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2014 No. 3

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Article
Thomassen and coloring graphs on surfaces
REN Han, CHAO Fu-gang
2014, (3): 1-7, 39.
Abstract:
The research of coloring graphs on surfaces originated from Heawood map color theorem. With an analysis based on the primary source, we survey the work of Thomassen, such as three color theorem and list coloring, coloring graphs on surfaces, and chromatic polynomial and number of colorings. His work has been concerned by many mathematicians, such as Mohar, Thomas and Hutchinson.
Perpetual American straddle option
CEN Yuan-jun, YI Fa-huai
2014, (3): 8-13.
Abstract:
By appplying the comparison principle for the variational inequality, we analyzed the behavior of exercise boundaries for the perpetual American straddle option. We found that it is a free boundary problem. Different from the standard perpetual American option, it has two exercise boundary points with dividends and only one free boundary point without dividends. These results can be understood very well from the financial point of view. We will present a rigorous mathematical proof, and find the bounds of exercise boundaries for the American straddle option with finite expiry.
Long range dependence of Shanghai stock market and pricing of European option
XU Lin, XU Ting
2014, (3): 14-22.
Abstract:
This paper aims at the empirical statistical test of the long range dependence of Shanghai Composite Index and finishes statistical modeling for corresponding financial data and derives the valuation formula for European call option under the model we proposed. Theoretical analysis and numerical examples are given to illustrate the impact of the long range dependence on the option pricing by comparing the option valuation formula under fractional Brownian motion (fBm for short) model and the one under Black-Scholes model. The main statistics we adopted are R/S and modified R/S statistics. Numerical results show that the valuation formula under fBm are much more stable than the one under Black-Scholes model due to the former one has the long range dependence property.
Representation theorem for AVaR under a submodular capacity
TIAN De-jian, JIANG Long, JI Rong-lin
2014, (3): 23-29.
Abstract:
From the viewpoints of quantile functions, we gave the definition of AVaR of financial positions under a capacity. Then, using the classical results of AVaR under the probability measure, we established the representation theorem for AVaR under the submodular capacity. As a byproduct of this representation theorem, we proved that AVaR under a submodular capacity is a coherent risk measure, which generalized the classical results.
Boundary value problem for a coupled system of fractional differential equations with p-Laplacian operator at resonance
CHENG Ling-ling, LIU Wen-bin, YE Qing-qing
2014, (3): 30-39.
Abstract:
This paper gave the existence theorem of solutions with dim Ker M = 2by the extension of Mawhin's continuation theorem due to Ge, where M is a quasi-linear operator. And an example to illustrate the theorem was also given.
List edge and list total coloring of triangle-free 1-planar graphs
SONG Wen-yao, MIAO Lian-ying, ZHANG Shu-jie
2014, (3): 40-44.
Abstract:
A graph is 1-planar if it can be drawn on the plane so that each edge is crossed by at most one other edge. In this paper, it was proved that every triangle-free 1-planar graph $G$ with maximum degree $\Delta\geqslant15$ can be $\Delta$-edge-choosable and ($\Delta$+1)-total -choosable.
An integral-type operator from the minimal Mobius invariant space into the Bloch type space
ZHAO Xian-hao, LIANG Yu-xia
2014, (3): 45-50,59.
Abstract:
By using analysis methods and constructing test functions we obtained some new equivalent conditions for the boundedness and compactness of the integral-type operator $C_\varphi ^g $ from the minimal M$\ddot{\rm o}$bius invariant space into the Bloch-type space. These equivalent conditions give perfect characterizations of $C_\varphi ^g $, which also provide good reference for the study of other integral-type operators.
Oscillation and asymptotic behaviors for third-order delay dynamic equations on time scales
ZHANG Xiao-jian, YANG Jia-shan
2014, (3): 51-59.
Abstract:
The oscillation for certain third-order nonlinear variable delay dynamic equations on time scales was discussed in this article. By using the generalized Riccati transformation and a lot of inequality techniques, we established some new sufficient conditions which ensure that every solution of the equations either oscillates or converges to zero. The results extend and improve some known results. Examples were given to illustrate the main results.
On strongly power-serieswise McCoy rings
WANG Wen-kang
2014, (3): 60-76.
