自然数乘法分拆数的上界估计

本文给出自然数乘法分拆数 f(n) 的上界的一个估计式,并基本上解决了关于f(n) 的上界的一个猜想.     

圆填充整体收敛速度估计

假设D是一个其边界为拟圆周的平面有界单连通区域, P_?是一个几乎填满D的半径为?的正则六边形圆填充,则在单位圆盘U内存在一个组合等价于P_?的圆填充.众所周知,当?→0时, D内半径为?的圆与U内对应的圆之间的离散规范化映射f_?整体一致收敛于Riemann映射f:D→U.本文将给出这个整体收敛f_?→f的速度估计.     

高阶Lagrange中值定理“中值点”的渐近性

借助Stirling数研究了高阶Lagrange微分中值定理在f(n+1)(a)=0或f(n+1)(a)不存在时的“中值点”的渐近性,并给出了渐近性估计式.     

单位球上线性不变族的偏差定理

若S为Cn中的单位球Bn上的线性不变族,f∈S,本文给出Tr(Jf(z) ＇)的估计,这里Jf(z )为f的Jacobi矩阵,也给出了det(Jf(z)Jf ＇)的估计的一个新证明.若5为Bn上的正规化双全纯凸映照,f∈S,还给出了f的共变导数的估计.     

方向数据密度核估计的对数律

设X为取值于k维单位球面上的单位随机向量,具有概率密度函数f(x),X_1,…,X_n为X的n个i.i.d.的观察,讨论f(x)具有形式的核估计,其中K为定义于[0,+∞]上的非负核函数,ω_k为Ω_k上的Lebesque测度,本文建立了fn(x)的对数律,并给出了fn(x)的一致强相合速度。     

一类p叶解析函数的邻域与部分和

本文研究了单位圆内解析的p叶函数类S*n+p-1(η;A,B).利用邻域概念,得到了函数f(z)的邻域与函数类S*n+p-1(η;A,B)的一些包含关系以及函数,f(z)的部分和性质.     

高斯白噪声中频谱有限函数的外推估计

设f(t)是一σ-频谱有限函数和g(t)=f(t) n(t)在(-T,T)区间内的值被观测到,其中n(t)是高斯白噪声。本文给出基于g(t)的f(t)的极大似然估计。还讨论了当f(t)为随机σ-频谱有限函数时,它与g(t)的均方距离达到最小的估计。     

插值多项式对解析部分的收敛估计

设D是单位圆{z||z|<1},T为单位圆周{z||z|=1}.对于f∈C(T),我们记L_n(f,z)为在n 1次单位根{e~(2kπ/n 1)i}~n_k=0上对f(z)的n次插值多项式.自然的L_n(f,z)在D内解析,因此,当f不能解析延拓到D内时,就不可能保证L_n(f,z)一致收敛于f.甚至,存在着f∈C(T),且f是某个D内解析函数的边值,但L_n(f,z)在T上发散.     

一种神经网络算子及其逼近阶估计

讨论了一种神经网络算子f_n(x)=sum from -n~2 to n~2 (f(k/n))/(n~α)b(n~(1-α)(x-k/n)),对f(x)的逼近误差|f_n(x)-f(x)|的上界在f(x)为连续和N阶连续可导两种情形下分别给出了该网络算子逼近的Jackson型估计.     

学习理论中Rademacher随机变量的应用

利用Rademacher随机变量,本文讨论了学习函数f的亏损函数及f的样本误差的估计问题,给出了f的亏损函数及样本误差的估计,同时也给出了f的亏损函数的期望值的估计,这些估计都是O(m-1/2),这里m为样本容量.     

On farthest points of sets

For a convex closed bounded set in a Banach space, we study the existence and uniqueness problem for a point of this set that is the farthest point from a given point in space. In terms of the existence and uniqueness of the farthest point, as well as the Lipschitzian dependence of this point on a point in space, we obtain necessary and su.cient conditions for the strong convexity of a set in several infinite-dimensional spaces, in particular, in a Hilbert space. A set representable as the intersection of closed balls of a fixed radius is called a strongly convex set. We show that the condition “for each point in space that is sufficiently far from a set, there exists a unique farthest point of the set” is a criterion for the strong convexity of a set in a finite-dimensional normed space, where the norm ball is a strongly convex set and a generating set.     

The KdV soliton crosses a dissipative and dispersive border

We demonstrate the behavior of the soliton which, while moving in non-dissipative and dispersion-constant medium encounters a finite-width barrier with varying dissipation and/or dispersion; beyond the layer dispersion is constant (but not necessarily of the same value) and dissipation is null. The transmitted wave either retains the form of a soliton (though of different parameters) or scatters a into a number of them. And a reflection wave may be negligible or absent. This models a situation similar to a light passing from a humid air to a dry one through the vapor saturation/condensation area. Some rough estimations for a prediction of an output are given using the relative decay (or accumulation) of the KdV conserved quantities in a dissipative area; in particular for a restriction for a number of solitons in the transmitted signal.     

