非线性混合似变分不等式的扰动近似点-投影算法

In this paper we introduce a new perturbed proximal-projection algorithm for finding the common element of the set of fixed points of non-expansive mappings and the set of solutions of nonlinear mixed variational-like inequalities. The convergence criteria of the iterative sequences generated by the new iterative algorithm is also given. Our approach and results generalize many known results in this field.     

对于金融资产波动率估计的双域组合方法

Time- and state-domain methods are two common approaches for nonparametrically estimating the volatility of financial assets. Economic conditions vary over time in real financial market. It is reasonable to expect that volatility depends on both time and price level for a given state variable. Recently, Fan, et al （2007） proposed the idea of dynamically integrated method in both time-and state domain. This idea has become an interesting topic in the estimation of volatility. In this paper, our purpose is to discuss the integrated method in the estimation of volatility. Simulations are conducted to demonstrate that the newly integrated method outperforms some old ones, and the results of simulations demonstrate this fact. Furthermore, we establish its asymptotic properties.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.     

Exact boundary controllability for a kind of second‐order quasilinear hyperbolic systems and its applications

In this paper, by means of a constructive method based on the existence and uniqueness of the semi‐global C² solution, we establish the local exact boundary controllability for a kind of second‐order quasilinear hyperbolic systems. As an application, we obtain the one‐sided local exact boundary controllability for the first‐order quasilinear hyperbolic systems of diagonal form with boundary conditions in which the diagonal variables corresponding to the positive eigenvalues and those corresponding to the negative eigenvalues are decoupled. Copyright © 2009 John Wiley & Sons, Ltd.     

Solutions to a nonlinear Poisson–Nernst–Planck system in an ionic channel

A limiting one‐dimensional Poisson–Nernst–Planck (PNP) equations is considered, when the three‐dimensional domain shrinks to a line segment, to describe the flows of positively and negatively charged ions through open ion channel. The new model comprises the usual drift diffusion terms and takes into account for each phase, the bulk velocity defined by (4) including the water bath for ions. The existence of global weak solution to this problem is shown. The proof relies on the use of certain embedding theorem of weighted sobolev spaces together with Hardy inequality. Copyright © 2010 John Wiley & Sons, Ltd.     

Young measure solutions of some nonlinear mixed‐type equations

This contribution deals with measure‐valued solutions to two types of nonlinear partial differential equations for which, in general, the results on the existence of classical or weak solutions fail. These are the potential equation for transonic flow and the associated unsteady problem (forward–backward diffusion equation). The solutions are constructed by an iteration scheme (Katchanov method) and additional time discretization (Rothe method) in the second case. The existence is proved in the sense of spatial gradient Young measures. Copyright © 2010 John Wiley & Sons, Ltd.     

ADDITIVE HAZARDS MODEL WITH TIME-VARYING REGRESSION COEFFICIENTS

This article discusses regression analysis of failure time under the additive hazards model, when the regression coefficients are time-varying. The regression coefficients are estimated locally based on the pseudo-score function [12] in a window around each time point. The proposed method can be easily implemented, and the resulting estimators are shown to be consistent and asymptotically normal with easily estimated variances. The simulation studies show that our estimation procedure is reliable and useful.     

二阶椭圆问题新的混合元格式

本文基于二阶椭圆问题一种新的混合变分形式,给出同时满足强椭圆性和B-B条件的任意次的求解格式.理论分析表明这些单元论证简单而且用了较少的自由度达到最优误差估计.同时我们还给出了它们在各向异性网格下的误差估计.     

多元协方差阵扰动模型岭估计的影响分析

本文研究了多元线性同归模型岭估计的影响分析问题.利用最小二乘估计方法,获得了多元协方差阵扰动模型与原模型参数阵之间的岭估计的一些关系式,给出了度量影响大小的基于岭估计的广义Cook距离.     

具V-不变凸性的一类多目标控制问题的混合对偶性

本文研究了一类多目标控制问题的混合对偶性.利用函数的广义V-不变凸性条件,得出了关于有效解的弱对偶定理、强对偶定理和严格逆对偶定理,推广了多目标控制问题的对偶性结论.