On an extreme class of real interpolation spaces

We investigate the limit class of interpolation spaces that comes up by the choice θ=0 in the definition of the real method. These spaces arise naturally interpolating by the J-method associated to the unit square. Their duals coincide with the other extreme spaces obtained by the choice θ=1. We also study the behavior of compact operators under these two extreme interpolation methods. Moreover, we establish some interpolation formulae for function spaces and for spaces of operators.     

Interpolation problems on the spectrum of <Emphasis Type="Italic">H</Emphasis><Superscript>∞</Superscript>

We characterize those sequences (x _n ) in the spectrum of H ^∞ whose Nevanlinna–Pick interpolation problems admit thin Blaschke products as solutions. We also study under which conditions there is a Blaschke product B with prescribed zero-set distribution and solving problems of the form B(x) = f _n (x) for every x ∈ P(x _n ), where P(x _n ) is the Gleason part associated with the point x _n and where (f _n ) is an arbitrary sequence of functions in the unit ball of H ^∞. As a corollary we get a new characterization of Carleson–Newman Blaschke products in terms of bounded universal functions, a result first proved by Gallardo and Gorkin.      

L^2-ERROR OF EXTRAPOLATION CASCADIC MULTIGRID （EXCMG）

Based on an asymptotic expansion of finite element, an extrapolation cascadic multigrid method （EXCMG） is proposed, in which the new extrapolation and quadratic interpolation are used to provide a better initial value on refined grid. In the case of multiple grids, both superconvergence error in H^1-norm and the optimal error in l2-norm are analyzed. The numerical experiment shows the advantage of EXCMG in comparison with CMG.     

Good Banach spaces for piecewise hyperbolic maps via interpolation

We introduce a weak transversality condition for piecewise C^1+α and piecewise hyperbolic maps which admit a C^1+α stable distribution. We show bounds on the essential spectral radius of the associated transfer operators acting on classical anisotropic Sobolev spaces of Triebel–Lizorkin type which are better than previously known estimates (when our assumption on the stable distribution holds). In many cases, we obtain a spectral gap from which we deduce the existence of finitely many physical measures with basin of total measure. The analysis relies on standard techniques (in particular complex interpolation) but gives a new result on bounded multipliers. Our method applies also to piecewise expanding maps and to Anosov diffeomorphisms, giving a unifying picture of several previous results on a simpler scale of Banach spaces.     

凸四边形上一类具有C~2-连续的插值问题的样条解及其应用

本文讨论了一类凸四边形上的插值问题.指出这类插值问题是可解的,其解是分片二元三次多项式,且在凸四边形上是C~2-连续的.我们证明了这类插值问题的解的存在性和唯一性,给出了解样条的分片表达式及其逼近度的估计.最后还给出了一个应用实例和图形显示来说明本方法是可行的.     

A modified SQP-filter method for nonlinear complementarity problem

The nonlinear complementarity problem can be reformulated as a nonlinear programming. For solving nonlinear programming, sequential quadratic programming (SQP) type method is very effective. Moreover, filter method, for its good numerical results, are extensively studied to handle nonlinear programming problems recently. In this paper, a modified quadratic subproblem is proposed. Based on it, we employ filter technique to tackle nonlinear complementarity problem. This method has no demand on initial point. The restoration phase, which is always used in traditional filter method, is not needed. Global convergence results of the proposed algorithm are established under suitable conditions. Some numerical results are reported in this paper.     

Representation for the Lagrangian numerical differentiation formula involving elementary symmetric functions

By using elementary symmetric functions, this paper presents an explicit representation for the Lagrangian numerical differentiation formula as well as the error estimate for local approximation. And we also point out that the numerical differentiation formula constructed by Li [J.P. Li, General explicit difference formulas for numerical differentiation, J. Comput. Appl. Math. 183 (2005) 29-52] is actually a special case of the Lagrangian numerical differentiation formula to approximate the values of the derivatives at the nodes.     

Optimal information acquisition for a linear quadratic control problem

This paper develops a generalization of the linear quadratic control problem with partial information. As in the standard partial information setting, it is assumed that the state variable is only observed with noise. The idea in this paper is that the information level may be chosen optimally. In real life information is costly to acquire. It is therefore a trade off between the costs of getting detailed information and the increased value this information gives. We believe that the technique we present should have potential for application within both economics and engineering.     

Superconvergence estimates of finite element methods for American options

In this paper we are concerned with finite element approximations to the evaluation of American options. First, following W. Allegretto etc., SIAM J. Numer. Anal. 39 (2001), 834–857, we introduce a novel practical approach to the discussed problem, which involves the exact reformulation of the original problem and the implementation of the numerical solution over a very small region so that this algorithm is very rapid and highly accurate. Secondly by means of a superapproximation and interpolation postprocessing analysis technique, we present sharp L ²-, L ^∞-norm error estimates and an H ¹-norm superconvergence estimate for this finite element method. As a by-product, the global superconvergence result can be used to generate an efficient a posteriori error estimator. This work was supported in part by the National Natural Science Foundation of China (10471103 and 10771158), the National Basic Research Program (2007CB814906), Social Science Foundation of the Ministry of Education of China (Numerical Methods for Convertible Bonds, 06JA630047), Tianjin Natural Science Foundation (07JCY-BJC14300), and Tianjin University of Finance and Economics.     

二阶积分微分方程的广义拟线性化方法

运用广义拟线性化方法研究了正规锥上的二阶积分微分方程初值问题,获得了逼近解序列一致且平方收敛的结果.