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In the above article, a second-order convergence in the maximum norm of the two-dimensional regularized long-wave equation is proved. However, due to a wrong inequality in Lemma 3.3 used in X. Wang et al.[1], there are some fundamental errors in this paper, in particular the proof of Theorem 3.3 and the convergence Theorem are no longer correct. The present brief paper contains clarifying comments.

Two limit cycles for the continuous model of the rockscissorspaper (RSP) game is constructed.The Hopf bifurcation method is used for the construction of limit cycles.The results give a partial answer to an open question posed by Neumann and Schuster. In this paper we construct two limit cycles with a heteroclinic polycycle for the three-dimensional continuous model of the rockscissorspaper (RSP) game between bacteriocin producing bacteria. Our construction gives a partial answer to an open question posed by Neumann and Schuster (2007) concerning how many limit cycles can coexist for the RSP game.

The difference between conventional replicator dynamics and pairwise (PW) nonlinear Fermi dynamics can be discerned by studying the evolutionary dynamics of the interactions between the symmetric cyclic structure in the rock–paper–scissors game and inter- and intraspecific competitions. Often, conventional replicator models presume that the payoff difference among species is a linear function (a linear benefit). This study introduces a PW contrast under the properties of the well-known Fermi rule, where species play against one another in pairs. To model a PW nonlinear evolutionary environment (a nonlinear benefit) within this framework, both analytical and numerical approaches are applied. It is determined that the dynamics of the linear and nonlinear benefits can present the same stability conditions at equilibrium. Moreover, it is also demonstrated that, even in an identical equilibrium condition for both dynamics, the numerical result run by a deterministic approach presents a faster stability state for nonlinear benefit dynamics. This study also suggests that introducing mutation as demographic noise can effectively disrupt the phase regions and show the different relationships between linear and nonlinear dynamics. The symmetric bidirectional mutation among all the species reduced to the stable limit cycle by an arbitrary small mutation rate is also explored. Due to the environmental noise, however, linear and nonlinear exhibit the same steady state. Nevertheless, non-linearity illustrates more stable and faster stability situations. Our result suggests that environmental and demographic noise on the evolutionary dynamic framework can serve as a mechanism for supporting PW nonlinear dynamics in multi-species games.

In this paper, we first point out a gap in Yang (2012). Next, strong convergence theorem for the common solution for a finite family of ? -strongly accretive operator equations in Banach spaces is established without any bounded assumption, and we also give an example to show universality of the result of this paper, which improve and extend some recent results.

In the paper the second order half-linear delay differential equation ( r ( t ) | u ' ( t ) | α - 1 u ' ( t ) ) ' + p ( t ) | u ( ? ( t ) ) | α - 1 u ( ? ( t ) ) = 0 , α 1 is studied under the condition ? ∞ r - 1 / α ( t ) d t < ∞ . The oscillation criterion proved by Sun and Meng (2006, Theorem 2.2) is carefully examined and improved by simplifying and sharpening the estimates used in the original proof and removing unnecessary assumptions. Among others, using elementary arguments we show that an arbitrary positive nondecreasing function ? from this criterion can be safely and with no loss of generality replaced by a constant function. An extension to other related equations, such as neutral equations is also provided.

In this short paper, we introduce and analyze a generalized preconditioned parameterized inexact Uzawa method for solving singular saddle point problems, this method is a generalization of the PPIU method (see, Gao and Kong, 2010), then we give the semi-convergent conditions of this method, which are more practical for the applications.

The Wiener polarity index Wp(G) of a graph G is the number of unordered pairs of vertices {u,?v} in G such that the distance between u and v is equal to 3. Very recently, Zhang and Hu studied the Wiener polarity index in Y. Zhang, Y. Hu, 2016 38. In this short paper, we establish an upper bound on the Wiener polarity index in terms of Hosoya index and characterize the corresponding extremal graphs. Moreover, we obtain Nordhaus-Gaddum-type results for Wp(G). Our lower bound on W p ( G ) + W p ( G ? ) is always better than the previous lower bound given by Zhang and Hu.

