Asymptotics of derivatives of orthogonal polynomials on the real line

We show that uniform asymptotics of orthogonal polynomials on the real line imply uniform asymptotics for all their derivatives. This is more technically challenging than the corresponding problem on the unit circle. We also examine asymptotics in the L ₂ norm. Research supported by NSF grant DMS0400446 and US-Israel BSF grant 2004353.     

美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

A(∞)TH上的辫子Monoidal范畴

Let A and H be Hopf algebra,T-smash product A (∞)T H generalizes twisted smash product A*H.This paper shows a necessary and sufficient condition for T-smash product module category A(∞)T H M to be braided monoidal category.     

奇异二阶周期边值问题正解的存在性

利用不动点指数理论研究奇异二阶周期边值问题.在有关其线性算子方程对应的第一特征值的条件下得到边值问题正解的存在性,推广和改进了最近文献的结果.     

A note on the contact angle boundary condition for Monge-Ampère equations

We give a simple proof of a result of Xinan Ma concerning a necessary condition for the solvability of the two-dimensional Monge-Ampère equation subject to the contact angle or capillarity boundary condition. Our technique works for more general Monge-Ampère equations in any dimension, and also extends to some other boundary conditions.

     

Convergence of Distributed Optimal Controls on the Internal Energy in Mixed Elliptic Problems when the Heat Transfer Coefficient Goes to Infinity

We consider a steady-state heat conduction problem P _α with mixed boundary conditions for the Poisson equation depending on a positive parameter α , which represents the heat transfer coefficient on a portion Γ ₁ of the boundary of a given bounded domain in R ⁿ . We formulate distributed optimal control problems over the internal energy g for each α . We prove that the optimal control g_ op _α and its corresponding system u_ g_ op _α α and adjoint p_ g_ op _α α states for each α are strongly convergent to g _op , u_ g _op and p _ g _op , respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control, and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation with a different boundary condition on the portion Γ ₁ . We use the fixed point and elliptic variational inequality theories.     

A nonlocal nonlinear diffusion equation in higher space dimensions

We study the initial-value problem for a nonlocal nonlinear diffusion operator which is analogous to the porous medium equation, in the whole RN, N?1, or in a bounded smooth domain with Neumann or Dirichlet boundary conditions. First, we prove the existence, uniqueness and the validity of a comparison principle for solutions of these problems. In RN we show that if initial data is bounded and compactly supported, then the solutions is compactly supported for all positive time t, this implies the existence of a free boundary. Concerning the Neumann problem, we prove that the asymptotic behavior of the solutions as t→∞, they converge to the mean value of the initial data. For the Dirichlet problem we prove that the asymptotic behavior of the solutions as t→∞, they converge to zero.     

Asymptotics for steady‐state voltage potentials in a bidimensional highly contrasted medium with thin layer

We study the behaviour of steady‐state voltage potentials in two kinds of bidimensional media composed of material of complex permittivity equal to 1 (respectively, α) surrounded by a thin membrane of thickness h and of complex permittivity α (respectively, 1). We provide in both cases a rigorous derivation of the asymptotic expansion of steady‐state voltage potentials at any order as h tends to zero, when Neumann boundary condition is imposed on the exterior boundary of the thin layer. Our complex parameter α is bounded but may be very small compared to 1, hence our results describe the asymptotics of steady‐state voltage potentials in all heterogeneous and highly heterogeneous media with thin layer. The asymptotic terms of the potential in the membrane are given explicitly in local coordinates in terms of the boundary data and of the curvature of the domain, while these of the inner potential are the solutions to the so‐called dielectric formulation with appropriate boundary conditions. The error estimates are given explicitly in terms of h and α with appropriate Sobolev norm of the boundary data. We show that the two situations described above lead to completely different asymptotic behaviours of the potentials. Copyright © 2007 John Wiley & Sons, Ltd.     

Multiple positive solutions of periodic boundary value problems for second order impulsive differential equations

This paper is devoted to study the existence of multiple positive solutions for the second order periodic boundary value problem with impulse effects. The main results here are the generalization of Jiang [Daqing Jiang, On the existence of positive solutions to second order periodic BVPs, Acta Math. Sci. 18 (1998) 31–35] for ordinary differential equations. Existence is established via the theory of fixed point index in cones.     

半无限规划的一阶最优性条件和牛顿型算法

在Fischer-Burmeister非线性互补函数的基础上,得到了半无限规划问题的一个新的一阶必要条件,并将半无限规划问题转化成一个光滑的无约束优化问题,给出了适合该问题的一个Damp-Newton算法,数值例子表明:算法结构简单,数值计算有效.