非自反Banach空间中的度量投影

该文给出非自反Banach空间中一类超平面上度量投影的表达式．在近严格凸Banach空间中,研究了它们的连续性．对于对偶Banach空间X*,给出弱*闭子集上度量投影的一些连续性结果．     

任意Banach空间中线性算子的Moore-Penrose度量广义逆

在无空间严格凸的几何假定下,利用Banach空间几何方法给出了任意Banach空间中线性算子T的Moore-Penrose度量广义逆T~+的存在性、唯一性、极小性和线性性的充要条件,同时还讨论了T~+的一些性质,这些本质地将文献[8]的最近结果从严格凸Banach空间拓广至任意Banach空间．     

加权Banach空间中指数函数系完备的稳定性（英文）

本文研究了加权Banach空间中指数函数系完备的稳定性问题.利用解析函数扰动的方法,获得了加权Banach空间中指数函数系完备的稳定性若干结果,推广了现有有限区间Banach空间上的经典结果.     

Banach空间中Birkhoff正交性的刻画

研究了Banach空间中两元素a和b在Birkhoff意义下正交的性质,给出在Banach空间中两个元素B-正交和线性泛函的关系,然后用线性泛函来研究B-正交性与Banach空间的可微性、凸性、自反性的关系.本文最后定义B-正交性的补,通过B-正交性的补来研究B-正交性和Banach空间的性质.     

增算子不动点定理及其对含间断项非线性脉冲方程的应用

设E是Banach空间,本文在比C[I,E]更一般的Banach空间中得到了几个新的非连续增算子不动点定理.作为应用,我们研究了Banach空间中含间断项的非线性脉冲积分方程和微分方程的最大解和最小解的存在性.     

在Banach空间中推广的Roper-Suffridge算子(Ⅰ)

本文将Cn中的Roper-Suffridge算子推广到任意复Banach空间中,并证明这种算子在任意复Banach空间中的某些区域上具有保持ε星形性,由此可以构造出任意复Banach空间,复Hilbert空间和Cn中的一些区域上的许多双全纯星形映照、双全纯凸映照、双全纯ε星形映照,同时,得到它们的增长定理等,将龚升与刘太顺,Roper与suffridge,Graham,Kohr等学者在Cn中的一些结果推广到任意复Banach空间或复Hilbert空间中．     

Banach空间值弱Garsia型鞅空间及其原子分解

定义了Banach空间值弱Garsia型鞅空间和三种类型原子,证明了Banach空间值弱Garsia型鞅空间上的四个原子分解定理,并利用这些定理,得到Banach空间值弱Garsia型鞅空间的互相嵌入关系,其结果与Banach空间的凸性和光滑性有密切关系.     

Radon-Nikodym性质与范数的Gteaux可微性

本文研究了Banach空间中集合的RNP与范数的G^ateaux可微性之间的关系 ,给出了关于Banach空间中集合具RNP的一些充要条件     

一类非线性算子方程解的存在唯一性及其应用

该文在更广泛的条件下,利用锥理论和Banach压缩映象原理证明了序Banach空间中一类非线性算子方程解的存在唯一性定理,并应用到Banach空间中二阶非线性混合型微分积分方程初值问题,改进并推广了已有的一些结果.     

Banach空间闭超平面上度量投影的连续性

该文给出Banach空间X的对偶空间X~*中闭超平面上度量投影的表达式,并在Banach空间中研究了闭超平面上度量投影的连续性.     

On bounds for the mode and median of the generalized hyperbolic and related distributions

Except for certain parameter values, a closed form formula for the mode of the generalized hyperbolic (GH) distribution is not available. In this paper, we exploit results from the literature on modified Bessel functions and their ratios to obtain simple but tight two-sided inequalities for the mode of the GH distribution for general parameter values. As a special case, we deduce tight two-sided inequalities for the mode of the variance-gamma (VG) distribution, and through a similar approach we also obtain tight two-sided inequalities for the mode of the McKay Type I distribution. The analogous problem for the median is more challenging, but we conjecture some monotonicity results for the median of the VG and McKay Type I distributions, from we which we conjecture some tight two-sided inequalities for their medians. Numerical experiments support these conjectures and also lead us to a conjectured tight lower bound for the median of the GH distribution.     

Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Estimates for norms of matrix-valued and operator-valued functions and some of their applications

A survey is presented of estimates for a norm of matrix-valued and operator-valued functions obtained by the author. These estimates improve the Gel'fand-Shilov estimate for regular functions of matrices and Carleman's estimates for resolvents of matrices and compact operators.From the estimates for resolvents, the well-known result for spectrum perturbations of self-adjoint operators is extended to quasi-Hermitian operators. In addition, the classical Schur and Brown's inequalities for eigenvalues of matrices are improved.From estimates for the exponential function (semigroups), bounds for solution norms of nonlinear differential equations are derived. These bounds give the stability criteria which make it possible to avoid the construction of Lyapunov functions in appropriate situations.     

