非线性抛物型积分微分方程有限元方法的插值后处理技术

本文以两类非线性抛物型积分微分方程为例，首次尝试将插值后处理思想［１］应用到非线性发展型方程上，获得了半离散和全离散有限元解，经插值后处理之后在Ｌ∞（Ｈ１）；Ｌ∞（Ｌ２）模意义下，整体超收敛１阶的高精度，并且计算量没有因此而增加．本文引进并证明较文［２］更广泛的一类椭圆Ｈ１－Ｖｏｌｔｅｒｒａ投影的Ｈ１；Ｌ２，Ｈ－１模最优估计．本文的分析方法可在各类发展型微分及积分微分方程上面通用．     

形状记忆合金问题的有限元逼近

１．引言本文讨论非线性微分方程其中　系数　是给定常数,ｆ,ｆ为已知函数．这是形状记忆合金问题的数学模型,未知量ｕ,θ代表位移及Ｋｅｌｖｉｎ温度,其物理背景及数学模型的建立,参见文献［３,４］．最近,文［１,２］讨论了方程组（１．１）－（１．５）的数值求解,提出全离散格式．文［２］用Ｇａｌｅｒｋｉｎ方法,位移ｕ用四阶微分方程的有限个特征向量张成的空间,温度θ用分段线性多项式（折线）空间来近似,给出一个全离散格式,证明了离散近似解的存在唯一性,定性说明收敛于原问题的精确解．文［１］采用［２］中的离散…     

板问题多重网格法收敛性的低模估计

１．引言 近年来,多重网格法已成为行之有效的偏微分方程数值解法．对板问题有限元离散系统的多重网格法,也有不少的研究工作,如［４］,［５］,［１０］,［１３－１７］．在［４］,［１４－１７］中,作者讨论了Ｃ１协调元离散板问题的多重网格法,并在能量模（即 Ｈ２模）意义下获得了最优的收敛率．在［５］,［１０］中,作者讨论了非协调元离散问题的多重网格法,并在能量模意义下获得了最优的收敛率,同时在能量模意义下证明了套迭代多重网格法一阶收敛．但对板问题多重网格法的低模估计,即 Ｈ１模估计,至今尚未见研究,本文…     

双曲积分微分方程的有限元方法及其插值后处理技术应用

本文对一类半线性双曲积分微分方程首次应用有限元方法，研究了它的半离散和全离散有限元格式，获得了Ｌ∞（Ｌ２）模意义下的最优误差估计．又对线性双曲积分微分方程利用插值后处理技术获得了Ｌ∞（Ｌ１）模意义下整体超收敛１阶的高精度，而且计算量并未因此增加．本文方法可运用到各类发展型微分及积分微分方程上面．     

退化椭圆问题的最小二乘混合元逼近

１．引言我们将考虑具有退化系数的椭圆问题其中 Ω为 ＩＲ２中的一个凸多边形区域,定义为这里的ｇ＞０为分片线性连续函数．从物理背景来看,问题（１．１）来源于轴对称共振结构中的电磁场研究．Ｍａｒｉｎｉ,Ｐｉｅｔｒａ（１９９５）［４］研究了问题（１．１）的混合有限元逼近,并得到了最优误差估计． 此文,我们采用一种新的混合元,即最小二乘混合元方法［５］;对退化问题（１．１）进行逼近,利用插值投影证明了近似解具有最优阶精度的收敛性．比较起经典混合元方法来,最小二乘混合元方法有两个优越性：有限元空间不必满足Ｌ…     

积分算子的n-逼近数

本文研究了积分算子ＴＫ：Ｌｑ［０，１］→Ｌｑ［０，１］，（ｑ≥１）当核 Ｋ（ｓ， ｔ）是 Ｓｏｂｏｌｅｖ空间 Ｗｐｒ（［０， １］２）中元素时ｎ－逼近数 ａｎ（ＴＫ： Ｌｑ→ Ｌｑ）的估计，并把这个估计应用于退化核方法解第二类线性Ｆｒｅｄｈｏｌｍ方程（Ｉ一ＴＫ）ｘ＝ｙ时，Ｂａｄｈｖａｌｏｖ［５］意义下最佳误差的讨论中，所得到的最佳误差之估计当ｑ＝１时，最优化了［１０］的结论．     

L一统计量的Edgeworth展开和Bootstrap副近

文［１］讨论了Ｌ一统计量的一种能达到Ｏ（１／ｎ）精确性的Ｂｏｏｔｓｔｒａｐ副近,本文则在适当条件下,证明了上述Ｂｏｏｔｓｔｒａｐａ副近能达到精确性ｏ（１／ｎ）,并给出了Ｌ一统计量的一阶Ｅｄｇｅｗｏｒｔｈ展开的估计．     

一类具转向点椭圆型方程奇异摄动问题的数值解法

本文考虑如下一类具转向点椭圆型方程奇异摄动问题的数值解法文［１］已经研究了该问题的渐近解．本文在得到渐近解余项的更好估计式后，证明了所构造的差分格式关于小参数ε的一致收敛结果．误差估计达到α阶，其中．     

Stokes问题混合元方法中数值积分的影响

１引言用混合有限元方法求解Ｓｔｏｋｅｓ问题的近似解时,有两点重要事项．其一是众所周知的稳定化条件,这就导致在一阶及二阶格式中引人水泡（ｂｕｂｂｌｅ）函数（参见［１］,［２］,［４］和［６］）．其二是在实际计算中,含有体力密度ｆ的积分,需代之以数值积分,而保持原有的逼近阶不变．值得指出的是。该数值积分与水泡（ｂｕｂｂｌｅ）函数项无关．考虑数值积分下的Ｓｔｏｋｅｓ问题混合元逼近：设给定空间其中,是有界连通的多边形区域．考虑Ｓｔｏｋｅｓ问题混合变分形式：求Ｖ,ｐ　Ｍ,使得其中表示Ｌ２内积．众所周知,（…     

