一个不可定向曲面的极小禁用子图的构造

曲面S的一个极小禁用子图是这样的一个图,它的任何一个顶点的度都不小于3,它不能嵌入在S上,但是删去任何一条边后得到的图能嵌入在S上.本文给出了四种构造一个不可定向曲面的极小禁用子图的方式,即粘合一个顶点,一个图的边被其它的图替换,粘合两个顶点,将一个图放在另一个图的一个曲面嵌入的面内.     

关于多项式映射自同构恒等集的一个注记

本文给出了判定一个仿射代数集是否是一个自同构恒等集的充分条件.作为一个推论,我们给出了Mckay-Wang的一个问题的一个新证明.我们也给出了一些具体的例子来说明主要的定理.     

浅谈中学代数中代数运算概念的教学

代数运算是近代算学中一个很重要的概念。下面是它的一个定义(不是函数观点的定义): 令M是一个集合,这个集合至少含有一个元素。若是有一个确定的法则,通过它对于集合M中一对有次序的元素a与b,能够得到集合M的一个确定的元素c与之对应,那么这个法则叫做集合M的一个代数运算。     

基于身份的门限密码体制

描述一个公钥密码体制,其中参与者的公钥是一个公开值,例如他的身份,这个体制由很多可信中心联合产生一个大合数N=pq,p,q为素数且p≡q≡3(mod 4),任意其中一个可信中心都不知道N的分解.另外,每一个可信中心拥有一个秘密指数的一个分享,这样产生一个门限解密.本文将讨论所提出的方案的安全性,并证明它与解决二次剩余问题的困难性有关.     

Dedekind 群的一个刻画

本文给出了Dedekind群的一个刻画.即如果一个群G有一个无不动点的弱幂同构，则G是一个Dedekind群.     

关于(g,f)-2-消去图

一个图G称为一个(g,f)-2-消去图，如果G的任何两条边不属于它的一个(g,f)-因子.本文给出了当g＜f时一个图是(g,f)-2-消去图的一个充要条件.     

关于k—复盖图的几个条件

设Ｇ是一个图，ｋ为正整数，图Ｇ的一个ｋ－正则支撑子图Ｆ称做图Ｇ的一个ｋ－因子，若图Ｇ的每一条边ｅ都属于Ｇ的一个ｋ－因子，则称Ｇ是一个ｋ－复盖图，本文给出了一个图Ｇ是ｋ的复盖图的几个充分条件。     

一个带约束的拟线性椭圆特征问题

通过构造伪梯度向量场和下降流的方法, 证明了一个带约束的拟线性椭圆特征值问题至少有一个正解、一个负解和一个变号解.     

q-等度连续点及-敏感点

该文介绍了q-等度连续点与-敏感点的概念.证明了:一个点是一个动力系统的平均等度连续点当且及当对任意q∈[0,1),使得它是该系统的一个q-等度连续点;一个点是一个动力系统的平均敏感点当且仅当存在q∈(0,1],使得它是该系统的一个-敏感点.     

由三角形内角和谈起

一、基本知识一个三角形的三个内角之间有下面的重要关系:三角形内角和定理三角形三个内角的和等于180°.三角形中,一个内角的邻补角叫做这个三角形的一个外角.显然有(1)三角形的一个外角等于和他不相邻的两个内角之和.(2)三角形的一个外角大于任何一个和他不相邻的内角.     

Subgradient Projectors: Extensions,Theory, and Characterizations

Subgradient projectors play an important role in optimization and for solving convex feasibility problems. For every locally Lipschitz function, we can define a subgradient projector via generalized subgradients even if the function is not convex. The paper consists of three parts. In the first part, we study basic properties of subgradient projectors and give characterizations when a subgradient projector is a cutter, a local cutter, or a quasi-nonexpansive mapping. We present global and local convergence analyses of subgradent projectors. Many examples are provided to illustrate the theory. In the second part, we investigate the relationship between the subgradient projector of a prox-regular function and the subgradient projector of its Moreau envelope. We also characterize when a mapping is the subgradient projector of a convex function. In the third part, we focus on linearity properties of subgradient projectors. We show that, under appropriate conditions, a linear operator is a subgradient projector of a convex function if and only if it is a convex combination of the identity operator and a projection operator onto a subspace. In general, neither a convex combination nor a composition of subgradient projectors of convex functions is a subgradient projector of a convex function.     

