正切函数的图像与性质教学设计

本节课的教学内容是正切函数的图像与性质．是在学生已经掌握了三角函数线的前提下,在学习了正弦函数、余弦函数的图像与性质的基础上,进一步分析和探究正切函数的图像和性质．因为对于函数的研究方法学生已经基本掌握,在实际学习的过程中,学生对通过函数图像研究函数性质的步骤和手段不会感到很陌生．     

用设k法解决与三个等比分式相关竞赛题的两个层次

<正>同学们在学习代数的有关性质时,不仅需要知道该性质是什么,如何应用,还需要知道该性质是如何推导的．因为明白了性质的推导过程,才会更加清楚如何运用该性质解决相关问题．比如,我们知道等比性质的内容:     

椭圆的一个基础性定理

在我研究圆锥曲线性质的过程中，发现了椭圆的一个性质，它既可以证明贵刊中多篇文章(文[1]至文[11])所述的圆锥曲线的性质，又是高考的重要内容，还便于学生接受，所以说，它是在椭圆性质研究中的一个基础性定理．下面，把这个定理的内容和证明过程，贡献给同行．     

关于等差数列的一个性质的应用

在学习过程中,我发现了等差数列前n项和的一个优美性质,本文将介绍这一性质并给出它的应用．     

退火过程的轨道性质

本文中我们建立了一些非时齐过程的大偏差性质．利用大偏差技术，我们找到了退火过程的ω－极限集．     

马尔可夫骨架过程的有穷维分布(英文)

在文献[1]和[2]中，我们引入了马尔可夫骨架随机过程的概念，并得到了向后方程和向前方程．同时还计算了这类过程的一维分布以及讨论了其它有关性质．在本文中，我们进一步给出马尔可夫骨架随机过程的有穷维分布的计算公式．     

对偶条件下随机过程轨道的连续性

本文在强对偶条件下讨论transientHunt过程轨道的连续性，给出了轨道连续的充要条件为：过程末离任一相对紧开集的位置集中在其边界上．并讨论了轨道逆转的一些性质．     

两参数齐次独立增量过程在原点的局部性质

Ａｄｌｅｒ曾经给出了两参数独立增量过程的特征函数的一般形式．本文对齐次情形给出了更具体的表达式，引进了累积量的概念．在此基础上，研究了比值Ｘ（ｓ，ｔ）／ｓｔ在原点的分布，单调过程在原点的局部性质以及任意过程在原点的局部增长．由此得到了Ｂｒｏｗｎ单和不包含高斯分量的过程在原点的局部增长．     

随机加权U-过程的条件弱收敛

假定Ｆ是一个由函数组成的集合．在这篇文章中,我们研究了指标集Ｆ上２阶的随机加权Ｕ－过程的条件弱收敛性质,导出了Ｕ－过程的随机加权逼近．     

函数的对称性和周期性的关系

“函数”一章的内容贯穿于高中数学的始终,历来是数学高考考查的一个难点和热点,要求学生熟练掌握函数的性质．但在学习这一章过程中,许多同学被函数的若干性质弄的头昏脑涨．事实上,只要把握其中的关系,也就不困难了．     

Deterministic mean-variance-optimal consumption and investment

In dynamic optimal consumption–investment problems one typically aims to find an optimal control from the set of adapted processes. This is also the natural starting point in case of a mean-variance objective. In contrast, we solve the optimization problem with the special feature that the consumption rate and the investment proportion are constrained to be deterministic processes. As a result we get rid of a series of unwanted features of the stochastic solution including diffusive consumption, satisfaction points and consistency problems. Deterministic strategies typically appear in unit-linked life insurance contracts, where the life-cycle investment strategy is age dependent but wealth independent. We explain how optimal deterministic strategies can be found numerically and present an example from life insurance where we compare the optimal solution with suboptimal deterministic strategies derived from the stochastic solution.     

Branching random walks,stable point processes and regular variation

Using the theory of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is used to obtain the weak limit of a sequence of point processes induced by a branching random walk with jointly regularly varying displacements. Because of heavy tails of the step size distribution, we can invoke a one large jump principle at the level of point processes to give an explicit representation of the limiting point process. As a consequence, we extend the main result of Durrett (1983) and verify that two related predictions of Brunet and Derrida (2011) remain valid for this model.     

