首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

四阶非线性边值问题解的存在性与上下解方法

该文讨论四阶常微分方程边值问题u^(4)(t)=f(t,u,u″), t∈［0,1］,u(0)=u(1)=u″(0)=u″(1)=0解的存在性, 其中f(t,u,v):［0,1］×R×R→R为Carathéodory函数. 在不限制f关于u,v的增长阶, 不假定f关于u,v的单调性的一般情形下, 用上下解方法获得了解的存在性结果,并讨论了单调迭代求解的有效性.     

具P-Laplacian算子型周期边值问题解的存在性

本文利用拓扑度理论和一些分析技巧讨论了具p—Laplacian算子型周期边值问题(φp(χ’))’+d/dt gradF(χ)+gradG(χ)=e(t),χ(0)=χ(T),χ’(0)=χ’(T)解的存在性,在对阻尼项d/dtgradF(χ)没有任何限制的前提下,给出了解存在的充分条件.     

Zero Dissipative, Explicit Numerov-Type Methods for Second Order IVPs with Oscillating Solutions

New explicit, zero dissipative, hybrid Numerov type methods are presented in this paper. We derive these methods using an alternative which avoids the use of costly high accuracy interpolatory nodes. We only need the Taylor expansion at some internal points then. The method is of sixth algebraic order at a cost of seven stages per step while their phase lag order is fourteen. The zero dissipation condition is satisfied, so the methods possess an non empty interval of periodicity. Numerical results over some well known problems in physics and mechanics indicate the superiority of the new method.     

级数小于1的亚纯函数的Borel例外值

证明了当超越亚纯函数的级小于1时，其Norel例外值最多只有一个．由于存在任何级的整函数，因此一个例外值总可达到，故所得结果不能再改进。     

解线性最小二乘问题的一个新并行算法

讨论了求解无约束线性最小二乘问题的一种并行单纯形法以及对它的改进算法并行共轭梯度—单纯形法 .算法本身具有很强的并行机制 ,能够充分地发挥并行机快速省时的特点 .本文也对算法做了理论分析 ,对算法的收敛性给予了证明 (在二维情形下 ) .最后做了数值实验 (由于软硬件条件的限制 ,并行算法未能在并行计算机上实现 ,鉴于这种情况 ,我们所做的数值实验均是在串行机上完成的 )     

On the counting function of the lattice profile of periodic sequences

The lattice profile analyzes the intrinsic structure of pseudorandom number sequences with applications in Monte Carlo methods and cryptology. In this paper, using the discrete Fourier transform for periodic sequences and the relation between the lattice profile and the linear complexity, we give general formulas for the expected value, variance, and counting function of the lattice profile of periodic sequences with fixed period. Moreover, we determine in a more explicit form the expected value, variance, and counting function of the lattice profile of periodic sequences for special values of the period.     

矩阵方程AXB=D的最小二乘Hermite解及其加权最佳逼近

本中,我们讨论了矩阵方程AXB=D的最小二乘Hermite解,通过运用广义奇异值分解(GSVD)，获得了解的通式。此外,对于给定矩阵F，也得到了它的加权最佳逼近表达式。     

A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature

We consider the discretization in time of an inhomogeneous parabolicequation in a Banach space setting, using a representation ofthe solution as an integral along a smooth curve in the complexleft half-plane which, after transformation to a finite interval,is then evaluated to high accuracy by a quadrature rule. Thisreduces the problem to a finite set of elliptic equations withcomplex coefficients, which may be solved in parallel. The paperis a further development of earlier work by the authors, wherewe treated the homogeneous equation in a Hilbert space framework.Special attention is given here to the treatment of the forcingterm. The method is combined with finite-element discretizationin spatial variables.     

On a free boundary problem for the Reynolds equation derived from the Stokes system with Tresca boundary conditions

The asymptotic behaviour of a Stokes flow with Tresca free boundary friction conditions when one dimension of the fluid domain tends to zero is studied. A specific Reynolds equation associated with variational inequalities is obtained and uniqueness is proved.