Iterative algorithms for variational inclusions,mixed equilibrium and fixed point problems with application to optimization problems

In this paper, we introduce an iterative algorithm for finding a common element of the set of solutions of a mixed equilibrium problem, the set of fixed points of a nonexpansive mapping, and the the set of solutions of a variational inclusion in a real Hilbert space. Furthermore, we prove that the proposed iterative algorithm converges strongly to a common element of the above three sets, which is a solution of a certain optimization problem related to a strongly positive bounded linear operator.     

On a Mathematical Comparison between Hierarchy and Network with a Classification of Coordination Structures

This paper proposes a mathematical model to compare a network organization with a hierarchical organization. In order to formulate the model, we define a three-dimensional framework of the coordination structure of a network and of other typical coordination structures. In the framework, we can define a network structure by contrasting it with a hierarchy, in terms of the distribution of decision making, which is one of the main features of information processing. Based on this definition, we have developed a mathematical model for evaluating coordination structures. Using this model, we can derive two boundary conditions among the coordination structures with respect to the optimal coordination structure. The boundary conditions help us to understand why an organization changes its coordination structure from a hierarchy to a network and what factors cause this change. They enable us, for example, to find points of structural change where the optimal coordination structure shifts from a hierarchy to a hierarchy with delegation or from a hierarchy with delegation to a network, when the nature of the task changes from routine to non-routine. In conclusion, our framework and model may provide a basis for discussing the processes that occur when coordination structures change between a hierarchy and a network.     

Assessing the cost of capital for longevity risk

The cost of capital is a key element of the embedded value methodology for the valuation of a life business. Further, under some solvency approaches (in particular, the Swiss Solvency Test and the developing Solvency 2 project) assessing the cost of capital constitutes a step in determining the required capital allocation.Whilst the cost of capital is usually meant as a reward for the risks encumbering a given life portfolio, in actuarial practice the relevant parameter has been traditionally chosen, at least to some extent, inconsistently with such risks. The adoption of market-consistent valuations has then been advocated to reach a common standard.A market-consistent value usually acknowledges a reward to shareholders’ capital as long as the market does, namely if the risk is systematic or undiversifiable. When dealing with a life annuity portfolio (or a pension plan), an important example of systematic risk is provided by the longevity risk, i.e. the risk of systematic deviations from the forecasted mortality trend. Hence, a market-consistent approach should provide appropriate valuation tools.In this paper we refer to a portfolio of immediate life annuities and we focus on longevity risk. Our purpose is to design a framework for a valuation of the portfolio which is market-consistent, and therefore based on a risk-neutral argument, while involving some of the basic items of a traditional valuation, viz best estimate future flows and allocated capital. This way, we try to reconcile the traditional with a market-consistent (or risk-neutral) approach. This allows us, in particular, to translate the results obtained under the risk-neutral approach in terms of a properly redefined embedded value.     

Transverse curves and chain curvature in the Heisenberg group

A chain is the intersection of a complex totally geodesic subspace in complex hyperbolic 2-space with the boundary. The boundary admits a canonical contact structure, and chains are distiguished curves transverse to this structure. The space of chains is analyzed both as a quotient of the contact bundle, and as a subset of ℂP². The space of chains admits a canonical, indefinite Hermitian metric, and curves in the space of chains with null tangent vectors are shown to correspond to a path of chains tangent to a curve in the boundary transverse to the contact structure. A family of local differential chain curvature operators are introduced which exactly characterize when a transverse curve is a chain. In particular, operators that are invariant under the stabilizer of a point in the interior of complex hyperbolic space, or a point on the boundary, are developed in detail. Finally, these chain curvature operators are used to prove a generalization of Louiville's theorem: a sufficiently smooth mapping from the boundary of complex hyperbolic 2-space to itself which preserves chains must be the restriction of a global automorphism.     

