Schadenreservierung im Licht stochastischer Prozesse

In this article loss-reserves are handled with the methods and models for financial assets. In particular, the stochastic processes number of payments and size of the payment are modelled by an (inhomogeneous) poisson-process resp. an geometric brownian motion. In this model the cumulative payments are given by the stochastic integral. In an first step the conditional expectation, i.?e. the best estimator, of the payment-process is derived, where in an second step this expression is approximated by observations. Furthermore, the mean-square-error and an estimator of this expression is given.     

Exact-gradient shape optimization of a 2-D Euler flow

The optimization of an obstacle shape immersed in an Eulerian flow is investigated. In order to construct a descent method, we consider the differentiation of the flow solution with respect to the shape. In the continous case, the Hadamard variational formula yields the formal derivatives. In the discrete case, we choose an upwind method with flux splitting, and proved that an exact gradient can be derived using the adjoint state. The behavior of a gradient method is studied for a family of nozzle flows.     

Operations on approximatively compact sets

In the paper, the problem of preserving the property of approximative compactness under diverse operations is considered. In an arbitrary uniformly convex separable space, we construct an example of two approximatively compact sets whose intersection is not approximatively compact. An example of two linear approximatively compact sets for which the closure of their algebraic sum is not approximatively compact is constructed. In an arbitrary Banach space, we construct two nonlinear approximatively compact sets whose algebraic sum is closed but not approximatively compact. We also prove that any uniformly closed Banach space contains an approximatively compact cavity.     

Addendum to “Distribution of points on the circle” [J. Number Theory 127 (1) (2007) 127-135]

In an earlier paper we gave a result relating the value of an exponential sum with the distribution of summands in the arcs of the unit circle in the complex plane. In a marginal case, this result is superseded by a result of Lev. In this addendum we use an idea of Lev to give a new proof of our earlier result and to improve upon the marginal result.     

Schwarz methods with local refinement for the p-version finite element method

Summary. In some applications, the accuracy of the numerical solution of an elliptic problem needs to be increased only in certain parts of the domain. In this paper, local refinement is introduced for an overlapping additive Schwarz algorithm for the $-version finite element method. Both uniform and variable degree refinements are considered. The resulting algorithm is highly parallel and scalable. In two and three dimensions, we prove an optimal bound for the condition number of the iteration operator under certain hypotheses on the refinement region. This bound is independent of the degree $, the number of subdomains $ and the mesh size $. In the general two dimensional case, we prove an almost optimal bound with polylogarithmic growth in $. Received February 20, 1993 / Revised version received January 20, 1994     

Approximation of conformal mappings of annular regions

Summary. In this paper we examine the convergence rates in an adaptive version of an orthonormalization method for approximating the conformal mapping of an annular region onto a circular annulus. In particular, we consider the case where has an analytic extension in compl() and, for this case, we determine optimal ray sequences of approximants that give the best possible geometric rate of uniform convergence. We also estimate the rate of uniform convergence in the case where the annular region has piecewise analytic boundary without cusps. In both cases we also give the corresponding rates for the approximations to the conformal module of . Received February 2, 1996     

Carleman estimates for second-order hyperbolic systems in anisotropic cases and applications. Part II: an inverse source problem

In this paper, we consider Carleman-type estimate and consider an inverse problem for second order hyperbolic systems in an anisotropic case. In the previous Part I paper, we established a Carleman-type estimate for hyperbolic systems in which the coefficient matrices satisfy suitable conditions. We apply a Carleman estimate in the previous Part I paper to an inverse source problem for second-order hyperbolic systems in an anisotropic case and prove an estimate of the Hölder type.     

Ascending Subgraph Decompositions in Oriented Complete Balanced Tripartite Graphs

In 1987, Alavi, Boals, Chartrand, Erdös, and Oellermann conjectured that all graphs have an ascending subgraph decomposition (ASD). Though different classes of graphs have been shown to have an ASD, the conjecture remains open. In this paper we investigate the similar problem for digraphs. In particular, we will show that any orientation of a compete balanced tripartite graph has an ASD.     

On Approximation of Laplacian Eigenproblem over a Regular Hexagon with Zero Boundary Conditions

In my earlier paper [4], an eigen-decompositions of the Laplacian operator is given on a unit regular hexagon with periodic boundary conditions. Since an exact decomposition with Dirichlet boundary conditions has not been explored in terms of any elementary form.In this paper, we investigate an approximate eigen-decomposition. The function space,corresponding all eigenfunction, have been decomposed into four orthogonal subspaces.Estimations of the first eight smallest eigenvalues and related orthogonal functions are given. In particulary we obtain an approximate value of the smallest eigenvalue λ1～29/40π^2= 7.1555, the absolute error is less than 0.0001.     

KKM in an arbitrary product of simplices

Summary In this note we present an extension of Peleg's version of the well known KKM lemma to an arbitrary product of simplices. In the case of intending an extension to a finite or even a countably infinite product of simplices, a product topology on that set is enough to get a proof. In the general case we need to use a weak^*-topology.     

