结构摄动下多项式的鲁棒稳定性

本文对与Ｋｈａｒｉｔｏｎｏｖ多项多族相对偶的菱形族式项式的一类结构摄动下的鲁棒稳定性进行了详细的研究，提出了在此结构摄动下，菱形族形族多项式稳定当且仅当检验有限个顶点多项式或有限个边多项式的稳定性定理，而菱形族定量只是本定理的推论，另外，对低阶多项式族进行了讨论。     

Stability and accuracy for implicit semidiscretizations of hyperbolic problems

Summary In this paper we give bounds for the error constants of certain classes of stable implicit finite difference methods for first order hyperbolic equations in one space dimension. We consider classes of methods that user downwind ands upwind points in the explicit part andR downwind andS upwind points in the implicit part, respectively, and that are of optimal orderp=min (r+R+s+S, 2(r+R+1), 2(s+S)).In some cases the error constant of interpolatory methods [5] can be improved. The results are proved via the order star technique. They are further used to determine methods of optimal order that are stable.     

HARA frontiers of optimal portfolios in stochastic markets

In this paper, we consider the optimal portfolio selection problem in continuous-time settings where the investor maximizes the expected utility of the terminal wealth in a stochastic market. The utility function has the structure of the HARA family and the market states change according to a Markov process. The states of the market describe the prevailing economic, financial, social and other conditions that affect the deterministic and probabilistic parameters of the model. This includes the distributions of the random asset returns as well as the utility function. We analyzed Black–Scholes type continuous-time models where the market parameters are driven by Markov processes. The Markov process that affects the state of the market is independent of the underlying Brownian motion that drives the stock prices. The problem of maximizing the expected utility of the terminal wealth is investigated and solved by stochastic optimal control methods for exponential, logarithmic and power utility functions. We found explicit solutions for optimal policy and the associated value functions. We also constructed the optimal wealth process explicitly and discussed some of its properties. In particular, it is shown that the optimal policy provides linear frontiers.     

An Improvement of Ostrowski’s and King’s Techniques with Optimal Convergence Order Eight

In this paper, we first establish a new class of three-point methods based on the two-point optimal method of Ostrowski. Analysis of convergence shows that any method of our class arrives at eighth order of convergence by using three evaluations of the function and one evaluation of the first derivative per iteration. Thus, this order agrees with the conjecture of Kung and Traub (J. ACM 643–651, 1974) for constructing multipoint optimal iterations without memory. We second present another optimal eighth-order class based on the King’s fourth-order family and the first attained class. To support the underlying theory developed in this work, we examine some methods of the proposed classes by comparison with some of the existing optimal eighth-order methods in literature. Numerical experience suggests that the new classes would be valuable alternatives for solving nonlinear equations.     

发射物体到指定位置的稳健性参数设计

发射物体到指定位置的稳健性参数设计是稳健性设计中的经典例子之一,也是导弹控制理论中的一个常用模型.但就是对这个经典例子,许多教科书给出的并非最优解.用创立的求解稳定中心的方法(称为全局-局部分析方法或者GL算法Global-Local Algorithm),得出了比历史上更好的稳定中心,并由此引出了许多哲学层面的问题.     

On the similarity of some three-point methods for solving nonlinear equations

In this short note we discuss certain similarities between some three-point methods for solving nonlinear equations. In particular, we show that the recent three-point method published in [R. Thukral, A new eighth-order iterative method for solving nonlinear equations, Appl. Math. Comput. 217 (2010) 222-229] is a special case of the family of three-point methods proposed previously in [R. Thukral, M.S. Petkovi?, Family of three-point methods of optimal order for solving nonlinear equations, J. Comput. Appl. Math. 233 (2010) 2278-2284].     

