饮酒驾车模型

据统计,我国每天困饮酒过量而产生的车祸竟达交通事故伤亡总人数的50%-60%,酒后驾车的问题已经引起了社会各界的高度重视.为此本文建立了酒后血液中酒精含量的房室数学模型,从而为司机饮酒驾车提供合理的忠告和建议.     

Numerical solution of the three‐dimensional parabolic equation with an integral condition

Developement of numerical methods for obtaining approximate solutions to the three dimensional diffusion equation with an integral condition will be carried out. The numerical techniques discussed are based on the fully explicit (1,7) finite difference technique and the fully implicit (7,1) finite difference method and the (7,7) Crank‐Nicolson type finite difference formula. The new developed methods are tested on a problem. Truncation error analysis and numerical examples are used to illustrate the accuracy of the new algorithms. The results of numerical testing show that the numerical methods based on the finite difference techniques discussed in the present article produce good results. © 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 193–202, 2002; DOI 10.1002/num.1040     

解奇异非光滑方程组的牛顿法和不精确牛顿法

本文主要解决奇异非光滑方程组的解法。应用一种新的次微分的外逆，我们提出了牛顿法和不精确牛顿法，它们的收敛性同时也得到了证明。这种方法能更容易在一引起实际应用中实现。这种方法可以看作是已存在的解非光滑方程组的方法的延伸。     

Towards the Evaluation of the Relevant Degrees of Freedom in Nonlinear Partial Differential Equations

We investigate an operator renormalization group method to extract and describe the relevant degrees of freedom in the evolution of partial differential equations. The proposed renormalization group approach is formulated as an analytical method providing the fundamental concepts of a numerical algorithm applicable to various dynamical systems. We examine dynamical scaling characteristics in the short-time and the long-time evolution regime providing only a reduced number of degrees of freedom to the evolution process.     

从立方抛物线谈起(1)--余弦型振动,椭圆余弦型振动与双曲线型非周期运动

从立方抛物线的特性谈起 ,用较初浅的方法 ,借助于雅可比椭圆函数求椭圆方程的解来说明一大类一维保守系统的余弦振动、椭圆余弦型振动与双曲线型非周期运动 .并以杜芬振子、单摆、倒摆、转动圆环上的小环运动为典型实例作了详细讨论     

Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type

We establish the existence and stability of multidimensional transonic shocks for the Euler equations for steady potential compressible fluids. The Euler equations, consisting of the conservation law of mass and the Bernoulli law for the velocity, can be written as a second-order, nonlinear equation of mixed elliptic-hyperbolic type for the velocity potential. The transonic shock problem can be formulated into the following free boundary problem: The free boundary is the location of the transonic shock which divides the two regions of smooth flow, and the equation is hyperbolic in the upstream region where the smooth perturbed flow is supersonic. We develop a nonlinear approach to deal with such a free boundary problem in order to solve the transonic shock problem. Our results indicate that there exists a unique solution of the free boundary problem such that the equation is always elliptic in the downstream region and the free boundary is smooth, provided that the hyperbolic phase is close to a uniform flow. We prove that the free boundary is stable under the steady perturbation of the hyperbolic phase. We also establish the existence and stability of multidimensional transonic shocks near spherical or circular transonic shocks.

     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

一类积分不等式的推广

对一些基本的积分不等式进行了推广，给出了含有n个无关变元的更广泛的非线性积分不等式．利用所得的不等式讨论了某些非线性积分方程解的有界性．     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.