A collocation approach for the numerical solution of certain linear retarded and advanced integrodifferential equations with linear functional arguments

This article presents a Taylor collocation method for the approximate solution of high‐order linear Volterra‐Fredholm integrodifferential equations with linear functional arguments. This method is essentially based on the truncated Taylor series and its matrix representations with collocation points. Some numerical examples, which consist of initial and boundary conditions, are given to show the properties of the technique. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A Hermite collocation method for the approximate solutions of high‐order linear Fredholm integro‐differential equations

In this study, a Hermite matrix method is presented to solve high‐order linear Fredholm integro‐differential equations with variable coefficients under the mixed conditions in terms of the Hermite polynomials. The proposed method converts the equation and its conditions to matrix equations, which correspond to a system of linear algebraic equations with unknown Hermite coefficients, by means of collocation points on a finite interval. Then, by solving the matrix equation, the Hermite coefficients and the polynomial approach are obtained. Also, examples that illustrate the pertinent features of the method are presented; the accuracy of the solutions and the error analysis are performed. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1707–1721, 2011     

高频金融时间序列的模型化研究进展回顾

从高频和超高频金融数据的基本统计特征出发,回顾了(超)高频金融时间序列模型化研究的发展历程及相关特征,并详细介绍了高频数据模型研究中针对久期序列建立ACD模型族的研究与进展.对ACD模型族,介绍了两种主要类型:强ACD模型和弱ACD模型.最后展望了高频金融时间序列中ACD模型的研究.     

单调性条件在Fourier级数收敛性中的最终推广:历史、发展、应用和猜想

为了对Fourier级数进行近似计算和有效应用,必须研究其收敛性,这个课题有长久的历史,形成了数学分析中吸引包括许多著名数学家在内的学者研究的一条热烈但困难的主流.其中,在三角级数(Fourier级数)一致收敛性和平均收敛性问题中人们一直关心Fourier系数的单调递减条件最终的推广.这个开始于英国Chaundy-Jollife(1916年)和Young(1913年)的工作最近出现了突破性的进展,产生了许多完善的结果.本文将对这方面的历史、发展给出综述,并重点介绍最近的应用成果,并对以后的工作给出研究思路和线索.     

Effects of anti-symmetric nonlinear viscous damping on the force transmissibility of multi-degree of freedom structures

In the present study, the concept of the output frequency response function is applied to theoretically investigate the force transmissibility of multi-degree of freedom (MDOF) structures with a nonlinear anti-symmetric viscous damping. The results reveal that an anti-symmetric nonlinear viscous damping can significantly reduce the transmissibility over all resonance regions for MDOF structures while it has almost no effect on the transmissibility over non-resonant and isolation regions. The results indicate that the vibration isolators with an anti-symmetric damping characteristic have great potential to overcome the dilemma in the design of linear viscously damped vibration isolators where an increase of the damping level reduces the force transmissibility over resonant region but increases the transmissibility over non-resonant regions.     

A polynomial expression for the Hilbert series of the quotient ring of diagonal coinvariants

A special case of Haiman?s identity [M. Haiman, Vanishing theorems and character formulas for the Hilbert scheme of points in the plane, Invent. Math. 149 (2002) 371–407] for the character of the quotient ring of diagonal coinvariants under the diagonal action of the symmetric group yields a formula for the bigraded Hilbert series as a sum of rational functions in q,t. In this paper we show how a summation identity of Garsia and Zabrocki for Macdonald polynomial Pieri coefficients can be used to transform Haiman?s formula for the Hilbert series into an explicit polynomial in q,t with integer coefficients. We also provide an equivalent formula for the Hilbert series as the constant term in a multivariate Laurent series.     

Universal series induced by approximate identities and some relevant applications

We prove the existence of series ∑a_nψ_n, whose coefficients (a_n) are in ∩_p>1?^p and whose terms (ψ_n) are translates by rational vectors in R^d of a family of approximations to the identity, having the property that the partial sums are dense in various spaces of functions such as Wiener’s algebra W(C₀,?¹), C_b(R^d), C₀(R^d), L^p(R^d), for every p∈[1,∞), and the space of measurable functions. Applying this theory to particular situations, we establish approximations by such series to solutions of the heat and Laplace equations as well as to probability density functions.     

Cyclic sum of certain parametrized multiple series

In the present paper, we prove the cyclic sum formulas for certain parametrized multiple series.     

Universality properties of Taylor series inside the domain of holomorphy

It is proven that the Taylor series of functions holomorphic in C_∞?{1} generically have certain universality properties on small sets outside the unit disk. Moreover, it is shown that such sets necessarily are polar sets.