Adaptive Algorithm for Constrained Least-Squares Problems

This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss–Newton approximation but also encompasses a structured secant approximation along with tests of when to use this approximation. This method has been tested on a selection of standard problems. The results indicate that, for least-squares problems, the approach taken here is a viable alternative to standard general optimization methods such as the Byrd–Omojokun trust-region method and the Powell damped BFGS line search method.     

Geometry of Differential Equations: A Concise Introduction

A short introduction to geometrical theory of nonlinear differential equations is given to provide a unified overview to the collection 'Symmetries of differential equations and related topics'.     

曲面平滑的自适应几何扩散

1.引 言 本文的目的是用求解偏微分方程（PDE）的方法来消除离散三角形曲面的噪声,所使用的方程是热传导方程到曲面的推广.热传导方程应用于图像处理已有二十余年的历史,有关参考文献相当丰富（见[1,11,12,19]）.众所周知,对于给定的初始图像ρ0,热传导方程　　在τ时刻的解与用Gauss滤波器Gσ（x）=　（当标准差σ=2τ,时）和ρ0作卷积的结果相同.容易看出Gρ和ρ0的卷积运算相当于对ρ0做加权平均,当标准离差σ变大时,该加权平均在一个较大的范围实现,这解释了热传导方程的滤波作用.近来热传导方程已推广到空间曲面[4,5]以及高维空间中的二维流形（见[3]）,对     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

高斯型空间光孤子相互作用的数值研究

 通过数值模拟的方法，对高斯孤子在对数型饱和非线性介质中的相互作用进行了研究，考查了两光束间的相对振幅和相对相位对其相互作用的影响。结果表明：高斯孤子之间的相互作用敏感地依赖于两光束间的相对振幅和相对相位。在不同的振幅差异范围内，光束间的主要作用交替地表现为相互排斥和相互吸引，并由于高斯孤子的不稳定性，导致了光束在碰撞后以一种尺寸周期性变化的呼吸模式传输。随着相对相位的增大，两光束间始终持续地表现出强烈的排斥作用，直到相对相位增加到一个2π周期之后。而且碰撞之后，光束也都以呼吸模式进行传输，其分离的角度越大，呼吸就越明显。     

飞秒孤子传输演化的数值研究

利用分步傅里叶法数值模拟了飞秒孤子在光纤中的传输演化过程。对光纤中单个孤子的传输及二阶孤子的自陡峭效应和自频移效应进行了分析,指出在一定的参数取值范围内,自频移效应对二阶fs孤子传输的影响要比自陡峭效应大,占主导地位,且对自陡峭效应有一定的抑制作用。     

级联三能级介质中非线性光学信号的增强

揭示非最大相干可能比最大相干产生更有效的非线性频率转换. 为此以三能级级联系统(没有最大相干)为例计算其非线性光学信号的强度, 并与三能级Λ型系统(具有最大相干)进行比较. 利用非微扰方法计算表明, 在双光子共振和相同参数的条件下, 级联系统产生的非线性光学信号的最大强度约是Λ系统的两倍. 利用缀饰态表象分析表明, 两个系统中耦合跃迁的自发辐射及其介入的不可逆三光子过程具有相反的作用. 它们在级联系统中加强非线性转换, 而在Λ系统中削弱非线性转换. 关键词： 电磁感应透明 非线性光学过程 双光子共振     

The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Global and uniform convergence of subspace correction methods for some convex optimization problems

This paper gives some global and uniform convergence estimates for a class of subspace correction (based on space decomposition) iterative methods applied to some unconstrained convex optimization problems. Some multigrid and domain decomposition methods are also discussed as special examples for solving some nonlinear elliptic boundary value problems.

     

Cosmic dust and our origins

The small solid particles in the space between the stars provide the surfaces for the production of many simple and complex molecules. Processes involving the effects of ultraviolet irradiation of the thin (hundredth micron) mantles are shown to produce a wide range of molecules and ions also seen in comets. Some of the more complex ones inferred from laboratory experiments are expected to play an important role in the origin of life. An outline of the chemical evolution of interstellar dust as observed and as studied in the laboratory is presented. Observations of comets are shown to provide substantial evidence for their being fluffy aggregates of interstellar dust as it was in the protosolar nebula, i.e. the interstellar cloud which collapsed to form the solar system. The theory that comets may have brought the progenitors of life to the earth is summarized.