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Journal

Chinese Annals of Mathematics 

About: Chinese Annals of Mathematics is an academic journal. The journal publishes majorly in the area(s): Nonlinear system & Uniqueness. Over the lifetime, 583 publications have been published receiving 4476 citations.


Papers
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Journal ArticleDOI
Shige Peng1
TL;DR: In this paper, a nonlinear generalization of the well-known Kolmogorov's consistent theorem is used to construct filtrationconsistent nonlinear expectations via nonlinear Markov chains.
Abstract: This paper deals with nonlinear expectations. The author obtains a nonlinear generalization of the well-known Kolmogorov's consistent theorem and then use it to construct filtration-consistent nonlinear expectations via nonlinear Markov chains. Compared to the author's previous results, i.e., the theory of g-expectations introduced via BSDE on a probability space, the present framework is not based on a given probability measure. Many fully nonlinear and singular situations are covered. The induced topology is a natural generalization of Lp-norms and L∞-norm in linear situations. The author also obtains the existence and uniqueness result of BSDE under this new framework and develops a nonlinear type of von Neumann-Morgenstern representation theorem to utilities and present dynamic risk measures.

181 citations

Journal ArticleDOI
TL;DR: In this paper, the authors gave the first convergence proof for the Lax-Friedrichs finite difference scheme for non-convex genuinely nonlinear scalar conservation laws of the form where the coefficient k(x, t) is allowed to be discontinuous along curves in the (x,t) plane.
Abstract: The authors give the first convergence proof for the Lax-Friedrichs finite difference scheme for non-convex genuinely nonlinear scalar conservation laws of the form where the coefficient k(x,t) is allowed to be discontinuous along curves in the (x,t) plane. In contrast to most of the existing literature on problems with discontinuous coefficients, here the convergence proof is not based on the singular mapping approach, but rather on the div-curl lemma (but not the Young measure) and a Lax type entropy estimate that is robust with respect to the regularity of k(x,t). Following [14], the authors propose a definition of entropy solution that extends the classical Kružkov definition to the situation where k(x,t) is piecewise Lipschitz continuous in the (x,t) plane, and prove the stability (uniqueness) of such entropy solutions, provided that the flux function satisfies a so-called crossing condition, and that strong traces of the solution exist along the curves where k(x,t) is discontinuous. It is shown that a convergent subsequence of approximations produced by the Lax-Friedrichs scheme converges to such an entropy solution, implying that the entire computed sequence converges.

126 citations

Journal ArticleDOI
TL;DR: In this paper, the author proves blow up of solutions to the Cauchy problems of certain nonlinear wave equations and estimates the time when the blow up occurs, based on the time of day when the solution is found.
Abstract: The author proves blow up of solutions to the Cauchy problems of certain nonlinear wave equations and, also, estimates the time when the blow up occurs.

110 citations

Journal ArticleDOI
TL;DR: In this paper, the authors used the phase plane to investigate the solitary and periodic traveling waves for a class of nonlinear dispersive partial differential equations and obtained all possible phase portraits in the parametric space for the traveling wave systems.
Abstract: The method of the phase plane is emploied to investigate the solitary and periodic traveling waves for a class of nonlinear dispersive partial differential equations. By using the bifurcation theory of dynamical systems to do qualitative analysis, all possible phase portraits in the parametric space for the traveling wave systems are obtained. It can be shown that the existence of a singular straight line in the traveling wave system is the reason why smooth solitary wave solutions converge to solitary cusp wave solution when parameters are varied. The different parameter conditions for the existence of solitary and periodic wave solutions of different kinds are rigorously determined.

102 citations

Journal ArticleDOI
TL;DR: In this article, a soliton hierarchy of multicomponent AKNS equations is generated from an arbitrary order matrix spectral problem, along with its bi-Hamiltonian formulation, and joint symmetry constraints are presented to manipulate binary nonlinearization for the associated AKNS problem.
Abstract: A soliton hierarchy of multicomponent AKNS equations is generated from an arbitrary order matrix spectral problem, along with its bi-Hamiltonian formulation. Adjoint symmetry constraints are presented to manipulate binary nonlinearization for the associated arbitrary order matrix spectral problem. The resulting spatial and temporal constrained flows are shown to provide integrable decompositions of the multicomponent AKNS equations.

99 citations

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Performance
Metrics
No. of papers from the Journal in previous years
YearPapers
20151
20145
201311
201215
201125
201020