Recently, some results on the trigonometric approximation of Lip(ω(t), p)-class have been given by Srivastava and Singh (2014). In this note, we point out that one of the assumption conditions in their theorems is invalid in some cases. Thus, all conclusions in the paper based on the condition lose the foundation. Moreover, we obtain the similar results for a class of more extensive functions after deleting the mentioned condition, and weakening another condition in their theorems.

In 1984, Kyurkchiev et al. constructed an infinite sequence of iterative methods for simultaneous approximation of polynomial zeros (with known multiplicity). The first member of this sequence of iterative methods is the famous root-finding method derived independently by Farmer and Loizou (1977) and Gargantini (1978). For every given positive integer N, the Nth method of this family has the order of convergence 2 N + 1 . In this paper, we prove two new local convergence results for this family of iterative methods. The first one improves the result of Kyurkchiev et al. (1984). We end the paper with a comparison of the computational efficiency, the convergence behavior and the computational order convergence of different methods of the family.

This paper has attended to obtain the approximate analytical expressions of periodic solutions in the delayed non-smooth Internet TCP-RED congestion control system employing the semi-analytical method named as the harmonic balance method with alternating frequency/time (HB-AFT) domain technique. For the first time, the methodology presented herein provides the accurate approximate analytical expressions of periodic solutions, including the non-impacting periodic solutions and impacting periodic solutions, in the non-smooth dynamical system with time-delays. They agree very well with the results of numerical simulations by MATLAB. It implies that the proposed method in this paper is accurate and effective. Furthermore, rich dynamics of this delayed non-smooth system is discovered in the present paper. Three kinds of bi-stability, i.e. coexistence of asymptotically stable equilibrium and equilibrium, equilibrium and periodic solution, periodic solution and periodic solution, have been found in the system with the variation of the delay. And the grazing solution, the impacting solution traversing both the lower threshold Tmin and the larger threshold Tmax, and a route to chaos, i.e., intermittent to chaos, have been also obtained by varying the delay employing numerical method.

On the basis of the previous work by Tang and Zhang [37], in this paper we present a more effective way to construct high-order symplectic integrators for solving second order Hamiltonian equations. Instead of analyzing order conditions step by step as shown in the previous work, the new technique of this paper is using Legendre expansions to deal with the simplifying assumptions for order conditions. With the new technique, high-order symplectic integrators can be conveniently devised by truncating an orthogonal series.

The solution of Bernoulli differential equation can be described as a generalized Logistic curve function. Weibull cumulative distribution function is also an analytic solution of one variable coefficient differential equation. But, however because of the exact analytical solution problem of the equation, up to now, the developing coefficient of all the grey forecasting models is still defined as a constant. So, the aim of this paper is just to construct a novel grey differential equation model by combining NGBM(1,1) and Weibull cumulative distribution function. The proposed model(WBGM(1,1)) has the advantages of NGBM(1,1) and Weibull cumulative distribution. Where there are double shape parameters, the developing coefficient of the grey forecasting model is extended to be a variant. Property analysis of WBGM(1,1) shows that the fitting accuracy is higher and the applicable confines are wider. Finally, this paper gives an optimization method for the parameters of WBGM(1,1). A classic example and a practical case are studied for confirming the effectiveness of WBGM(1,1). The case study is the prediction for the number of invention patents of integrated circuit(IC) filed in China from 2007 to 2017. Results of the example and case study are compared to other forecasting models, including GM(1,1), NGBM(1,1), Holt exponential smoothing and ARIMA. Results show that WBGM(1,1) is a more general and more efficient model in grey prediction theory.

This paper considers the problems on the existence and uniqueness, the pth(p ≥ 1)-moment and the almost sure stability with a general decay for the global solution of stochastic delay differential equations with Markovian switching, when the drift term and the diffusion term satisfy the locally Lipschitz condition and the monotonicity condition. By using the Lyapunov function approach, the Barbalat Lemma and the nonnegative semi-martingale convergence theorem, some sufficient conditions are proposed to guarantee the existence and uniqueness as well as the stability with a general decay for the global solution of such equations. It is mentioned that, in this paper, the time-varying delay is a bounded measurable function. The derived stability results are more general, which not only include the exponential stability but also the polynomial stability as well as the logarithmic one. At last, two examples are given to show the effectiveness of the theoretical results obtained.