Abstract:
In this paper, we introduce strongly power-serieswise McCoy rings, which are a generalization of power-serieswise McCoy rings and strongly McCoy rings, and investigate their properties. Let R be a ring and I an ideal of R such that I is reduced, we show that if R/I is strongly power-serieswise McCoy(resp., power-serieswise McCoy), then R is strongly power-serieswise McCoy(resp., power-serieswise McCoy). A ring R is power-serieswise McCoy if and only if R[x] is power-serieswise McCoy. We find that a class of strongly power-serieswise McCoy rings of upper triangular matrix ring over strongly power-serieswise McCoy rings. Meanwhile, we show that power-serieswise Armendariz rings and reduced rings are strongly power-serieswise McCoy rings.
Cells of the affine Weyl group $\widetilde{\bm C}_{\bm n}$ in quasi-split case
YUE Ming-shi
2014, (3): 77-92.
Abstract:
The affine Weyl group $\widetilde{C}_n$ under a certain automorphism of $\widetilde{A}_{2n}$ can be seen as a fixed point set of the affine Weyl group $\widetilde{A}_{2n}$. By giving an explicit description of the fixed point set of $\widetilde{A}_{2n}$ under this automorphism, we shall give the explicit description of the cells in weighted Coxeter group $\widetilde{C}_n$ corresponding to the partition $\bf{2^{n}1}$.
Analysis for variation of the ebb flow diversion ratios in the North Passage of the Yangtze River Estuary
DOU Run-qing, GUO Wen-yun, GE Jian-zhong, DING Ping-xing
2014, (3): 93-104.
Abstract:
Based on seasonal bathymetry observations and high-resolution validated FVCOM model, the North and South Passages in the Yangtze River Estuary are studied as an integrated system to determine the dynamic mechanism controlling their flow diversion ratios in recent ten years. The variations of the sectional areas and averaged velocities are analyzed to reveal the interannual patterns of the diversion ratios between these two Passages. The results show the overall trends of the section area and velocity are both decreasing in the North Passage. However, there is an opposite pattern shown in the South Passage. Therefore, the flow diversion ratio decreases in the North Passage while it increases in the South Passage. Although the variations of section areas and flow strength jointly lead to the changes of diversion ratio, the quantitative linear correlation analysis indicates the change of sections areas has more dominant effect on diversion variation than the change of flow velocity.
Impact of wind on the low-salinity water lens in the northeast out of the Changjiang estuary in summer
PENG Jian, ZHU Shou-xian, LI Xun-qiang, ZHANG Wen-jing, ZHOU Zhong-gang
2014, (3): 105-116.
Abstract:
The expansion of the Changjiang diluted water (CDW) is a dominant hydrographic phenomenon in the East China Sea, which is mainly in the shape of plume. However, there are also some low-salinity lenses (LSWLes) in partial time of some years. The observations show that there wasnt LSWL in August 1976 while there was in August 1977. The numerical simulations in this paper explained these phenomena. The strength of tide from the end of July to August in 1976 was similar with that in 1977, so as the runoff. And there were both processes of strong leaning south wind from July 21 to August 4. Then the mechanism why there wasnt LSWL during the process of the strong leaning south wind in summer 1976 is analyzed. The strong leaning south wind and its direction of south-south-east were helpful for pushing CDW northeastward and cutting it to form LSWL. The strongest leaning south wind was from July 26 to 30 when it was the time from neap tide to spring tide, which was the main reason of no LSWL. And the strong leaning south wind was slightly weaker in 1976 than that in 1977, thus it didnt made so significant effect on LWSL formation as that in 1977.
Purification effect of different aquatic plant configuration modes to the landfill leachate tail water
FANG Yan-hui, GUO Xue-yan, FAN Xin-ting, DA Liang-jun
2014, (3): 117-124.
Abstract:
Based on the water quality of landfill leachate tail water of the Laogang Garbage Landfill in Shanghai, the purification effect to TN, TP and COD in the tail water and biomass changes of three emerged plants Acorus calamus, Iris pseudacorus and Thalia dealbata in different configuration modes under hydrostatic conditions were investigated. Results showed that the purification effect to TN, TP of leachate tail water was distinct, the removal rate being over 75.1%, while the COD removal rate belows 62.8%. TN, TP purification effect of the three plant mixed mode was superior to that of the two mixed modes and the single plant mode; but there are no significant differences to COD removal rate among different modes. It is necessary to consider the actual conditions to select suitable plant configuration mode to ensure more effective purification efficiency because the purification effect is closely related to plant biomass, enrichment of unit volume, and different cooperative purification between plants in purifying water body.