解高维广义对称正则长波方程的Fourier谱方法

１引言对称正则长波方程（ＳＲＬＷＥ）是正则化长波方程（ＲＬＷＥ）的一种对称叙述［１］用于描述弱非线性作用下空间变换的离子声波传播．［１］得到了方程组（１．１）的双曲正割平方孤立波解、四个不变量和数值结果、明显地,从（１．１）中消去ρ,得到一类正则长波方程（ＲＬＷＥ）代替（１．２）中第三项、第四项对ｔ的导数为对ｘ的导数,得到Ｂｏｕｓｓｉｎｅｓｑ方程．［２］对一类广义对称正则长波方程组提出了谱方法,证明了古典光滑解的存在性和唯一性,建立了近似解的收敛性和误差估计。［３］研究了高维对称正则长波方程整体…     

Various motivations for managerial (mis)reporting – an experimental study

In the experiment we model all possible consequences from misreporting for both the shareholder and for the manager, since we are interested in patterns in reporting behaviour resulting from different motivations for potential misrepresentation. This allows for examining the stability of the (mis)reporting behaviour in different treatments. Agents are primarily driven by the consequences for themselves rather than by the consequences for the principal, while deciding on misreporting. Participants are willing to sacrifice a small gain for themselves in order to prevent a greater loss for the principal. If agents misreport, they do it in order to generate positive rather than negative consequences for themselves. Reports in favour of the principal, but fruitless or even costly for the agent are very rare. The experiment indicates also that pro-social agents report more truthfully than pro-self agents.     

Representation for the Green’s function of the Dirichlet problem for polyharmonic equations in a ball

We explicitly construct the Green’s function for the Dirichlet problem for polyharmonic equations in a ball in a space of arbitrary dimension. The formulas for the Green’s function are of interest in their own right. In particular, the explicit representations for a solution to the Dirichlet problem for the biharmonic equation are important in elasticity.     

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.     

Sparre Andersen模型中破产概率的边界

研究在Andersen Spaxre模型中,当破产概率的初始边界已知的时候,根据更新方程和更新方程中函数的单调性来改进破产概率的边界,并进一步改进了严重损失函数G（x,y）的边界．     

On the Method of Optimal Portfolio Choice by Cost-Efficiency

We develop the method of optimal portfolio choice based on the concept of cost-efficiency in two directions. First, instead of specifying a payoff distribution in an unique way, we allow customer-defined constraints and preferences for the choice of a distributional form of the payoff distribution. This leads to a class of possible payoff distributions. We determine upper and lower bounds for the corresponding strategies in stochastic order and describe related upper and lower price bounds for the induced class of cost-efficient payoffs. While the results for the cost-efficient payoff given so far in the literature in the context of Lévy models are based on the Esscher pricing measure we use as alternative the method of empirical pricing measures. This method is well established in the literature and leads to more precise pricing of options and their cost-efficient counterparts. We show in some examples for real market data that this choice is numerically feasible and leads to more precise prices for the cost-efficient payoffs and for values of the efficiency loss.     

Small Ball Estimates for Gaussian Processes under Sobolev Type Norms

A sharp small ball estimate under Sobolev type norms is obtained for certain Gaussian processes in general and for fractional Brownian motions in particular. New method using the techniques in large deviation theory is developed for small ball estimates. As an application the Chung's LIL for fractional Brownian motions is given in this setting.     

Analytical solution of the droplet breakup equation by the Adomian decomposition method

The droplet population balance equations (PBEs), which despite its importance rarely has an analytical solution. However, few cases with assumed functional forms of breakup rate, daughter droplet distribution exist, where most of these solutions are for the batch stirred vessel. A new framework for solving (PBEs) for batch and continuous systems is proposed in this work, which uses the Adomian decomposition method. This technique overcomes the crucial difficulties of numerical discretization and stability that often characterize previous solutions in this area. The technique used in this work has been tested for the droplet breakup equation. The solutions are presented for several cases, for which analytical solutions are available, for batch and continuous systems for droplet breakup in stirred vessels. In all cases, the predicted droplet size distributions converge exactly in a continuous form to that of the analytical solution.     

英国运筹五十年：成就、困境和出路

英国是运筹学的发源地,五十年来对运筹学的创立,发展和推广起了重要作用,但到九十年代,情况起到了很大变化;运筹工作小组大量关闭;运筹学系基本消失,运筹工作另谋出路,为此,英国运筹学会拨出专款进行调研,组织专家讨论,在国际期刊上发表调研报告和讨论专辑,分析当前运筹学的困境和未来的路向,本对此进行介绍和探讨,希望对社会-经济转型时期的中国运筹学界和运筹工作有借鉴作用。     

Capacitary Upper Estimates for Symmetric Dirichlet Forms

Upper estimates for capacities are studied for symmetric Dirichlet forms which do not necessarily admit intrinsic metric. Firstly, a general method of obtaining a sharp estimate from upper estimates for cut-off functions are provided in the local and non-local cases. Secondly, a capacitary upper estimate is established for the skew product of two symmetric Dirichlet forms for which suitable capacitary estimates are given. Several examples of capacitary upper inequalities in the local and non-local cases are also given. Especially, an upper estimate for the capacity is proved for the symmetric Dirichlet form associated to the Markov process subordinated (in the Bochner sense) to the skew product of two one-dimensional Brownian motions with respect to the local time of the first Brownian motion at the origin. This estimate is used in the recent work by the present author to establish the sharp criteria for recurrence and transience of the above-mentioned process.