This paper studies European call option pricing problem under a hard-to-borrow stock model where stock price and buy-in rate are fully coupled. Avellaneda and Lipkin (2009) proposed a simplified solution approach with an independence assumption, and then derived a semi-explicit pricing formula. However, such an approach has limited its application to more general cases. In this paper, we propose a partial differential equation (PDE) approach for pricing European call options, regardless of the independence assumption. A two-dimensional PDE is derived first with a set of appropriate boundary conditions. Then, two numerical schemes are provided with different treatments of the jump term. Through our numerical results, we find that the semi-explicit formula is a good approximate solution when the coupling parameter is small. However, when the stock price and the buy-in rate are significantly coupled, the PDE approach is preferred to solve the option pricing problem under the full hard-to-borrow model.

Delay-dependent stability analysis of linear systems with a time-varying delay is investigated in this paper. Firstly, instead of developing a Lyapunov–Krasovskii functional (LKF) including augmented non-integral quadratic terms as usual, this paper proposes two augmented-integral-function based LKFs, which can reflect closer relationships among system states. Secondly, to bound the derivative of LKF more accurately, a new integral inequality with several free matrices is developed. Compared with the free-matrix-based integral inequality, this inequality can provide additional freedom due to the free matrices introduced. Then, by employing those LKFs and the improved integral inequality, several delay-dependent stability criteria are established for two types of delays. Finally, two numerical examples are given to demonstrate the superiority of the proposed method.

In this paper, a pricing formula for volatility swaps is delivered when the underlying asset follows the stochastic volatility model with jumps and stochastic intensity. By using Feynman-Kac theorem, a partial integral differential equation is obtained to derive the joint moment generating function of the previous model. Moreover, discrete and continuous sampled volatility swap pricing formulas are given by employing transform techniques and the relationship between two pricing formulas is discussed. Finally, some numerical simulations are reported to support the results presented in this paper., 15PAGES

It is well known that a good approximate sampled-data model is very important in sampled-data controller design of nonlinear continuous-time system because the exact sampled-data model of nonlinear continuous-time system is often unavailable. It is also a truth that unstable zero dynamics of sampled-data model greatly limit the control performance of the system. This paper investigates the properties of approximate sampled-data model and its zero dynamics, which generated during the process of discretization with backward triangle sample and hold (BTSH). Further, a more accurate sampled-data model is obtained for nonlinear systems in BTSH case. The zero dynamics form and stable conditions are also derived. Finally, numerical examples are provided to better show the results developed in this paper.

In this paper, the stability problem is investigated for a class of discrete-time switched systems with unstable subsystems under the mode-dependent average dwell time (MDADT) switching. A multiple convex Lyapunov function (MCLF) and a multiple piecewise convex Lyapunov function (MPCLF) are firstly proposed, which are formulated in a convex combination form of positive definite matrices with quasi-time-dependent coefficients. It is pointed out in the paper that the multiple Lyapunov function (MLF) and the multiple discontinuous Lyapunov function (MDLF) can be regarded as special cases of the proposed MCLF and MPCLF, respectively. Then, the exponential stability conditions are derived by the new Lyapunov functions. Both slow switching and fast switching are exerted on stable modes and unstable modes, respectively. Finally, two numerical examples are given to demonstrate that larger stability regions and tighter MDADT bounds can be obtained by using our developed techniques compared with some recent results.

In this paper, we propose the split-step theta method for stochastic delay integro-differential equations by the Lagrange interpolation technique and investigate the mean square exponential stability of the proposed scheme. It is shown that the split-step theta method can inherit the mean square exponential stability of the continuous model under the linear growth condition and the proposed stability condition by the delayed differential and difference inequalities established in the paper. A numerical example is given at the end of the paper to illustrate the method and conclusion of the paper. In addition, the convergence of the split-step theta method is proved in the Appendix.

A multi-dimensional uncertain differential equation is a type of differential equation. Stability of a multi-dimensional means insensitivity of the state of a system to small changes in the initial state. This paper presents a concept of stability in mean for multi-dimensional uncertain differential equation. Some stability theorems for the solution of multi-dimensional uncertain differential equation are given, in which some sufficient conditions for a multi-dimensional uncertain differential equation being stable in mean. In addition, this paper discusses their relationships between stability in measure and stability in mean.