管状曲面在曲线论中的应用

研究了围绕曲线的管状曲面上的曲率线,渐近线与测地线,给出它们的方程,揭示了这些曲线与Bertrand曲线或Mannheim曲线之间的关系,采用新的方法给出一条曲线是Bertrand曲线或Mannheim曲线的充要条件的另一种证明以及Mannheim侣线的曲率与挠率之间的关系．     

Enumerating bases of self-dual matroids

We define involutively self-dual matroids and prove that an enumerator for their bases is the square of a related enumerator for their self-dual bases. This leads to a new proof of Tutte's theorem that the number of spanning trees of a central reflex is a perfect square, and it solves a problem posed by Kalai about higher dimensional spanning trees in simplicial complexes. We also give a weighted version of the latter result.We give an algebraic analogue relating to the critical group of a graph, a finite abelian group whose order is the number of spanning trees of the graph. We prove that the critical group of a central reflex is a direct sum of two copies of an abelian group, and conclude with an analogous result in Kalai's setting.     

Small periodic solutions of nonlinear systems of differential equations with constant deviation

We consider a nonlinear system of differential equations in a general case with a singular matrix at the derivatives, with a vector deviation which depends on a parameter. We seek for a periodic solution to the system in the set of trigonometric series such that the sequences of their coefficients belong to the space l ₁.We use the method, representing a space as a direct sum of subspaces, and the method of a fixed point of a nonlinear operator as the main investigation techniques.We reduce the question on the existence of a periodic solution to that of the solvability of an operator equation, whose principal part is defined in a finite-dimensional space.     

Convergence of Rothe scheme for a class of dynamic variational inequalities involving Clarke subdifferential

In the first part of the paper we deal with a second-order evolution variational inequality involving a multivalued term generated by a Clarke subdifferential of a locally Lipschitz potential. For this problem we construct a time-semidiscrete approximation, known as the Rothe scheme. We study a sequence of solutions of the semidiscrete approximate problems and provide its weak convergence to a limit element that is a solution of the original problem. Next, we show that the solution is unique and the convergence is strong. In the second part of the paper, we consider a dynamic visco-elastic problem of contact mechanics. We assume that the contact process is governed by a normal damped response condition with a unilateral constraint and the body is non-clamped. The mechanical problem in its weak formulation reduces to a variational–hemivariational inequality that can be solved by finding a solution of a corresponding abstract problem related to one studied in the first part of the paper. Hence, we apply obtained existence result to provide the weak solvability of contact problem.     

Staircase Parameterization in Dynamical Selection

This paper deals with a variant of a dynamical selection scheme introduced by Attouch and Cominetti for ill-posed convex minimization which combines approximation with the steepest descent method by mean of a suitable parameterization of the approximation parameter as a function of the time. This variant applies to a general inclusion with a maximal monotone operator by mean of a staircase parameterization. A discrete analogue is also considered. Applications to selecting a particular zero of a maximal monotone operator or a particular fixed point of a nonexpansive mapping via regularization techniques are presented. Finally, the alternative use of well-posedness by perturbations is discussed.     

A Barrier Function Method for the Nonconvex Quadratic Programming Problem with Box Constraints

In this paper a barrier function method is proposed for approximating a solution of the nonconvex quadratic programming problem with box constraints. The method attempts to produce a solution of good quality by following a path as the barrier parameter decreases from a sufficiently large positive number. For a given value of the barrier parameter, the method searches for a minimum point of the barrier function in a descent direction, which has a desired property that the box constraints are always satisfied automatically if the step length is a number between zero and one. When all the diagonal entries of the objective function are negative, the method converges to at least a local minimum point of the problem if it yields a local minimum point of the barrier function for a sequence of decreasing values of the barrier parameter with zero limit. Numerical results show that the method always generates a global or near global minimum point as the barrier parameter decreases at a sufficiently slow pace.     

Mean-variance portfolio selection for a non-life insurance company

We consider a collective insurance risk model with a compound Cox claim process, in which the evolution of a claim intensity is described by a stochastic differential equation driven by a Brownian motion. The insurer operates in a financial market consisting of a risk-free asset with a constant force of interest and a risky asset which price is driven by a Lévy noise. We investigate two optimization problems. The first one is the classical mean-variance portfolio selection. In this case the efficient frontier is derived. The second optimization problem, except the mean-variance terminal objective, includes also a running cost penalizing deviations of the insurer’s wealth from a specified profit-solvency target which is a random process. In order to find optimal strategies we apply techniques from the stochastic control theory.     

Weak Convergence Theorems for Nonexpansive Mappings and Monotone Mappings

In this paper, we introduce an iteration process of finding a common element of the set of fixed points of a nonexpansive mapping and the set of solutions of a variational inequality problem for an inverse strongly-monotone mapping, and then obtain a weak convergence theorem. Using this result, we obtain a weak convergence theorem for a pair of a nonexpansive mapping and a strictly pseudocontractive mapping. Further, we consider the problem of finding a common element of the set of fixed points of a nonexpansive mapping and the set of zeros of an inverse strongly-monotone mapping.