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     

Development of a Simulation Model for Solid Objects Suspended in a Fluctuating Fluid

We introduce a new scheme for the future application of Real-coded Lattice Gas (RLG) to the numerical simulation of suspended solid objects in a fluctuating fluid environment. The reproduction of Brownian motion for a single solid object is verified through the Gaussian distribution of its displacements. The effectiveness of the solid–solid interaction model is also confirmed in an N-body simulation.     

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.     

Brownian surfaces with boundary and Deligne cohomology

We define differentiable random surfaces, which realize a kind of generalized parallel transport for line bundles over the loop space. This gives a realization of one of the axioms of Segal of conformal field theory.     

微光像增强器图像传递信噪比的测试研究

图像传递信噪比是微光像增强器的重要特性参数．能够全面定量地表征像增强器在探测弱辐射图像时的综合性能，对于确定像增强器的图像探测灵敏闽具有重要意义。针对其测试原理．采用高灵敏度低噪声CCD器件作为像管输出图像的探测接收器．并引入数字图像处理技术。利用设计的测试系统实现了典型目标图像传递信噪比的自动测试．多次实验结果表明．陔测试系统具有测试过程自动快速及测试数据准确稳定的优点．相同测试条件下的不确定度优于±3%。     

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．     

New FIR laser lines and frequency measurements for optically pumped CD3OH

Twenty new cw FIR laser lines in CD₃OH, optically pumped by a CO₂ laser, are reported. The frequencies of 39 of the stronger laser lines were measured relative to stabilized CO₂ lasers with a fractional uncertainty, as determined by the reproducibility of the FIR frequency itself, of 2 parts in 10⁷.Contribution of the U.S. Government, not subject to copyright.     

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.     

中立型脉冲微分方程正解的存在性

本文利用Banach压缩映射原理，讨论了中立型时滞脉冲微分方程正解的存在性。     

A novel approach to the acoustic characterisation of porous road surfaces

Porous road surfaces offer an effective means of reducing the generation and propagation of noise from road traffic. However, the porosity of these surfaces can deteriorate over time, leading to a reduction in their noise reducing properties. Efficient methods are therefore required for monitoring this performance. Existing techniques for performing in-situ measurements of acoustic absorption are unsuitable for use within the traffic stream. Static measurements using time domain Maximum Length Sequence (MLS) based techniques have been demonstrated to offer advantages over traditional techniques, presenting the opportunity for measurements under dynamic conditions. This paper describes the design of a system for carrying out dynamic MLS-based measurements. Results are presented which demonstrate that stable dynamic measurements can be carried out at speeds of up to 30 km/h.