EXISTENCE AND REGULARITY OF SOLUTIONS TO MODEL FOR LIQUID MIXTURE OF ^3HE-^4HE

Existence and regularity of solutions to model for liquid mixture of 3He-4He is considered in this paper.First,it is proved that this system possesses a unique global weak solution in H 1(,C × R) by using Galerkin method.Secondly,by using an iteration procedure,regularity estimates for the linear semigroups,it is proved that the model for liquid mixture of 3He-4He has a unique solution in Hk(,C × R) for all k ≥ 1.     

Existence of Positive Periodic Solution of Periodic Time-Dependent Predator-Prey System with Impulsive Effects

The general system of differential equations describing predator-prey dynamics with impulsive effects is modified by the assumption that the coefficients are periodic functions of time. By use of standard techniques of bifurcation theory, it is known that this system has a positive periodic solution provided the time average of the predator‘s net uninhibited death rate is in a suitable range.The bifurcation is from the periodic solution of the time-dependent logistic equation for the prey (which results in the absence of predator).     

Semi inherited bivariate interpolation

The bivariate interpolation in two dimensional space R2 is more complicated than that in one dimensional space R, because there is no Haar space of continuous functions in R2. Therefore, the bivariate interpolation has not a unique solution for a set of arbitrary distinct pairwise points. In this work, we suggest a type of basis which depends on the points such that the bivariate interpolation has the unique solution for any set of distinct pairwise points. In this case, the matrix of bivariate interpolation has the semi inherited factorization.     

Bingham Flows in Periodic Domains of Infinite Length

The Bingham fluid model has been successfully used in modeling a large class of non-Newtonian fluids. In this paper, the authors extend to the case of Bingham fluids the results previously obtained by Chipot and Mardare, who studied the asymptotics of the Stokes flow in a cylindrical domain that becomes unbounded in one direction, and prove the convergence of the solution to the Bingham problem in a finite periodic domain, to the solution of the Bingham problem in the infinite periodic domain, as the length of the finite domain goes to infinity. As a consequence of this convergence, the existence of a solution to a Bingham problem in the infinite periodic domain is obtained, and the uniqueness of the velocity field for this problem is also shown. Finally, they show that the error in approximating the velocity field in the infinite domain with the velocity in a periodic domain of length 2? has a polynomial decay in ?, unlike in the Stokes case(see [Chipot,M. and Mardare, S., Asymptotic behaviour of the Stokes problem in cylinders becoming unbounded in one direction, Journal de Math′ematiques Pures et Appliqu′ees, 90(2), 2008,133–159]) where it has an exponential decay. This is in itself an important result for the numerical simulations of non-Newtonian flows in long tubes.     

On the vanishing dissipation limit for the incompressible MHD equations on bounded domains

In this paper,we investigate the solvability,regularity and the vanishing dissipation limit of solutions to the three-dimensional viscous magnetohydrodynamic(MHD)equations in bounded domains.On the boundary,the velocity field fulfills a Navier-slip condition,while the magnetic field satisfies the insulating condition.It is shown that the initial boundary value problem has a global weak solution for a general smooth domain.More importantly,for a flat domain,we establish the uniform local well-posedness of the strong solution with higher-order uniform regularity and the asymptotic convergence with a rate to the solution of the ideal MHD equation as the dissipations tend to zero.     

A Novel Genetic Algorithm for Global Optimization

This paper presents a novel genetic algorithm for globally solving un-constraint optimization problem.In this algorithm,a new real coded crossover operator is proposed firstly.Furthermore,for improving the convergence speed and the searching ability of our algorithm,the good point set theory rather than random selection is used to generate the initial population,and the chaotic search operator is adopted in the best solution of the current iteration.The experimental results tested on numerical benchmark functions show that this algorithm has excellent solution quality and convergence characteristics,and performs better than some algorithms.     

DYNAMICS OF A NONLINEAR NON-AUTONOMOUS n-PATCHES PREDATOR-PREY DISPERSION-DELAY MODEL

In this paper,a nonlinear nonautonomous predator-prey dispersion model with continuous distributed delay is studied,where all parameters are time-dependent.In this system consisting of n-patches the prey species can disperse among n-patches,but the predator species is confined to one patch and cannot disperse.It is proved that the system is uniformly persistent under any dispersion rate effect.Furthermore,some sufficient conditions are established for the existence of a unique almost periodic solution of the system.The example shows that the criteria in the paper are new,general and easily verifiable.     

