流线扩散有限元方法在分层网格上的收敛性分析

本文在分层网格上分析了采用线性元的流线扩散有限元方法求解一维对流扩散型奇异摄动问题的一致收敛性.在ε≤N~(-1)的前提下,可以证明在SD范数下的一致误差估计为O(N~(-1)(log 1/ε)~2)在数值算例部分对理论结果进行了验证.     

固定设计的时间序列半参数回归

考虑如下的半参数回归模型Yi=xTiβ+g(ti)+εi(0≤i≤n),其中{εi,0≤i≤n}和{εt,0≤t≤n}有相同的联合分布,{εt,-∞＜t＜∞}是具有零均值和有限方差σ2的严平稳α-混合时间序列.本文构造了上述模型中β,g(t)和σ2的局部多项式估计,在适当的条件下,得到了估计的渐近正态性和收敛速度.在一定的假设下,β的估计是自适应的,而且g(υ)(t)(g(t)的第υ阶导数)的估计的收敛速度是最优的.     

固定设计的时间序列半参数回归

考虑如下的半参数回归模型：Ｙｉ＝ｘＴｉ十ｇ（ｔｉ）＋εｉ（０≤ｉ≤ｎ）其中｛εｉ,０≤ｉ≤ｎ｝和｛εｔ,０≤ｔ≤ｎ｝有相同的联合分布,｛εｔ,－∞＜ｔ＜∞｝是具有零均值和有限方差δ２的严平稳α－混合时间序列．本文构造了上述模型中β,ｇ（ｔ）和ρ２的局部多项式估计,在适当的条件下,得到了估计的渐近正态性和收敛速度．在一定的假设下,β的估计是自适应的,而且ｇ（ｖ）（ｔ）（ｇ（ｔ）的第ｖ阶导数）的估计的收敛速度是最优的．     

对流扩散方程特征线三角元法的一致估计

利用三角形线性元的积分恒等式,给出了二维非定常对流占优扩散方程的特征线有限元解和真解的一致最优估计,并利用插值后处理算子,得到了有限元解梯度的一致超收敛估计,即只与初值和右端项有关,而与ε无关.     

半导体模型中退化漂移-扩散问题解的存在性

研究半导体物理中出现的漂移—扩散模型,这是一个关于带电粒子浓度n,p,静电位ψ的抛物—椭圆耦合方程组,并带有混合初边值条件.对初值在L2+(Ω)时弱解的存在性展开讨论,利用正则化方法和适当的函数变换,使抛物型方程的解具有正下界n,p≥ε>0,同时得到一系列先验估计.然后通过紧性引理和Schauder不动点定理,得到初值在L2+(Ω)时弱解的存在性.     

对流扩散方程双线性有限元解的一致估计

证明了对流扩散方程的半离散双线性Galerkin有限元方法关于小参数ε一致的最优阶误差估计,其中的常数只与初值和右端函数有关,而与小参数ε无关.     

由分数Brown运动驱动的线性自排斥扩散的最小二乘估计

本文研究如下线性自排斥扩散过程的参数估计问题:X_t~H=B_t~H+θ∫_0~t∫_0~θ(X_B~H-X_u~H)dudθ+vt其中X_O~H=0,B~H是Hurst指数为1/2≤H1的分数Brown运动,且θ0和υ∈R是两个未知参数.该过程为一类自交互扩散过程的类似过程.在连续观测条件下,本文利用最小二乘法给出这两个参数的估计,并且讨论了它们的相合性和渐近分布.     

光滑度量测度空间上的加权扩散方程的梯度估计

本文主要考虑了一类加权非线性扩散方程正解的梯度估计.在m-维Bakry-(E)mery Ricci曲率下有界的假设下,得到加权多孔介质方程(γ＞1)正解的Li-Yau型梯度估计,此外对于加权快速扩散方程(0＜γ＜1),证明了Hamilton型椭圆梯度估计,结论分别推广了Lu,Ni,Vázquez and Villani在文[1]和Zhu在文[2]中的结果.     

条件弱鞅的一类极小值不等式

本文研究了(非负)条件弱鞅的极小值不等式,将相关文献中关于非负条件弱鞅的形如εP~F(min1≤i≤n c_i S_i≤ε)的极小值不等式推广到εP~F(min1≤i≤n c_ig(S_i)≤ε)的情形下,此外,本文还给出了条件弱鞅的形如εP~F(min1≤i≤n g(S_i)≤ε)和εP~F(min1≤i≤n g(S_i)≤-ε)的极小值不等式.     

矩阵损失下随机回归系数和参数的线性Minimax估计

对于一般的随机效应线性模型Y=Xβ+ε,这里β和ε分别是p维和n维的随机向量,且E(βε)=(Aa0),Cov(βε)=σ2(V10 0V2),(Vi≥0,i=1,2)我们定义了Sα+Qβ的线性Minimax估计,在一定条件下得到了Sα+Qβ在线性估计类中的Minimax估计,并在几乎处处意义下证明了它的唯一性.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

Qualitative Analysis of Bifurcating Solutions in the Lengyel-Epstein Model

One of the most fundamental problems in theoretical biology is to explain the mechanisms by which patterns and forms are created in the＇living world. In his seminal paper ＂The Chemical Basis of Morphogenesis＂, Turing showed that a system of coupled reaction-diffusion equations can be used to describe patterns and forms in biological systems. However, the first experimental evidence to the Turing patterns was observed by De Kepper and her associates（1990） on the CIMA reaction in an open unstirred reactor, almost 40 years after Turing＇s prediction. Lengyel and Epstein characterized this famous experiment using a system of reaction-diffusion equations. The Lengyel-Epstein model is in the form as follows     

(0,1 ;0)-INTERPOLATION ON INFINITE INTERVAL (-∞, +∞)

In this paper, we study the explicit representation and convergence of (0, 1; 0)-interpolation on infinite interval, which means to determine a polynomial of degree ≤ 3n - 2 when the function values are prescribed at two set of points namely the zeros of Hn(x) and H′n(x) and the first derivatives at the zeros of H′n(x).     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].