCNPX were compared with the experimental data to check the validity of the code.
In this paper, we show that the integration of a stochastic differential equations driven by G-Brownian motion in R can be reduced to the integration of an ordinary differential equations parametrized by a variable in (Ω,F). We study the sample solutions of G-SDEs by an extention of G-Itô formula. And then we also get a comparison theorem for G-SDEs and its applications.
Network node similarity measure has been paid particular attention in the field of statistical physics. In this paper, we utilize the concept of information and information loss to measure the node similarity. The whole model is based on this idea that if two nodes are more similar than the others, then the information loss of seeing them as the same is less. The present new method has low algorithm complexity so that it can save much time and energy to deal with the large scale real-world network. We illustrate the availability of this approach based on two artificial examples and computer-generated networks by comparing its accuracy with the other selected approaches. The above tests demonstrate that the new method can provide more reasonable results consistent with our human common judgment. The new similarity measure method is also applied to predict the network evolution and predict unknown nodes' attributions in the two application examples.