Analytic and Experimental Studies of the Errors in Numerical Methods for the Valuation of Options

The value of a European option satisfies the Black-Scholes equation with appropriately specified final and boundary conditions.We transform the problem to an initial boundary value problem in dimensionless form.There are two parameters in the coefficients of the resulting linear parabolic partial differential equation.For a range of values of these parameters,the solution of the problem has a boundary or an initial layer.The initial function has a discontinuity in the first-order derivative,which leads to the appearance of an interior layer.We construct analytically the asymptotic solution of the equation in a finite domain.Based on the asymptotic solution we can determine the size of the artificial boundary such that the required solution in a finite domain in x and at the final time is not affected by the boundary.Also,we study computationally the behaviour in the maximum norm of the errors in numerical solutions in cases such that one of the parameters varies from finite (or pretty large) to small values,while the other parameter is fixed and takes either finite (or pretty large) or small values. Crank-Nicolson explicit and implicit schemes using centered or upwind approximations to the derivative are studied.We present numerical computations,which determine experimentally the parameter-uniform rates of convergence.We note that this rate is rather weak,due probably to mixed sources of error such as initial and boundary layers and the discontinuity in the derivative of the solution.     

h — P Finite Element Approximation for Pull-Potential Electronic Structure Calculations

The （continuous） finite element approximations of different orders for the computation of the solution to electronic structures were proposed in some papers and the performance of these approaches is becoming appreciable and is now well understood. In this publication, the author proposes to extend this discretization for full-potential electronic structure calculations by combining the refinement of the finite element mesh, where the solution is most singular with the increase of the degree of the polynomial approximations in the regions where the solution is mostly regular. This combination of increase of approximation properties, done in an a priori or a posteriori manner, is well-known to generally produce an optimal exponential type convergence rate with respect to the number of degrees of freedom even when the solution is singular. The analysis performed here sustains this property in the case of Hartree-Fock and Kohn-Sham problems.     

On the Existence of Nontrivial Solutions of Quasi-asymptotically Linear Problem for the P-Laplacian

In this paper, we study the existence of nontrivial solutions for the following Dirichlet problem for the p-Laplacian (p > 1):where Ω is a bounded domain in Rn (A≥1) and f(x,u) is quasi-asymptotically linear with respect to |u|p-2 u at infinity. Recently it was proved that the above problem has a positive solution under the condition that f(x, s)/sp-1 is nondecrcasing with respect to s for all x ∈Ω and some others. In this paper. by improving the methods in the literature, we prove that the functional corresponding to the above problem still satisfies a weakened version of (P.S.) condition even if f(x, s)/sp-1 isn't a nondecreasing function with respect to s, and then the above problem has a nontrivial weak solution by Mountain Pass Theorem.     

Two-level Galerkin–Lagrange multipliers method for the stationary Navier–Stokes equations

In this paper, we combine the Galerkin–Lagrange multiplier (GLM) method with the two-level method to solve the stationary Navier–Stokes equations in order to avoid the time-consuming process and the construction of zero-divergence elements. Different quadrilateral partitions are used for approximating the velocity and the pressure. Then some error estimates are obtained and some numerical results of the GLM method and the two-level GLM method are given. The results show that the two-level method based on the GLM method is more efficient than the GLM method under the convergence rate of same order.     

Fuzzy clusterwise quasi-likelihood generalized linear models

The quasi-likelihood method has emerged as a useful approach to the parameter estimation of generalized linear models (GLM) in circumstances where there is insufficient distributional information to construct a likelihood function. Despite its flexibility, the quasi-likelihood approach to GLM is currently designed for an aggregate-sample analysis based on the assumption that the entire sample of observations is taken from a single homogenous population. Thus, this approach may not be suitable when heterogeneous subgroups exist in the population, which involve qualitatively distinct effects of covariates on the response variable. In this paper, the quasi-likelihood GLM approach is generalized to a fuzzy clustering framework which explicitly accounts for such cluster-level heterogeneity. A simple iterative estimation algorithm is presented to optimize the regularized fuzzy clustering criterion of the proposed method. The performance of the proposed method in recovering parameters is investigated based on a Monte Carlo analysis involving synthetic data. Finally, the empirical usefulness of the proposed method is illustrated through an application to actual data on the coupon usage behaviour of a sample of consumers.     

