Regression quantiles for unstable autoregressive models

This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests.     

解非线性二阶双曲型方程的一种新数值方法

本文建立了解二阶双曲型方程的一种新数值方法一再生核函数法．利用再生核函数，直接给出每个离散时间层上近似解的显式表达式．此方法的优点是：计算格式绝对稳定，且可显式求解；利用显式表达式，可实现完全并行计算等文中对近似解的收敛性和稳定性进行了理论分析，并给出数值算例．     

Asymptotic analysis and estimates of blow‐up time for the radial symmetric semilinear heat equation in the open‐spectrum case

We estimate the blow‐up time for the reaction diffusion equation u_t=Δu+ λf(u), for the radial symmetric case, where f is a positive, increasing and convex function growing fast enough at infinity. Here λ>λ^*, where λ^* is the ‘extremal’ (critical) value for λ, such that there exists an ‘extremal’ weak but not a classical steady‐state solution at λ=λ^* with ∥w(?, λ)∥_∞→∞ as 0<λ→λ^*?. Estimates of the blow‐up time are obtained by using comparison methods. Also an asymptotic analysis is applied when f(s)=e^s, for λ?λ^*?1, regarding the form of the solution during blow‐up and an asymptotic estimate of blow‐up time is obtained. Finally, some numerical results are also presented. Copyright © 2007 John Wiley & Sons, Ltd.     

THE LARGE TIME BEHAVIOR OF SPECTRAL APPROXIMATION FOR A CLASS OF PSEUDOPARABOLIC VISCOUS DIFFUSION EQUATION

The asymptotic behavior of the solutions to a class of pseudoparabolic viscous diffusion equation with periodic initial condition is studied by using the spectral method. The semidiscrete Fourier approximate solution of the problem is constructed and the error estiation between spectral approximate solution and exact solution on large time is also obtained. The existence of the approximate attractor AN and the upper semicontinuity d(AN,A)→0 are proved.     

某类一阶非线性双曲型方程的Cauchy问题

本文考虑一类具实际物理背景的一阶非线性双曲型方程，证明了解的存在唯一及正则性。     

对流扩散方程带罚函数项的有限体积格式及其分析

1引言 有限体积方法[l]一l’]作为守恒型的离散技术，被广泛应用于工程计算领域.文【2，3} 基于分片常数和分片常向量函数空间，对二维驻定对流扩散方程提出了一类非协调混合 有限体积(Covolume)格式，证明了格式具有。(hl/2)收敛精度.但该格式要求对偶剖分 比较规则，即采用重     

Elliptic Reconstruction and a Posteriori Error Estimates for Fully Discrete Semilinear Parabolic Optimal Control Problems

This article studies a posteriori error analysis of fully discrete finite element approximations for semilinear parabolic optimal control problems. Based on elliptic reconstruction approach introduced earlier by Makridakis and Nochetto [25], a residual based a posteriori error estimators for the state, co-state and control variables are derived. The space discretization of the state and co-state variables is done by using the piecewise linear and continuous finite elements, whereas the piecewise constant functions are employed for the control variable. The temporal discretization is based on the backward Euler method. We derive a posteriori error estimates for the state, co-state and control variables in the $L^\infty(0,T;L^2(\Omega))$-norm. Finally, a numerical experiment is performed to illustrate the performance of the derived estimators.     

一类具有粘性项的拟线性抛物型方程组*

研究了一类具有非线性源项和粘性项的拟线性抛物型方程组的初边值问题．通过构造稳定集, 证明了此问题整体解的存在性, 并建立了解的长时间行为．同时在放松函数的适当假设条件下, 得到了初始能量非负时解的爆破性质及解的生命区间估计．     

Some Estimates for $θ$-Type Calderόn–Zygmund Operators and Linear Commutators on Certain Weighted Amalgam Spaces

In this paper, we first introduce some new kinds of weighted amalgam spaces. Then we discuss the strong type and weak type estimates for a class of Calderόn–Zygmund type operators $T_θ$ in these new weighted spaces. Furthermore, the strong type estimate and endpoint estimate of linear commutators $[b, T_θ]$ formed by $b$ and $T_θ$ are established. Also we study related problems about two-weight, weak type inequalities for $T_θ$ and $[b, T_θ]$ in the weighted amalgam spaces and give some results.