Existence of multiple fixed points for nonlinear operators and applications

In this paper, by the fixed point index theory, the number of fixed points for sublinear and asymptotically linear operators via two coupled parallel sub-super solutions is studied. Under suitable conditions, the existence of at least nine or seven distinct fixed points for sublinear and asymptotically linear operators is proved. Finally, the theoretical results are applied to a nonlinear system of Hammerstein integral equations.     

On the Discrete Criteria and J?rgensen Inequalities for SL(m,■((t)))

In this paper, the author gives the discrete criteria and J?rgensen inequalities of subgroups for the special linear group on ■((t)) in two and higher dimensions.     

Orthonormal bases associated with multi-knot piecewise linear function sequences on [0, 1)<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>

We investigate two classes of orthonormal bases for L^2（[0, 1）^n）. The exponential parts of those bases are multi-knot piecewise linear functions which are called spectral sequences. We characterize the multi-knot piecewise linear spectral sequences and give an application of the first class of piecewise linear spectral sequences.     

求解$P_*(\kappa)$阵线性互补问题的宽邻域Dikin型高阶内点算法

Based on the idea of Dikin-type primal-dual affine scaling method for linear programming, we describe a high-order Dikin-type algorithm for P. （κ）-matrix linear complementarity problem in a wide neighborhood of the central path, and its polynomial-time complexity bound is given. Finally, two numerical experiments are provided to show the effectiveness of the proposed algorithms.     

2006年第22卷第1期摘要

Kronecker Product of Two-dimensional Arrays—Lei Hu Kronecker sequences constructed from short sequences are good sequences for spread spectrum communication systems. In this paper we study a similar problem for two-dimensional arrays, and we determine the linear complexity of the Kronecker product of two arrays. Our result shows that similar good property on linear complexity holds for Kronecker product of arrays.     

线性对流占优Sobolev方程的流线扩散有限元方法

Abastract. In this paper,a streamline-diffusion F. E. M. for linear Sobolev equations with con-vection-dominated term is given. According to the range of space-time F. E mesh parameter h,two choices for artifical diffusion parameter are presented,and for the corresponding computa-tion schemes the stability and error estimates in suitable norms are estabilished.     

Solving Inhomogeneous Linear Partial Differential Equations

Lagrange＇s variation-of-constants method for solving linear inhomogeneous ordinary differential equations （ode＇s） is replaced by a method based on the Loewy decomposition of the corresponding homogeneous equation. It uses only properties of the equations and not of its solutions. As a consequence it has the advantage that it may be generalized for partial differential equations （pde＇s）. It is applied to equations of second order in two independent variables, and to a certain system of third-order pde＇s. Therewith all possible linear inhomogeneous pde＇s are covered that may occur when third-order linear homogeneous pde＇s in two independent variables are solved.     

Symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions

Based on a linear finite element space,two symmetric finite volume schemes for eigenvalue problems in arbitrary dimensions are constructed and analyzed.Some relationships between the finite element method and the finite difference method are addressed,too.     

Beijing Lectures on the Grade Restriction Rule

The authors describe the relationships between categories of B-branes in different phases of the non-Abelian gauged linear sigma model.The relationship is described explicitly for the model proposed by Hori and Tong with non-Abelian gauge group that connects two non-birational Calabi-Yau varieties studied by Rφdland.A grade restriction rule for this model is derived using the hemisphere partition function and it is used to map B-type D-branes between the two Calabi-Yau varieties.     

A NOTE ON COMPARISON THEOREM OF TWO-STAGE ITERATIVE METHOD FOR HERMITIAN POSITIVE DEFINITE LINEAR SYSTEMS

We discuss two-stage iterative methods for the solution of linear system Ax = b, and give a new proof of the comparison theorems of two-stage iterative method for an Hermitian positive definite matrix. Meanwhile, we put forward two new versions of well known comparison theorem and apply them to some examples.     

On a class of quadratic programs

This paper considers a class of quadratic programs where the constraints ae linear and the objective is a product of two linear functions. Assuming the two linear factors to be non-negative, maximization and minimization cases are considered. Each case is analyzed with the help of a bicriteria linear program obtained by replacing the quadratic objective with the two linear functions. Global minimum (maximum) is attained at an efficient extreme point (efficient point) of the feasible set in the solution space and corresponds to an efficient extreme point (efficient point) of the feasible set in the bicriteria space. Utilizing this fact and certain other properties, two finite algorithms, including validations are given for solving the respective problems. Each of these, essentially, consists of solving a sequence of linear programs. Finally, a method is provided for relaxing the non-negativity assumption on the two linear factors of the objective function.     

