{"title":"Vanishing Viscosity Limits of a Chemotaxis-Navier-Stokes Model","authors":"Ji-shan Fan, Fu-cai Li","doi":"10.1007/s10255-024-1061-3","DOIUrl":"10.1007/s10255-024-1061-3","url":null,"abstract":"<div><p>In this paper we prove vanishing viscosity limits of a coupled chemotaxis-fluid model in a bounded domain Ω ⊂ ℝ<sup>3</sup>. The proof is based on the Banach’s fixed point theorem and the <i>L</i><sup>p</sup>-energy method. In addition, the <i>L</i><sup>∞</sup>-estimates and gradient estimates of the heat equations also play a crucial role.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1156 - 1166"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10255-024-1061-3.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230265","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stability of the Rarefaction Wave for a Full Compressible Navier-Stokes/Allen-Cahn Equations","authors":"Hakho Hong, Gumryong Guen","doi":"10.1007/s10255-025-0023-8","DOIUrl":"10.1007/s10255-025-0023-8","url":null,"abstract":"<div><p>This paper is concerned with the non-isentropic compressible Navier-Stokes/Allen-Cahn equations with the diffusion interface, which is an important mathematical model in the numerical simulation of compressible immiscible two-phase flow. When the space-asymptotic states (<i>v</i><sub>±</sub>, <i>u</i><sub>±</sub>, <i>θ</i><sub>±</sub>) lie in the rarefaction curve of the Riemann problem of the compressible Euler equations, we prove that the time-asymptotic state of solutions to the 1-D Cauchy problem is the rarefaction wave, that is, the stability of the rarefaction wave, where the strength of the rarefaction wave is not required to be small. Moreover, we consider the general gases including ideal polytropic gas and allow the different space-asymptotic states <i>χ</i><sub>±</sub> for the concentration difference of the mixture fluids. The proof is mainly based on a basic energy method. By product, we give the proof of the uniqueness of the global solutions to the 1-D Cauchy problem.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"985 - 1010"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230266","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Multipoint Problems for Wave Equations and Applications","authors":"Veli Shakhmurov, Rishad Shahmurov","doi":"10.1007/s10255-025-0069-7","DOIUrl":"10.1007/s10255-025-0069-7","url":null,"abstract":"<div><p>In this paper, the existence, uniqueness and Strichartz type estimates to solutions of multipoint problem for abstract linear and nonlinear wave equations are obtained. The equation includes a linear operator <i>A</i> defined in a Hilbert space <i>H</i>. We obtain the existence, uniqueness regularity properties, and Strichartz type estimates to solutions of a wide class of wave equations which appear in the fields of elastic rod, hydro-dynamical process, plasma, materials science and physics, by choosing the space <i>H</i> and the operator <i>A</i>.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"915 - 939"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230270","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Semiparametric Mixed Model for the Weighted Composite Endpoint of Recurrent and Terminal Events","authors":"Ye-min Cui, Hong-xi Li","doi":"10.1007/s10255-023-1063-6","DOIUrl":"10.1007/s10255-023-1063-6","url":null,"abstract":"<div><p>Recurrent event data with a terminal event are commonly encountered in longitudinal follow-up studies. In this paper, we investigate regression analysis of the weighted composite endpoint of recurrent and terminal events with a semiparametric mixed model. Particularly, the weighted composite endpoint is constructed by the severity of all events while leaving the dependence structure among the recurrent and terminal events unspecified. The semiparametric mixed model is flexible since it allows the covariate effects on the rate function of the weighted composite endpoint to be proportional or convergent. For inference on the model parameters, the estimating equation approach and the inverse probability weighting technique are developed. The asymptotic properties of the resulting estimators are established and the finite sample performance of the proposed procedure is evaluated through Monte Carlo simulation studies. We apply the proposed method to a real data set on a medical cost study of chronic heart failure patients for illustration.