The UK is the most important partner of the EU in terms of economic and other fields due to the geographical proximity. It was one of the largest economies in the EU and its per capita income is higher than the EU average, so it is a net contributor to the EU. With UKs membership of the EU ended on 31 January 2019, there are concerns that the Brexit may have a significant impact on the EU, resulting in social, economic, political, and institutional changes, etc. in EU. While the impact of Brexit on the UK has always been the subject of considerable scholarly interest in recent years, there is relatively little literature on the impact of Brexit on the EU. This paper focuses on the evaluation of the impact of Brexit on the EU economy and other relevant aspects along three dimensions: GDP, PPP, Quarterly GDP growth. Employing powerful quantitative analysis technology that includes vector autoregression model, multivariate time series model with intervention variables, and autoregression integrated moving average, this paper obtains the important and novel evidence about the potential impact of Brexit on the EU economy, pointing out that Brexit is of far-reaching significance to the EU. This analysis uses several statistical models to screen out several key influencing factors, which can be used to predict the total GDP of EU in the next five years. The results show that EU economy will react negatively to "no-deal" Brexit, and its growth rate of economy will slow down significantly in next 5 years. Finally, we put forward relevant policy suggestions on how to deal with the negative impact of Brexit on EU.

In this paper, we consider the initial value problem of a class of fractional differential equations. Firstly, we obtain the existence and uniqueness of the solutions by using Picard’s method of successive approximation. Then we discuss the dependence of the solutions on the initial value.

Frequentist model averaging has received much attention from econometricians and statisticians in recent years. A key problem with frequentist model average estimators is the choice of weights. This paper develops a new approach of choosing weights based on an approximation of generalized cross validation. The resultant least squares model average estimators are proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors. Especially, the optimality is built under both discrete and continuous weigh sets. Compared with the existing approach based on Mallows criterion, the conditions required for the asymptotic optimality of the proposed method are more reasonable. Simulation studies and real data application show good performance of the proposed estimators.

Anomalous diffusion is a widespread physical phenomenon, and numerical methods of fractional diffusion models are of important scientific significance and engineering application value. For time fractional diffusion-wave equation with damping, a difference (ASC-N, alternating segment Crank-Nicolson) scheme with intrinsic parallelism is proposed. Based on alternating technology, the ASC-N scheme is constructed with four kinds of Saul’yev asymmetric schemes and Crank-Nicolson (C-N) scheme. The unconditional stability and convergence are rigorously analyzed. The theoretical analysis and numerical experiments show that the ASC-N scheme is effective for solving time fractional diffusion-wave equation.

This paper investigates the stabilization and synchronization of two fractional chaotic maps proposed recently, namely the 2D fractional Hénon map and the 3D fractional generalized Hénon map. We show that although these maps have non–identical dimensions, their synchronization is still possible. The proposed controllers are evaluated experimentally in the case of non–identical orders or time–varying orders. Numerical methods are used to illustrate the results.

A class of fractional stochastic neutral functional differential equation is analyzed in this paper. With the utilization of the fractional calculations, semigroup theory, fixed point technique and stochastic analysis theory, a sufficient condition of the existence for p-mean almost periodic solution is obtained, which are supported by two examples.

Let G be a simple connected graph with order n. Let L(G) and Q(G) be the normalized Laplacian and normalized signless Laplacian matrices of G, respectively. Let λ_k(G) be the k-th smallest normalized Laplacian eigenvalue of G. Denote by ρ(A) the spectral radius of the matrix A. In this paper, we study the behaviors of λ₂(G) and ρ(L(G)) when the graph is perturbed by three operations. We also study the properties of ρ(L(G)) and X for the connected bipartite graphs, where X is a unit eigenvector of L(G) corresponding to ρ(L(G)). Meanwhile we characterize all the simple connected graphs with ρ(L(G)) = ρ(Q(G)).

This paper studies the trading behavior of an irrational insider and its influence on the market equilibrium in the presence of market regulation. We find that the market with only one insider with private information is almost close to a strong efficient market, under the condition of market regulation. In the equilibrium, the probability of the insider being caught trading with private information is zero, which shows that the reasonable behavior of the regulator is to essentially give up regulation. But the market efficiency and the irrational trader’s trading intensity all greatly improve because of the existence of the market regulation.

The Hosoya index of a graph is the total number of matchings in it. And the Merrifield-Simmons index is the total number of independent sets in it. They are typical examples of graph invariants used in mathematical chemistry for quantifying relevant details of molecular structure. In this paper, we obtain explicit analytical expressions for the expectations of the Hosoya index and the Merrifield-Simmons index of a random polyphenyl chain.

