半线性波方程的一个反问题

利用压缩映像原理讨论了一类半线性波方程确定未知系数的反问题,文中给出了该问题解的存在性、唯一性和稳定性。     

一类多维非线性拟抛物方程的初边值问题

本文将二阶线性椭圆方程的已知结果与压缩映像原理结合研究任意维数的非线性拟抛物方程的初边值问题，讨论了解的光滑性渐近性质与ｂｌｏｗ－ｕｐ，推广了很多已知结果。     

一非线性双曲型方程解的爆破

本文应用压缩映射原理证明一非线性双曲型方程的初边值问题存在唯一局部广义解，并给出此问题的广义解爆破的充分条件。     

一类四阶拟线性波动方程初边值问题的整体解

本文讨论一类四阶拟线性波动方程的第一初边值问题，其中ａｉ＞０为常数（ｉ＝１，２，３）．是给定的光滑函数．利用压缩映象原理，能量型的先验估计及解的延拓，我们证明了该问题的局部解的适定性和正则性，证明了当初始函数充分小时，该问题存在唯一的整体解，并给出了解的衰减估计．     

双正则函数向量的带Haseman位移带共轭值的线性及非线性边值问题

首先利用积分方程的方法和Arzela-Ascoli定理讨论了实Clifford分析中双正则函数向量的带Haseman位移带共轭值的非线性边值问题解的存在性及其积分表达式,其次利用压缩映射原理解决了其线性边值问题解的存在唯一性及其积分表达式.     

非局部奇摄动半线性椭圆型方程(英文)

本文讨论了半线性椭圆型方程非局部奇摄动问题 .在适当条件下 ,利用不动点原理 ,对边值问题解的存在性和渐近性态作了研究 .     

半线性波方程的一个反问题

该文利用Banach不动点原理讨论了一个半线性波方程的反问题，文中给出了该问题解的存在性、唯一性和稳定性．     

非椭圆非线性Schr(o)dinger方程Hs整体解

对含L2次临界指数非线性项的非椭圆型Schr(o)dinger方程柯西问题进行了讨论,用Strichartz不等式和压缩映像原理证明了方程有Hs局部解,由L2守恒律得到方程的Hs整体解.     

一类带有记忆项的双阻尼σ-发展方程解的整体存在性和爆破

本文研究一类带有记忆项的双阻尼σ-发展方程的柯西问题.借助方程线性问题的衰减估计,利用压缩映像原理证得小初值问题解的整体存在性.同时考虑初值积分为正的情形,利用检验函数方法得到解的爆破以及生命跨度上界的估计.推广了带有双阻尼项的σ-发展方程的有关结论.     

非线性中立型差分方程正确的存在性

利用压缩映射原理，讨论了非线性中立型差分方程正解的存在性．     

标准差准则下的最优再保险

本文关注的是在标准差准则下如何进行再保险, 使得保险公司和再保险公司的风险波动达到最小. 在容许合约类范围内得到了建立最优再保险合约的充分条件. 如果再保险公司的风险小于一个给定阈值, 我们找到了使保险公司的风险最小的最优再保险合约. 在这里, 保险公司可以采取三种最一般且有效的风险措施.     

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.     

Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

We consider a problem of finding optimal contracts in continuous time, when the agent’s actions are unobservable by the principal, who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only, while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the final output value. In a specific example we compute, the first-best principal’s utility is infinite, while it becomes finite with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization.     

Three-level schemes of the alternating triangular method

In this paper, the schemes of the alternating triangular method are set out in the class of splitting methods used for the approximate solution of Cauchy problems for evolutionary problems. These schemes are based on splitting the problem operator into two operators that are conjugate transposes of each other. Economical schemes for the numerical solution of boundary value problems for parabolic equations are designed on the basis of an explicit-implicit splitting of the problem operator. The alternating triangular method is also of interest for the construction of numerical algorithms that solve boundary value problems for systems of partial differential equations and vector systems. The conventional schemes of the alternating triangular method used for first-order evolutionary equations are two-level ones. The approximation properties of such splitting methods can be improved by transiting to three-level schemes. Their construction is based on a general principle for improving the properties of difference schemes, namely, on the regularization principle of A.A. Samarskii. The analysis conducted in this paper is based on the general stability (or correctness) theory of operator-difference schemes.     

Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences

By applying the principle of equivalent forward preferences, this paper revisits the pricing and hedging problems for equity-linked life insurance contracts. The equity-linked contingent claim depends on, not only the future lifetime of the policyholder, but also the performance of the reference portfolio in the financial market for the segregated account of the policyholder. For both zero volatility and non-zero volatility forward utility preferences, prices and hedging strategies of the contract are represented by solutions of random horizon backward stochastic differential equations. Numerical illustration is provided for the zero volatility case. The derived prices and hedging strategies are also compared with classical results in the literature.     

复合材料选层板的非线性动力稳定性理论

本文用Hamilton原理建立了复合材料迭层板动力稳定性的一般方程.用此方程可以考虑横向剪切变形、板的初始几何不完善性、纵向惯性力和转动惯性力、以及纤维的铺设角度等各种因素对于迭层板的动力稳定性的影响.所求得的基本方程的解表明迭层板的一些重要的动力失稳特征只有通过对这些因素的考虑和分析才能够得出.     

Additive Schwarz algorithms for parabolic convection-diffusion equations

Summary In this paper, we consider the solution of linear systems of algebraic equations that arise from parabolic finite element problems. We introduce three additive Schwarz type domain decomposition methods for general, not necessarily selfadjoint, linear, second order, parabolic partial differential equations and also study the convergence rates of these algorithms. The resulting preconditioned linear system of equations is solved by the generalized minimal residual method. Numerical results are also reported.This work was supported in part by the National Science Foundation under Grant NSF-CCR-8903003 at the Courant Institute, New York University and in part by the National Science Foundation under contract number DCR-8521451 and ECS-8957475 at Yale University     

Discrete maximum principle for the finite element solution of linear non-stationary diffusion–reaction problems

The maximum principle is one of the basic characteristic properties of solutions of second order partial differential equations of parabolic (and elliptic) types. The preservation of this property for solutions of corresponding discretized problems is a very natural requirement in reliable and meaningful numerical modelling of various real-life phenomena (heat conduction, air pollution, etc.). In the present paper we analyse a full discretization of a quite general class of linear parabolic equations and present sufficient conditions for the validity of a discrete analogue of the maximum principle in the case when bilinear finite elements are used for discretization in space.     

对带有微结构的弹性固体理论的再研究

对现有的带有微结构的弹性固体理论进行了再研究,并指出由于引进许多记号而使诸基本方程的推导过程复杂化的原因。针对该理论中存在的问题,提出更为普遍的功率能率原理,并借助此原理和广义Piola定理即可自然地推导出局部和非局部理论的运动方程、能率和能量的均衡方程、本构方程和边界条件。这些基本方程和边界条件连同初始条件一起即可用来解决带有微结构的弹性固体动力学理论的混合问题。     

Application of the principle of possible displacements to problems of the dynamics of a “shell-fluid” system

We state in general form the principle of possible displacements for a “shell-fluid” mechanical system, on the basis of which it is possible to solve dynamic problems taking account of a geometrically nonlinear process of deformation of the shell and nonpotential motions of a viscous fluid. It is shown that this principle yields the equations of motion of the shell and fluid as components of this system, confirming the reliability of the principle. The conditions of force contact are taken into account as a load term in the equations of motion of the shell. Bibliography: 5 titles. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 26, 1996, pp. 117–123.