关于多元幂级数

引入了多元函数项级数的概念,给出了其收敛域及和函数的定义;通过详实的例子讨论了多元幂级数的收敛域、和函数及多元函数展开为多元幂级数的计算方法.     

基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

基于爆轰波原理声源定位方法初探

基于弹丸发射时所发出的爆轰波,利用传感器接收时差信息,从而确定声源位置。本文建立了该声源定位反问题的物理和数学模型,并依据该模型寻求适当的数值解法,最后针对延拓-广义逆法声源定位问题进行了演算和简要分析。     

L p -dual Quermassintegral sums

In this paper, we first introduce a concept of L _p -dual Quermassintegral sum function of convex bodies and establish the polar projection Minkowski inequality and the polar projection Aleksandrov-Fenchel inequality for L _p -dual Quermassintegral sums. Moreover, by using Lutwak’s width-integral of index i, we establish the L _p -Brunn-Minkowski inequality for the polar mixed projection bodies. As applications, we prove some interrelated results. This work was partially supported by the National Natural Science Foundation of China (Grant No. 10271071), Zhejiang Provincial Natural Science Foundation of China (Grant No. Y605065) and Foundation of the Education Department of Zhejiang Province of China (Grant No. 20050392)     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

On new forms of motive differential equations of a mechanical system relative to non-inertial frame

Based on D'Alembert's principle of a mechanical system relative to non-inertial frame and by introducing the concept of the generalized inertial potential, new forms of differential equations of motion of a mechanical system with holonomic and the non-holonomic constraints relative to the non-inertial frame are obtained. The merits and demerits between our method and the Newtonian dynamic method as well as the analytic dynamic method are discussed comparatively. Finally, two examples are given to illustrate the application of the motive differential equations in the new forms.     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

Determination of generalized quadrangles with distinct elation points

In this paper, we classify the finite generalized quadrangles of order (s,t), s,t > 1, which have a line L of elation points, with the additional property that there is a line M not meeting L for which {L, M} is regular. This is a first fundamental step towards the classification of those generalized quadrangles having a line of elation points. Mathematics Subject Classification (2000): 51E12, 51E20, 20B25, 20E42     

单调和Fuzzy单调变分不等式的补偿方法

在实自反Banach空间,用补偿方法研究单调和Fuzzy单调广义非线性变分不等式,得到了几个解的存在性定理.改进和推广了Browder,Pascali-Sburlan,Zhang等人的各种结果.