In this work, we study the approximate controllability for a class of semilinear second-order control systems with finite delay. Sufficient conditions for approximate controllability are established by constructing fundamental solutions and using the resolvent condition and techniques on cosine family of linear operators. To illustrate the applications of the obtained results, an example is provided in the end.

In the present paper, we focus on the diverging behavior of discrecte hedging error with transaction costs. We added the hedging cost to the error directly. The main idea is to divide the hedging error into two parts: the pure hedging error and transaction cost of rebalance. The later part will be diverged when hedging number n goes to infinity. Firstly we show an upper bound of diverging part, which is O(√n) of rebalancing number n, then we prove both the upper bound and the lower bound of discrete hedging error with transaction costs are of √n order, finally we give an approximation of hedging error to determine the coefficient in front of √n. The main technique in the proof is Itô’s formula, L’Hopital’s rule and three important lemmas in [Yuri, Kabanov, Mher, Safarian. Markets with Transaction Costs. Springer-Verlag, Berlin, Heidelberg, 2009]. The numerical result support our theoretical conclusion.

With applications in communication networks, the minimum stretch spanning tree problem is to find a spanning tree T of a graph G such that the maximum distance in T between two adjacent vertices is minimized. The problem has been proved NP-hard and fixed-parameter polynomial algorithms have been obtained for some special families of graphs. In this paper, we concentrate on the optimality characterizations for typical classes of graphs. We determine the exact formulae for the complete k-partite graphs, split graphs, generalized convex graphs, and several planar grids, including rectangular grids, triangular grids, and triangulated-rectangular grids.

In this paper we propose the Gini correlation screening (GCS) method to select the important variables with ultrahigh dimensional data. The new procedure is based on the Gini correlation coefficient via the covariance between the response and the rank of the predictor variables rather than the Pearson correlation and the Kendall τ correlation coefficient. The new method does not require imposing a specific model structure on regression functions and only needs the condition which the predictors and response have continuous distribution function. We demonstrate that, with the number of predictors growing at an exponential rate of the sample size, the proposed procedure possesses consistency in ranking, which is both useful in its own right and can lead to consistency in selection. The procedure is computationally efficient and simple, and exhibits a competent empirical performance in our intensive simulations and real data analysis.

Consider a two-dimensional renewal risk model, in which the claim sizes {X_k; k ≥ 1} form a sequence of i.i.d. copies of a non-negative random vector whose two components are dependent. Suppose that the claim sizes and inter-arrival times form a sequence of i.i.d. random pairs, with each pair obeying a dependence structure via the conditional distribution of the inter-arrival time given the subsequent claim size being large. Then a precise large-deviation formula of the aggregate amount of claims is obtained.

This paper is concerned with an optimal model averaging estimation for linear regression model with right censored data. The weights for model averaging are picked up via minimizing the Mallows criterion. Under some mild conditions, it is shown that the identified weights possess the property of asymptotic optimality, that is, the model averaging estimator corresponding to these weights achieves the lowest squared error asymptotically. Some numerical studies are conducted to evaluate the finite-sample performance of our method and make comparisons with its intuitive competitors, while an application to the PBC dataset is provided to serve as an illustration.

So far there have been few results presented on the exponential stability for time-changed stochastic differential equations. The main aim of this work is to fill this gap. By making use of general Lyapunov methods and time-changed Itô formula, we establish the exponential stability and almost sure exponential stability of solution to time-changed SDEs. Finally, we construct some examples to illustrate the effectiveness of our established theory.

In order to measure the uncertainty of financial asset returns in the stock market, this paper presents a new model, called SV-dtC model, a stochastic volatility (SV) model assuming that the stock return has a doubly truncated Cauchy distribution, which takes into account the high peak and fat tail of the empirical distribution simultaneously. Under the Bayesian framework, a prior and posterior analysis for the parameters is made and Markov Chain Monte Carlo (MCMC) is used for computing the posterior estimates of the model parameters and forecasting in the empirical application of Shanghai Stock Exchange Composite Index (SSE-CI) with respect to the proposed SV-dtC model and two classic SV-N (SV model with Normal distribution) and SV-T (SV model with Student-t distribution) models. The empirical analysis shows that the proposed SV-dtC model has better performance by model checking, including independence test (Projection correlation test), Kolmogorov-Smirnov test(K-S test) and Q-Q plot. Additionally, deviance information criterion (DIC) also shows that the proposed model has a significant improvement in model fit over the others.