This paper aims to extend the scheme proposed in Jentzen et al. (2011) for stochastic partial differential equations (SPDEs) with global Lipschitz coefficients to non-global Lipschitz coefficients. We investigate the pathwise convergence of the scheme for a class of semilinear parabolic SPDEs with non-globally Lipschitz nonlinearity. We show first that the scheme is convergent uniformly in time and space under Lipschitz assumption on the nonlinearity of the SPDE, then we obtain the convergence in the case of non-globally Lipschitz nonlinearity via a localization technique. Compared to the scheme introduced in Jentzen (2009) for SPDEs under non-global Lipschitz coefficients, the scheme considered in this paper is simpler in the sense that the former uses two linear functionals of the noise while the latter uses one.

Irrational transfer function has been widely used in modelling and identification. But time response analysis of systems with irrational transfer functions is hard to be achieved in comparison with the rational ones. One of the main reasons is that irrational transfer function generally has infinite poles or zero. In this paper, the closed-loop time response of fractional-system with irrational transfer function is analyzed based on numerical inverse Laplace transform. The numerical solutions and stability evaluation of irrational fractional-order systems are presented. Several examples of fractional-order systems with irrational transfer functions are shown to verify the effectiveness of the proposed algorithm in both time and frequency domain analysis. The MATLAB codes developed to solve the fractional differential equations using numerical Laplace transform are also provided. The results of this paper can be used on analysis and design of control system described by irrational fractional-order or integer-order transfer function.

The paper is concerned with a qualitative analysis for a nonlinear second-order parabolic problem, subject to non-homogeneous Cauchy–Neumann boundary conditions, extending the types already studied. Under some certain assumptions, we prove the existence, estimate, regularity and uniqueness of a classical solution. The considered nonlinear second-order anisotropic diffusion model is then particularized for an image restoration task. The resulted PDE-based model is solved numerically by constructing a finite-difference based approximation algorithm that is consistent to the model and converges fast to its solution. An effective detail-preserving image filtering scheme that removes successfully the white additive Gaussian noise while overcoming the unintended effects is thus obtained. Our successful image restoration and method comparison results are also discussed in this paper.

The star chromatic index of a multigraph G, denoted χ s ′ ( G ) , is the minimum number of colors needed to properly color the edges of G such that no path or cycle of length four is bi-colored. A multigraph G is star k-edge-colorable if χ s ′ ( G ) ≤ k . Dvořak et al. (2013) proved that every subcubic multigraph is star 7-edge-colorable. They conjectured in the same paper that every subcubic multigraph should be star 6-edge-colorable. In this paper, we consider this problem in a more general setting, we investigate star list edge coloring of general graph G and obtain an upper bound for the choice number of star edge coloring of graphs, namely, we proved that χ s l ′ ≤ ⌈ 2 Δ 3 2 ( 1 Δ + 2 ) 1 2 + 2 Δ ⌉ .

In this paper, we develop two linear conservative Fourier pseudo-spectral schemes for the Camassa–Holm equation. We first apply the Fourier pseudo-spectral method in space for the Camassa–Holm equation to arrive at a spatial semi-discretized system in which a corresponding discrete momentum conservation law is preserved. Then we employe the linear-implicit Crank–Nicolson scheme and the leap-frog scheme for the semi-discrete system, respectively. The two new fully discrete methods are proved to conserve the discrete momentum conservation law of the original system, which implies the numerical solutions are bounded in the discrete L∞ norm. Furthermore, the proposed methods are unconditionally stable, second order in time and high order in space, and uniquely solvable. Numerical experiments are presented to show the convergence property as well as the efficiency and accuracy of the new schemes. The proposed methods in this paper could be readily utilized to design linear momentum-preserving numerical approximations for many other Hamiltonian PDEs.

