Simultaneous approximation by universal series

We show that, if individual universal series exist, then we can choose a sequence of universal series performing simultaneous universal approximation with the same sequence of indices. As an application we derive the existence of universal Laurent Series on an annulus using only the existence of universal Taylor Series on discs. Our results are generic (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new Taylor collocation method for nonlinear Fredholm‐Volterra integro‐differential equations

The aim of this article is to present an efficient numerical procedure for solving nonlinear integro‐differential equations. Our method depends mainly on a Taylor expansion approach. This method transforms the integro‐differential equation and the given conditions into the matrix equation which corresponds to a system of nonlinear algebraic equations with unkown Taylor coefficients. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer program written in Maple10. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Taylor‐Galerkin B‐spline finite element method for the one‐dimensional advection‐diffusion equation

The advection‐diffusion equation has a long history as a benchmark for numerical methods. Taylor‐Galerkin methods are used together with the type of splines known as B‐splines to construct the approximation functions over the finite elements for the solution of time‐dependent advection‐diffusion problems. If advection dominates over diffusion, the numerical solution is difficult especially if boundary layers are to be resolved. Known test problems have been studied to demonstrate the accuracy of the method. Numerical results show the behavior of the method with emphasis on treatment of boundary conditions. Taylor‐Galerkin methods have been constructed by using both linear and quadratic B‐spline shape functions. Results shown by the method are found to be in good agreement with the exact solution. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

关于差商和Newton插值公式教学的一些体会

针对讲授Newton插值多项式之前,如何自然地引入差商概念,介绍了一些心得体会;同时对Newton插值公式给出了一种简便、学生易于理解的证明方法.     

Superconvergence analysis of FEMs for the Stokes–Darcy system

We consider a superconvergence analysis for quadratic finite element approximations of the Stokes–Darcy system. The superclose property of an extra half order is proven for uniform triangular meshes. Based on the result of the superclose property, global superconvergence is derived by applying a postprocessing technique. In addition, some numerical examples are presented to demonstrate our theoretical results. Copyright © 2010 John Wiley & Sons, Ltd.     

SOME PROPERTIES OF HOLOMORPHIC CLIFFORDIAN FUNCTIONS IN COMPLEX CLIFFORD ANALYSIS

In this article, we mainly develop the foundation of a new function theory of several complex variables with values in a complex Clifford algebra defined on some subdomains of Cn+1, so-called complex holomorphic Cliffordian functions. We define the complex holomorphic Cliffordian functions, study polynomial and singular solutions of the equation D△mf=0, obtain the integral representation formula for the complex holomorphic Cliffordian functions with values in a complex Clifford algebra defined on some submanifolds of Cn+1, deduce the Taylor expansion and the Laurent expansion for them and prove an invariance under an action of Lie group for them.     

Generic approximation of functions by their Padé approximants

In the present article we obtain generic approximations, under sharp conditions, of holomorphic functions on arbitrary open sets by sequences of their Padé approximants. Similar results hold for functions smooth on the boundary of their domain of definition. In addition, the approximation is valid simultaneously with respect to all centers of expansion.     

反常积分∫^∞x sint/t^αdt的估计式

当O〈a〈2时,积分∫^∞x sint/t^αdt收敛．本文研究在2≤a〈4时,反常积分∫^∞x sint/t^αdt当x→0^＋时的估计式．     

The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus

The Milstein scheme is the simplest nontrivial numerical scheme for stochastic differential equations with a strong order of convergence one. The scheme has been extended to the stochastic delay differential equations but the analysis of the convergence is technically complicated due to anticipative integrals in the remainder terms. This article employs an elementary method to derive the Milstein scheme and its first order strong rate of convergence for stochastic delay differential equations.