Mathematical Justification of an Obstacle Problem in the Case of a Plate

In this paper the modeling of a thin plate in unilateral contact with a rigid plane is properly justified.Starting from the three-dimensional nonlinear Signorini problem,by an asymptotic approach the convergence of the displacement field as the thickness of the plate goes to zero is studied.It is shown that the transverse mechanical displacement field decouples from the in-plane components and solves an obstacle problem.     

On the first eigenvalue of the mean finsler-laplacian

In this paper, we prove that several different definitions of the Finsler-Laplacian are equivalent. Then we prove that any Berwald metric is affinely equivalent to its mean metric and give some upper or lower bound estimates for the first eigenvalue of the mean Laplacian on Berwald manifolds, which generalize some results in Riemannian geometry.     

半监督度量学习内蕴最速下降算法的收敛性分析

主要研究对称正定矩阵群上的内蕴最速下降算法的收敛性问题.首先针对一个可转化为对称正定矩阵群上无约束优化问题的半监督度量学习模型,提出对称正定矩阵群上一种自适应变步长的内蕴最速下降算法.然后利用李群上的光滑函数在任意一点处带积分余项的泰勒展开式,证明所提算法在对称正定矩阵群上是线性收敛的.最后通过在分类问题中的数值实验说明算法的有效性.     

�������ֲ������¶�Ԫ����ģ���к����������

In Bayesian analysis, the Markov Chain Monte Carlo (MCMC) algorithm is an efficient and simple method to compute posteriors. However, the chain may appear to converge while the posterior is improper, which will leads to incorrect statistical inferences. In this paper, we focus on the necessary and sufficient conditions for which improper hierarchical priors can yield proper posteriors in a multivariate linear model. In addition, we carry out a simulation study to illustrate the theoretical results, in which the Gibbs sampling and Metropolis-Hasting sampling are employed to generate the posteriors.     

Erdélyi-type integrals for generalized hypergeometric functions with integral parameter differences

In this paper, we extend one of Erdélyi's classical integrals for the Gauss hypergeometric functions to a special class of generalized hypergeometric functions in which certain pairs of numerator and denomiator parameters differ by positive integers. Our main results are achieved by applying the fractional integration by parts and series manipulation technique. Some special cases are also pointed out which includes a new extension of a Thomae-type transformation.     

Rigidity Theorems for Complete Sasakian Manifolds with Constant Pseudo-Hermitian Scalar Curvature

The orthogonal decomposition of the Webster curvature provides us a way to characterize some canonical metrics on a pseudo-Hermitian manifold. We derive some subelliptic differential inequalities from the Weitzenböck formulas for the traceless pseudo-Hermitian Ricci tensor of Sasakian manifolds with constant pseudo-Hermitian scalar curvature and the Chern–Moser tensor of the Sasakian pseudo-Einstein manifolds, respectively. By means of either subelliptic estimates or maximum principle, some rigidity theorems are established to characterize Sasakian pseudo-Einstein manifolds among Sasakian manifolds with constant pseudo-Hermitian scalar curvature and Sasakian space forms among Sasakian pseudo-Einstein manifolds, respectively.     

An unexpected Ramanujan-type congruence modulo 7 for 4-colored generalized Frobenius partitions

In this paper, we present an unexpected Ramanujan-type congruence modulo 7 for \(c\phi _4(n)\), which denotes the number of generalized Frobenius partitions of n with 4 colors. This work extends the recent work of Lin on \(c\phi _4\) modulo 7.     

Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks

This paper considers an optimal asset-liability management problem with stochastic interest rates and inflation risks under the mean–variance framework. It is assumed that there are \(n+1\) assets available in the financial market, including a risk-free asset, a default-free zero-coupon bond, an inflation-indexed bond and \(n-2\) risky assets (stocks). Moreover, the liability of the investor is assumed to follow a geometric Brownian motion process. By using the stochastic dynamic programming principle and Hamilton–Jacobi–Bellman equation approach, we derive the efficient investment strategy and efficient frontier explicitly. Finally, we provide numerical examples to illustrate the effects of model parameters on the efficient investment strategy and efficient frontier.     

Uniform bound for the effective Bogomolov conjecture

We obtain a uniform bound for the effective Bogomolov conjecture, which depends only on the genus g of the curve. The bound grows as $O(g^{?3})$ as g tends to infinity.