In this paper, we show that the univariate interpolatory subdivision schemes with the optimal approximation order, which are the D-D interpolatory ones, can be obtained from the cubic B-spline scheme. Such schemes are derived in this paper by suitably using the push-back operation, a connection between the approximating and interpolatory subdivision. Then, the process to obtain the D-D schemes is generalized to the bivariate case and bivariate interpolatory schemes with the optimal approximation order are generated based on the triangular meshes. Compared with the existing bivariate interpolatory schemes with the optimal approximation order, the newly constructed ones own some advantages, such as a better performance in terms of the number of nonzero coefficients in the mask. Several examples are given and explicitly computed.

In this paper, for the first time, fractional Taylor–Jumarie series expansion is used to solve a glass of time-fractional delay partial differential equation by piecewise interpolation reproducing kernel method (RKM), this class of equations describe sand motion model in beach formation. The aim of this work is to obtain more accurate numerical solution by fractional Taylor–Jumarie series expansion and piecewise interpolation technique. Three numerical experiments are provided to show the advantage of this method, the results show the characteristics of sand motion. The research in this paper is the theoretical basis for further sand motion study.

In this paper we study some classes of generalized singular integral equations of convolution type with Cauchy kernel in the class of exponentially increasing functions. Such equations can be transformed into Riemann boundary value problems with two unknown functions on two parallel straight lines via Fourier transformation. The general solutions and the conditions of solvability are obtained by means of the classical boundary value theory, of the theory of Fourier analysis, and of the principle of analytic continuation. This paper will be of great significance for the study of improving and developing complex analysis, integral equation and boundary value problem. Therefore, the classic Riemann boundary value problem is extended further.

As a type of differential equation, uncertain delay differential equation is driven by Liu process. Stability in measure, stability in mean and stability in moment for uncertain delay differential equation have been proposed. This paper mainly gives a concept of stability in distribution, and proves a sufficient condition for uncertain delay differential equation being stable in distribution as a supplement. Moreover, this paper further discusses their relationships among stability in distribution, stability in measure, stability in mean and stability in moment.

Twenty years after the classical book of Ortega and Rheinboldt was published, five definitions for the Q-convergence orders of sequences were independently and rigorously studied (i.e., some orders characterized in terms of others), by Potra (1989), resp. Beyer, Ebanks and Qualls (1990). The relationship between all the five definitions (only partially analyzed in each of the two papers) was not subsequently followed and, moreover, the second paper slept from the readers attention. The main aim of this paper is to provide a rigorous, selfcontained, and, as much as possible, a comprehensive picture of the theoretical aspects of this topic, as the current literature has taken away the credit from authors who obtained important results long ago. Moreover, this paper provides rigorous support for the numerical examples recently presented in an increasing number of papers, where the authors check the convergence orders of different iterative methods for solving nonlinear (systems of) equations. Tight connections between some asymptotic quantities defined by theoretical and computational elements are shown to hold.

In this paper the dynamics of differential equation with two linearly state-dependent delays is considered, with particular attention focused on non-resonant double Hopf bifurcation. Firstly, we identify the sufficient and necessary conditions of the double Hopf bifurcation by formal linearization, linear stability analysis and Hopf bifurcation theorem. Secondly, in the first time the method of multiple scales (MMS) is employed to classify the dynamics in the neighborhoods of two kinds of non-resonant double Hopf bifurcation points, i.e. Cases III and Ib, in the bifurcation parameters plane. Finally, numerical simulation is executed qualitatively to verify the previously analytical results and demonstrate the rich phenomena, including the stable equilibrium, stable periodic solutions, bistability and stable quasi-periodic solution and so on. It also implies that MMS is simple, effective and correct in higher co-dimensional bifurcation analysis of the state-dependent DDEs. Besides, the other complicated dynamics, such as the switch between torus and phase-locked solution, period-doubling and the route of the break of torus to chaos are also found in this paper.

This paper deals with the multistability problem of the quaternion-valued neural networks (QVNNs) with nonmonotonic piecewise nonlinear activation functions and unbounded time-varying delays. By virtue of the non-commutativity of quaternion multiplication resulting from Hamilton rules, the QVNNs can be separated into four real-valued systems. By using the fixed point theorem and other analytical tools, some novel algebraic criteria are established to guarantee that the QVNNs can have 54n equilibrium points, 34n of which are locally μ-stable. Some criteria that guarantee the multiple exponential stability, multiple power stability, multiple log-stability, multiple log–log-stability are also derived as special cases. The obtained results reveal that the introduced QVNNs in this paper can have larger storage capacity than the complex-valued ones. Finally, one numerical example is presented to clarify the validity of the theoretical results.

