This paper deals with the problem of delay size stability analysis of single input-delayed linear and nonlinear systems. Conventional reduction, reduction linked by sliding mode, and linear memoryless control approach...This paper deals with the problem of delay size stability analysis of single input-delayed linear and nonlinear systems. Conventional reduction, reduction linked by sliding mode, and linear memoryless control approaches are used for simple input-delayed systems to obtain the stability conditions. Several first order examples are investigated systematically to demonstrate the capabilities and limitations of the advanced stability analysis techniques including Lyapunov-Krasovskii functionals, Newton-Leibniz formula, and a newly addressed Lagrange mean value theorem. Numerical comparative results show the usefulness and effectiveness of the advanced delay size analysis techniques proposed in this paper.展开更多
The main design of this paper is to determine once and for all the true nature and status of the sequence of the prime numbers, or primes—that is, 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, and so on. The ma...The main design of this paper is to determine once and for all the true nature and status of the sequence of the prime numbers, or primes—that is, 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, and so on. The main conclusion revolves entirely around two points. First, on the one hand, it is shown that the prime sequence exhibits an extremely high level of organization. But second, on the other hand, it is also shown that the clearly detectable organization of the primes is ultimately beyond human comprehension. This conclusion runs radically counter and opposite—in regard to both points—to what may well be the default view held widely, if not universally, in current theoretical mathematics about the prime sequence, namely the following. First, on the one hand, the prime sequence is deemed by all appearance to be entirely random, not organized at all. Second, on the other hand, all hope has not been abandoned that the sequence may perhaps at some point be grasped by human cognition, even if no progress at all has been made in this regard. Current mathematical research seems to be entirely predicated on keeping this hope alive. In the present paper, it is proposed that there is no reason to hope, as it were. According to this point of view, theoretical mathematics needs to take a drastic 180-degree turn. The manner of demonstration that will be used is direct and empirical. Two key observations are adduced showing, 1), how the prime sequence is highly organized and, 2), how this organization transcends human intelligence because it plays out in the dimension of infinity and in relation to π. The present paper is part of a larger project whose design it is to present a complete and final mathematical and physical theory of rational human intelligence. Nothing seems more self-evident than that rational human intelligence is subject to absolute limitations. The brain is a material and physically finite tool. Everyone will therefore readily agree that, as far as reasoning is concerned, there are things that the brain can do and things that it cannot do. The search is therefore for the line that separates the two, or the limits beyond which rational human intelligence cannot go. It is proposed that the structure of the prime sequence lies beyond those limits. The contemplation of the prime sequence teaches us something deeply fundamental about the human condition. It is part of the quest to Know Thyself.展开更多
This paper studies a dynamic mean-variance portfolio selection problem with random liability in the affine interest rate environment, where the financial market consists of three assets: one risk-free asset, one risky...This paper studies a dynamic mean-variance portfolio selection problem with random liability in the affine interest rate environment, where the financial market consists of three assets: one risk-free asset, one risky asset and one zero-coupon bond. Assume that short rate is driven by affine interest rate model and liability process is described by the drifted Brownian motion, in addition, stock price dynamics is affected by interest rate dynamics. The investors expect to look for an optimal strategy to minimize the variance of the terminal surplus for a given expected terminal surplus. The efficient strategy and the efficient frontier are explicitly obtained by applying dynamic programming principle and Lagrange duality theorem. A numerical example is given to illustrate our results and some economic implications are analyzed.展开更多
文摘This paper deals with the problem of delay size stability analysis of single input-delayed linear and nonlinear systems. Conventional reduction, reduction linked by sliding mode, and linear memoryless control approaches are used for simple input-delayed systems to obtain the stability conditions. Several first order examples are investigated systematically to demonstrate the capabilities and limitations of the advanced stability analysis techniques including Lyapunov-Krasovskii functionals, Newton-Leibniz formula, and a newly addressed Lagrange mean value theorem. Numerical comparative results show the usefulness and effectiveness of the advanced delay size analysis techniques proposed in this paper.
文摘The main design of this paper is to determine once and for all the true nature and status of the sequence of the prime numbers, or primes—that is, 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, and so on. The main conclusion revolves entirely around two points. First, on the one hand, it is shown that the prime sequence exhibits an extremely high level of organization. But second, on the other hand, it is also shown that the clearly detectable organization of the primes is ultimately beyond human comprehension. This conclusion runs radically counter and opposite—in regard to both points—to what may well be the default view held widely, if not universally, in current theoretical mathematics about the prime sequence, namely the following. First, on the one hand, the prime sequence is deemed by all appearance to be entirely random, not organized at all. Second, on the other hand, all hope has not been abandoned that the sequence may perhaps at some point be grasped by human cognition, even if no progress at all has been made in this regard. Current mathematical research seems to be entirely predicated on keeping this hope alive. In the present paper, it is proposed that there is no reason to hope, as it were. According to this point of view, theoretical mathematics needs to take a drastic 180-degree turn. The manner of demonstration that will be used is direct and empirical. Two key observations are adduced showing, 1), how the prime sequence is highly organized and, 2), how this organization transcends human intelligence because it plays out in the dimension of infinity and in relation to π. The present paper is part of a larger project whose design it is to present a complete and final mathematical and physical theory of rational human intelligence. Nothing seems more self-evident than that rational human intelligence is subject to absolute limitations. The brain is a material and physically finite tool. Everyone will therefore readily agree that, as far as reasoning is concerned, there are things that the brain can do and things that it cannot do. The search is therefore for the line that separates the two, or the limits beyond which rational human intelligence cannot go. It is proposed that the structure of the prime sequence lies beyond those limits. The contemplation of the prime sequence teaches us something deeply fundamental about the human condition. It is part of the quest to Know Thyself.
基金Supported by National Natural Science Foundation of China(71671122)China Postdoctoral Science Foundation Funded Project(2014M560185,2016T90203)+1 种基金Humanities and Social Science Research Fund of Ministry of Education of China(11YJC790006,16YJA790004)Tianjin Natural Science Foundation of China(15JCQNJC04000)
文摘This paper studies a dynamic mean-variance portfolio selection problem with random liability in the affine interest rate environment, where the financial market consists of three assets: one risk-free asset, one risky asset and one zero-coupon bond. Assume that short rate is driven by affine interest rate model and liability process is described by the drifted Brownian motion, in addition, stock price dynamics is affected by interest rate dynamics. The investors expect to look for an optimal strategy to minimize the variance of the terminal surplus for a given expected terminal surplus. The efficient strategy and the efficient frontier are explicitly obtained by applying dynamic programming principle and Lagrange duality theorem. A numerical example is given to illustrate our results and some economic implications are analyzed.
