Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

Interior-point methods for nonlinear complementarity problems

We present a potential reduction interior-point algorithm for monotone nonlinear complementarity problems. At each iteration, one has to compute an approximate solution of a nonlinear system such that a certain accuracy requirement is satisfied. For problems satisfying a scaled Lipschitz condition, this requirement is satisfied by the approximate solution obtained by applying one Newton step to that nonlinear system. We discuss the global and local convergence rates of the algorithm, convergence toward a maximal complementarity solution, a criterion for switching from the interior-point algorithm to a pure Newton method, and the complexity of the resulting hybrid algorithm.This research was supported in part by NSF Grant DDM-89-22636.The authors would like to thank Rongqin Sheng and three anonymous referees for their comments leading to a better presentation of the results.     

Stochastic Programming with Equilibrium Constraints

In this paper, we discuss here-and-now type stochastic programs with equilibrium constraints. We give a general formulation of such problems and study their basic properties such as measurability and continuity of the corresponding integrand functions. We discuss also the consistency and rate of convergence of sample average approximations of such stochastic problems     

高应变率下TC4及TC9钛合金的动态断裂

 报导了由短脉冲激光引起的应力波加载及电炮驱动Mylar膜平面飞片碰撞TC4、TC9钛合金靶的实验及数值计算研究结果。由回收靶样品的金相分析表明：在电炮驱动飞片碰撞及由激光引起的应力波加载所造成的应变率分别在10⁶ s^-1左右及10⁷ s^-1以上两种情形下，TC4、TC9钛合金的层裂特性都是以微孔洞的成核、增长、汇合为特征的韧性断裂。运用一维流体弹塑性动力学程序进行数值研究表明：成核增长NAG模型在一定程度上可以用来描述高应变率下TC4、TC9钛合金的损伤破坏特性。     

研究胆结石形成的一个随机模型

根据研究胆结石成因的实验中所形成的层状结构，我们借鉴于随机伊辛模型的思想提出了胆结石形成的一个随机模型。     

Particle systems with variable length

We present a new class of one-dimensional particle systems, in which the number of components may change in the process of interaction. We suggest that some of these systems display spontaneous symmetry breaking. Received: 16 August 2002     

Backtracking Adaptive Search: Distribution of Number of Iterations to Convergence

Backtracking adaptive search is a simplified stochastic optimiza-tion procedure which permits the acceptance of worsening objective function values. It generalizes the hesitant adaptive search, which in turn is a gener-alization of the pure adaptive search. In this paper, we use ideas from the theory of stochastic processes to determine the full distribution of the number of iterations to convergence for the backtracking adaptive search.Communicated by P. M. PardalosThe authors thank theMarsden Fund of the Royal Society of New Zealand for support of this research. The fourth author was supported by a Bright Future Scholarship administered by the Foundation for Research, Science and Technology.     

Explicit bounds for multidimensional linear recurrences with restricted coefficients

This note employs path counting techniques to extend recent results on bounds for odd order linear recurrences to higher dimensions. The results imply optimal zero-free polydisks for multivariable power series with 0, 1 coefficients. Among the applications is a result that states that the optimal zero-free polydisk has radius approximately 1/(v+1), for large dimensions v.     

连续型单参指数族参数的经验Bayes检验问题:NA样本情形

本文对连续型单参指数族单边和双边假设检验问题导出了Bayes检验函数 ,利用同分布NA样本构造了经验Bayes(EB)检验函数 ,在适当条件下证明了EB检验函数的渐近最优性并获得了其收敛速度 ,文末给出一个满足定理条件的例子     

Orthogonal spline collocation methods for the stream function‐vorticity formulation of the Navier–Stokes equations

An orthogonal spline collocation (OSC) spatial discretization is proposed for the solution of the fully coupled stream function‐vorticity formulation of the Navier–Stokes equations in two dimensions. For the time‐stepping, a three‐level leapfrog scheme is employed. This method is algebraically linear, and, at each time step, gives rise to a system of linear equations of the form arising in the OSC approximation of the biharmonic Dirichlet problem and can be solved by a fast direct method. Error estimates in the H^l–norm in space, l = 1,2, are derived for the semi‐discrete method and the fully‐discrete leapfrog scheme which is also shown to be second order accurate in time. Numerical results are presented which confirm the theoretical analysis and exhibit superconvergence phenomena, which provide superconvergent approximations to the components of the velocity. © John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008