Analysis of finite element method for one-dimensional time-dependent Schrödinger equation on unbounded domain

This paper addresses the theoretical analysis of a fully discrete scheme for the one-dimensional time-dependent Schrödinger equation on unbounded domain. We first reduce the original problem into an initial-boundary value problem in a bounded domain by introducing a transparent boundary condition, then fully discretize this reduced problem by applying Crank–Nicolson scheme in time and linear or quadratic finite element approximation in space. By a rigorous analysis, this scheme has been proved to be unconditionally stable and convergent, its convergence order has also be obtained. Finally, two numerical examples are performed to show the accuracy of the scheme.     

一个带阻尼项Josephson振动的半经典模型

在双势阱模型的基础上考虑了Josephson流与凝聚体的相互作用而引起的阻尼效应,得出相对粒子数Z(t)的表达式,并用一个简单的碰撞模型得出Josephson振动的振幅和能量及随时间呈指数衰减,以及凝聚体的质量越大,衰减越慢。     

Nonlinear weighted best simultaneous approximation in Banach spaces

The present paper is concerned with the problem of weighted best simultaneous approximations in Banach spaces. The weighted best simultaneous approximations to sequences from S- and BS-suns in the Banach space are characterized in view of the Kolmogorov conditions. Applications are provided for weighted best simultaneous approximations from RS-sets and strict RS-sets. Our results obtained in the present paper extend and improve all earlier known results in this direction.     

Existence of positive periodic solutions for two kinds of neutral functional differential equations

In this work, we deal with a new existence theory for positive periodic solutions for two kinds of neutral functional differential equations by employing the Krasnoselskii fixed-point theorem. Applying our results to various mathematical models we improve some previous results.     

Optimal harvesting for an age-dependent <Emphasis Type="Italic">n</Emphasis>-dimensional food chain model

This paper is concerned with optimal harvesting policy for an age-dependent n-dimensional food chain model. The existence and uniqueness of non-negative solution of the system are proved using the fixed point theorem. By Mazur＇s theorem, the existence of optimal control strategy is demonstrated and optimality conditions derived by means of normal cone.     

A novel tetranuclear copper(I) sulfanide complex with bis(diphenylphosphino)amine

The title novel mixed μ₂‐SH‐ and μ₃‐SH‐bridged tetranuclear copper(I) complex, cyclo‐bis[μ₂‐bis(diphenylphosphino)amine]di‐μ₃‐sulfanido‐di‐μ₂‐sulfanido‐tetracopper(I) methanol disolvate, [Cu₄(SH)₄(C₂₄H₂₁NP₂)₂]·2CH₃OH, has crystallographically imposed centrosymmetry and affords a neutral Cu₄S₄ core with a distorted step‐like structure. The distances of 2.8458 (16) and 2.8179 (16) Å between copper(I) centres indicate the presence of ligand‐supported Cu...Cu interactions. Strong N—H...O and O—H...S hydrogen bonds between the tetranuclear cluster and methanol solvent molecules result in a two‐dimensional hydrogen‐bonded supramolecular network. This complex is the first example of a coinage tetranuclear metal complex with mixed μ₂‐SH‐ and μ₃‐SH‐bridged chromophores.     

A retractable structure based on Bricard linkages and rotating rings of tetrahedra

Retractable structures which alter their geometries according to practical requirements are widely used in roof structures of stadiums for their versatility. A retractable structure based on threefold-symmetric Bricard linkages and rotating rings of tetrahedra is proposed and developed in this paper. By replacing each link of a threefold-symmetric Bricard linkage with a tetrahedron, a retractable structure is obtained which can repeatedly open and close by rotating the tetrahedra. The geometric relationship between the retractable structure and the threefold-symmetric Bricard linkage is derived and ranges of main geometric parameters are determined to ensure a continuous and smooth movement in the deployment of the structure. Then the relative displacement of the support and the open rate of the structure, two main parameters concerned in practical applications, are investigated. Preferred ranges of main geometric parameters are proposed and a physical model is manufactured to verify them. A discussion on some possible improvements and modifications of the structure is also presented.     

On reinsurance and investment for large insurance portfolios

We consider a problem of optimal reinsurance and investment for an insurance company whose surplus is governed by a linear diffusion. The company’s risk (and simultaneously its potential profit) is reduced through reinsurance, while in addition the company invests its surplus in a financial market. Our main goal is to find an optimal reinsurance-investment policy which minimizes the probability of ruin. More specifically, in this paper we consider the case of proportional reinsurance, and investment in a Black-Scholes market with one risk-free asset (bond, or bank account) and one risky asset (stock). We apply stochastic control theory to solve this problem. It transpires that the qualitative nature of the solution depends significantly on the interplay between the exogenous parameters and the constraints that we impose on the investment, such as the presence or absence of shortselling and/or borrowing. In each case we solve the corresponding Hamilton-Jacobi-Bellman equation and find a closed-form expression for the minimal ruin probability as well as the optimal reinsurance-investment policy.