Investigation of the asymptotic properties of solutions to systems of discrete equations is a topic of permanent interest. Numerous papers analyze the so-called prescribed behaviour of solutions giving sufficient conditions for the existence of at least one solution having a given asymptotic behaviour. To a smaller extent the problem is considered of determining the initial data generating such solutions. The present paper finds its niche being concerned with the case of a triangular system of linear discrete equations. The existence of solutions with a prescribed asymptotic behaviour is proved and algorithms suggested for computing stepwise the initial data defining such solutions and eventually suggesting these. Illustrative examples (supported with a MATLAB program) are considered and some open problems are formulated as well.

The main purpose of this paper is to study the traveling wave solutions of the diffusive Lotka–Volterra systems with boundary conditions. With the help of Grobner bases elimination method, a series of new traveling wave solutions have been obtained through symbolic computation. In particular, it is worth noting that these traveling wave solutions may inspire us to explore new phenomena in this system. The obtained results in this paper substantially improve the corresponding results in the known literatures. Finally, we summarize the current study and give the future work.

This paper systematically investigates a stochastic Crowley-Martin predator-prey model. Firstly, we derive sufficient conditions for the existence of positive T -periodic solution for the impulsive case. Secondly, distinguished from the previous papers, asymptotical stability in probability is investigated by combining Khasminskii theory of stability with Lyapunov method. Our conclusion also improves and extends the corresponding existing ones. Thirdly, we establish the sufficient criteria for the existence of a unique ergodic stationary distribution for the Markovian switching case. Finally, two numerical examples are presented to demonstrate the effectiveness and feasibility of our analytical results and reveal the respective effect of white noises and Markovian switching.

This paper investigates convergence properties of gradient neural network (GNN) and GNN-based dynamical systems for computing generalized inverses. The main results are exact analytical solutions for the state matrices of the corresponding GNN and GNN-based dynamical systems. The exact solutions are given in each time instant, which enables to express final results as appropriate limiting expressions. This enables more rigorous convergence analysis in terms of exact solutions. Finally, trajectories of state variables in considered dynamical systems can be generated by avoiding time-consuming numerical solving matrix differential equations inside the selected time interval. Using the fact that the stated dynamical systems are in the essence systems of linear equations, explicit solutions can be obtained using known techniques of ordinary differential equations. Main results of the paper are further transformations of obtained exact solutions using main properties of generalized inverses and linear algebra tools. It is important to mention that the convergence results are expressed in terms of expressions involving outer inverses. Several examples are presented and a closed-form expressions for the solutions are given and implemented in package Mathematica. These are compared with the numerical solutions obtained by Matlab Simulink implementation.

It is shown that many systems of nonlinear differential equations of interest in various fields are naturally embedded in a new family of differential equations. In this paper, we improve new and effective methods for nonautonomous systems and they produce new exact solutions to some important biological systems. The exact solution of predator and prey population for different particular cases has been derived. The numerical examples show that new exact solutions can be obtained for many biological systems such as SIR model, Lotka–Volterra model. The methods perform extremely well in terms of efficiency and simplicity to solve this historical biological models. The Lotka–Volterra nonlinear differential equations for two competing species, namely X and Y, contain six independent parameters. Their general analytic solutions, valid for arbitrary values of the parameters, are at present unknown. However, when two or more of these parameters are interrelated, it is possible to obtain the exact solutions in the X, Y phase plane, and six cases of solvability are given in this paper. The dependence of the solutions on the parameters and the initial conditions can thus be readily investigated.

