利用非参数方法对上海股市周末效应的研究

本文首先利用基本统计分析和Kolmogorov -Smirnov检验发现沪市指数收益率不服从正态分布 ,随后利用了K -W检验考察周末效应的存在性 ,利用M -W检验考察周末效应的模式 ,最后利用了Levene检验来对收益率序列的方差进行分析 ,得出上海股市存在“二、五”效应的结论。并从结算制度、信息流的影响、信息披露制度等方面分析了成因。     

Bound on <Emphasis Type="Italic">m</Emphasis>-restricted Edge Connectivity

An m-restricted edge cut is an edge cut that separates a connected graph into a disconnected one with no components having order less than m. m-restrict edge connectivity λm is the cardinality of a minimum m-restricted edge cut. Let G be a connected k-regular graph of order at least 2m that contains m-restricted edge cuts and X be a subgraph of G. Let θ(X) denote the number of edges with one end in X and the other not in X and ξm=min{θ(X) ;X is a connected vertex-induced subgraph of order m}.It is proved in this paper that if G has girth at least m/2 2,then λm≤ξm.The upper bound of λm is sharp.     

Testing Lack-of-fit for a Polynomial Errors-in-variables Model

When a regression model is applied as an approximation of underlying model of data, the model checking is important and relevant. In this paper, we investigate the lack-of-fit test for a polynomial error-in-variables model. As the ordinary residuals are biased when there exist measurement errors in covariables,we correct them and then construct a residual-based test of score type. The constructed test is asymptotically chi-squared under null hypotheses. Simulation study shows that the test can maintain the significance level well.The choice of weight functions involved in the test statistic and the related power study are also investigated.The application to two examples is illustrated. The approach can be readily extended to handle more general models.     

Nonlinear Boundary Stabilization of Nonuniform Timoshenko Beam

In this paper, the stabilization problem of nonuniform Timoshenko beam by some nonlinear boundary feedback controls is considered. By virtue of nonlinear semigroup theory, energy-perturbed approach and exponential multiplier method, it is shown that the vibration of the beam under the proposed control actiondecays exponentially or in negative power of time t as t→∞.     

Asymptotic Expansions of the Heat Kernel of the Laplacian for General Annular Bounded Domains with Robin Boundary Conditions：Further Results

The asymptotic expansions of the trace of the heat kernel θ(t)=∑^∞v=1^exp(-tλv) for small positive t,where {λv} are the eigenvalues of the negative Laplacian -△n=-∑^ni=1(D/Dx^1)^2 in R^2(n=2 or 3),are studied for a general annular bounded domain Ω with a smooth inner boundary DΩ1 and a smooth outer boundary DΩ2,where a finite number of piecewise smooth Robin boundary conditions(D/Dnj γh)Ф=0 on the components Гj(j= 1,...,m) of (DΩ1 and on the components Гj (j=k 1,…,m) of of DΩ2 are considered such that DΩl=U^kj=lГj and DΩ2= U^m=k 1Гj and where the coefficients γj(j=1,...,m) are piecewise smooth positive functions. Some applications of θ(t) for an ideal gas enclosed in the general annular bounded domain Ω are given. Further results are also obtained.     

有限元、自然边界元与辛几何算法--冯康学派对计算数学发展的重要贡献

计算数学是当代数学科学的重要分支,是伴随着计算机的出现而迅速发展并获得广泛应用的新兴交叉学科,是数学及计算机实现其在高科技领域应用的必不可少的纽带和工具.计算与理论和实验相并列,已经成为当今世界科学活动的第三种手段,这是二十世纪后半叶最重要的科技进步之一.值此世界进入新的世纪,国际数学家大会将首次在我国召开之际,回顾半个世纪来我国计算数学的发展,尤其是以已故冯康院士(1920-1993)为代表的我国计算数学家群体,即"冯康学派"对国际计算数学发展所做出的重要贡献,是非常有意义的.当然由于篇幅所限,本文只能涉及部分研究领域和少数专家学者,挂一漏万在所难免.     

用可移动电流丝方法重建HL-2A等离子体边界的研究

根据Shafranov电流密度矩理论，给出了用可移动电流丝方法重建HL-2A装置等离子体边界的具体计算方法，研究了用可移动电流丝方法(VCF法)重建边界的可行性.VCF法与固定电流丝方法(FCF法)和有限电流元法(FCE法)相比，最大的优点就是用1—3个可移动电流丝就可以准确地重建位置和小半径快速变化的等离子体位形，这正好弥补了FCF法的不足.将可移动电流丝方法和FCF法相结合，可以实现全程等离子体放电的边界实时显示和等离子体的位形控制. 关键词： 可移动电流丝方法 边界识别     

可积开边界条件下的q形变玻色子模型

利用代数Bethe Ansatz方法在可积开边界条件下推广了q形变玻色子模型，得到可积开边界条件下此模型的哈密顿量及其本征方程.该工作可为在更小尺度下研究具有相互作用的玻色子系统提供有效的理论基础. 关键词： 代数Bethe Ansatz q形变玻色子模型')" href="#">q形变玻色子模型 开边界 可积系统     

在物理教学中营造学生创新的最佳环境

华罗庚说过：“人之可贵在于能创造性的思维．”创造性思维是一种非常复杂的心理和智能活动，这种思维以它的效果是否具有新颖性、独创性、突破性与真理性为检验标准．     

三维各向同性谐振子波函数的递推关系(英文)

本文应用拉普拉斯变换得到了三维各向同性谐振子波函数边界的精确解,同时,利用同种方法还得到了利用产生算符和湮灭算符表达的该波函数的递推关系.