Ibragimov-type invariants for a system of two linear parabolic equations

We obtain new semi-invariants for a system of two linear parabolic type partial differential equations (PDEs) in two independent variables under equivalence transformations of the dependent variables only. This is achieved for a class of systems of two linear parabolic type PDEs that correspond to a scalar complex linear (1 + 1) parabolic equation. The complex transformations of the dependent variables which map the complex scalar linear parabolic PDE to itself provide us with real transformations that map the corresponding system of linear parabolic type PDEs to itself with different coefficients in general. The semi-invariants deduced for this class of systems of two linear parabolic type equations correspond to the complex Ibragimov invariants of the complex scalar linear parabolic equation. We also look at particular cases of the system of parabolic type equations when they are uncoupled or coupled in a special manner. Moreover, we address the inverse problem of when systems of linear parabolic type equations arise from analytic continuation of a scalar linear parabolic PDE. Examples are given to illustrate the method implemented.     

二阶线性微分方程的解法改进

本改进了二阶线性微分方程的朗期基解法，只要求出转化以后的一阶微分方程或二阶齐次线性微分方程的一个特解，即可求出二阶线性微分方程的通解。     

线性规划问题的规范型算法

提出了线性规划问题的两种规范标准形式；证明了任意一个线性规划问题都可化为这两种形式之一；给出了不需引入人工变量的线性规划问题的求解算法。     

On unified concepts of detectability and observability for continuous-time stochastic systems

This paper is concerned with detectability and observability of continuous-time stochastic linear systems. By adopting the idea used in defining these two concepts for time-varying systems and Markovian jump linear systems that have been studied in the literature, corresponding definitions for continuous-time stochastic linear systems are proposed. These two definitions are not only able to unify some recent definitions on these two concept reported in the literature, but also allow us to propose an efficient rank criterion to test observability of continuous-time stochastic linear systems. It seems that this rank criterion is quite analogous to the rank criterion for deterministic linear systems. With the help of these two concepts and the new criteria, the stochastic Lyapunov equation is revisited and some recent published work on this equation are generalized. Numerical examples are given to illustrate the effectiveness of the proposed approach.     

High order implicit collocation method for the solution of two‐dimensional linear hyperbolic equation

In this article, we introduce a high‐order accurate method for solving the two dimensional linear hyperbolic equation. We apply a compact finite difference approximation of fourth order for discretizing spatial derivatives of linear hyperbolic equation and collocation method for the time component. The resulted method is unconditionally stable and solves the two‐dimensional linear hyperbolic equation with high accuracy. In this technique, the solution is approximated by a polynomial at each grid point that its coefficients are determined by solving a linear system of equations. Numerical results show that the compact finite difference approximation of fourth order and collocation method give a very efficient approach for solving the two dimensional linear hyperbolic equation. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

一类系数为梯形模糊数的两层线性规划

讨论了一类系数为梯形模糊数的两层线性规划问题,首先是利用模糊结构元理论将梯形模糊数去模糊化,将其转化成常规的两层线性问题,并验证其去模糊化后的常规的两层线性规划的最优解与系数为梯形模糊数的两层线性规划问题的最优解一致,并给出具体的算法,数例进行验证.     

Fully Piecewise Linear Vector Optimization Problems

Journal of Optimization Theory and Applications - We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed...     

Linear multiplicative programming

An algorithm for solving a linear multiplicative programming problem (referred to as LMP) is proposed. LMP minimizes the product of two linear functions subject to general linear constraints. The product of two linear functions is a typical non-convex function, so that it can have multiple local minima. It is shown, however, that LMP can be solved efficiently by the combination of the parametric simplex method and any standard convex minimization procedure. The computational results indicate that the amount of computation is not much different from that of solving linear programs of the same size. In addition, the method proposed for LMP can be extended to a convex multiplicative programming problem (CMP), which minimizes the product of two convex functions under convex constraints.     

Parametric simplex algorithms for solving a special class of nonconvex minimization problems

It is shown that parametric linear programming algorithms work efficiently for a class of nonconvex quadratic programming problems called generalized linear multiplicative programming problems, whose objective function is the sum of a linear function and a product of two linear functions. Also, it is shown that the global minimum of the sum of the two linear fractional functions over a polytope can be obtained by a similar algorithm. Our numerical experiments reveal that these problems can be solved in much the same computational time as that of solving associated linear programs. Furthermore, we will show that the same approach can be extended to a more general class of nonconvex quadratic programming problems.