High-order computational methods for option valuation under multifactor models

Many of the different numerical techniques in the partial differential equations framework for solving option pricing problems have employed only standard second-order discretization schemes. A higher-order discretization has the advantage of producing low size matrix systems for computing sufficiently accurate option prices and this paper proposes new computational schemes yielding high-order convergence rates for the solution of multi-factor option problems. These new schemes employ Galerkin finite element discretizations with quadratic basis functions for the approximation of the spatial derivatives in the pricing equations for stochastic volatility and two-asset option problems and time integration of the resulting semi-discrete systems requires the computation of a single matrix exponential. The computations indicate that this combination of high-order finite elements and exponential time integration leads to efficient algorithms for multi-factor problems. Highly accurate European prices are obtained with relatively coarse meshes and high-order convergence rates are also observed for options with the American early exercise feature. Various numerical examples are provided for illustrating the accuracy of the option prices for Heston’s and Bates stochastic volatility models and for two-asset problems under Merton’s jump-diffusion model.     

Nonlocal boundary-value problems for abstract parabolic equations: well-posedness in Bochner spaces

The well-posedness of the nonlocal boundary-value problem for abstract parabolic differential equations in Bochner spaces is established. The first and second order of accuracy difference schemes for the approximate solutions of this problem are considered. The coercive inequalities for the solutions of these difference schemes are established. In applications, the almost coercive stability and coercive stability estimates for the solutions of difference schemes for the approximate solutions of the nonlocal boundary-value problem for parabolic equation are obtained.     

Temperature prediction at critical points in district heating systems

Current methodologies for the optimal operation of district heating systems use model predictive control. Accurate forecasting of the water temperature at critical points is crucial for meeting constraints related to consumers while minimizing the production costs for the heat supplier. A new forecasting methodology based on conditional finite impulse response (cFIR) models is introduced, for which model coefficients are replaced by coefficient functions of the water flux at the supply point and of the time of day, allowing for nonlinear variations of the time delays. Appropriate estimation methods for both are described. Results are given for the test case of the Roskilde district heating system over a period of more than 6 years. The advantages of the proposed forecasting methodology in terms of a higher forecast accuracy, its use for simulation purposes, or alternatively for better understanding transfer functions of district heating systems, are clearly shown.     

Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon

We give asymptotics for the cumulative distribution function (CDF) for degrees of large dense random graphs sampled from a graphon. The proof is based on precise asymptotics for binomial random variables. This result is a first step for giving a nonparametric test for identifying the degree function of a large random graph. Replacing the indicator function in the empirical CDF by a smoother function, we get general asymptotic results for functionals of homomorphism densities for partially labeled graphs. This general setting allows to recover recent results on asymptotics for homomorphism densities of sampled graphon.     

Convergence in competition models with small diffusion coefficients

It is well known that for reaction-diffusion 2-species Lotka-Volterra competition models with spatially independent reaction terms, global stability of an equilibrium for the reaction system implies global stability for the reaction-diffusion system. This is not in general true for spatially inhomogeneous models. We show here that for an important range of such models, for small enough diffusion coefficients, global convergence to an equilibrium holds for the reaction-diffusion system, if for each point in space the reaction system has a globally attracting hyperbolic equilibrium. This work is planned as an initial step towards understanding the connection between the asymptotics of reaction-diffusion systems with small diffusion coefficients and that of the corresponding reaction systems.     

Stochastic service systems,random interval graphs and search algorithms

We consider several stochastic service systems, and study the asymptotic behavior of the moments of various quantities that have application to models for random interval graphs and algorithms for searching for an idle server or for an vacant or occupied waiting station. In some cases the moments turn out to involve Lambert series for the generating functions for the sums of powers of divisors of positive integers. For these cases we are able to obtain complete asymptotic expansions for the moments of the quantities in question. © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 45, 421–442, 2014     

Trigonometric polynomial or exponential fitting approach?

The application of a trigonometric polynomial and an exponential fitting approach is compared for a three-point formula for second-order derivatives, for Simpson’s quadrature rule and for Numerov’s scheme for second-order differential equations. The expressions for the occurring parameters are constructed in both the approaches and the behaviour of these parameters with respect to the introduced frequency is studied. The errors for specific problems obtained in both the approaches as a function of the frequency are compared.