异步并行非线性对称Gauss-Seidel迭代算法

1．引言考虑非线性方程组其中A＝（a。。）EL（＊”）为＊一矩阵，B＝（衬。）EL（＊”）为非负矩阵，呐X）一（p。（X。》，4（二）＝（吵k（kk》：＊一＊一为连续的对角映射，而6＝（6k）E＊一为已知向量．这里，什小：”一”均可微，但二者的导函数并不一定连续．这类方程组具有丰富的实际背景．例如，描述冰体溶解过程的著名的Stefan问题，就可归结为问题（1·1）的数值求解（见［l］）．为在多处理机系统上有效地求解问题（1．1），文山利用这类非线性方程组的特殊结构，建立了一类并行非线性Gauss—Seidel型迭代算法．为避免该算…     

SOME LARGE SAMPLE PROPERTIES OF AN ESTIMATOR OF THE HAZARD FUNCTION FROM RANDOMLY CENSORED DATA

1IntroductionInmaplifetimestudies,someOfthesubjects"liderstudyarecensoredontherightbyapriorcensoringtime.LetTI,T2,'',TibeindependentandidenticallydistributednonnegativerandomvariableswithcommoncontinuousdistributionfullctionFandcontinuousprobabilitydensityfunctionf.Inthemodelofrightrandomcensoring,associatedwitheachZthereisanindependentnonnegativecensringtimeCiandCI,C2,'',CdareassumedtobelidrandomvariableswithcontinuotisdistributionfunctiollG.Illthismodelwecanobserveonlythepairs(Xi,hi)…     

On the asymptotic number of non-equivalent q-ary linear codes

Let be the group of monomial matrices, i.e., the group generated by all permutation matrices and diagonal matrices in . The group acts on the set of all subspaces of . The number of orbits of this action, denoted by N_n,q, is the number of non-equivalent linear codes in . It was conjectured by Lax that as n→∞. We confirm this conjecture in this paper.     

Asymptotic constancy for a linear differential system with multiple delays

In this letter we consider a linear differential system with multiple delays which has nonisolated equilibria. In order to study the asymptotic behavior of linear delay differential equations, characteristic equations are generally used. But it is hard to establish the properties of zeros of the characteristic equations, especially if there are multiple time delays. So we use the invariance principle combined with two functionals to show whether any solutions converge. One of the functionals plays the role of a Lyapunov functional, and the other is a conserved quantity. Furthermore we give explicit expressions for the limits of the solutions by using the conserved quantity.     

The Connection between the Characteristic Roots and the Corresponding Solutions of a Single Linear Differential Equation with Comparable Coefficients

Given a linear differential equation of the form x (ⁿ) + a₁ (t) x (n-1) + …+ a_n (t) x = 0 with variable coefficients defined on the positive semi -axis for t ? 1. We denote its fundamental set of solutions (FSS) by {exp [∫ ri (t) dt] } (i = 1, 2,…,n). In this paper we look for the asymptotic connection (as t → ∞) between the logarithmic derivatives ri (t) of an FSS and of the roots of the characteristic equation yⁿ + a₁ (t) y^n-1 +… + a_n (t) = 0. We mainly consider the case when the coefficients of the equation and the characteristic roots are comparable and have the power order of growth for t → ∞. We discuss the conditions when the functions λ_ii(t) are equivalent to the corresponding roots λ_ii(t) of the characteristic equation as t → ∞.     

Lyapunov Stabilizability of Controlled Diffusions via a Superoptimality Principle for Viscosity Solutions

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular, we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle control problems. This result is applied to extend the Lyapunov direct method for stability to controlled Ito stochastic differential equations. We define the appropriate concept of the Lyapunov function to study stochastic open loop stabilizability in probability and local and global asymptotic stabilizability (or asymptotic controllability). Finally, we illustrate the theory with some examples.     

A note on Black–Scholes implied volatility

An approximate formula for the Black–Scholes implied volatility is given by means of an asymptotic representation of the Black–Scholes formula. This representation is based on a variable change that reduces the number of meaningful variables from five to three. It is stated clearly which is the family of functions we are going to work, specially the inverse of the normal accumulative function. Estimates for the error in the resulting approximate formulas for both the option value and the volatility are obtained as well.     

On the eigenvalues of certain canonical higher-order ordinary differential operators

We consider the operator of taking the 2pth derivative of a function with zero boundary conditions for the function and its first p−1 derivatives at two distinct points. Our main result provides an asymptotic formula for the eigenvalues and resolves a question on the appearance of certain regular numbers in the eigenvalue sequences for p=1 and p=3.     

线性粘弹性壳的渐近分析——弯壳方程组的导出

应用渐近分析的方法和拉普拉斯变换,证明了3维线性粘弹性壳的位移在一定条件下收敛于2维线性粘弹性弯壳方程组的解．     

The limiting behavior of least absolute deviation estimators for threshold autoregressive models

The asymptotic behavior of the least squares (LS) estimators of the parameters in threshold autoregressive models has been completely studied in the literature. It is well known that in some cases the least absolute deviation (LAD) estimators are superior to the LS-estimators. This paper is devoted to studying the strong consistency and the asymptotic normality of the LAD-estimators in two cases where the threshold is known and/or unknown.