马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

Duffing-van der Pol振子随机分岔的全局分析

应用广义胞映射方法研究了参激和外激共同作用的Duffing-van der Pol振子的随机分岔.以 系统参数通过某一临界值时，如果系统的随机吸引子或随机鞍的形态发生突然变化，则认为 系统发生随机分岔为定义，分析了参激强度和外激强度的变化对于随机分岔的影响.揭示了 随机分岔的发生主要是由于系统的随机吸引子与系统的随机鞍碰撞产生的.分析表明，广义 胞映射方法是分析随机分岔的有力工具，这种全局分析方法可以清晰地给出随机分岔的发生 和发展. 关键词： 随机分岔 全局分析 广义胞映射方法 随机吸引子 随机鞍     

不等式组与变分不等式的极大熵函数方法

利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题，给出了不等式组及变分不等式问题近似解的可微优化方法，得到了不等式组和变分不等式问题的解集合的示性函数．     

非线性Schroedinger方程的包络形式解

扩展了最近提出的F展开方法以构造非线性演化方程更多的精确解，即将F展开法中的一阶非线性常微分方程和单变量的有限幂级数代之以类似的一阶常微分方程组和两个变量的有限幂级数，这两个变量是一阶常微分方程组的解分量．作为例子，用扩展的F展开法解非线性Schroedinger方程，得到了很丰富的包络形式的精确解，特别是以两个不同的Jacobi椭圆函数表示的解．显然，扩展的F展开方法也可以解其他类型的非线性演化方程．     

多目标规划的鞍点准则

本文给出多目标规划有效解适应鞍点准则的一个新的判别法 ,它不使用凸性的几何术语及凸分析中的概念。最后给出单目标规划的一个相应的判别法     

基于增广Lagrange函数的RQP方法

Recursive quadratic programming is a family of techniques developd by Bartholomew-Biggs and other authors for solving nonlinear programming problems.This paperdescribes a new method for constrained optimization which obtains its search di-rections from a quadratic programming subproblem based on the well-known aug-mented Lagrangian function.It avoids the penalty parameter to tend to infinity.We employ the Fletcher‘s exact penalty function as a merit function and the use of an approximate directional derivative of the function that avoids the need toevaluate the second order derivatives of the problem functions.We prove that thealgorithm possesses global and superlinear convergence properties.At the sametime, numerical results are reported.     

EXISTENCE AND UNIQUENESS OF THE SOLUTION FOR NONLINEAR THIRD-ORDER ROBIN BOUNDARY VALUE PROBLEM WITH A TURNING POINT

The paper aims to obtain existence and uniqueness of the solution as well as asymptotic estimate of the solution for singularly perturbed nonlinear third- order Robin boundary value problem with a turning point.In order to achieve this aim,existence and uniqueness of the solution for third-order nonlinear Robin boundary value problem is derived first based on the upper and lower solutions method under relatively weaker conditions.In this manner,the goal of this paper is gained by applying the existence and uniqueness results mentioned above.     

高维电报方程的对称周期解

讨论n维电报方程的对称周期解．利用Schauder不动点定理，在非共振条件下给出了一个存在性定理．     

ON THE GROWTH OF SOLUTIONS OF A CLASS OF HIGHER ORDER DIFFERENTIAL EQUATIONS

In this paper, authors investigate the order of growth and the hyper order of solutions of a class of the higher order linear differential equation, and improve results of M. Ozawa^[6], G. Gundersen^[7] and J.K. Langley^[8], Li Chun-hong^[11].     

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME

The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.