On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures

This second part of the work on Banach space valued multifunctions begins with a detailed study of set valued martingales, which have their values in a Banach space. Several new convergence theorems are established for different modes of convergence. The profile of a multifunction in connection with set valued martingales is also studied. The notion of weak convergence of multifunctions is introduced and used to obtain additional convergence theorems for set valued martingales. In the last two sections of the paper set valued measures dealt with and an integral with respect to a set valued measure is introduced.     

Invariant Integrals for the Equilibrium Problem for a Plate with a Crack

We consider the equilibrium problem for a plate with a crack. The equilibrium of a plate is described by the biharmonic equation. Stress free boundary conditions are given on the crack faces. We introduce a perturbation of the domain in order to obtain an invariant Cherepanov–Rice-type integral which gives the energy release rate upon the quasistatic growth of a crack. We obtain a formula for the derivative of the energy functional with respect to the perturbation parameter which is useful in forecasting the development of a crack (for example, in study of local stability of a crack). The derivative of the energy functional is representable as an invariant integral along a sufficiently smooth closed contour. We construct some invariant integrals for the particular perturbations of a domain: translation of the whole cut and local translation along the cut.     

两点边值问题有限元重构导数超强收敛性

基于两点边值问题 ,本文在改进的单元正交估计和连续性优化的基础上 ,研究了一种n次有限元单元块导数重构 ,该方法所获得的重构导数在单元块内部有n- 1个强超收敛点 .     

利用导数证明一类函数不等式

本文给出一个关于函数不等式的命题，用之证明了一类函数不等式．     

导数空间另一类D’Alembert原理及任意阶非完整系统的新型Maggi方程

作为笔者在文献[1,2,3]中提出的“导数空间”和导数空间中“相当动能”的概念及“将非完整系统变为形式上的完整系统处理”思想的具体应用,本文导出了又一类新型的万有D′Alembert原理及适用于任意阶非完整系统的新型的Maggi方程,并给出了应用此方程的算例。     

Oblique derivative problems for linear mixed equations of second order

Oblique derivative boundary value problems for the linear mixed (elliptic-hyperbolic) equation of the second order, i.e. the generalized Lavrent’ev-Bitsadze equation with weak conditions are discussed. The representation of solutions for the above boundary value problem is given, the uniqueness and existence of solutions of the above problem are proved, and a priori estimates of the solutions of the above problem are obtained. Project supported by the National Natural Science Foundation of China.     

Malliavin Greeks without Malliavin calculus

We derive and analyze Monte Carlo estimators of price sensitivities (“Greeks”) for contingent claims priced in a diffusion model. There have traditionally been two categories of methods for estimating sensitivities: methods that differentiate paths and methods that differentiate densities. A more recent line of work derives estimators through Malliavin calculus. The purpose of this article is to investigate connections between Malliavin estimators and the more traditional and elementary pathwise method and likelihood ratio method. Malliavin estimators have been derived directly for diffusion processes, but implementation typically requires simulation of a discrete-time approximation. This raises the question of whether one should discretize first and then differentiate, or differentiate first and then discretize. We show that in several important cases the first route leads to the same estimators as are found through Malliavin calculus, but using only elementary techniques. Time-averaging of multiple estimators emerges as a key feature in achieving convergence to the continuous-time limit.     

小波在微分方程数值解上的应用

求解微分方程常见的方法包括有限差分、有限元等.近年来,小波理论迅速发展,用小波方法数值解求解微分方程已越来越引起人们的注意.本文引入小波的基本理论,通过将函数及其各阶导数在小波基上的展开,求解微分方程的数值解.     

集值映射图的广义相依导数与真有效解的最优性条件

本文提出了集值映射图的SP-相依导数的概念,利用这个概念,给出了集值向量优化问题两种真有效解的最优性条件.     

Four constant potential function of amorphous selenium and evaluation of its thermodynamic and acoustic properties

Litov and Anderson after various considerations suggested a four constant potential function for a-Se as well as a-As₂S₃. Hence we also used a four constant potential function with the sole purpose of applying this potential function to obtain several acoustic, thermodynamic and other properties. We calculated several acoustic properties of a-Se like second order elastic constants (SOECs), their pressure derivatives, the longitudinal and transverse Grüneisen constant by two different methods, phonon frequencies, absorption band position through the use of Nath-Smith-Delaunay’s equation, and the thermodynamic properties like heat capacity, bulk modulus, thermal Grüneisen constant, the pressure derivative of the bulk modulus (dK _T/dP=C ₁), the pressure derivative ofC ₁ which is related to Anderson-Grüneisen parameter, pressure derivative of Grüneisen constant namelyγ′ _g which is related to second Grüneisen constant, characteristics of phonon frequencies, potential energy function through the use of fitted parameters and third order elastic constants. Finally we calculatedK _T at the reduced density ofρ/ρ ₀=1.1.K _T is obtained from the potential function with the fitted parameters. In all the above cases the calculated values are found to be in good agreement with experiment wherever available. In this connection it is important to point out that we eliminated ‘C’ a constant in the potential function using the equilibrium condition as was done by Litovet al in a-Se and Gerlichet al in the case of a-As₂S₃ as all amorphous substances are isotropic as mentioned by several authors. We contemplate to calculate several other properties for a-Se and a-As₂S₃ and present them at a later stage.