Banach空间二阶非线性微分方程的弱Carathéodory解

本文定义了二阶微分方程的弱 Carathéodory解 ,在不涉及紧型条件的情形下 ,直接用迭代法证明了 Banach空间二阶非线性常微分方程两点边值问题存在唯一解 ,并给出逼近解迭代序列的误差估计 ,对周期边值问题得到类似的结果     

双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

Economic Equilibrium: Optimality and Price Decentralization

Mathematical economics has a long history and covers many interdisciplinary areas between mathematics and economics. At its center lies the theory of market equilibrium. The purpose of this expository article is to introduce mathematicians to price decentralization in general equilibrium theory. In particular, it concentrates on the role of positivity in the theory of convex economic analysis and the role of normal cones in the theory of non-convex economies.     

用能量法求多自由度振动系统的角频率

利用简谐振动能量方程，通过分析振幅矢量的关系，用能量法求多自由度振动系统的角频率或简正振动频率。     

非线性奇异边值问题的正解

利用锥映射的不动点指数定量，研究了一类非线性奇异边值问题多个正解的存在性问题。在构造的解的存在条件之下，证明了奇异边值问题至少有两个正解的存在性定理。     

Application of Hilbert＇s Projective Metric on Symmetric Cones

Let Ω be a symmetric cone. In this note, we introduce Hilbert＇s projective metric on Ω in terms of Jordan algebras and we apply it to prove that, given a linear invertible transformation g such that g（Ω） = Ω and a real number p, ｜p｜ 〉 1, there exists a unique element x ∈ Ω satisfying g（x） = x^p.     

Banach空间中渐近正则半群的不动点定理

设X是p一致凸Banach空间,具有弱一致正规结构与非严格的Opial性质.又设C是X的非空凸弱紧子集.在适当的条件下,证明了C上每个渐近正则半群T={T(t):t∈S}都有不动点进一步,在类似的条件下,也讨论了一致凸Banach空间中渐近正则半群的不动点的存在性.     

Restrictions of Quadratic Forms to Lagrangian Planes,Quadratic Matrix Equations,and Gyroscopic Stabilization

We discuss the symplectic geometry of linear Hamiltonian systems with nondegenerate Hamiltonians. These systems can be reduced to linear second-order differential equations characteristic of linear oscillation theory. This reduction is related to the problem on the signatures of restrictions of quadratic forms to Lagrangian planes. We study vortex symplectic planes invariant with respect to linear Hamiltonian systems. These planes are determined by the solutions of quadratic matrix equations of a special form. New conditions for gyroscopic stabilization are found.     

Hypernormal form theory: foundations and algorithms

Hypernormal forms (unique normal forms, simplest normal forms) are investigated both from the standpoint of foundational theory and algorithms suitable for use with computer algebra. The Baider theory of the Campbell-Hausdorff group is refined, by a study of its subgroups, to determine the smallest substages into which the hypernormalization process can be divided. This leads to a linear algebra algorithm to compute the generators needed for each substage with the least amount of work. A concrete interpretation of Jan Sanders’ spectral sequence for hypernormal forms is presented. Examples are given, and a proof is given for a little-known theorem of Belitskii expressing the hypernormal form space (in the inner product style) as the kernel of a higher-order differential operator.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.