Lineare Gleichverteilung

For finite dimensional Banach spaces the concept of linear uniform distribution [4] is norm-independent and coincides with the concept of relative uniform distribution [3].     

The Algebraic Perturbation Method for Generalized Inverses

Algebraic perturbation methods were first proposed for the solution of nonsingular linear systems by R. E. Lynch and T. J. Aird [2]. Since then, the algebraic perturbation methods for generalized inverses have been discussed by many scholars [3]-[6]. In [4], a singular square matrix was perturbed algebraically to obtain a nonsingular matrix, resulting in the algebraic perturbation method for the Moore-Penrose generalized inverse. In [5], some results on the relations between nonsingular perturbations and generalized inverses of $m\times n$ matrices were obtained, which generalized the results in [4]. For the Drazin generalized inverse, the author has derived an algebraic perturbation method in [6]. In this paper, we will discuss the algebraic perturbation method for generalized inverses with prescribed range and null space, which generalizes the results in [5] and [6]. We remark that the algebraic perturbation methods for generalized inverses are quite useful. The applications can be found in [5] and [8]. In this paper, we use the same terms and notations as in [1].     

Stochastic equations for linear random functionals and statistical problems

Linear Random Functionals have been introduced by the author [2] to develop the theory of Kalman filtering for infinite dimensional linear systems. It is reminiscent of the concept of stochastic integral, which it partly generalizes. We compare it to that of cylindrical Wiener processes, introduced by G. Da Prato- J. Zabczyk [4]. Like distributions, linearity limits the power of the tool. We can consider however some non-linear problems. We show that it is a powerful tool to deal with statistical problems in infinite dimensional spaces. For additional relevant references see [1], [6], [7], [3].     

关于带W权Drazin逆的表示定理及迭代方法

To study singular linear system, Cline and Greville[8] proposed the concept of W-weighted Drazin inverse for the rectangular matrices,where the properties were also discussed. The computation for the W-weighted Drazin inverse is of much interest, which is mainly divided into two kinds of methods: direct method[2,4,6] and iterative method[3,5,7,9,12,13]. In this paper, we study the iterative method and successive matrix squaring(SMS) method for the W-weighted Drazin inverse and generalize the main results in [12,13].     

Combination method for parallel computation in ODE

In this paper, a 4th order parallel computation method with four processes for solving ODEs is discussed. This method is the Runge-Kutta method combined with a linear multistep method, which overcomes the difficulties of the 4th order parallel Runge-Kutta method discussed in [1]. The concept of critical speedup for parallel methods is also defined, and speedups of some methods are analyzed by using this concept.     

一类新的共轭投影梯度算法

本文利用[5]引进的共轭投影的概念,结合堵丁柱［3］中的思想,提出一类新的共轭梯度投影算法．在一定的条件下,证明了该算法具有全局收敛性和超线性收敛速度．     

A contour integral representation of linear extrapolation methods

Summary Extrapolation methods are well-known to be very efficient tools for the acceleration of the convergence of certain sequences of numbers or functions, cf. [2, 3, 4, 8, 9]. In this note we present a representation of linear extrapolation procedures in terms of complex contour integrals. For the proof we make use of a complete characterization of these procedures as linear functionals, which is itself of some interest and can be found, for example, in [2] or [8].     

On some questions arising in numerical realization of amplitude-phase methods

For computing rapidly oscillating solutions of certain second order differential equations a new version of amplitude-phase methods has recently been proposed in [11]. Error estimates were given to approximate solutions for large arguments in [15]. One of the most important points in these methods is the introduction of Prüfer transformation modified by auxiliary functions. Their appropriate choice makes the methods applicable and efficient. When implementing and applying the methods to practical problems, we face some further questions. In this paper we describe and try to answer them. Efficiency of the methods is confirmed by numerical experiments on concrete problems. This revised version was published online in June 2006 with corrections to the Cover Date.     

关于“锥超度量空间的不动点理论”的注记

文[6]中首先给出锥超度量空间的概念,但是此概念提法不准确.本文将锥超度量空间的概念作了修正,同时将文[6]中给出的不动点定理的证明作了修正.     

A note on linear θ-derivations on JB1-triples

In this paper we prove a generalization of the stability of the functional equation in the spirit of Hyers, Ulam and Rassias. Also we introduce the concept of linear θ-derivations on JB¹-triple, and prove the generalization of the stability of the functional equation in the spirit of Hyers, Ulam and Rassias of linear θ-derivations on JB¹-triple. For resent results see [1], [2], [3].     

An efficient implementation for SSOR and incomplete factorization preconditionings

We investigate methods for efficiently implementing a class of incomplete factorization preconditioners which includes Symmetric Gauss Seidel [9]. SSOR [9], generalized SSOR [1]. Dupont Kendall Rachford [4]. ICCG(0) [7], and MICCG(0) [6]. Our techniques can be extended to similar methods for nonsymmetric matrices.     

