Hermite‐Hadamard‐type inequalities for interval‐valued coordinated convex functions involving generalized fractional integrals

In this paper, we define interval‐valued left‐sided and right‐sided generalized fractional double integrals. We establish inequalities of Hermite‐Hadamard like for coordinated interval‐valued convex functions by applying our newly defined integrals.     

基于Kronecker型替换的黑盒多项式稀疏插值

本文基于新的Kronecker型替换,给出两个由黑盒表示的稀疏多项式的新确定性插值算法.令f∈R[x1,……,xn]是一个稀疏黑盒多项式,其次数上界为D.当R是C或者是有限域时,相对于已有算法,新算法具有更好的计算复杂度或者关于D的复杂度更低.特别地,对于一般黑盒模型,D是复杂度中的主要因素,而在所有的确定性算法中,本文的第二个算法的复杂度关于D是最低的.     

优化端点条件的平面二次均匀B样条插值曲线

在利用反求法构造B样条插值曲线时，往往需要选取端点条件。 因此，可对端点条件进行优化选取，使得构造的B样条插值曲线满足特定要求。提出了一种利用曲线内能极小选取平面二次均匀B样条插值曲线端点条件的算法。首先给出了二次均匀B样条插值曲线分控制顶点与首个控制顶点（即端点条件）的递推关系式；然后给出了利用曲线内能极小优化选取首个控制顶点的算法，证明了利用该算法构造的C¹连续二次均匀B样条插值曲线为保形插值，并通过数值算例证明了算法的有效性；最后，为便于实际应用，基于MATLAB平台设计了算法所对应的图形用户界面，用户通过简单的操作即可获得光顺的C¹连续二次均匀B样条保形插值曲线。     

有耗介质层上多导体传输线的电磁耦合时域分析方法

目前,针对空间电磁场作用有耗介质层上传输线的电磁耦合,仍缺乏有效的数值分析方法.因此,本文提出一种高效的时域混合算法,很好地解决了有耗介质层上传输线电磁耦合建模难的问题.首先,对经典传输线方程进行改进,推导了适用于有耗介质层上多导体传输线电磁耦合分析的修正传输线方程.然后,结合时域有限差分方法和相应插值技术,求解修正传输线方程,获得多导线及其端接负载上的电压和电流响应,并实现空间电磁场辐射与多导线瞬态响应的同步计算.最后,通过相应计算实例的数值模拟,与CST软件的仿真结果进行对比,验证了时域混合算法的正确性和高效性.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

A coupled immersed boundary‐lattice Boltzmann method with smoothed point interpolation method for fluid‐structure interaction problems

The immersed boundary‐lattice Boltzmann method has been verified to be an effective tool for fluid‐structure interaction simulation associated with thin and flexible bodies. The newly developed smoothed point interpolation method (S‐PIM) can handle the largely deformable solids owing to its softened model stiffness and insensitivity to mesh distortion. In this work, a novel coupled method has been proposed by combining the immersed boundary‐lattice Boltzmann method with the S‐PIM for fluid‐structure interaction problems with large‐displacement solids. The proposed method preserves the simplicity of the lattice Boltzmann method for fluid solvers, utilizes the S‐PIM to establish the realistic constitutive laws for nonlinear solids, and avoids mesh regeneration based on the frame of the immersed boundary method. Both two‐ and three‐dimensional numerical examples have been carried out to validate the accuracy, convergence, and stability of the proposed method in consideration of comparative results with referenced solutions.     

不可压粘性流体浸入边界直接力法及软件实现

浸入边界法通过在N-S方程中施加体积力模拟不可滑移固壁边界及动边界，避免生成复杂贴体网格及动网格，极大地节省了网格建模时间及动网格计算消耗。本文提出一种新型附加体积力简化计算方法，将简化附加体积力以源项形式嵌入动量方程迭代中，通过用户自定义函数对CFD软件FLUENT二次开发，实现了浸入边界法和通用流体力学求解器的耦合计算。通过静止圆柱和动圆柱绕流数值模拟进行了验证，并探讨了插值函数对计算精度的影响。研究表明，通过引入浸入边界模型，能够提高计算效率，并实现结构网格背景下复杂边界和动边界的高效建模。     

第二类端点奇异Fredholm积分方程的分数阶退化核方法

本文针对第二类端点奇异Fredholm积分方程构造基于分数阶Taylor展开的退化核方法，设计了两种计算格式，一是在全区间上使用分数阶Taylor展开式近似核函数，二是在包含奇点的小区间上采用分数阶插值，在剩余区间上采用分段二次多项式插值逼近核函数.讨论了两种退化核方法收敛的条件，并给出了混合插值法的收敛阶估计.数值算例表明对于非光滑核函数分数阶退化核方法有着良好的计算效果，且混合二次插值法比全区间上的分数阶退化核方法有着更广泛的适用范围.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.