A note on the units of semigroup rings

In [2] Coleman and Enochs obtained results about the units of the polynomial ring R[x] for rings R satisfying a condi-tion which is, in some sense, a generalization of commutativity. In [3] some of these results were extended to group rings over an ordered group. In this note a class of rings larger than the class considered in [2] is used to extend the results in [2] and 3] to the semigroup ring RG, G an u.p, semigroup.

In the last section we give a necessary and sufficient condi-tion for an element to be a divisor of zero in RG where G is an u.p. semigroup.     

An even earlier (1717) usage of the expression “golden section”

In a previous article in this journal, Roger Herz-Fischler has pointed out an early usage of the expression “golden section” from 1789. In this note an even earlier usage from 1717 is discussed.     

ON AN EFFICIENT IMPLEMENTATION OF THE FACE ALGORITHM FOR LINEAR PROGRAMMING＊

In this paper, we consider the solution of the standard linear programming [Lt＇）. A remarkable result in LP claims that all optimal solutions form an optimal face of the underlying polyhedron. In practice, many real-world problems have infinitely many optimal solutions and pursuing the optimal face, not just an optimal vertex, is quite desirable. The face algorithm proposed by Pan [19] targets at the optimal face by iterating from face to face, along an orthogonal projection of the negative objective gradient onto a relevant null space. The algorithm exhibits a favorable numerical performance by comparing the simplex method. In this paper, we further investigate the face algorithm by proposing an improved implementation. In exact arithmetic computation, the new algorithm generates the same sequence as Pan＇s face algorithm, but uses less computational costs per iteration, and enjoys favorable properties for sparse problems.     

Elastostatic inverse formulation

In this paper an inverse method for solving elastostatic problems with incomplete boundary conditions is presented. In general, inverse problems are ill-posed boundary value problems whose stability and uniqueness of solution and sensitivity-based formulations require additional constraints. In the development we use the Betti-reciprocal theorem to represent the boundary traction field in terms of the boundary and field displacements in an integral form. Initially, we assume the unknown boundary conditions and deformations required to solve the problem. In this way we equate the work done by the exact solution (unknown) to the work done by an assumed solution. Discretizing the resulting equations and using an iterative procedure each step in the solution process becomes the solution to a well-posed problem. Thus, with sufficient perturbations the correct boundary conditions are reconstructed.     

Approximate minima via the ekeland variational principle 1

In this paper several consequences derived by an equivalent version of the Ekeland variational principle are presented. In particular, a notion of an approximate minimum (for a function defined in a complete metric space), which improves an earlier one given by Attouch and Riahi, is discussed. This is obtained by considering truncations of the metric function     

A Hopf type classification theorem for isovariant maps from free <Emphasis Type="Italic">G</Emphasis>-manifolds to representation spheres

An isovariant map is an equivariant map preserving the isotropy subgroups. In this paper, we develop an isovariant version of the Hopf classification theorem; namely, an isovariant homotopy classification result of G-isovariant maps from free G-manifolds to representation spheres under a certain dimensional condition, the so-called Borsuk-Ulam inequality. In order to prove it, we use equivariant obstruction theory and the multidegree of an isovariant map.     

Application of computer algebra to affinity-binding equations

In this paper we apply computer algebra to obtain informationon the influence of free ligand concentration on the capacityof an affinity chromatography matrix when the protein to beabsorbed shows cooperative binding. In the case of a dimericprotein, we derive, in particular, an explicit expression forthe (total) concentration of soluble ligand that resultsin maximumbinding to the matrix. In the case of a tetrameric protein,we derive an expression that relates the yield to the parametersof the system and solve it numerically.     

Existence of Nonoscillatory Solutions for a Rational Difference Equation of Higher Order

In this paper, we investigate a rational difference equation of higher order for the existence of nonoscillatory solutions. To prove our main results, we use an inclusion theorem stated and proved in \cite{L1}. In this way, we give an answer of an open problem formulated in \cite{FPB}.     

L-Fuzzy映射的像与逆像的表现

在文 [7]中 ,史福贵借助于 L - fuzzy关系引入了 L - fuzzy集间的 L - fuzzy映射的概念并借助于其水平截集给出了它的一些等价刻画但没有给出一个 L - fuzzy集的像与逆像的表示。本文的目的就是给出一个 L - fuzzy集的像与逆像的各种等价表示并给出了它们在 L - fuzzy代数中的几个简单应用。     

Linear recurrent subsequences of generalized meta-Fibonacci sequences

In a recent paper, Frank Ruskey asked whether every linear recurrent sequence can occur in some solution of a meta-Fibonacci sequence. In this paper, we consider the natural generalization of meta-Fibonacci recurrences to more than two terms. In this context, we show, using an explicit construction, that any sequence satisfying a linear recurrence with positive coefficients occurs as an evenly-spaced subsequence in some generalized meta-Fibonacci sequence.