凹角区域双曲外问题的精确人工边界条件

研究一类凹角区域双曲型外问题的数值方法.先用Newmark方法对时间进行离散化,在每个时间步求解一个椭圆外问题.然后引入人工边界,并获得精确的人工边界条件.给出半离散化问题的变分问题,证明了变分问题的适定性,并给出了误差估计.最后给出数值例子,以示该方法的可行性与有效性.     

The fixed point property for multivalued nonexpansive mappings

We show some properties concerning geometrical constants of Banach spaces which imply the existence of fixed points for multivalued nonexpansive mappings and we study the relationship between these properties.     

An approximate solution to the integral radiative transfer equation in an optically thick slab

We consider the problem of solving the integral form of the radiative transfer equation in an atmosphere with optical thickness τ₀?1. We propose two methods transforming this problem to a finite set of the independent problems of the same type set in an atmosphere with optical thickness much less then τ₀. The error estimates are derived. Copyright © 2007 John Wiley & Sons, Ltd.     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

双对数模型对模型模拟误差的放缩问题探讨

对双对数模型lg Y=a0+a1lg X1+a2lg X2+…+anlg Xn与其对应的指数模型y=c0xa11xa22…xann的模拟相对误差的关系进行了探讨,指出双对数模型具有放大和缩小指数模型相对误差的特性.对二者的关系进行了理论推导和实例验证,并给出了二者的定量关系式.     

Error estimate for the approximation of nonlinear conservation laws on bounded domains by the finite volume method

In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.

     

<Emphasis Type="Italic">Comment on</Emphasis>¶Low temperature specific heat of blue bronze K <Emphasis Type="Bold">0.30</Emphasis>MoO <Emphasis Type="Bold">3</Emphasis>, by J. Odin,J.C. Lasjaunias,K. Biljaković, K. Hasselbach,and P. Monceau

Eur. Phys. J. B 24, 315 (2001) Here we comment on a recently published paper on the presence of a phason contribution in the low temperature heat capacity data of the charge-density-wave compounds K_0.3MoO₃ and (TaSe₄)₂I. We have shown that the anomaly in the C _P / T ³ data reported by Odin et al. is straightforwardly interpreted in terms of low energy phonon modes resulting from the peculiar topology of these compounds. Received 21 February 2002 Published online 19 July 2002     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th     

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

Li2、LiH的激发态和Li2H的基态结构与势能函数

使用“对称性匹配簇-组态相互作用”方法,对Li2分子三重态的第一激发态、LiH分子的基态、单重态的第一和第二激发态的几何构型与谐振频率进行了优化计算.利用“群操作求和”方法分别对这4个态进行单点能扫描计算,并拟合出了相应各态的Murrell-Sorbie势能函数.使用多种方法对Li2H分子的基态结构进行优化,并用优选出的密度泛函(B3P86)方法对该分子进行了进一步的频率计算.结果发现Li2H分子的基态稳态结构为C2v构型,在此基础上用多体项展式理论导出了它的解析势能函数,其等值势能图准确再现了Li2H分子的结构特征和离解能.首次报导了该分子对称伸缩振动等值势能图中存在的两个对称鞍点,对应于反应LiH Li→Li2H,活化能大约为18.7×4.184 KJ/mol.