Time-space of multi-dimensional niche of dominant birds in the evergreen broad-leaf forest in Tiantong Mountain, Zhejiang Province
ZHANG Hang, DING Hu-lin, LIU Wei, CHEN Xu-cai, SHI Yong-zhi, LI Kai, TANG Si-xian
2014, (3): 125-133.
Abstract:
From October 2011 to October 2012, a total of 43 species and 4823 individuals of bird were recorded in the 20 hm2 sample area of the forest ecosystem of Tiantong National Station (Zhejiang Province,China). Black Bulbul (Hypsipetesleucocepalus), Light-vented Bulbul (Pycnonotussinensis), Chestnut Bulbul (Hypsipetescastanonotus), Black-throated Tit (Aegithalosconcinnus), GreatTit (Parusmajor) and Grey-cheeked Fulvetta (Alcippemorrisonia) were dominant species. Based on vertical, horizontal, DBH and perched 〖JP2〗patterns of dominant bird species, the niche breadth indices by Hurlbert (1978), the niche overlap indices by Schoener (1986). It was discussed that the utilzation states for space, the interspecific relationships of dominant bird species and the space-time niche〖JP〗 changed. The results suggested that: The niches of dominant birds are separation in different dimensions. In different space-time scales, the niches are dynamically changeable and finally tend to maintain stability in multi-dimension. It was found that the reasons for the dominant birds kept their community structure stable are that these species ecological niches are separating in different dimensions and changing in space and time.
Overexpression of URO gene repress the master switches of secondary cell wall development in Arabidopsis
NI Wei-ping, PANG Jing-yang, XU Yan-fei, LI Ling, LI Xiao-fang, SUN Yue
2014, (3): 134-143.
Abstract:
There are several transcriptional factors that have been found taking part in secondary cell wall differentiation as master switches in Arabidopsis. However, how these master switches link to the major development event of plant is still unknown. Overexpression of URO (UP-RIGHT ROSETTE) gene leads to much higher free IAA concentration in uro mutant than that in wild type. In this work, the expression levels of the master switch genes were checked in uro/uro and uro/+ mutants through quantity PCR reactions. The results show that expressions of the master switch genes were significantly repressed while the expression of xylem development master switcher genes were not effected when URO gene was over expressing in uro/uro and uro/+ mutants. It can be concluded that URO gene takes part in the integration of secondary cell wall differentiation with the major development process of plant and URO gene could keep plant cell in a growth manner through inhibition of the secondary cell wall development.
Application of Montague Semantics to document information organizations and retrievals
WANG Shan-ping, ZHANG Jing-bo, ZHU Shui-lin, LIU Dan, CAO Yu
2014, (3): 144-151.
Abstract:
Firstly, a brief survey of Montague Semantics (MS) and its application history in machine translations was given, and the characteristics and limitations of MS as a tool in natural language processing was analyzed; it was also pointed out that MS can be used to build suitable formal models for many controlled natural languages (CNL). Then a CNL system based on MS for document information organizations and retrievals was proposed. This new concept system will overcome the shortcomings and limitations of traditional methods for information organizations and retrievals, and bring about revolutionary changes in this area. The working principle and structure frame were discussed in detail.
Statistical analysis of SCI citation of Journal of East China Normal University (Nature Science Edition)
LI Wan-hui, ZHANG Jing, LI Yi, WANG Shan-ping
2014, (3): 152-158.
Abstract:
This paper retrieved and analyzed the SCI citation data of the journal over the years. The results show that: the annual citations have been increasing significantly since 2000; the special issues of estuarine and coastal research were cited highly. The rank of highly cited authors and articles, by their disciplines, is mathematics, life science, estuarine and coastal research, geography, environmental science. The sum citations of mathematics, life science and estuarine and coastal research amount to 90% of the total citations; however, the citations of environmental science have been occupying more and more parts. Finally, on the base of the statistics, the problems faced by the journal were pointed out and the solutions are suggested. This study is a useful attempt to use SCI data to evaluate a non-SCI journal, so as to promote its development.
From statistical arbitrage to big data study
ZHENG Wei-an
2014, (3): 159-163.
Abstract:
Big data is a hot term. However its strict theoretical basis has not been formed yet.The purpose of research in big data is from its application. From their mathematical formulation,big data and massive high-dimensional and high-frequency data have no big difference. From the statistical point of view, the big data study is to find a lower-dimensional stationary time series from the high-dimensional and high-frequency massive data, then use the law of large numbers(the ergodic theorem) to find the value of its application. In finance, that is just statistical arbitrage.