Entropy solutions to a strongly degenerate anisotropic convection-diffusion equation with application to utility theory

We study the deterministic counterpart of a backward-forward stochastic differential utility, which has recently been characterized as the solution to the Cauchy problem related to a PDE of degenerate parabolic type with a conservative first order term. We first establish a local existence result for strong solutions and a continuation principle, and we produce a counterexample showing that, in general, strong solutions fail to be globally smooth. Afterward, we deal with discontinuous entropy solutions, and obtain the global well posedness of the Cauchy problem in this class. Eventually, we select a sufficient condition of geometric type which guarantees the continuity of entropy solutions for special initial data. As a byproduct, we establish the existence of an utility process which is a solution to a backward-forward stochastic differential equation, for a given class of final utilities, which is relevant for financial applications.     

年龄点t0之后的NBU性的非参数检验方法

NBU＊t0寿命分布中新元件的寿命随机地大于旧的年龄不小于t0的元件的剩余寿命，这为更广泛地模拟元件的老化和劣化现象提供了丰富的内容。本文首先对那些t0年龄点之后剩余寿命随机等于新元件寿命的元件的结构加以刻画，然后建立了一个非参数检验方法以区分这种随机等价性和t0年龄点后的严格的NBU性，并给出了针对一个NBU＊t0但非NBU的寿命分布的例子的数值模拟结果。     

Mean-variance optimization problems for an accumulation phase in a defined benefit plan

In this paper we deal with contribution rate and asset allocation strategies in a pre-retirement accumulation phase. We consider a single cohort of workers and investigate a retirement plan of a defined benefit type in which an accumulated fund is converted into a life annuity. Due to the random evolution of a mortality intensity, the future price of an annuity, and as a result, the liability of the fund, is uncertain. A manager has control over a contribution rate and an investment strategy and is concerned with covering the random claim. We consider two mean-variance optimization problems, which are quadratic control problems with an additional constraint on the expected value of the terminal surplus of the fund. This functional objectives can be related to the well-established financial theory of claim hedging. The financial market consists of a risk-free asset with a constant force of interest and a risky asset whose price is driven by a Lévy noise, whereas the evolution of a mortality intensity is described by a stochastic differential equation driven by a Brownian motion. Techniques from the stochastic control theory are applied in order to find optimal strategies.     

The mathematical theory of growing bodies. Finite deformations

The fundamentals of the mathematical theory of accreting bodies for finite deformations are explained using the concept of the bundle of a differentiable manifold that enables one to construct a clear classification of the accretion processes. One of the possible types of accretion, as due to the continuous addition of stressed material surfaces to a three-dimensional body, is considered. The complete system of equations of the mechanics of accreting bodies is presented. Unlike in problems for bodies of constant composition, the tensor field of the incompatible distortion, which can be found from the equilibrium condition for the boundary of growth, that is, a material surface in contact with a deformable three-dimensional body, enters into these equations. Generally speaking, a growing body does not have a stress-free configuration in three-dimensional Euclidean space. However, there is such a configuration on a certain three-dimensional manifold with a non-Euclidean affine connectedness caused by a non-zero torsion tensor that is a measure of the incompatibility of the deformation of the growing body. Mathematical models of the stress-strain state of a growing body are therefore found to be equivalent to the models of bodies with a continuous distribution of the dislocations.     

A coupled system of ODEs and quasilinear hyperbolic PDEs arising in a multiscale blood flow model

We study a coupled system of ordinary differential equations and quasilinear hyperbolic partial differential equations that models a blood circulatory system in the human body. The mathematical system is a multiscale model in which a part of the system, where the flow can be regarded as Newtonian and homogeneous, and the vessels are long and large, is modeled by a set of hyperbolic PDEs in a one-spatial-dimensional network, and in the other part, where either vessels are too thin or the flow pattern is too complicated (such as in the heart), the flow is modeled as a lumped element by a set of ordinary differential equations as an analog of an electric circuit. The mathematical system consists of pairs of PDEs, one pair for each vessel, coupled at each junction through a system of ODEs. This model is a generalization of the widely studied models of arterial networks. We give a proof of the well-posedness of the initial-boundary value problem by showing that the classical solution exists, is unique, and depends continuously on initial, boundary and forcing functions and their derivatives.