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1036 - 1050"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Potential Degree Sequence Problem of the Loebl-Komlós-Sós Conjecture","authors":"Guang-ming Li, Jian-hua Yin","doi":"10.1007/s10255-024-1055-1","DOIUrl":"10.1007/s10255-024-1055-1","url":null,"abstract":"<div><p>A non-increasing sequence <i>π</i> = (<i>d</i><sub>1</sub>, ⋯, <i>d</i><sub><i>n</i></sub>) of nonnegative integers is said to be a <i>graphic sequence</i> if it is realizable by a simple graph <i>G</i> on <i>n</i> vertices. In this case, <i>G</i> is referred to as a <i>realization</i> of <i>π</i>. In terms of graphic sequences, the Loebl-Komlós-Sós conjecture states that for any integers <i>k</i> and <i>n</i>, if <i>π</i> = (<i>d</i><sub>1</sub>, ⋯, <i>d</i><sub><i>n</i></sub>) is a graphic sequence with <span>({d_{leftlceil {{n over 2}} rightrceil}} ge k)</span>, then every realization of <i>π</i> contains all trees with <i>k</i> edges as subgraphs. This problem can be viewed as a forcible degree sequence problem. In this paper, we consider a potential degree sequence problem of the Loebl-Komlós-Sós conjecture, that is, we prove that for any integers <i>k</i> and <i>n</i>, if <i>π</i> = {<i>d</i><sub>1</sub>, ⋯, <i>d</i><sub><i>n</i></sub>) is a graphic sequence with <span>({d_{leftlceil {{n over 2}} rightrceil}} ge k)</span>, then there is a realization of <i>π</i> containing all trees with <i>k</i> edges as subgraphs.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1066 - 1077"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Two Ramsey-Turán Numbers of Small Independence Numbers","authors":"Xin-yu Hu, Qi-zhong Lin","doi":"10.1007/s10255-024-1071-1","DOIUrl":"10.1007/s10255-024-1071-1","url":null,"abstract":"<div><p>Given a forbidden graph <i>H</i> and a function <i>f</i>(<i>n</i>), the Ramsey-Turán number <b>RT</b> (<i>n, H, f</i> (<i>n</i>)) is the maximum number of edges of an <i>H</i>-free graph on <i>n</i> vertices with independence number less than <i>f</i> (<i>n</i>). For graphs <i>G</i> and <i>H</i>, the Ramsey number <i>R</i>(<i>G, H</i>) is the minimum integer <i>N</i> such that any red/blue edge coloring of the complete graph <i>K</i><sub><i>N</i></sub> contains either a red <i>G</i> or a blue <i>H</i>. Denote <i>G</i> + <i>H</i> by the join graph obtained from disjoint <i>G</i> and <i>H</i> by adding all edges between them completely. We first show that for any fixed graph <i>H</i>, if there are two constants <i>p</i>:= <i>p</i>(<i>H</i>) > 0 and <i>q</i>:= <i>q</i>(<i>H</i>) > 1 such that <span>(R({H,{K_n}}) le {{p{n^q}} over {{{({log n})}^{q - 1}}}})</span>, then <span>(mathbf{RT}({n,{K_2} + H,o({{n^{{1 over q}}}{{({log n})}^{1 - {1 over q}}}})}) = o({{n^2}}))</span>, which extends several previous results. Moreover, we show that for any fixed forest <i>F</i> of order <i>k</i> ≥ 3, and for any 0 < <i>δ</i> < 1 and sufficiently large <i>n</i></p><div><div><span>$${mathbf{RT}}({n,F + F,{n^delta}}) le {n^{2 - ({1 - delta})/lceil {{{({k - 1})({2 - delta})} over {1 - delta}}} rceil}}.$$</span></div></div><p>As a corollary, we have an upper bound for <b>RT</b>(<i>n, K</i><sub>2,2,2</sub>, <i>n</i><sup><i>δ</i></sup>) for any 0 < <i>δ</i> < 1.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1011 - 1017"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230277","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Existence and Regularity of Positive Solutions for a Boundary Value Problem Involving the Fractional p-Laplacian","authors":"Peng-cheng Wu, Yi-sheng Huang, Yu-ying Zhou","doi":"10.1007/s10255-025-0044-3","DOIUrl":"10.1007/s10255-025-0044-3","url":null,"abstract":"<div><p>In the paper, by exploring Stampacchia truncation method, some comparison techniques and variational approaches, we study the existence and regularity of positive solutions for a boundary value problem involving the fractional <i>p</i>-Laplacian, where the nonlinear term satisfies some growth conditions but without the Ambrosetti and Rabinowitz condition.