自适应间断Galerkin 有限元的多水平方法

本文讨论在自适应网格上间断Galerkin 有限元离散系统的局部多水平算法. 对于光滑系数和间断系数情形, 利用Schwarz 理论分析了算法的收敛性. 理论和数值试验均说明算法的收敛率与网格层数以及网格尺寸无关. 对强间断系数情形算法是拟最优的, 即收敛率仅与网格层数有关.     

二维N－S方程的Fourier非线性Galerkin方法

本文对周期边界条件Ｎａｖｉｅｒ－Ｓｔｏｋｅｓ方程，证明了其Ｆｏｕｒｉｅｒ非线性Ｇａｌｅｒｋｉｎ逼近解的存在唯一性，同时给出了逼近解的误差估计．     

Product integration methods for solving a system of nonlinear Volterra integral equations

In this paper the technique of subtracting out singularities is used to derive explicit and implicit product Euler schemes with order one convergence and a product trapezoidal scheme with order two convergence for a system of Volterra integral equations with a weakly singular kernel. The convergence proofs of the numerical schemes are presented; these are nonstandard since the nonlinear function involved in the integral equation system does not satisfy a global Lipschitz condition.     

Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants

We propose a general framework to assess the value of the financial claims issued by the firm, European equity options and warrantsin terms of the stock price. In our framework, the firm's asset is assumed to follow a standard stationary lognormal process with constant volatility. However, it is not the case for equity volatility. The stochastic nature of equity volatility is endogenous, and comes from the impact of a change in the value of the firm's assets on the financial leverage. In a previous paper we studied the stochastic process for equity volatility, and proposed analytic approximations for different capital structures. In this companion paper we derive analytic approximations for the value of European equity options and warrants for a firm financed by equity, debt and warrants. We first present the basic model, which is an extension of the Black-Scholes model, to value corporate securities either as a function of the stock price, or as a function of the firm's total assets. Since stock prices are observable, then for practical purposes, traders prefer to use the stock as the underlying instrument, we concentrate on valuation models in terms of the stock price. Second, we derive an exact solution for the valuation in terms of the stock price of (i) a European call option on the stock of a levered firm, i.e. a European compound call option on the total assets of the firm, (ii) an equity warrant for an all-equity firm, and (iii) an equity warrant for a firm financed by equity and debt. Unfortunately, to compute these solutions we need to specify the function of the stock price in terms of the firm's assets value. In general we are unable to specify this expression, but we propose tight bounds for the value of these options which can be easily computed as a function of the stock price. Our results provide useful extensions of the Black-Scholes model.     

Nodal solutions for a fourth-order two-point boundary value problem

We consider boundary value problems of fourth-order differential equations of the form

     

Segmentation of synthetic aperture radar image using multiscale information measure-based spectral clustering

A multiscale information measure （MIM）, calculable from per-pixel wavelet coefficients, but relying on global statistics of synthetic aperture radar （SAR） image, is proposed. It fully exploits the variations in speckle pattern when the image resolution varies from course to fine, thus it can capture the intrinsic texture of the scene backscatter and the texture due to speckle simultaneously. Graph spectral segmen- tation methods based on MIM and the usual similarity measure are carried out on two real SAR images. Experimental results show that MIM can characterize texture information of SAR image more effectively than the commonly used similarity measure.     

Synthesis and Applications of SAPO-34 Molecular Sieves

Silicoaluminophosphate zeolite (SAPO-34) has been attracting increasing attention due to its excellent form selection and controllability in the chemical industry, as well as being one of the best industrial catalysts for methanol-to-olefin (MTO) reaction conversion. However, as a microporous molecular sieve, SAPO-34 easily generates carbon deposition and rapidly becomes inactivated. Therefore, it is necessary to reduce the crystal size of the zeolite or to introduce secondary macropores into the zeolite crystal to form a hierarchical structure in order to improve the catalytic effect. In this review, the synthesis methods of conventional SAPO-34 molecular sieves, hierarchical SAPO-34 molecular sieves and nanosized SAPO-34 molecular sieves are introduced, and the properties of the synthesized SAPO-34 molecular sieves are described, including the phase, morphology, pore structure, acid source, and catalytic performance, in particular with respect to the synthesis of hierarchical SAPO-34 molecular sieves. We hope that the review can provide guidance to the preparation of the SAPO-34 catalysts, and stimulate the future development of high-performance hierarchical SAPO-34 catalysts to meet the growing demands of the material and chemical industries.     

On the numerical solution of ill‐conditioned linear systems by regularization and iteration

We propose to reduce the (spectral) condition number of a given linear system by adding a suitable diagonal matrix to the system matrix, in particular by shifting its spectrum. Iterative procedures are then adopted to recover the solution of the original system. The case of real symmetric positive definite matrices is considered in particular, and several numerical examples are given. This approach has some close relations with Riley's method and with Tikhonov regularization. Moreover, we identify approximately the aforementioned procedure with a true action of preconditioning.     

New enclosure algorithms for the verified solutions of nonlinear Volterra integral equations

This paper is concerned with new algorithms which provide the sharp bounds that are guaranteed to contain the exact solutions of nonlinear Volterra integral equations. We develop new enclosure algorithms based on the interval methods which was first introduced by Moore in [24] together with the Taylor polynomials to improve the accuracy of the scheme by reducing the width of interval solutions. The modified methods calculate a priori bound automatically in parallel with the computation of solutions of integral equations. We will show that the accuracy of the proposed algorithms is dependent on the number of interval subdivisions. Some numerical experiments are also included to demonstrate the validity and applicability of the scheme and showing a marked improvement in comparison with the recent existing numerical results.