Extremal holomorphic diffusion processes

Extremal holomorphic diffusion processes are studied. We formulate a stochastic control problem for the extremal function of a set. We then characterize the extremal holomorphic diffusion processes as the optimal diffusion processes of the problem. By making use of SDE representation for the processes, we show that they move on an integral submanifold of the coefficients vector fields of the SDE passing through the starting point.     

Long-step primal-dual target-following algorithms for linear programming

In this paper we propose a long-step target-following methodology for linear programming. This is a general framework, that enables us to analyze various long-step primal-dual algorithms in the literature in a short and uniform way. Among these are long-step central and weighted path-following methods and algorithms to compute a central point or a weighted center. Moreover, we use it to analyze a method with the property that starting from an initial noncentral point, generates iterates that simultaneously get closer to optimality and closer to centrality.This work is completed with the support of a research grant from SHELL.The first author is supported by the Dutch Organization for Scientific Research (NWO), grant 611-304-028.The fourth author is supported by the Swiss National Foundation for Scientific Research, grant 12-34002.92.     

Unconditionally stable methods for second order differential equations

We use the concept of order stars (see [1]) to prove and generalize a recent result of Dahlquist [2] on unconditionally stable linear multistep methods for second order differential equations. Furthermore a result of Lambert-Watson [3] is generalized to the multistage case. Finally we present unconditionally stable Nyström methods of order 2s (s=1,2, ...) and an unconditionally stable modification of Numerov's method. The starting point of this paper was a discussion with G. Wanner and S.P. Nørsett. The author is very grateful to them.     

Extremal behavior of regularly varying stochastic processes

We study a formulation of regular variation for multivariate stochastic processes on the unit interval with sample paths that are almost surely right-continuous with left limits and we provide necessary and sufficient conditions for such stochastic processes to be regularly varying. A version of the Continuous Mapping Theorem is proved that enables the derivation of the tail behavior of rather general mappings of the regularly varying stochastic process. For a wide class of Markov processes with increments satisfying a condition of weak dependence in the tails we obtain simplified sufficient conditions for regular variation. For such processes we show that the possible regular variation limit measures concentrate on step functions with one step, from which we conclude that the extremal behavior of such processes is due to one big jump or an extreme starting point. By combining this result with the Continuous Mapping Theorem, we are able to give explicit results on the tail behavior of various vectors of functionals acting on such processes. Finally, using the Continuous Mapping Theorem we derive the tail behavior of filtered regularly varying Lévy processes.     

Bilateral gamma distributions and processes in financial mathematics

We present a class of Lévy processes for modelling financial market fluctuations: bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated Lévy processes. We treat exponential Lévy stock models with an underlying bilateral Gamma process as well as term structure models driven by bilateral Gamma processes, and apply our results to a set of real financial data (DAX 1996–1998).     

Bivariate delta-evolution equations and convolution polynomials: Computing polynomial expansions of solutions

This paper describes an application of Rota and collaborator’s ideas, about the foundation on combinatorial theory, to the computing of solutions of some linear functional partial differential equations. We give a dynamical interpretation of the convolution families of polynomials. Concretely, we interpret them as entries in the matrix representation of the exponentials of certain contractive linear operators in the ring of formal power series. This is the starting point to get symbolic solutions for some functional-partial differential equations. We introduce the bivariate convolution product of convolution families to obtain symbolic solutions for natural extensions of functional-evolution equations related to delta-operators. We put some examples to show how these symbolic methods allow us to get closed formulas for solutions of genuine partial differential equations. We create an adequate framework to base theoretically some of the performed constructions and to get some existence and uniqueness results.     

Inclusion-exclusion and point processes

A combinatorial (inclusion-exclusion) approach to the construction of point processes starting from densities is proposed. A formal sufficient crifficient criterion is derived and then applied with positive results to systems of functions having a special product form. Thus, a new class of point processes is derived to play a role within classical Gibbs processes.     

Stable étale realization and étale cobordism

We show that there is a stable homotopy theory of profinite spaces and use it for two main applications. On the one hand we construct an étale topological realization of the stable A¹-homotopy theory of smooth schemes over a base field of arbitrary characteristic in analogy to the complex realization functor for fields of characteristic zero.On the other hand we get a natural setting for étale cohomology theories. In particular, we define and discuss an étale topological cobordism theory for schemes. It is equipped with an Atiyah-Hirzebruch spectral sequence starting from étale cohomology. Finally, we construct maps from algebraic to étale cobordism and discuss algebraic cobordism with finite coefficients over an algebraically closed field after inverting a Bott element.