In this short note we present a new Harnack expression for the Gaussian curvature flow, which is modeled from the shrinking self similiar solutions. As applications we give alternate proofs of Chow's Harnack inequality and entropy estimate.

In present work studied the new boundary value problem for semi linear (Power-type nonlinearities) system equations of mixed hyperbolic -elliptic Keldysh type in the multivariate dimension with the changing time direction. Considered problem and equation belongs to the modern level partial differential equations. Applying methods of functional analysis, topological methods, “ε” -regularizing. and continuation by the parameter at the same time with aid of a prior estimates, under assumptions conditions on coefficients of equations of system, the existence and uniqueness of generalized and regular solutions of a boundary problem are established in a weighted Sobolev’s space. In this work one of main idea consists of show that the new boundary value problem which investigated in case of linear system equations can be well-posed when added nonlinear terms to this linear system equations, moreover in this case constructed new weithged spaces, the identity between of strong and weak solutions is established.

We investigate a diffusive, stage-structured epidemic model with the maturation delay and freelymoving delay. Choosing delays and diffusive rates as bifurcation parameters, the only possible way to destabilize the endemic equilibrium is through Hopf bifurcation. The normal forms of Hopf bifurcations on the center manifold are calculated, and explicit formulae determining the criticality of bifurcations are derived. There are two different kinds of stable oscillations near the first bifurcation: on one hand, we theoretically prove that when the diffusion rate of infected immature individuals is sufficiently small or sufficiently large, the first branch of Hopf bifurcating solutions is always spatially homogeneous; on the other, fixing this diffusion rate at an appropriate size, stable oscillations with different spatial profiles are observed, and the conditions to guarantee the existence of such solutions are given by calculating the corresponding eigenfunction of the Laplacian at the first Hopf bifurcation point. These bifurcation behaviors indicate that spatial diffusion in the epidemic model may lead to spatially inhomogeneous distribution of individuals.

The traditional approaches to false discovery rate (FDR) control in multiple hypothesis testing are usually based on the null distribution of a test statistic. However, all types of null distributions, including the theoretical, permutation-based and empirical ones, have some inherent drawbacks. For example, the theoretical null might fail because of improper assumptions on the sample distribution. Here, we propose a null distribution-free approach to FDR control for multiple hypothesis testing in the case-control study. This approach, named target-decoy procedure, simply builds on the ordering of tests by some statistic or score, the null distribution of which is not required to be known. Competitive decoy tests are constructed from permutations of original samples and are used to estimate the false target discoveries. We prove that this approach controls the FDR when the score function is symmetric and the scores are independent between different tests. Simulation demonstrates that it is more stable and powerful than two popular traditional approaches, even in the existence of dependency. Evaluation is also made on two real datasets, including an arabidopsis genomics dataset and a COVID-19 proteomics dataset.

A four-dimensional delay differential equations (DDEs) model of malaria with standard incidence rate is proposed. By utilizing the limiting system of the model and Lyapunov direct method, the global stability of equilibria of the model is obtained with respect to the basic reproduction number ${R}_{0}$. Specifically, it shows that the disease-free equilibrium ${E}^{0}$ is globally asymptotically stable (GAS) for ${R}_{0}<1$, and globally attractive (GA) for ${R}_{0}=1$, while the endemic equilibrium $E^{\ast}$ is GAS and ${E}^{0}$ is unstable for ${R}_{0}>1$. Especially, to obtain the global stability of the equilibrium $E^{\ast}$ for $R_{0}>1$, the weak persistence of the model is proved by some analysis techniques.

A matching is extendable in a graph G if G has a perfect matching containing it. A distance q matching is a matching such that the distance between any two distinct matching edges is at least q. In this paper, we prove that any distance 2k-3 matching is extendable in a connected and locally (k-1)-connected K_{1, k}-free graph of even order. Furthermore, we also prove that any distance q matching M in an r-connected and locally (k-1)-connected K_{1, k}-free graph of even order is extendable provided that M is bounded by a function on r, k and q. Our results improve some results in [J. Graph Theory 93 (2020), 5-C20].

A graph is 1-planar if it can be drawn on the Euclidean plane so that each edge is crossed by at most one other edge. A proper vertex k-coloring of a graph G is defined as a vertex coloring from a set of k colors such that no two adjacent vertices have the same color. A graph that can be assigned a proper k-coloring is k-colorable. A cycle is a path of edges and vertices wherein a vertex is reachable from itself. A cycle contains k vertices and k edges is a k-cycle. In this paper, it is proved that 1-planar graphs without 4-cycles or 5-cycles are 5-colorable.