Adaptation and Enhancement of Generalized Polynomial Chaos for Industrial Applications

This contribution presents ideas, how to adapt stochastic elements to industrial applications and reduce the number of simulations in comparison to Monte Carlo. Especially when the mathematical model equations are not known and just an input/output interface is given. For this so called black box model which can be generated by many simulation tools the generalized polynomial chaos based on the idea of Wiener [1], and extended by Xiu and Karniadakis [2] is a suitable technique. One main advantage of this concept can be seen in the ability to produce functional representations of stochastic variability. This yields in a reduction of the simulation number compared to classical methods and can intensified by using a sparse grids approach [3]. Looking at industrial applications the concept can be applied to a huge amount of systems. For example, components including electronic drives, fuel injection valves, and mechanical parts. As an example of use, a simplified model of a DC drive with six uncertain parameters is taken into account. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Z-矩阵的预条件方法

通过对方程组Ax=b的系数矩阵施行初等行变换，该文提出了解线性方程组Ax=b的一种新的预条件Gauss Seidel迭代方法，理论上证明了新的预条件Gauss Seidel迭代方法较经典的Gauss Seidel迭代法收敛速度快. 该文提出的新预条件方法推广了文［1-2］中提出的预条件方法，具体的数值例子说明了新预条件方法的有效性.     

A polynomial cycle canceling algorithm for submodular flows

Submodular flow problems, introduced by Edmonds and Giles [2], generalize network flow problems. Many algorithms for solving network flow problems have been generalized to submodular flow problems (cf. references in Fujishige [4]), e.g. the cycle canceling method of Klein [9]. For network flow problems, the choice of minimum-mean cycles in Goldberg and Tarjan [6], and the choice of minimum-ratio cycles in Wallacher [12] lead to polynomial cycle canceling methods. For submodular flow problems, Cui and Fujishige [1] show finiteness for the minimum-mean cycle method while Zimmermann [16] develops a pseudo-polynomial minimum ratio cycle method. Here, we prove pseudo-polynomiality of a larger class of the minimum-ratio variants and, by combining both methods, we develop a polynomial cycle canceling algorithm for submodular flow problems. Received July 22, 1994 / Revised version received July 18, 1997? Published online May 28, 1999     

Bounds for Asian basket options

In this paper we propose pricing bounds for European-style discrete arithmetic Asian basket options in a Black and Scholes framework. We start from methods used for basket options and Asian options. First, we use the general approach for deriving upper and lower bounds for stop-loss premia of sums of non-independent random variables as in Kaas et al. [Upper and lower bounds for sums of random variables, Insurance Math. Econom. 27 (2000) 151–168] or Dhaene et al. [The concept of comonotonicity in actuarial science and finance: theory, Insurance Math. Econom. 31(1) (2002) 3–33]. We generalize the methods in Deelstra et al. [Pricing of arithmetic basket options by conditioning, Insurance Math. Econom. 34 (2004) 55–57] and Vanmaele et al. [Bounds for the price of discrete sampled arithmetic Asian options, J. Comput. Appl. Math. 185(1) (2006) 51–90]. Afterwards we show how to derive an analytical closed-form expression for a lower bound in the non-comonotonic case. Finally, we derive upper bounds for Asian basket options by applying techniques as in Thompson [Fast narrow bounds on the value of Asian options, Working Paper, University of Cambridge, 1999] and Lord [Partially exact and bounded approximations for arithmetic Asian options, J. Comput. Finance 10 (2) (2006) 1–52]. Numerical results are included and on the basis of our numerical tests, we explain which method we recommend depending on moneyness and time-to-maturity.     

一类关于非光滑全局优化的双参数填充函数

为在有界闭集上寻找非光滑函数的全局极小点,本文在文献[12]的基础上提出了一个改进的填充函数定义,然后给出了一个新的双参数填充函数.讨论了所给填充函数的理论和数值性质并设计了相应的算法.分析表明所给填充函数对参数的选择优于相关文献中的结果.数值实验表明,本文所给出的新的填充函数算法是有效的.     

On hypersurface of a Finsler space with a special metric

In 1980, H. Izumi [3] introduced the concept of an h-vector. For the Finsler space whose metric is transformed by an h-vector, B. N. Prasad [10] obtained the Cartan connection. On the other hand, M. Matsumoto [7] presented a systematic theory of Finslerian hypersurface. M. Kitayama [4] obtained certain results for the Finslerian hypersurface given by β-changes. The purpose of the present paper is to derive certain properties of a Finslerian hypersurface given by an h-vector. The terminologies and notations are referred to Matsumoto [8].     

一个失误的反例

文[1]的作者对于文[2]中的定理2举了一个粗心的反例W_t(x,y)=xy(x-y)(x-ty)．为此,我们不得不与文[1]的作者商榷某些主要问题．     

APPROXIMATION BY VECTOR-VALUED FUNCTIONS

ABSTRACT

The theory of H-sets was first propounded by L. Collatz [3] and [4]. This concept has been shown to be useful in the study of uniform approximation, and we here consider the form H-sets take in this setting of vector-valued functions and prove a general characterization theorem. A similar exposition for the linear real-valued case can be found in [1].