关于耦合型对流-扩散方程组的奇异摄动边值问题

本文考虑下述耦合型对流-扩散方程组的奇异摄动边值问题:本文提出两种方法:一种是初值化解法,用这种方法,原始问题转化成一系列没有扰动的一阶微分方程或方程组的初值问题,从而得到一个渐近展开式;第二种是边值化解法,用这种方法,原始问题转化成一组没有边界层现象的边值问题,从而可以得到精确解和使用经典的数值方法去得到具有关于摄动参数ε一致的高精度数值解.     

利用对称方法求解非线性偏微分方程组边值问题的数值解

本文研究微分方程对称方法在非线性偏微分方程组边值问题中的应用.首先,利用吴-微分特征列集算法确定给定非线性偏微分方程组边值问题的多参数对称;其次,利用对称将非线性偏微分方程组边值问题约化为常微分方程组初值问题;最后,利用龙格-库塔法求解常微分方程组初值问题的数值解.     

美式看跌期权定价的一种混合数值方法

本文对美式看跌期权的定价提供了一种新的混合数值方法,即快速傅里叶变换法加龙格-库塔法.首先将美式看跌期权价格所满足的Black-Scholes微分方程定解问题转化为一个标准的抛物型初、边值问题,然后通过傅里叶变换,使之转换为一个不带股价变量的常微分方程初值问题,再利用龙格-库塔法对其进行数值求解.数值实验表明,本文算法是一种快速的高精度的算法.     

二阶拟线性奇摄动常微分方程的数值解法

本文讨论二阶拟线性奇摄动常微分方程边值问题的数值解法.首先以一个非线性一阶初值问题近似原问题,然后用迭代法求解该近似问题.最后通过迭代法与古典格式得到一个比较满意的结果.     

三阶常微分方程两点边值问题解的存在性及单调迭代法

本文首先通过变换将三阶常微分方程的两点边值问题,化为二阶常微分方程的初值问题;其次讨论初值问题解的存在性及单调迭代法;然后再将所得结果还原到边值问题上去,从而得到边值问题解的存在性.     

三阶常微分方程两点边值问题解的存在性及单调迭代法

本文首先通过变换将三阶常微分方程的两点边值问题,化为二阶常微分方程的初值问题;其次讨论初值问题解的存在性及单调迭代法;然后再将所得结果还原到边值问题上去,从而得到边值问题解的存在性.     

解常微分方程的差分算子法

一 引言 差分方法是常微分方程初值问题数值解法中最基本、最重要的方法。已经有多种途径构造出许多差分格式,本文超出一般线性多步法的范围,构造适于解stiff常微分方程的A-稳定的隐式单步法。     

一类含有稳定参数的Adams型隐式方法及其新算法

§1.引言 数值积分Stiff常微分方程初值问题,其积分过程的稳定性相当重要.用传统的数值方法,如Adams方法等,为保证计算稳定性,积分步长受到相当的限制.在stiff常微分方程初值问题的数值解法中,Gear方法是目前最通用的方法之一.但是,当阶p大     

多步双变量Chebyshev谱配置方法求解初边值问题

提出了单步和多步双变量Chebyshev配置方法,用于求解非线性发展型偏微分方程的初边值问题.单步格式容易实施并且具有谱精度,并给出了多步方法的收敛性分析.数值实验表明:多步双变量Chebyshev谱配置方法在非线性发展型偏微分方程问题求解中是非常有效的,与理论分析一致,特别适合于长时间问题的数值模拟.     

利用第二类Chebyshev小波求二阶常微分方程组边值问题的数值解

给出了一个求二阶常微分方程组边值问题数值解的第二类Chebyshev小波配点法.利用第二类Chebyshev小波积分算子矩阵,将问题转化成代数方程组的运算.数值例子说明了方法的准确性及易操作性.另外,为了表明方法的高精度性和有效性,数值算例结果与解析解,以及运用变分迭代法,B样条配点法,连续遗传算法等得到的结果进行了比较.     

On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix

In this paper, the authors cosider the derivation of the exact distributions of the ratios of the extreme roots to the trace of the Wishart matrix. Also, exact percentage points of these distributions are given and their applications are discussed.     

On the comparison between the APV and the NPV computed via the WACC

The valuation of levered investment in the practice is made with the WACC approach, even if the superior technique of the APV is available. The paper shows that the APV can be interpreted as the arbitrage free value of the portfolio made by an investment and a supporting loan. Therefore the WACC evaluation, generally different from the APV, allows for arbitrage. We provide various conditions which completely characterize the sign of the error as a functions of all the variables entering the model.     

用常微分方程模型分析预防和隔离措施对SARS发病率的影响

通过建立常微分方程模型 ,分析了预防和隔离措施对 SARS发病率的影响 ,并把计算结果与实际统计数据进行了比较 ,结果表明 ,及时高效的预防和隔离措施能够有效地控制 SARS的传播 .     

On the Gap in the Spectrum of the Translations

The spectrum of the translations in local quantum field theory will be analyzed in order to show that in a positive energy representation without vacuum vector and with lowest mass m₁ there is no gap in the spectrum which is larger than 2m₁. In particular in a zero mass representation there is no hole at all. These results are obtained with methods of analytic functions of several complex variables.     

From the subalgebras of the square to the discriminator

Presented by A. F. Pixley.     

From the neutrino to the edge of the universe

Two recent findings necessitate a closer look at the existing standard models of particle physics and cosmology. These are the discovery of neutrino oscillation, and hence a non-zero mass on the one hand and, on the other, observations of distant supernovae which indicate that contrary to popular belief, the universe would continue to expand for ever, possibly accelerating in the process. In this paper it is pointed out that relatively recent studies which indicate a stochastic, quantum vacuum underpinning and a fractal structure for space time, reconcile both of the recent observations, harmoniously.     

On the depth of the tangent cone and the growth of the Hilbert function

For a dimensional Cohen-Macaulay local ring we study the depth of the associated graded ring of with respect to an -primary ideal in terms of the Vallabrega-Valla conditions and the length of , where is a minimal reduction of and . As a corollary we generalize Sally's conjecture on the depth of the associated graded ring with respect to a maximal ideal to -primary ideals. We also study the growth of the Hilbert function.

     

On the Decomposition of the Riesz Operator and the Expansion of the Riesz Semigroup

For a Riesz operator T on a reflexive Banach space X with nonzero eigenvalues denote by E(λ_i; T) the eigen-projection corresponding to an eigenvalue λ_i. In this paper we will show that if the operator sequence is uniformly bounded, then the Riesz operator T can be decomposed into the sum of two operators T_p and T_r: T = T_p + T_r, where T_p is the weak limit of T_n and T_r is quasi-nilpotent. The result is used to obtain an expansion of a Riesz semigroup T(t) for t ≥ τ. As an application, we consider the solution of transport equation on a bounded convex body.