On the computation of a very large number of eigenvalues for selfadjoint elliptic operators by means of multigrid methods

Recent results in the study of quantum manifestations in classical chaos raise the problem of computing a very large number of eigenvalues of selfadjoint elliptic operators. The standard numerical methods for large eigenvalue problems cover the range of applications where a few of the leading eigenvalues are needed. They are not appropriate and generally fail to solve problems involving a number of eigenvalues exceeding a few hundreds. Further, the accurate computation of a large number of eigenvalues leads to much larger problem dimension in comparison with the usual case dealing with only a few eigenvalues. A new method is presented which combines multigrid techniques with the Lanczos process. The resulting scheme requires O(mn) arithmetic operations and O(n) storage requirement, where n is the number of unknowns and m, the number of needed eigenvalues. The discretization of the considered differential operators is realized by means of p-finite elements and is applicable on general geometries. Numerical experiments validate the proposed approach and demonstrate that it allows to tackle problems considered to be beyond the range of standard iterative methods, at least on current workstations. The ability to compute more than 9000 eigenvalues of an operator of dimension exceeding 8 million on a PC shows the potential of this method. Practical applications are found, e.g. in the numerical simulation of quantum billiards.     

Weight distributions and weight hierarchies of two classes of binary linear codes

Linear codes with a few weights can be applied to communication, consumer electronics and data storage system. In addition, the weight hierarchy of a linear code has many applications such as on the type II wire-tap channel, dealing with t-resilient functions and trellis or branch complexity of linear codes and so on. In this paper, we present a formula for computing the weight hierarchies of linear codes constructed by the generalized method of defining sets. Then, we construct two classes of binary linear codes with a few weights and determine their weight distributions and weight hierarchies completely. Some codes of them can be used in secret sharing schemes.     

A New Lower Bound for the Kirchhoff Index using a numerical procedure based on Majorization Techniques

In this note, we use a procedure, proposed in [Bianchi, M., and A. Torriero, Some localization theorems using a majorization technique, Journal of Inequalities and Applications 5 (2000), 433–446], based on a majorization technique, which localizes real eigenvalues of a matrix of order n. Through this information, we compute a lower bound for the Kirchhoff index (see [Bianchi M., A. Cornaro, J.L. Palacios and A. Torriero, Bounds for the Kirkhhoff index via majorization techniques, Journal of Mathematical Chemistry, (2012) online first]) that takes advantage of additional eigenvalues bounds. An algorithm has been developed with MATLAB software to evaluate the above mentioned bound. Finally, numerical examples are provided showing how tighter results can be obtained.     

Joint distributions of some actuarial random vectors for the Cox risk model

The main purpose of this paper was to investigate the joint distributions of some actuarial vectors that contain the ruin time for the Cox risk model. Joint distributions of some actuarial vectors such as those containing the ruin time, the maximum surplus before ruin, duration of the surplus being negative, and others are important for measuring the risk management level and the severity caused by ruin. In the past decade, great literatures have devoted to the study of these distributions for classical models, such as the compound Poisson model and the perturbed compound Poisson model etc. The main result of this paper provides the joint distributions of these actuarial vectors for the Cox risk model—a model with wide applications in risk theory. The main method of this paper is to apply the idea of ‘operational time scale’ to the Cox model, which enables us to solve our problem by intergrading some existing results for the compound Poisson risk model. To some extent, we can view our work as an extension of joint distributions of some actuarial vectors for the compound Poisson risk model to the ones for the Cox risk model. Copyright © 2011 John Wiley & Sons, Ltd.     

Existence and uniqueness result for a class of sequential fractional differential equations

In this paper, we consider the following sequential fractional differential equation with initial value problem: where 0<????1 and f:[0,1]×?×???? is continuous. Existence and uniqueness results of solutions are established.     

Capability indices for material balance accounting

Capability indices are used to measure the output from a process relative to specification limits set by engineering requirements. In this research, they are applied to material balance series generated in a nuclear facility. These indices are modified to account for the complexities in a nuclear facility including the dependency between observations and the influence of outliers. By appropriately measuring material balances across various units of a nuclear facility, managers can then identify the weakest area. Resources should then be concentrated in reducing the variability of the most troublesome unit, which in turn would improve the overall performance of the facility in terms of improved operational efficiency and a reduction in nuclear material losses.     

Radial DEA models without inputs or without outputs

In this paper we consider radial DEA models without inputs (or without outputs), and radial DEA models with a single constant input (or with a single constant output). We demonstrate that (i) a CCR model without inputs (or without outputs) is meaningless; (ii) a CCR model with a single constant input (or with a single constant output) coincides with the corresponding BCC model; (iii) a BCC model with a single constant input (or a single constant output) collapses to a BCC model without inputs (or without outputs); and (iv) all BCC models, including those without inputs (or without outputs), can be condensed to models having one less variable (the radial efficiency score) and one less constraint (the convexity constraint).     

一类中立型泛函微分系统周期解存在性问题

首先对线性差分算子M:[Mx](t)=z(t)-Cx(t-r)的性质进行了研究,在此基础上利用Mawhin重合度拓展定理研究了一类具偏差变元的中立型泛函微分系统的周期解问题,得到了周期解存在性的新结论.本文的矩阵C仅为一般的实方阵,不必为实对称阵,因而结果改进和推广了已有工作.此外,本文周期解先验界估计方法与已有工作也不相同.     

考虑退货的电商平台销售策略

本文研究当存在无缺陷退货时,电商平台如何选择合适的销售模式。根据销售价格和退货价格对市场需求以及退货的影响,电商平台可以策略性地选择转售模式和代理模式。我们构建了一个斯塔克伯格博弈模型,电商平台作为领导者选择销售模式,制造商在既定销售模式下进行决策。研究发现,当需求对价格的敏感程度较低、需求对退货价的敏感程度较高及退货量对退货价的敏感程度较低时,平台应提供代理模式,反之应提供转售模式,并探究平台的最优销售策略对制造商利润的影响,从而对平台和制造商的销售策略选择起到一定的指导意义。     

关于Schottky定理与Hayman常数

本文对于在单位圆盘中不取值0与1的正则函数,利用了这种函数的对数导数模的准确上界与及Hayman常数有关的上界,得到了这种函数模的显式上界与Hayman常数的关系及这种函数的正规级.