Universality and summability of trigonometric polynomials and trigonometric series

Periodica Mathematica Hungarica -     

一种有交易费用的交互式组合证券投资方法

本基于乘积最大化准则，提出一种新的交互式组合证券投资方法，即将不可微的双目标规划问题转化为可微的单目标规划问题。该方法可以充分考虑投资的要求，在考虑交易费用的前提下，在整个投资方案达到投资要求底限的同时，实现收益和风险的权衡。     

Lax Pairs for Equations Describing Compatible Nonlocal Poisson Brackets of Hydrodynamic Type and Integrable Reductions of the Lamé Equations

We solve the problem of describing compatible nonlocal Poisson brackets of hydrodynamic type. We prove that for nonsingular pairs of compatible nonlocal Poisson brackets of hydrodynamic type, there exist special local coordinates such that the metrics and the Weingarten operators of both brackets are diagonal. The nonlinear evolution equations describing all nonsingular pairs of compatible nonlocal Poisson brackets of hydrodynamic type are derived in these special coordinates, and the integrability of these equations is proved using the inverse scattering transform. The Lax pairs with a spectral parameter for these equations are found. We construct various classes of integrable reductions of the derived equations. These classes of reductions are of an independent differential-geometric and applied interest. In particular, if one of the compatible Poisson brackets is local, we obtain integrable reductions of the classical Lamé equations describing all orthogonal curvilinear coordinate systems in a flat space; if one of the compatible brackets is generated by a constant-curvature metric, the corresponding equations describe integrable reductions of the equations for orthogonal curvilinear coordinate systems in a space of constant curvature.     

A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space

We provide a local as well as a semilocal convergence analysis for two-point Newton-like methods in a Banach space setting under very general Lipschitz type conditions. Our equation contains a Fréchet differentiable operator F and another operator G whose differentiability is not assumed. Using more precise majorizing sequences than before we provide sufficient convergence conditions for Newton-like methods to a locally unique solution of equation F(x)+G(x)=0. In the semilocal case we show under weaker conditions that our error estimates on the distances involved are finer and the information on the location of the solution at least as precise as in earlier results. In the local case a larger radius of convergence is obtained. Several numerical examples are provided to show that our results compare favorably with earlier ones. As a special case we show that the famous Newton-Kantorovich hypothesis is weakened under the same hypotheses as the ones contained in the Newton-Kantorovich theorem.     

Convergent Algorithm Based on Progressive Regularization for Solving Pseudomonotone Variational Inequalities

In this paper, we extend the Moreau-Yosida regularization of monotone variational inequalities to the case of weakly monotone and pseudomonotone operators. With these properties, the regularized operator satisfies the pseudo-Dunn property with respect to any solution of the variational inequality problem. As a consequence, the regularized version of the auxiliary problem algorithm converges. In this case, when the operator involved in the variational inequality problem is Lipschitz continuous (a property stronger than weak monotonicity) and pseudomonotone, we prove the convergence of the progressive regularization introduced in Refs. 1, 2.     

States and Structure of von Neumann Algebras

We summarize and deepen recent results on the interplay between properties of states and the structure of von Neumann algebras. We treat Jauch–Piron states and the concept of independence in noncommutative probability theory.     

直流电弧等离子体炬的特性研究

介绍了局部热力学平衡下描述直流电弧等离子体炬的磁流体力学模型，采用数值模拟方法研 究了等离子体炬内等离子体的传热和流动特性、湍流对等离子体炬内等离子体特性的影响， 以及等离子体炬运行参数对等离子体特性的影响.将数值模拟结果与已有的实验结果进行了 比较. 关键词： 等离子体炬 磁流体力学 数值模拟     

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension.     

A new summation identity for the Srivastava-Singhal polynomials

In his recent investigations involving differential operators for some generalizations of the classical Laguerre polynomials, H. Bavinck [J. Phys. A Math. Gen. 29 (1996) L277-L279] encountered and proved a certain summation identity for the classical Laguerre polynomials. The main object of this sequel to Bavinck's work is to prove a generalization of this summation identity for the Srivastava-Singhal polynomials. The demonstration, which is presented here in the general case, differs markedly from the earlier proof given for the known special case. It is also indicated how the general summation identity can be applied to derive the corresponding result for one class of the Konhauser biorthogonal polynomials.     

A statistical study of the analysis of congested spectra by total spectrum fitting

Heavily overlapped, or congested spectra often display much structure but few individual “lines.” Methods have been devised for analyzing such spectra through nonlinear least-squares fitting of the intensity as a function of wavelength or wavenumber. Such total spectrum fitting (TSF) methods are examined statistically for a simple diatomic model and compared with the standard “measure-assign-fit” (MAF) approach in use since the dawn of spectroscopy. Monte Carlo computations on typically 1000 synthetic spectra at a time verify that the predictions of the variance-covariance matrix are reliable under many circumstances. However in regions where the P and R branches double up, the predicted standard errors in the key spectroscopic constants rise sharply and greatly exceed estimates from the Monte Carlo ensemble statistics. In the same regions, the MAF method actually gives better precision. However, for imperfectly overlapped R and P branches, the MAF standard errors are typically three times larger than the TSF values; moreover, the MAF statistical errors are dwarfed by bias. The TSF approach, while clearly superior in these tests, has a practical drawback: it, too, can give significant bias if the spectra are analyzed with an incorrect model, as illustrated here through calculations employing the wrong function to describe the spectral lineshape.