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1201 - 1217"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Equilibrium of Insider Trading on Dynamic Asset with Stochastic Liquidity under Partial Observations","authors":"Ji-xiu Qiu, Ji-ze Li, Yong-hui Zhou","doi":"10.1007/s10255-025-0067-9","DOIUrl":"10.1007/s10255-025-0067-9","url":null,"abstract":"<div><p>A general model of insider trading on a dynamic asset in a finite time interval is proposed, in which an insider possesses the whole information on the dynamic values, noise traders without any information submit orders randomly as a martingale with volatility following a stochastic process, and market makers observe partial information when setting price in a semi-strong efficient way. With the help of filtering theory, BSDE method and dynamic programming principle, we establish a market equilibrium consisting of linear insider trading strategy and linear pricing rule, with the later characterized by price pressure on market orders and price pressure on asset observations. It shows that in the equilibrium, all the information on the risky asset is incorporated into the market price at the end of the transaction, and price pressure on market orders is a submartingale while market depth process is a martingale. Furthermore, as market makers’ information precision on the asset tends to zero, the equilibrium with partial observation of market makers on the risky asset converges to the one without partial observation of market makers, while when market makers observe almost all of information on the asset, the expected profit earned by the insider makes almost zero, which is in accord with our economic intuition. Our results cover some classical results about continuous-time insider trading on a static asset.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"1130 - 1141"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10255-025-0067-9.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exponential-Poisson Parameters Estimation in Moving Extremes Ranked Set Sampling Design","authors":"Meng Chen, Wang-xue Chen, Rui Yang, Ya-wen Zhou","doi":"10.1007/s10255-023-1076-1","DOIUrl":"10.1007/s10255-023-1076-1","url":null,"abstract":"<div><p>In this article, the maximum likelihood estimators (MLEs) of the scale and shape parameters <i>β</i> and <i>λ</i> from the Exponential-Poisson distribution will be considered in moving extremes ranked set sampling (MERSS). These MLEs will be compared in terms of asymptotic efficiencies. The numerical results show that the MLEs obtained via MERSS can serve as effective alternatives to those derived from simple random sampling.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"973 - 984"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230271","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yun-lu Jiang, Hang Zou, Guo-liang Tian, Tao Li, Yu Fei
{"title":"Robust Variable Selection for the Varying Coefficient Partially Nonlinear Models","authors":"Yun-lu Jiang, Hang Zou, Guo-liang Tian, Tao Li, Yu Fei","doi":"10.1007/s10255-025-0046-1","DOIUrl":"10.1007/s10255-025-0046-1","url":null,"abstract":"<div><p>In this paper, we develop a robust variable selection procedure based on the exponential squared loss (ESL) function for the varying coefficient partially nonlinear model. Under certain conditions, some asymptotic properties of the proposed penalized ESL estimator are established. Meanwhile, the proposed procedure can automatically eliminate the irrelevant covariates, and simultaneously estimate the nonzero regression coefficients. Furthermore, we apply the local quadratic approximation (LQA) and minorization–maximization (MM) algorithm to calculate the estimates of non-parametric and parametric parts, and introduce a data-driven method to select the tuning parameters. Simulation studies illustrate that the proposed method is more robust than the classical least squares technique when there are outliers in the dataset. Finally, we apply the proposed procedure to analyze the Boston housing price data. The results reveal that the proposed method has a better prediction ability.</p></div>","PeriodicalId":6951,"journal":{"name":"Acta Mathematicae Applicatae Sinica, English Series","volume":"41 4","pages":"950 - 972"},"PeriodicalIF":0.9,"publicationDate":"2025-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145230273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}