Matrix Completions and Chordal Graphs

In a matrix-completion problem the aim is to specifiy the missing entries of a matrix in order to produce a matrix with particular properties. In this paper we survey results concerning matrix-completion problems where we look for completions of various types for partial matrices supported on a given pattern. We see that the existence of completions of the required type often depends on the chordal properties of graphs associated with the pattern.     

THE ASYMPTOTIC BEHAVIOR OF SOLUTION FOR A CLASS OF STRONGLY NONLINEAR NON-AUTONOMOUS EQUATION

In this paper, using the singularly perturbed theory and the boundary layer corrective method, the asymptotic behavior of solution for a class of strongly nonlinear non-autonomous equations and the infection for asymptotic behavior of the solution with regard to the boundary condition are studied. According to the different regions of the boundary value, the asymptotic expansions of the solution for the original problem are obtained simply and conveniently.     

THE SOLVABILITY FOR NONLINEAR SINGULARLY PERTURBED DIFFERENTIAL SYSTEM

The solvability for the nonlinear singularly perturbed boundary value pro- blem of differential system is considered.Using the boundary layer corrective method the formal asymptotic solution is constructed.And using the theory of differential inequality proves the uniform validity of the asymptotic expansion for the solution.     

Existence and global attractivity of unique positive almost periodic solution for a model of hematopoiesis

Sufficient conditions are obtained which guarantee the uniform persistence and global attractivity of solutions for the model of hematopoiesis. Then some criteria are established for the existence, uniqueness and global attractivity of almost periodic solutions of almost periodic system.     

STRONG LAW OF LARGE NUMBERS AND ASYMPTOTIC EQUIPARTITION PROPERTY FOR NONSYMMETRIC MARKOV CHAIN FIELDS ON CAYLEY TREES

Some strong laws of large numbers for the frequcncies of occurrence of states and ordered couples of states for nonsymmetric Markov chain fields(NSMC)on Cayley trees are studied.In the proof,a new technique for the study of strong liinit theorems of Markov chains is extended to the case of Markov chain fields.The asymptotic equiparti- tion properties with almost everywhere(a.e.)convergence for NSMC on Cayley trees are obtained.     

Convergence of BP Algorithm for Training MLP with Linear Output

The capability of multilayer perceptrons(MLPs)for approximating continuous functions with arbitrary accuracy has been demonstrated in the past decades.Back propagation(BP)algorithm is the most popular learning algorithm for training of MLPs.In this paper,a simple iteration formula is used to select the leaming rate for each cycle of training procedure,and a convergence result is presented for the BP algo- rithm for training MLP with a hidden layer and a linear output unit.The monotonicity of the error function is also guaranteed during the training iteration.     

REPELLERS FOR MULTIFUNCTIONS OF SEMI-BORNOLOGICAL SPACES

In this article the notion of repeller for multifunctions from the viewpoints of semi-bornologicul spaces is considered. The concept of lower semi-continuous multifunctions is extended by the use of semi-bornological spaces. Semi-bornological vector spaces are studied. The notion of conjugacy for semi-bornological multifunctions is considered. The persistence of repeller under conjugate relation is proved.     

BOOTSTRAP WAVELET IN THE NONPARAMETRIC REGRESSION MODEL WITH WEAKLY DEPENDENT PROCESSES

This paper introduces a method of bootstrap wavelet estimation in a nonparametric regression model with weakly dependent processes for both fixed and random designs. The asymptotic bounds for the bias and variance of the bootstrap wavelet estimators are given in the fixed design model. The conditional normality for a modified version of the bootstrap wavelet estimators is obtained in the fixed model. The consistency for the bootstrap wavelet estimator is also proved in the random design model. These results show that the bootstrap wavelet method is valid for the model with weakly dependent processes.     

THE SOLVABILITY FOR A CLASS OF SINGULARLY PERTURBED QUASI-LINEAR DIFFERENTIAL SYSTEM

The solvability for a class of singularly perturbed Robin problem of quasilinear differential system is considered. Using the boundary layer corrective method the formal asymptotic solution is constructed. And using the theory of differential inequality the uniform validity of the asymptotic expansions for solution is proved.     

一类广义长短波方程的整体适定性

In the present paper,we investigate the well-posedness of the global solution for the Cauchy problem of generalized long-short wave equations.Applying Kato's method for abstract quasi-linear evolution equations and a priori estimates of solution,we get the existence of globally smooth solution.     

On bounds for the mode and median of the generalized hyperbolic and related distributions

Except for certain parameter values, a closed form formula for the mode of the generalized hyperbolic (GH) distribution is not available. In this paper, we exploit results from the literature on modified Bessel functions and their ratios to obtain simple but tight two-sided inequalities for the mode of the GH distribution for general parameter values. As a special case, we deduce tight two-sided inequalities for the mode of the variance-gamma (VG) distribution, and through a similar approach we also obtain tight two-sided inequalities for the mode of the McKay Type I distribution. The analogous problem for the median is more challenging, but we conjecture some monotonicity results for the median of the VG and McKay Type I distributions, from we which we conjecture some tight two-sided inequalities for their medians. Numerical experiments support these conjectures and also lead us to a conjectured tight lower bound for the median of the GH distribution.     

