广义Baskakov型算子的强逆不等式

利用二阶Ditzian-Totik模考虑一类算子的强逆不等式，这类不等式曾经被许多者用不同的方法研究过。本文将采用一种统一的方法来处理一大类算子的强逆不等式，得到了它们的Ditzian-Ivanov结果。本方法适用于更广的算子。     

Extended Cesàro operators from Dirichlet type space Dq to Zygmund type space Zp in the unit ball

利用泛函分析多复变的方法,研究了单位球上Dirichlet型空间到Zygmund型空间的加权Cesàro算子的有界性和紧性问题.获得了单位球上Dirichlet型空间到Zygmund型空间的加权Cesàro算子为有界算子和紧算子的充要条件.     

两类离散哈密顿系统极限点型的判定

利用算子的谱理论及经典的不等式,讨论两类离散哈密顿系统,得出半退化型系统为强极限点型以及Dirac型系统为极限点型的一些判别准则．     

二元函数空间上线性算子的逼近定理

本文利用Gonska方法,研究二元函数空间上线性算子的逼近性质,建立Korovkin型量化定理及其逆定理.     

Volterra型算子和复合算子乘积的有界性

本文研究了从上半平面的Hardy空间到Zygmund空间上的Volterra型算子和复合算子乘积的有界性问题.利用泛函分析和复分析的方法,获得了从上半平面的Hardy空间到Zygmund空间生成的Volterra型算子和复合算子的乘积有界性刻画,推广了S.Stevic关于从上半平面的Hardy空间到Zygmund空间上的复合算子有界性的结果.     

加权散度型算子的低阶特征值

本文研究欧氏区域上加权散度型算子的低阶特征值.利用Rayleigh-Ritz不等式,得到了这种算子的低阶特征估计.     

Fock-Sobolev空间上Volterra型积分算子与复合算子的乘积

本文研究了Fock-Sobolev空间上有关Volterra型积分算子与复合算子乘积有界性和紧性的问题.利用再生核,Carleson测度和Berezin变换等方法.获得了有界性和紧性的一个等价刻画,推广了Fock空间上的结果.     

Clifford分析中广义超正则函数向量的一个线性边值问题

讨论了Clifford分析中一个带超正则函数核的Cauchy型算子和T型算子的性质,并且利用压缩不动点原理证明了一类广义超正则函数向量的线性边值问题解的存在性.     

极限圆型Hamilton算子乘积的自伴性

本文讨论了极限圆型Hamilton算子乘积的自伴性,利用Calkin方法及奇异Hamilton系统自伴扩张的一般构造理论,给出了在极限圆型时判定Hamilton算子乘积自伴的一个充要条件.     

Dirichlet空间上Toeplitz算子与Berezin型变换相关的一些性质

本文研究了单位圆盘D 的Dirichlet 空间上Toeplitz 算子和小Hankel 算子. 利用Berezin 型变换讨论了Toeplitz 算子的不变子空间问题, 具有Berezin 型符号的Toeplitz 算子的渐进可乘性以及Toeplitz 算子的Riccati 方程的可解性. 应用Berezin 变换得到了Toeplitz 算子和小Hankel 算子可逆的充分条件. 此外, 还利用Hankel 算子和Berezin 变换刻画了算子2T_uv-T_uT_v-T_vT_u 的紧性, 其中函数u,v ∈ L^2,1.     

Local existence of the solution to the initial‐boundary value problem in nonlinear thermomicroelasticity theory

We prove a theorem about local existence (in time) of the solution to the first initial‐boundary value problem for a nonlinear system of equation of the thermomicroelasticity theory. At first, we prove existence, uniqueness and regularity of the solution to this problem for the associated linearized system by using the method of semi‐group theory. Next, basing on this theorem, we prove an energy estimate for the solution to the linearized system by applying the method of Sobolev space. At the end, using the Banach fixed point theorem, we prove that the solution of our nonlinear problem exists and is unique. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

扰动双参数C_0半群的直接范数连续性

双参数半群理论是研究Markov过程的一种重要方法.本文首先证明了双参数C_0半群在有界扰动下生成一个双参数C_0半群;其次证明了如果双参数C_0半群是直接范数连续的,那么在有界扰动下生成的双参数C_0半群也是直接范数连续的.     

