双调和算子特征值问题的混合三角谱元方法

本文针对双调和算子特征值问题设计了基于混合变分形式的三角谱元逼近格式,其基函数采用指标为(-1,-1,-1)的广义Koornwinder多项式.在H~1-及H_0~1-正交谱元投影的逼近理论基础上,我们建立了双调和算子特征值与特征函数的收敛性估计;它关于网格尺寸h是最优的,关于多项式次数M是次优的.然而,在H_0~2-正交谱元投影的最优估计假设前提下,关于M的次优收敛阶估计则提升为最优.此外,Koornwinder分片多项式逼近的结果还表明,在带权Besov空间范数的度量下,对于存在着区域角点奇性的双调和算子特征值问题,谱元方法的收敛阶能达到h-型有限元方法的2倍.最后,本文的数值实验结果展示了谱元逼近格式的高效性,同时也验证了相关理论的正确性.     

GARCH(1,1)模型的稳健估计比较及应用

首先阐述了GARCH(1,1)模型稳健估计的构造方法,然后在模型有无异常值扩散效应约束和异常值比例不同的情况下,比较了传统QMLE估计和多种稳健M估计的表现,结果表明:在数据无异常值下,QMLE估计较优;随着异常值比例增加,稳健Andrew估计表现更好;模型施加异常值扩散效应约束对估计有一定改善但不显著.最后选取波动程度不同的两个阶段沪深300指数的收益率,用模型拟合进行了实例比较,在波动程度较大时,Andrew估计效果较优,在波动相对平稳时,LAD估计较优.     

Error estimates for space–time discontinuous Galerkin formulation based on proper orthogonal decomposition

In this study, proper orthogonal decomposition (POD) method is applied to diffusion–convection–reaction equation, which is discretized using space–time discontinuous Galerkin (dG) method. We provide estimates for POD truncation error in dG-energy norm, dG-elliptic projection, and space–time projection. Using these new estimates, we analyze the error between the dG and the POD solution, and the error between the exact and the POD solution. Numerical results, which are consistent with theoretical convergence rates, are presented.     

On the global existence and time decay estimates in critical spaces for the Navier–Stokes–Poisson system

We are concerned with the study of the Cauchy problem for the Navier–Stokes–Poisson system in the critical regularity framework. In the case of a repulsive potential, we first establish the unique global solvability in any dimension for small perturbations of a linearly stable constant state. Next, under a suitable additional condition involving only the low frequencies of the data and in the L²‐critical framework (for simplicity), we exhibit optimal decay estimates for the constructed global solutions, which are similar to those of the barotropic compressible Navier–Stokes system. Our results rely on new a priori estimates for the linearized Navier–Stokes–Poisson system about a stable constant equilibrium, and on a refined time‐weighted energy functional.     

An alternative proof of lower bounds for the first eigenvalue on manifolds

Recently, Andrews and Clutterbuck [1] gave a new proof of the optimal lower eigenvalue bound on manifolds via modulus of continuity for solutions of the heat equation. In this short note, we give an alternative proof of Theorem 2 in [1]. More precisely, following Ni's method (Section 6 of [5]), we give an elliptic proof of this theorem.     

Entropy numbers in ‐Banach spaces

Let X be a quasi‐Banach space, Y be a γ‐Banach space and T be a bounded linear operator from X into Y . In this paper, we prove that the first outer entropy number of T lies between and ; more precisely, , and the constant is sharp. Moreover, we show that there exist a Banach space X ₀, a γ‐Banach space Y ₀ and a bounded linear operator such that for all positive integers k . Finally, the paper also provides two‐sided estimates for entropy numbers of embeddings between finite dimensional symmetric γ‐Banach spaces.     

Square function estimates on layer potentials for higher‐order elliptic equations

In this paper we establish square‐function estimates on the double and single layer potentials for divergence form elliptic operators, of arbitrary even order 2m , with variable t‐independent coefficients in the upper half‐space. This generalizes known results for variable‐coefficient second‐order operators, and also for constant‐coefficient higher‐order operators.     

Error Estimates for a Class of Elliptic Optimal Control Problems

In this article, functional type a posteriori error estimates are presented for a certain class of optimal control problems with elliptic partial differential equation constraints. It is assumed that in the cost functional the state is measured in terms of the energy norm generated by the state equation. The functional a posteriori error estimates developed by Repin in the late 1990s are applied to estimate the cost function value from both sides without requiring the exact solution of the state equation. Moreover, a lower bound for the minimal cost functional value is derived. A meaningful error quantity coinciding with the gap between the cost functional values of an arbitrary admissible control and the optimal control is introduced. This error quantity can be estimated from both sides using the estimates for the cost functional value. The theoretical results are confirmed by numerical tests.     

Error Estimates for Semi-Discrete and Fully Discrete Galerkin Finite Element Approximations of the General Linear Second-Order Hyperbolic Equation

In this article, we derive error estimates for the semi-discrete and fully discrete Galerkin approximations of a general linear second-order hyperbolic partial differential equation with general damping (which includes boundary damping). The results can be applied to a variety of cases (e.g. vibrating systems of linked elastic bodies). The results generalize pioneering work of Dupont and complement a recent article by Basson and Van Rensburg.     

Full Bayesian analysis of claims reserving uncertainty

We revisit the gamma–gamma Bayesian chain-ladder (BCL) model for claims reserving in non-life insurance. This claims reserving model is usually used in an empirical Bayesian way using plug-in estimates for the variance parameters. The advantage of this empirical Bayesian framework is that allows us for closed form solutions. The main purpose of this paper is to develop the full Bayesian case also considering prior distributions for the variance parameters and to study the resulting sensitivities.