Second derivative general linear methods

A class of second derivative Runge Kutta methods (SD-RKM) which has a simple transformation to the general linear methods (GLM) are employed for the numerical integration of stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The new GLM which incorporates second derivative (SD) terms have the advantage of higher order L-stable methods for a given number of stages compared with the classical GLM.     

A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving

In this paper, we develop a multivariate evolutionary generalised linear model (GLM) framework for claims reserving, which allows for dynamic features of claims activity in conjunction with dependency across business lines to accurately assess claims reserves. We extend the traditional GLM reserving framework on two fronts: GLM fixed factors are allowed to evolve in a recursive manner, and dependence is incorporated in the specification of these factors using a common shock approach.We consider factors that evolve across accident years in conjunction with factors that evolve across calendar years. This two-dimensional evolution of factors is unconventional as a traditional evolutionary model typically considers the evolution in one single time dimension. This creates challenges for the estimation process, which we tackle in this paper. We develop the formulation of a particle filtering algorithm with parameter learning procedure. This is an adaptive estimation approach which updates evolving factors of the framework recursively over time.We implement and illustrate our model with a simulated data set, as well as a set of real data from a Canadian insurer.     

关于KdV方程孤子解的研究

KdV方程的多孤子解很难直接验证，本文通过证明GLM反散射变换方程导出的Jost解满足两个Lax方程的方法，解决了这个问题．     

不完全信息随机截尾广义线性模型的极大似然估计

该文在回归子给定和随机两种情形下,分别定义了不完全信息随机截尾广义线性模型.在一定的条件下,讨论了这两种模型参数向量的似然方程解的存在性和唯一性,获得并证明了这两种模型的极大似然估计(MLE)的相合性与渐近正态性.     

Local influence analysis for penalized Gaussian likelihood estimation in partially linear single-index models

Single-index model is a potentially tool for multivariate nonparametric regression, generalizes both the generalized linear models(GLM) and the missing-link function problem in GLM. In this paper, we extend Cook’s local influence analysis to the penalized Gaussian likelihood estimator based on P-spline for the partially linear single-index model. Some influence measures, based on the minor perturbation of the model, are derived for the penalized least squares estimation. An illustrative example is also presented.     

A generalized linear model with smoothing effects for claims reserving

In this paper, we continue the development of the ideas introduced in England and Verrall (2001) by suggesting the use of a reparameterized version of the generalized linear model (GLM) which is frequently used in stochastic claims reserving. This model enables us to smooth the origin, development and calendar year parameters in a similar way as is often done in practice, but still keep the GLM structure. Specifically, we use this model structure in order to obtain reserve estimates and to systemize the model selection procedure that arises in the smoothing process. Moreover, we provide a bootstrap procedure to achieve a full predictive distribution.     

Numerical integration of Hamiltonian problems by G-symplectic methods

It is the purpose of this paper to consider the employ of General Linear Methods (GLMs) as geometric numerical solvers for the treatment of Hamiltonian problems. Indeed, even if the numerical flow generated by a GLM cannot be symplectic, we exploit here a concept of near conservation for such methods which, properly combined with other desirable features (such as symmetry and boundedness of parasitic components), allows to achieve an accurate conservation of the Hamiltonian. In this paper we focus our attention on the connection between order of convergence and Hamiltonian deviation by multivalue methods. Moreover, we derive a semi-implicit GLM which results competitive to symplectic Runge-Kutta methods, which are notoriously implicit.     

成败型寿命试验──GLM和E-M算法

成败型寿命试验──ＧＬＭ和Ｅ－Ｍ算法王学仁云南省应用数学研究所石磊（云南大学统计系，昆明６５００９１）１９９０年１０月１５日收到．１９９２年８月２４日收到修改稿．一、引言在可靠性分析中，成败型寿命试验是经常碰到的问题．某些产品随着时间的推移，其可靠程...