For some infectious diseases such as mumps, HBV, there is evidence showing that vaccinated individuals always lose their immunity at different rates depending on the inoculation time. In this paper, we propose an age-structured epidemic model using a step function to describe the rate at which vaccinated individuals lose immunity and reduce the age-structured epidemic model to the delay differential model. For the age-structured model, we consider the positivity, boundedness, and compactness of the semiflow and study global stability of equilibria by constructing appropriate Lyapunov functionals. Moreover, for the reduced delay differential equation model, we study the existence of the endemic equilibrium and prove the global stability of equilibria. Finally, some numerical simulations are provided to support our theoretical results and a brief discussion is given.

In this paper, we focus on the immiscible compressible two-phase flow described by the coupled compressible Navier-Stokes system and the modified Allen-Cahn equations. The generalized Navier boundary condition and the relaxation boundary condition are established in order to solve the problem of moving contact lines on the solid boundary by using the principle of minimum energy dissipation. The existence and uniqueness for local strong solution in three dimensional bounded domain for this type of boundary value problem is obtained by the elementary energy method and the maximum principle.

The Turán number of a k-uniform hypergraph H, denoted by ex_k (n; H), is the maximum number of edges in any k-uniform hypergraph F on n vertices which does not contain H as a subgraph. Let C_e^(k) denote the family of all k-uniform minimal cycles of length e, S(e₁, ..., e_r) denote the family of hypergraphs consisting of unions of r vertex disjoint minimal cycles of length e₁, ..., e_r, respectively, and C_e^(k) denote a k-uniform linear cycle of length e. We determine precisely ex_k(n; S(e₁, ..., e_r)) and ex_k(n; C_e1^(k), ..., C_er^(k)) for sufficiently large n. Our results extend recent results of Füredi and Jiang who determined the Turán numbers for single k-uniform minimal cycles and linear cycles.

In this paper, we consider the one dimensional third order p-Laplacian equation (Φ_p(u"))'+ h(t)f(t, u(t))=0 with integral boundary conditions u(0)-αu'(0)= ∫t₀¹g₁(s)u(s)ds, u(1)+β u'(1)= ∫t₀¹g₂(s)u(s)ds, u"(0)=0. By using kernel functions and the Avery-Peterson fixed point theorem, we establish the existence of at least three positive solutions.

In this paper, we consider a modification of the well-known logistic family using a family of fuzzy numbers. The dynamics of this modified logistic map is studied by computing its topological entropy with a given accuracy. This computation allows us to characterize when the dynamics of the modified family is chaotic. Besides, some attractors that appear in bifurcation diagrams are explained. Finally, we will show that the dynamics induced by the logistic family on the fuzzy numbers need not be complicated at all.

In the current paper, the best linear unbiased estimators (BLUEs) of location and scale parameters from location-scale family will be respectively proposed in cases when one parameter is known and when both are unknown under moving extremes ranked set sampling (MERSS). Explicit mathematical expressions of these estimators and their variances are derived. Their relative efficiencies with respect to the minimum variance unbiased estimators (MVUEs) under simple random sampling (SRS) are compared for the cases of some usual distributions. The numerical results show that the BLUEs under MERSS are significantly more efficient than the MVUEs under SRS.

Space-filling designs are widely used in various fields because of their nice space-filling properties. Uniform designs are one of space-filling designs, which desires the experimental points to scatter uniformly over the experimental area. For practical need, the construction and their properties of nine-level uniform designs are discussed via two code mappings in this paper. Firstly, the algorithm of constructing nine-level uniform designs is presented from an initial three-level design by the Type-I code mapping and tripling technique. Secondly, the algorithm of constructing nine-level uniform designs is presented from a three-level base design by the Type-II code mapping and generalized orthogonal arrays. Moreover, relative properties are discussed based on the two code mappings. Finally, some numerical examples are given out for supporting our theoretical results.

This paper deals with the existence, uniqueness and continuous dependence of mild solutions for a class of conformable fractional differential equations with nonlocal initial conditions. The results are obtained by means of the classical fixed point theorems combined with the theory of cosine family of linear operators.

In this paper, we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming (SDP). This add a new type of functions to the class of eligible kernel functions. We prove that the interior-point algorithm based on the new kernel function meets O(n^3/4 log n/ε) iterations as the worst case complexity bound for the large-update method. This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al. in 2012, and improves with a factor n^1/4 the obtained iteration bound based on the classic kernel function. We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.

