The Sylvester equation and integrable equations: I. The Korteweg-de Vries system and sine-Gordon equation

The paper is to reveal the direct links between the well known Sylvester equation in matrix theory and some integrable systems. Using the Sylvester equation $\boldsymbol{K} \boldsymbol{M}+\boldsymbol{M} \boldsymbol{K}=\boldsymbol{r}\, \boldsymbol{s}^{T}$ we introduce a scalar function $S^{(i,j)}=\boldsymbol{s}^{T}\, \boldsymbol{K}^j(\boldsymbol{I}+\boldsymbol{M})^{-1}\boldsymbol{K}^i\boldsymbol{r}$ which is defined as same as in discrete case. $S^{(i,j)}$ satisfy some recurrence relations which can be viewed as discrete equations and play indispensable roles in deriving continuous integrable equations. By imposing dispersion relations on $\boldsymbol{r}$ and $\boldsymbol{s}$, we find the Korteweg-de Vries equation, modified Korteweg-de Vries equation, Schwarzian Korteweg-de Vries equation and sine-Gordon equation can be expressed by some discrete equations of $S^{(i,j)}$ defined on certain points. Some special matrices are used to solve the Sylvester equation and prove symmetry property $S^{(i,j)}=S^{(i,j)}$. The solution $\boldsymbol{M}$ provides $\tau$ function by $\tau=|\boldsymbol{I}+\boldsymbol{M}|$. We hope our results can not only unify the Cauchy matrix approach in both continuous and discrete cases, but also bring more links for integrable systems and variety of areas where the Sylvester equation appears frequently.Comment: 23 page

PU(2) monopoles. II: Top-level Seiberg-Witten moduli spaces and Witten's conjecture in low degrees

In this article we complete the proof---for a broad class of four-manifolds---of Witten's conjecture that the Donaldson and Seiberg-Witten series coincide, at least through terms of degree less than or equal to c-2, where c is a linear combination of the Euler characteristic and signature of the four-manifold. This article is a revision of sections 4--7 of an earlier version, while a revision of sections 1--3 of that earlier version now appear in a separate companion article (math.DG/0007190). Here, we use our computations of Chern classes for the virtual normal bundles for the Seiberg-Witten strata from the companion article (math.DG/0007190), a comparison of all the orientations, and the PU(2) monopole cobordism to compute pairings with the links of level-zero Seiberg-Witten moduli subspaces of the moduli space of PU(2) monopoles. These calculations then allow us to compute low-degree Donaldson invariants in terms of Seiberg-Witten invariants and provide a partial verification of Witten's conjecture.Comment: Journal fur die Reine und Angewandte Mathematik, to appear; 65 pages. Revision of sections 4-7 of version v1 (December 1997

Characteristics of Real Futures Trading Networks

Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks. First, we use real trading records from the Shanghai Futures Exchange to construct futures trading networks, in which nodes are trading participants, and two nodes have a common edge if the two corresponding investors appear simultaneously in at least one trading record as a purchaser and a seller respectively. Then, we conduct a comprehensive statistical analysis on the constructed futures trading networks. Empirical results show that the futures trading networks exhibit features such as scale-free behavior with interesting odd-even-degree divergence in low-degree regions, small-world effect, hierarchical organization, power-law betweenness distribution, disassortative mixing, and shrinkage of both the average path length and the diameter as network size increases. To the best of our knowledge, this is the first work that uses real data to study futures trading networks, and we argue that the research results can shed light on the nature of real futures business.Comment: 18 pages, 9 figures. Final version published in Physica

The Redner - Ben-Avraham - Kahng cluster system

We consider a coagulation model first introduced by Redner, Ben-Avraham and Krapivsky in [Redner, Ben-Avraham, Kahng: Kinetics of 'cluster eating', J. Phys. A: Math. Gen., 20 (1987), 1231-1238], the main feature of which is that the reaction between a j-cluster and a k-cluster results in the creation of a |j-k|-cluster, and not, as in Smoluchowski's model, of a (j+k)-cluster. In this paper we prove existence and uniqueness of solutions under reasonably general conditions on the coagulation coefficients, and we also establish differenciability properties and continuous dependence of solutions. Some interesting invariance properties are also proved. Finally, we study the long-time behaviour of solutions, and also present a preliminary analysis of their scaling behaviour.Comment: 24 pages. 2 figures. Dedicated to Carlos Rocha and Luis Magalhaes on the occasion of their sixtieth birthday