Optimized mean based second derivative-free families of Chebyshev–Halley type methods

In this paper, we present new interesting fourth-order optimal families of Chebyshev–Halley type methods free from second-order derivative. In terms of computational cost, eachmember of the families requires two functions and one first-order derivative evaluation per iteration, so that their efficiency indices are 1.587. It is found by way of illustration that the proposed methods are useful in high-precision computing environment. Moreover, it is also observed that larger basins of attraction belong to ourmethods although the othersmethods are slow and have darker basins while some of the methods are too sensitive upon the choice of the initial guess.     

正倒向随机微分方程组的数值解法

1990年,Pardoux和Peng(彭实戈)解决了非线性倒向随机微分方程(backward stochastic differential equation,BSDE)解的存在唯一性问题,从而建立了正倒向随机微分方程组(forward backward stochastic differential equations,FBSDEs)的理论基础;之后,正倒向随机微分方程组得到了广泛研究,并被应用于众多研究领域中,如随机最优控制、偏微分方程、金融数学、风险度量、非线性期望等.近年来,正倒向随机微分方程组的数值求解研究获得了越来越多的关注,本文旨在基于正倒向随机微分方程组的特性,介绍正倒向随机微分方程组的主要数值求解方法.我们将重点介绍讨论求解FBSDEs的积分离散法和微分近似法,包括一步法和多步法,以及相应的数值分析和理论分析结果.微分近似法能构造出求解全耦合FBSDEs的高效高精度并行数值方法,并且该方法采用最简单的Euler方法求解正向随机微分方程,极大地简化了问题求解的复杂度.文章最后,我们尝试提出关于FBSDEs数值求解研究面临的一些亟待解决和具有挑战性的问题.     

The asymptotic behavior of the strong solutions for a non-autonomous non-local PDE model with delay

In this paper, we study the asymptotic behavior of the strong solutions of a non-autonomous non-local PDE model with time delay. We present the existence and structure of the uniform attractor by constructing the skew product flow of the family of processes generated by the strong solutions. In order to obtain the existence of the uniform attractor, we prove the family of processes satisfies uniform condition (C) by using some special technique of phase space decomposition. Additionally, it is shown that all the bounded complete trajectories are globally asymptotic stable under some assumptions. As the application of our result, we obtain a globally asymptotic stable nontrivial strong periodic solution of a non-local PDE model.     

Analysis of the advection-diffusion operator using fractional order norms

Summary. In this paper we obtain a family of optimal estimates for the linear advection-diffusion operator. More precisely we define norms on the domain of the operator, and norms on its image, such that it behaves as an isomorphism: it stays bounded as well as its inverse does, uniformly with respect to the diffusion parameter. The analysis makes use of the interpolation theory between function spaces. One motivation of the present work is our interest in the theoretical properties of stable numerical methods for this kind of problem: we will only give some hints here and we will take a deeper look in a further paper.Mathematics Subject Classification (2000):65N30     

Stiffly stable fourth order Adams-type methods

In this paper, the two-parameter family of order four, step-number five, Adams-type methods is investigated. Methods are given from this family for which the stiffly stable parameters are optimized. It is shown that the resulting methods are intermediate to the fourth-order Adams-Moulton and backward differentiation methods.     

The optimal solution of multi-kernel regularization learning

In regularized kernel methods, the solution of a learning problem is found by minimizing a functional consisting of a empirical risk and a regularization term. In this paper, we study the existence of optimal solution of multi-kernel regularization learning. First, we ameliorate a previous conclusion about this problem given by Micchelli and Pontil, and prove that the optimal solution exists whenever the kernel set is a compact set. Second, we consider this problem for Gaussian kernels with variance σ∈(0,∞), and give some conditions under which the optimal solution exists.     

Third order iterative methods free from second derivative for nonlinear systems

In this work we present a family of predictor-corrector methods free from second derivative for solving nonlinear systems. We prove that the methods of this family are of third order convergence. We also perform numerical tests that allow us to compare these methods with Newton’s method. In addition, the numerical examples improve theoretical results, showing super cubic convergence for some methods of this family.     