In this paper, using the blend of spatial discretization by second-order or fourth-order finite difference methods (FDM) and time integration by the generalized Average Vector Field (GAVF) method or the generalized adapted Average Vector Field (GAAVF) method, we propose and analyze novel energy-preserving algorithms for solving the nonlinear Hamiltonian wave equation equipped with homogeneous Neumann boundary conditions. Firstly, two kinds of finite difference methods are considered to discretize the spatial derivative, which can be of order two and order four respectively in all the spatial grid points. The conservation laws of the discrete energy are established after the semi-discretization, a Hamiltonian system of ODEs is derived whose Hamiltonian can be regarded as the approximate energy of the original continuous system. Then, the GAVF formula and the GAAVF formula are developed and applied to the derived Hamiltonian ODEs to yield some novel and efficient algorithms, which can exactly preserve the discrete energy. The numerical simulation is implemented and the numerical results demonstrate the spatial and temporal accuracy and the remarkable energy-preserving property of the new algorithms presented in this paper.

The Wiener index W(G) of a connected graph G is defined as the sum of distances between all pairs of vertices in G. In 1991, Soltes posed the problem of finding all graphs G such that the equality W ( G ) = W ( G − v ) holds for all their vertices v. Up to now, the only known graph with this property is the cycle C11. Our main object of study is a relaxed version of this problem: Find graphs for which Wiener index does not change when a particular vertex v is removed. In an earlier paper we have shown that there are infinitely many graphs with the vertex v of degree 2 satisfying this property. In this paper we focus on removing a higher degree vertex and we show that for any k ≥ 3 there are infinitely many graphs with a vertex v of degree k satisfying W ( G ) = W ( G − v ) . In addition, we solve an analogous problem if the degree of v is n − 1 or n − 2 . Furthermore, we prove that dense graphs cannot be a solutions of Soltes’s problem. We conclude that the relaxed version of Soltes’s problem is rich with a solutions and we hope that this can provide an insight into the original problem of Soltes.

A convex polytopes is a polytope that is also a convex set of points in the n-dimensional Euclidean space R n . By preserving the same adjacency relation between vertices of a convex polytope, its graph is constructed. The metric dimension problem has been extensively studied for convex polytopes and other families of graphs. In this paper, we study the fault-tolerant metric dimension problem for convex polytopes. By using a relation between resolving sets and fault-tolerant resolving sets of graphs, we prove that certain infinite families of convex polytopes are the families of graphs with constant fault-tolerant metric dimension. We conclude the paper with some open problems.

For a graph G = ( V , E ) , a subset F ⊆ V(G) is called an Rk-vertex-cut of G if G − F is disconnected and each vertex u ∈ V ( G ) − F has at least k neighbours in G − F . The Rk-vertex-connectivity of G, denoted by κk(G), is the cardinality of a minimum Rk-vertex-cut of G. In this paper, we further study the Rk-vertex-connectivity by introducing the concept, called super Rk-vertex-connectedness. The graph G is called super Rk-vertex-connectedness if, for every minimum Rk-vertex-cut S, G − S contains a component which is isomorphic to a certain graph H, where H is related to the graph G and integer k. For the Cayley graphs generated by wheel graphs, H is isomorphic to K2 when k = 1 and H is isomorphic to C4 when k = 2 . In this paper, we show that the Cayley graphs generated by wheel graphs are super R1-vertex-connectedness and super R2-vertex-connectedness. Our studies generalize the main result in [8].

In this paper, we give solution to the quickest drift change detection problem for a Levy process consisting of both a continuous Gaussian part and a jump component. We consider here Bayesian framework with an exponential a priori distribution of the change point using an optimality criterion based on a probability of false alarm and an expected delay of the detection. Our approach is based on the optimal stopping theory and solving some boundary value problem. Paper is supplemented by an extensive numerical analysis related with the construction of the Generalized Shiryaev-Roberts statistics. In particular, we apply this method (after appropriate calibration) to analyse Polish life tables and to model the force of mortality in this population with a drift changing in time.

In this paper, Investigation of global approximation of the generalized Szasz–Mirakjan type operators in exponential weight spaces is discussed. The paper focuses on calculation of moments, direct results and inverse results for the saturated as well as non-saturated cases.

As a type of uncertain differential equations, uncertain spring vibration equation is driven by Liu process. This paper proposes a concept of α-path, and shows that the solution of an uncertain spring vibration equation can be expressed by a family of solutions of second-order ordinary differential equations. This paper also proves that the inverse uncertainty distribution of solution of uncertain spring vibration equation is just the α-path of uncertain spring vibration equation, and a numerical algorithm is designed. Moreover, a formula to calculate the expected value of solution of uncertain spring vibration equation is derived. Finally, several numerical examples are provided to illustrate the efficiency of the numerical method.

