Incremental unknowns preconditioning for solving the Helmholtz equation

An efficient preconditioner is developed for solving the Helmholtz problem in both high and low frequency (wavenumber) regimes. The preconditioner is based on hierarchical unknowns on nested grids, known as incremental unknowns (IU). The motivation for the IU preconditioner is provided by an eigenvalue analysis of a simplified Helmholtz problem. The performance of our preconditioner is tested on the iterative solution of two‐dimensional electromagnetic scattering problems. When compared with other well‐known methods, our technique is shown to often provide a better numerical efficacy and, most importantly, to be more robust. Moreover, for the best performance, the number of IU levels used in the preconditioner should be designed for the coarsest grid to have roughly two points per linear wavelength. This result is consistent with the conventional sampling criteria for wave phenomena in contrast with existing IU applications for solving the Laplace/Poisson problem, where the coarsest grid comprises just one interior point. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

基于爆轰波原理声源定位方法初探

基于弹丸发射时所发出的爆轰波,利用传感器接收时差信息,从而确定声源位置。本文建立了该声源定位反问题的物理和数学模型,并依据该模型寻求适当的数值解法,最后针对延拓-广义逆法声源定位问题进行了演算和简要分析。     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

线性互补问题的异步并行多分裂松弛迭代算法

将求解线性方程组的异步并行多分裂松弛迭代算法推广到线性互补问题.当问题的系数矩阵为H-矩阵类时,证明了算法的全局收敛性.     

On new forms of motive differential equations of a mechanical system relative to non-inertial frame

Based on D'Alembert's principle of a mechanical system relative to non-inertial frame and by introducing the concept of the generalized inertial potential, new forms of differential equations of motion of a mechanical system with holonomic and the non-holonomic constraints relative to the non-inertial frame are obtained. The merits and demerits between our method and the Newtonian dynamic method as well as the analytic dynamic method are discussed comparatively. Finally, two examples are given to illustrate the application of the motive differential equations in the new forms.     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

弱混强平稳序列随机容量、随即秩次序统计量的极限分布律

设W(1n)W2(n)…W(nn)是严平稳随即序列{Xn,n 1}的前几个变量的顺序统计量,Nn Mn是两正整值r.v,n 1.在较弱一些的混合条件下,本文给出了W(NMn)n标准化后的极限分布,从而使一些提法更趋一般化,主要结果推进了Rao(1984)和张国胜(1993)的工作.由于混合条件的减弱,使得对m-相关和正态平稳过程的具体应用讨论更加充分.     

线性递归序列模q

设{u_k}_k≥0为一个线性递归序列．序列{u_k(mod q)}_(k≥0)是周期的,很多人都对其周期有过研究．本文应用二次数域中理想的理论,较完全地刻面了二次线性递归序列模q的周期长度,所获结果加强并推广了Engstrom及Wall的结论．     

Determination of generalized quadrangles with distinct elation points

In this paper, we classify the finite generalized quadrangles of order (s,t), s,t > 1, which have a line L of elation points, with the additional property that there is a line M not meeting L for which {L, M} is regular. This is a first fundamental step towards the classification of those generalized quadrangles having a line of elation points. Mathematics Subject Classification (2000): 51E12, 51E20, 20B25, 20E42