Higher-order implicit strong numerical schemes for stochastic differential equations

Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined.     

Self-organization in aggregating colloids

Summary The interceluster organization of a two-dimensional colloidal system undergoing diffusion-limited cluster-cluster aggregation is considered. During this process the system evolves into a stationary, scaling state. In this state the organization arises from effective intercluster repulsion due to the mutually exclusive depletion zones surrounding each cluster. It is shown that in the scaling regime the relevant size of the depletion zones is determined by the separation between clusters, rather than the cluster size. Paper presented at the I International Conference on Scaling Concepts and Complex Fluids, Copanello, Italy, July 4–8, 1994.     

一个反应扩散方程的门槛结果

本文讨论反应扩散方程Ｃａｕｃｈｙ问题解的整体存在性，渐近性质和Ｂｌｏｗｕｐ问题．其中或者１＜ｑ＜ｐ＜＋∞，ｎ＝２．得到门槛结果．     

无严格互补松驰条件的序列线性方程组新算法

该文通过构造特殊形式的有效集来逼近KKT点处的有效集，给出了一个任意初始点下的序列线性方程组新算法，并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。      

On a Boolean-valued Model of the Strict Implication System(Continuous)

The reference [4] proved the consistency of S1 and S2 among Lewis' five strict implication systems in the modal logic by using the method of the Boolean-valued model. But, in this method, the consistency of S3, S4 and S5 in Lewis' five strict implication systems is not decided. This paper makes use of the properties: (1) the equivalence of the modal systems S3 and P3, S4 and P4; (2) the modal systems P3 and P4 all contained the modal axiom T(□p → p); (3) the modal axiom T is correspondence to the reflexive property in VB. Hence, the paper proves: (a) ‖As31‖ = 1; (b) ‖AS41‖ = 1; (c) ‖AS5l‖ = 1 in the model (where B is a complete Boolean algebra, R is reflexive property in VB). Therefore, the paper finally proves that the Boolean-valued model VB of the ZFC axiom system in set theory is also a Boolean-valued model of Lewis' the strict implication system S3, S4 and S5.     

一类周期种群系统的适定性及最优控制

本文研究了一类非线性周期种群系统的适定性及最优控制问题 .利用压缩不动点原理讨论了该种群系统的周期解的存在唯一性 .并用变分法给出了最优控制所满足的必要条件 .     

多周期Probit模型中MLE的存在性

本文我们讨论了多周期Probit模型中MLE的存在性问题,给出了当协方差阵已知时,参数的MLE存在的充要条件;当协方差阵未知但具有序列结构时,参数的MLE存在的一个必要条件和一个充分条件.     

矩阵方程（A^TXA，B^TXB=（C，D）的反对称解及其最佳逼近

本利用矩阵对的标准相关分解，得到了矩阵方程(A^TXB，B^TXB)=(C，D)反对称解存在的充分必要条件及通解表达式，同时给出了解关于已知矩阵的最佳逼近．     

线性加指数效用函数的组合投资研究

应用无差异曲线法较好地解决了在投资决策分析中具有特殊重要地位的线性加指数效用函数的最优组合投资比例的求解问题,并给出实例予以说明.