A family of optimal fourth-order methods for multiple roots of nonlinear equations

Newton-Raphson method has always remained as the widely used method for finding simple and multiple roots of nonlinear equations. In the past years, many new methods have been introduced for finding multiple zeros that involve the use of weight function in the second step, thereby, increasing the order of convergence and giving a flexibility to generate a family of methods satisfying some underlying conditions. However, in almost all the schemes developed over the past, the usual way is to use Newton-type method at the first step. In this paper, we present a new two-step optimal fourth-order family of methods for multiple roots (m > 1). The proposed iterative family has the flexibility of choice at both steps. The development of the scheme is based on using weight functions. The first step can not only recapture Newton's method for multiple roots as special case but is also capable of defining new choices of first step. A stability analysis of some particular cases is also given to explain the dynamical behavior of the new methods around the multiple roots and decide the best values of the free parameters involved. Finally, we compare our methods with the existing schemes of the same order with a real life application as well as standard test problems. From the numerical results, we find that our methods can be considered as a better alternative for the existing procedures of same order.     

Approximation on attraction domain of Cohen-Grossberg neural networks

In this paper, approximations of attraction domains of the asymptotically stable equilibrium points of some typical Cohen-Grossberg neural networks are achieved. Most Cohen-Grossberg neural networks are highly nonlinear systems which makes it difficult to approximate their attraction domain. Under some weak assumptions, we are allowed to employ the optimal Lyapunov method to obtain a Lyapunov function for asymptotically stable equilibrium points of a given Cohen-Grossberg neural network. With the help of this Lyapunov function, we approximate the corresponding attraction domain by the iterative expansion approach. Numerical simulations also illustrate that the approximation obtained is really part of the attraction domain.     

求解非线性方程的最优8阶史蒂芬森方法

本文研究了非线性方程求根问题.利用权函数方法,获得了一种三步8阶收敛的史蒂芬森型方法.实验结果表明本文提出的方法计算时间少于其它同阶的最优方法.     

求解非线性方程的最优8阶史蒂芬森方法

本文研究了非线性方程求根问题. 利用权函数方法, 获得了一种三步8阶收敛的史蒂芬森型方法. 实验结果表明本文提出的方法计算时间少于其它同阶的最优方法.     

灾后运输网络中的最短路修复合作博弈

在最短路修复合作博弈中,当灾后运输网络规模较大时,最优成本分摊问题难以直接求解。基于拉格朗日松弛理论,提出了一种最短路修复合作博弈成本分摊算法。该算法将最短路修复合作博弈分解为两个具有特殊结构的子博弈,进而利用两个子博弈的结构特性,可以{高效地}求解出二者的最优成本分摊,将这两个成本分摊相加,可以获得原博弈的一个近乎最优的稳定成本分摊。结果部分既包含运输网络的随机仿真,也包含玉树地震灾区的现实模拟,无论数据来源于仿真还是现实,该算法都能在短时间内为最短路修复合作博弈提供稳定的成本分摊方案。     

Stability of triply periodic minimal surfaces

In 1992, Ross proved that some classical triply periodic minimal surfaces in three-dimensional Euclidean space (Schwarz P surface, D surface, and Schoen's gyroid) are stable for volume-preserving variations. This paper extends the result to four one-parameter families of triply periodic minimal surfaces, namely, tP family, tD family, rPD family, and H family. We obtain sufficient conditions for volume-preserving stability, and as their numerical applications, we prove that, for each family, every triply periodic minimal surface with Morse index one is volume-preserving stable.     

A family of modified Ostrowski’s methods with optimal eighth order of convergence

In this paper, we derive a new family of eighth-order methods for obtaining simple roots of nonlinear equations by using the weight function method. Each iteration of these methods requires three evaluations of the function and one evaluation of its first derivative, so that their efficiency indices are 1.682, which are optimal according to the Kung and Traub’s conjecture (1974) [2]. Numerical comparisons are made to show the performance of the derived method, as is shown in the numerical section.