An approximation of stochastic hyperbolic equations: case with Wiener process

In the present paper, the two‐step difference scheme for the Cauchy problem for the stochastic hyperbolic equation is presented. The convergence estimate for the solution of the difference scheme is established. In applications, the convergence estimates for the solution of difference schemes for the numerical solution of four problems for hyperbolic equations are obtained. The theoretical statements for the solution of this difference scheme are supported by the results of the numerical experiment. Copyright © 2012 John Wiley & Sons, Ltd.     

Estimates for norms of matrix-valued and operator-valued functions and some of their applications

A survey is presented of estimates for a norm of matrix-valued and operator-valued functions obtained by the author. These estimates improve the Gel'fand-Shilov estimate for regular functions of matrices and Carleman's estimates for resolvents of matrices and compact operators.From the estimates for resolvents, the well-known result for spectrum perturbations of self-adjoint operators is extended to quasi-Hermitian operators. In addition, the classical Schur and Brown's inequalities for eigenvalues of matrices are improved.From estimates for the exponential function (semigroups), bounds for solution norms of nonlinear differential equations are derived. These bounds give the stability criteria which make it possible to avoid the construction of Lyapunov functions in appropriate situations.     

Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Superconvergence of mixed finite element semi-discretizations of two time-dependent problems

We will show that some of the superconvergence properties for the mixed finite element method for elliptic problems are preserved in the mixed semi-discretizations for a diffusion equation and for a Maxwell equation in two space dimensions. With the help of mixed elliptic projection we will present estimates global and pointwise in time. The results for the Maxwell equations form an extension of existing results. For both problems, our results imply that post-processing and a posteriori error estimation for the error in the space discretization can be performed in the same way as for the underlying elliptic problem.     

Temperature prediction at critical points in district heating systems

Current methodologies for the optimal operation of district heating systems use model predictive control. Accurate forecasting of the water temperature at critical points is crucial for meeting constraints related to consumers while minimizing the production costs for the heat supplier. A new forecasting methodology based on conditional finite impulse response (cFIR) models is introduced, for which model coefficients are replaced by coefficient functions of the water flux at the supply point and of the time of day, allowing for nonlinear variations of the time delays. Appropriate estimation methods for both are described. Results are given for the test case of the Roskilde district heating system over a period of more than 6 years. The advantages of the proposed forecasting methodology in terms of a higher forecast accuracy, its use for simulation purposes, or alternatively for better understanding transfer functions of district heating systems, are clearly shown.     

High-order computational methods for option valuation under multifactor models

Many of the different numerical techniques in the partial differential equations framework for solving option pricing problems have employed only standard second-order discretization schemes. A higher-order discretization has the advantage of producing low size matrix systems for computing sufficiently accurate option prices and this paper proposes new computational schemes yielding high-order convergence rates for the solution of multi-factor option problems. These new schemes employ Galerkin finite element discretizations with quadratic basis functions for the approximation of the spatial derivatives in the pricing equations for stochastic volatility and two-asset option problems and time integration of the resulting semi-discrete systems requires the computation of a single matrix exponential. The computations indicate that this combination of high-order finite elements and exponential time integration leads to efficient algorithms for multi-factor problems. Highly accurate European prices are obtained with relatively coarse meshes and high-order convergence rates are also observed for options with the American early exercise feature. Various numerical examples are provided for illustrating the accuracy of the option prices for Heston’s and Bates stochastic volatility models and for two-asset problems under Merton’s jump-diffusion model.     

Nonlocal boundary-value problems for abstract parabolic equations: well-posedness in Bochner spaces

The well-posedness of the nonlocal boundary-value problem for abstract parabolic differential equations in Bochner spaces is established. The first and second order of accuracy difference schemes for the approximate solutions of this problem are considered. The coercive inequalities for the solutions of these difference schemes are established. In applications, the almost coercive stability and coercive stability estimates for the solutions of difference schemes for the approximate solutions of the nonlocal boundary-value problem for parabolic equation are obtained.     

Determinants of matrices over semirings

In this paper, the concept of determinants for the matrices over a commutative semiring is introduced, and a development of determinantal identities is presented. This includes a generalization of the Laplace and Binet–Cauchy Theorems, as well as on adjoint matrices. Also, the determinants and the adjoint matrices over a commutative difference-ordered semiring are discussed and some inequalities for the determinants and for the adjoint matrices are obtained. The main results in this paper generalize the corresponding results for matrices over commutative rings, for fuzzy matrices, for lattice matrices and for incline matrices.     

Convergence in competition models with small diffusion coefficients

It is well known that for reaction-diffusion 2-species Lotka-Volterra competition models with spatially independent reaction terms, global stability of an equilibrium for the reaction system implies global stability for the reaction-diffusion system. This is not in general true for spatially inhomogeneous models. We show here that for an important range of such models, for small enough diffusion coefficients, global convergence to an equilibrium holds for the reaction-diffusion system, if for each point in space the reaction system has a globally attracting hyperbolic equilibrium. This work is planned as an initial step towards understanding the connection between the asymptotics of reaction-diffusion systems with small diffusion coefficients and that of the corresponding reaction systems.