In this paper, we investigate Cramer’s rule for the general solution to the system of quaternion matrix equations A 1 X B 1 = C 1 , A 2 X B 2 = C 2 , and Cramer’s rule for the general solution to the generalized Sylvester quaternion matrix equation A X B + C Y D = E , respectively. As applications, we derive the determinantal expressions for the Hermitian solutions to some quaternion matrix equations. The findings of this paper extend some known results in the literature.

This paper proposes the least-squares (LS) finite impulse response (FIR) fixed-lag smoother and filter in linear discrete-time wide-sense stationary stochastic systems. The FIR fixed-lag smoothing estimate is given as a linear convolution sum of the impulse response function and the observed values. It is assumed that the signal is observed with additional white noise, which is uncorrelated with the signal process. By solving the simultaneous linear equations transformed from the Wiener–Hopf equation, the optimal impulse response function is obtained. The necessary information of the LS FIR fixed-lag smoothing algorithm is the auto-covariance function of the signal process and the variance of the observation noise process. In particular, this paper proposes the Levinson–Durbin algorithm, which needs less amount of arithmetic operations than the Gauss–Jordan elimination method in the inverse of the Toeplitz matrix, for the optimal impulse response function. From the numerical simulation example, the proposed LS FIR fixed-lag smoother and filter are superior in estimation accuracy to the RLS Wiener FIR estimators.

In the theory and applications of graphs, it is a basic problem to compute the numbers of independent sets and matchings of given sizes. Since the problem of computing the total number of independent sets and that of matchings of graphs is #P-complete, it is unlikely to give efficient algorithms to find the numbers of independent sets and matchings of given sizes. In this paper, for graphs with order n and treewidth at most p, we present two dynamic algorithms to compute the numbers of independent sets of all sizes with runtime O(2p · pn3) and the numbers of matchings of all sizes with runtime O(22p · pn3), respectively. By the algorithms presented in this paper, for graphs with small treewidths, the numbers of independent sets and matchings of all possible sizes can be computed efficiently.

This paper deals with stability analysis and control synthesis for positive semi-Markov jump systems (S-MJSs) with time-varying delay, in which the stochastic semi-Markov process related to nonexponential distribution is considered. The main motivation for this paper is that the positive condition sometimes needs to be considered in S-MJSs and the controller design methods in the existing have some conservation. To deal with these problems, the weak infinitesimal operator is firstly derived from the point of view of probability distribution under the constraint of positive condition. Then, some sufficient conditions for stochastic stability of positive S-MJSs are established by implying the linear Lyapunov–Krasovskii functional depending on the bound of time-varying delay. Furthermore, an improved stabilizing controller is designed via decomposing the controller gain matrix such that the resulting closed-loop system is positive and stochastically stable in standard linear programming. The advantages of the new framework lie in the following facts: (1) the weak infinitesimal operator is derived for S-MJSs with time-varying delay under the constraint of positive condition and (2) the less conservative stabilizing controller is designed to achieve the desired control performance. Finally, three examples, one of which is the virus mutation treatment model, are given to demonstrate the validity of the main results.

A graph is half-arc-transitive if its full automorphism group acts transitively on vertices and edges, but not on arcs. Let p be a prime. It is known that there exists no tetravalent half-arc-transitive graph of order p or p2. All the tetravalent half-arc-transitive graphs of order p3 or p4 have been classified in two previous papers [9,23]. As a continuation, in this paper, a classification is given of all tetravalent half-arc-transitive graphs of order p5.

In the earlier paper of Friedman et al. a simplified model of plaque growth involving LDL and HDL cholesterols, macrophages and foam cells is considered and they satisfy a coupled system of PDEs with a free boundary. The paper adds some control function to that model, allowing the controlled growth of LDL, HDL and plaque. Next, the new dual dynamic programming approach for free boundary problem is developed to formulate sufficient optimality conditions for the optimal steering of drugs. Finally an approximate optimality and numerical calculations are presented.