In this paper, a model of mumps transmission with quarantine measure is proposed and then the control reproduction number R_c of the model is obtained. This model admits a unique endemic equilibrium P^* if and only if R_c > 1, while the disease-free equilibrium P⁰ always exists. By using the technique of constructing Lyapunov functions and the generalized Lyapunov-LaSalle theorem, we first show that the equilibrium P⁰ is globally asymptotically stable (GAS) if R_c ≤ 1; second, we prove that the equilibrium P^* is GAS if R_c > 1. Our results reveal that mumps can be eliminated from the community for R_c ≤ 1 and it will be persistent for R_c > 1, and quarantine measure can also effectively control the mumps transmission.

In this paper, we are concerned with the autonomous Choquard equation
-Δu+u=(I_α*u^α/N+1)u^α/N-1u+u^2*-2_u+f(u) in R^N,
where N ≥ 3, I_α denotes the Riesz potential of order α∈(0, N), the exponents α/N+1 and 2^*=2N/N-2 are critical with respect to the Hardy-Littlewood-Sobolev inequality and Sobolev embedding, respectively. Based on the variational methods, by using the minimax principles and the Pohožaev manifold method, we prove the existence of ground state solution under some suitable assumptions on the perturbation f.

In this paper a new class of orthogonal arrays (OAs), i.e., OAs without interaction columns, are proposed which are applicable in factor screening, interaction detection and other cases. With the tools of difference matrices, we present some general recursive methods for constructing OAs of such type. Several families of OAs with high percent saturation are constructed. In particular, for any integer λ ≥ 3, such a two-level OA of run 4λ can always be obtained if the corresponding Hadamard matrix exists.

For a revised model of Caldentey and Stacchetti (Econometrica, 2010) in continuous-time insider trading with a random deadline which allows market makers to observe some information on a risky asset, a closed form of its market equilibrium consisting of optimal insider trading intensity and market liquidity is obtained by maximum principle method. It shows that in the equilibrium, (i) as time goes by, the optimal insider trading intensity is exponentially increasing even up to infinity while both the market liquidity and the residual information are exponentially decreasing even down to zero; (ii) the more accurate information observed by market makers, the stronger optimal insider trading intensity is such that the total expect profit of the insider is decreasing even go to zero while both the market liquidity and the residual information are decreasing; (iii) the longer the mean of random time, the weaker the optimal insider trading intensity is while the more both the residual information and the expected profit are, but there is a threshold of trading time, half of the mean of the random time, such that if and only if after it the market liquidity is increasing with the mean of random time increasing.

The effectiveness of this paper lies in the influence of the discretization step on the asymptotic stability of the positive two-dimensional fractional linear systems. It aims at investigating whether, how and when this step affects the asymptotically stable two-dimensional positive fractional linear continuous-discrete systems. To accomplish this study, a new test was outlined and used so that the asymptotic stability of the system was measured both before and after being exposed to the sampling step. Furthermore, the conditions of that stability were assessed. As a result, the outcome of the approximation shows that the stability is preserved under a particular set of conditions. On this basis, the newly proposed approach is recommended for testing the intended stability of such systems. A numerical example is tested to show the accuracy and the applicability of the proposed tests.

In this paper, we study the existence of positive solution for the $p$-Laplacian equations with fractional critical nonlinearity \[ \begin{cases} (-\Delta)^{s}_{p}u+V(x)|u|^{p-2}u=K(x)f(u)+P(x)|u|^{p^{*}_{s}-2}u, \qquad x\in \mathbb{R}^{N}, \\ u\in \mathcal {D}^{s,p}(\mathbb{R}^{N}), \end{cases} \] where $s\in(0,1), \ p^{*}_{s}=\frac{Np}{N-sp}, \ N>sp, \ p>1$ and $ V(x),K(x)$ are positive continuous functions which vanish at infinity, $f$ is a function with a subcritical growth, and $P(x)$ is bounded, nonnegative continuous function. By using variational method in the weighted spaces, we prove the above problem has at least one positive solution.

Several tests for multivariate mean vector have been proposed in the recent literature. Generally, these tests are directly concerned with the mean vector of a high-dimensional distribution. The paper presents two new test procedures for testing mean vector in large dimension and small samples. We do not focus on the mean vector directly, which is a different framework from the existing choices. The first test procedure is based on the asymptotic distribution of the test statistic, where the dimension increases with the sample size. The second test procedure is based on the permutation distribution of the test statistic, where the sample size is fixed and the dimension grows to infinity. Simulations are carried out to examine the finite-sample performance of the tests and to compare them with some popular nonparametric tests available in the literature.