Convergence of a Stochastic Method for the Modeling of Polymeric Fluids

We present a convergence analysis of a stochastic method for numerical modeling of complex fluids using Brownian configuration fields (BCF) for shear flows. The analysis takes into account the special structure of the stochastic partial differential equations for shear flows. We establish the optimal rate of convergence. We also analyze the nature of the error by providing its leading order asymptotics.     

Distribution of Deficit at Ruin for a PDMP Insurance Risk Model

In this paper we consider the risk process described by a piecewise deterministic Markov processes(PDMP). We mainly discuss the distribution of the deficit at ruin for the risk process. We derive the integrodifferential equation satisfied by this distribution. We obtain the explicit expressions for it for certain choices of the claim amount distribution.     

New Estimates for the Rate of Convergence of the Method of Subspace Corrections

We discuss estimates for the rate of convergence of the method of successive subspace corrections in terms of condition number estimate for the method of parallel subspace corrections. We provide upper bounds and in a special case, a lower bound for preconditioners defined via the method of successive subspace corrections.     

Development of the Berezin Number Inequalities

We present new bounds for the Berezin number inequalities which improve on the existing bounds. We also obtain bounds for the Berezin norm of operators as well as the sum of two operators.     

The method of <Emphasis Type="Italic">A</Emphasis>-harmonic approximation and boundary regularity for nonlinear elliptic systems under the natural growth condition

We consider the questions of boundary regularity for weak solutions of second-order nonlinear elliptic systems under the natural growth condition. We obtain a general criterion for a weak solution to be regular in the neighborhood of a given boundary point. The proof yields directly the optimal regularity for the solution in this neighborhood. This result is new for the situation under the natural growth conditions.     

The mixed problem for degenerate elliptic equations of second order

The present paper deals with the mixed boundary value problem for elliptic equations with degenerate rank 0. We first give the formulation of the problem and estimates of solutions of the problem, and then prove the existence of solutions of the above problem for elliptic equations by the above estimates and the method of parameter extension. We use the complex method, namely first discuss the corresponding problem for degenerate elliptic complex equations of first order, afterwards discuss the above problem for degenerate elliptic equations of second order.     

Stable Solution of Nonlinear Age-structured Forest Evolution System

This paper studies the dynamical behavior of a class of total area dependent nonlinear age-structured forest evolution model. We give the problem of equal value for the forest system, and discuss the stable solution of system. We obtained the necessary and sufficient conditions for there exists the stable solution.     

Orbital-Free Density Functional Theory for Molecular Structure Calculations

We give here an overview of the orbital-free density functional theory that is used for modeling atoms and molecules.We review typical approximations to the kinetic energy,exchange-correlation corrections to the kinetic and Hartree energies, and constructions of the pseudopotentials.We discuss numerical discretizations for the orbital-free methods and include several numerical results for illustrations.     

Sharp Error Estimate for Maximum Likelihood Estimator of Nonstationary Diffusion Processes

We consider the maximum likelihood estimator of the unknown parameter in a class of nonstationary diffusion processes. We give further a precise estimate for the error of the estimator.     

A blow-up criterion for compressible viscous heat-conductive flows

We study an initial boundary value problem for the Navier-Stokes equations of compressible viscous heat-conductive fluids in a 2-D periodic domain or the unit square domain. We establish a blow-up criterion for the local strong solutions in terms of the gradient of the velocity only, which coincides with the famous Beale-Kato-Majda criterion for ideal incompressible flows.     

The inviscid limit for the complex Ginzburg-Landau equation

We study the inviscid limit of the complex Ginzburg-Landau equation. We observe that the solutions for the complex Ginzburg-Landau equation converge to the corresponding solutions for the nonlinear Schrödinger equation. We give its convergence rate. We estimate the integral forms of solutions for two equations.     

Uniform convexity and the splitting problem for selections

We continue to investigate cases when the Repovš–Semenov splitting problem for selections has an affirmative solution for continuous set-valued mappings. We consider the situation in infinite-dimensional uniformly convex Banach spaces. We use the notion of Polyak of uniform convexity and modulus of uniform convexity for arbitrary convex sets (not necessary balls). We study general geometric properties of uniformly convex sets. We also obtain an affirmative solution of the splitting problem for selections of certain set-valued mappings with uniformly convex images.     

Blow-up solutions of cubic differential systems

We investigate the existence problem for blow-up solutions of cubic differential systems. We find sets of initial values of the blow-up solutions. We also discuss a method of finding upper estimates for the blow-up time of these solutions. Our approach can be applied to systems of partial differential equations. We apply this approach to the Cauchy-Dirichlet problem for systems of semilinear heat equations with cubic nonlinearities.     

Periodic non-autonomous second-order dynamical systems

We study the existence of periodic solutions for a second-order non-autonomous dynamical system. We give three sets of hypotheses which guarantee the existence of non-constant solutions. We were able to weaken the hypotheses considerably from those used previously for such systems. We employ a saddle point theorem using linking methods.     

Solvability of the stationary heat convection problem for a high-viscosity fluid

We study the stationary heat convection problem in the Boussinesq approximation. We derive a priori estimates for its solution. We prove existence and uniqueness theorems for a weak solution of the problem and analyze the smoothness of a weak solution for raised smoothness of the problem data. We consider the two- and three-dimensional cases.     

Unsupervised and supervised data classification via nonsmooth and global optimization

We examine various methods for data clustering and data classification that are based on the minimization of the so-called cluster function and its modications. These functions are nonsmooth and nonconvex. We use Discrete Gradient methods for their local minimization. We consider also a combination of this method with the cutting angle method for global minimization. We present and discuss results of numerical experiments. This research was supported by the Australian Research Council.     

Global existence and blow-up phenomena for a weakly dissipative 2-component Camassa–Holm system

We study the Cauchy problem of a weakly dissipative 2-component Camassa–Holm system. We first establish local well-posedness for a weakly dissipative 2-component Camassa–Holm system. We then present a global existence result for strong solutions to the system. We finally obtain several blow-up results and the blow-up rate of strong solutions to the system.     

中国股票市场横截面收益率的可预测性研究——兼与美国对比

本文旨在检验中国股票市场横截面收益的可预测性。我们选取了15个公司层面的特征指标作为变量,现有文献已经发现这些指标在美国股票市场上具有预测横截面股票收益的能力。我们检验这些变量在中国股票市场是否可以用来预测股票收益,样本的时间区间为1996~2015年。我们发现这些变量在中国股票市场对股票横截面收益的预测能力是相对较弱的。我们对中国股票市场的弱可预测性提出了两种可能的解释:其一,可能是收益预测因子在中国股票市场中的同质性比在美国股票市场中更强;其二,在中国股票市场中股票价格的无效率程度比较高。两种解释我们都找到了实证依据来支撑。     

基于EM算法隐Markov模型参数估计

描述最大似然参数估计问题,介绍如何用EM算法求解最大似然参数估计.首先给出EM算法的抽象形式,然后介绍EM算法的一个应用:求隐Markov模型中的参数估计.用EM算法推导出隐Markov模型中参数的迭代公式.