Modified Equations for Stochastic Differential Equations

We describe a backward error analysis for stochastic differential equations with respect to weak convergence. Modified equations are provided for forward and backward Euler approximations to Itô SDEs with additive noise, and extensions to other types of equation and approximation are discussed.     

对一个统计控制问题的再探讨

本文对利用回归模型进行统计控制的问题进行了进一步研究,发现已有的方法有值得改进之处,并为此提出了一种新的求解控制阈值的方法。模拟和实例研究表明我们的方法适用于一般的误差分布情形,而且在误差分布为非正态时优于已有的方法。     

经济增长影响因素实证研究

本文将人力资本作为生产要素之—,运用误差校正模型,估计出中国1952-1998年期间扩展的索洛模型。研究结果表明,物质资本存量的增长仍然是经济增长的主要因素,教育对经济增长有显著作用但贡献率不高(12.00%),劳动对经济增长的作用十分有限,三种投入要素对经济增长的总贡献仅占69.11%,其余应归功于包括技术进步在内的综合要素。     

Deconvolving compactly supported densities

This paper addresses the statistical problem of density deconvolution under the condition that the density to be estimated has compact support. We introduce a new estimation procedure, which establishes faster rates of convergence for smooth densities as compared to the optimal rates for smooth densities with unbounded support. This framework also allows us to relax the usual condition of known error density with non-vanishing Fourier transform, so that a nonparametric class of densities is valid; therefore, even the shape of the noise density need not be assumed. These results can also be generalized for fast decaying densities with unbounded support. We prove optimality of the rates in the underlying experiment and study the practical performance of our estimator by numerical simulations.      

Theory and Application of Characteristic Finite Element Domain Decomposition Procedures for Coupled System of Dynamics of Fluids in Porous Media

For a coupled system of multiplayer dynamics of fluids in porous media,the characteristic finiteelement domain decomposition procedures applicable to parallel arithmetic are put forward.Techniques suchas calculus of variations,domain decomposition,characteristic method,negative norm estimate,energy methodand the theory of prior estimates are adopted.Optimal order estimates in L~2 norm are derived for the error inthe approximate solution.     

生长曲线模型中回归系数阵的极大似然估计的精确分布

对于生长曲线模型,基于理论发展和应用效果的考虑,本文引入了Gauss型误差．在此误差下,本文研究了模型中回归系数阵的极大似然估计的精确分布,求出了此分布的密度和特征函数．     

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     

The logarithmic norm. History and modern theory

In his 1958 thesis Stability and Error Bounds, Germund Dahlquist introduced the logarithmic norm in order to derive error bounds in initial value problems, using differential inequalities that distinguished between forward and reverse time integration. Originally defined for matrices, the logarithmic norm can be extended to bounded linear operators, but the extensions to nonlinear maps and unbounded operators have required a functional analytic redefinition of the concept.This compact survey is intended as an elementary, but broad and largely self-contained, introduction to the versatile and powerful modern theory. Its wealth of applications range from the stability theory of IVPs and BVPs, to the solvability of algebraic, nonlinear, operator, and functional equations. In memory of Germund Dahlquist (1925–2005).AMS subject classification (2000) 65L05     

微型圆光栅刻划偏心量的控制

对微型圆光栅刻划偏心误差问题进行了讨论。提出了微型圆光栅刻划时偏心调试误差的公差范围。