Global convergence of slanting filter methods for nonlinear programming

In this paper, we present a general algorithm for nonlinear programming which uses a slanting filter criterion for accepting the new iterates. Independently of how these iterates are computed, we prove that all accumulation points of the sequence generated by the algorithm are feasible. Computing the new iterates by the inexact restoration method, we prove stationarity of all accumulation points of the sequence.     

A new stability number of the Bresse‐Cattaneo system

In this paper, we consider the Bresse‐Cattaneo system with a frictional damping term and prove some optimal decay results for the L²‐norm of the solution and its higher order derivatives. In fact, we show that there is a completely new stability number δ that controls the decay rate of the solution. To prove our results, we use the energy method in the Fourier space to build some very delicate Lyapunov functionals that give the desired results. We also prove the optimality of the results by using the eigenvalues expansion method. In addition, we show that for the absence of the frictional damping term, the solution of our problem does not decay at all. This result improves some early results     

Unconstrained Steepest Descent Method for Multicriteria Optimization on Riemannian Manifolds

In this paper, we present a steepest descent method with Armijo??s rule for multicriteria optimization in the Riemannian context. The sequence generated by the method is guaranteed to be well defined. Under mild assumptions on the multicriteria function, we prove that each accumulation point (if any) satisfies first-order necessary conditions for Pareto optimality. Moreover, assuming quasiconvexity of the multicriteria function and nonnegative curvature of the Riemannian manifold, we prove full convergence of the sequence to a critical Pareto point.     

Global weak solutions to the Novikov equation by viscous approximation

We study global weak solutions to the Novikov equation by vanishing viscosity method. We prove that global weak solutions can be obtained as weak limits of viscous approximations for a class of initial data. The proof relies on a space–time higher integrability estimate and the method of renormalization. In addition, we analyze the interaction of peakon and antipeakon and prove that wave breaking leads to energy concentration. By different continuations beyond the wave breaking, we obtain conservative solutions and dissipative solutions respectively.     

关于完备收缩的Ricci-harmonic孤子的研究

本文研究了收缩的Ricci-harmonic孤子的几何性质的问题.利用文献[4]在Ricci孤子下的方法,获得了每个紧致Ricci-harmonic孤子是一个梯度孤子的结论,推广了Perelman等人在Ricci孤子下的结果.此外,利用文献[14]在Ricci孤子下的方法,获得了完备非紧梯度收缩的Ricci-harmonic孤子具有比至多欧氏增长更加精确的体积增长估计的结果,推广了文献[14]在Ricci孤子下的结果.     

Some non-interior path-following methods based on a scaled central path for linear complementarity problems

In this paper we present some non-interior path-following methods for linear complementarity problems. Instead of using the standard central path we use a scaled central path. Based on this new central path, we first give a feasible non-interior path-following method for linear complementarity problems. And then we extend it to an infeasible method. After proving the boundedness of the neighborhood, we prove the convergence of our method. Another point we should present is that we prove the local quadratic convergence of feasible method without the assumption of strict complementarity at the solution.     

Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy

In this paper,we study the smoothness of certain functions in two kinds of risk models with a barrier dividend strategy.Mainly using technique from the piecewise deterministic Markov processes theory,we prove that the function is continuously differentiable in the first risk model.Using the weak infinitesimal generator method of Markov processes,we prove that the function is twice continuously differentiable in the second risk model.Intego-differential equations satisfied by them are derived.     

On a problem with a shift and with the Frankl condition on a segment of the degeneration line for a class of equations of mixed type

We consider the Frankl-Nakhushev problem. By using the maximum principle, we prove the uniqueness of the solution of the problem in the class of Hölder functions, and by using the method of integral equations, in particular, the recently developed method of Wiener-Hopf equations, we prove its existence.