On the convergence of boundary element methods for initial-Neumann problems for the heat equation

In this paper we study boundary element methods for initial-Neumann problems for the heat equation. Error estimates for some fully discrete methods are established. Numerical examples are presented.

     

多元广义岭估计及K值选取的 Q(c)准则

当自变量间存在复共线性时,最小二乘估计就表现出不稳定并可能导致错误的结果.本文采用广义岭估计β(K)来估计多元线性模型的回归系数β=vec(B),通过岭参数K值的选取,可使广义岭估计的均方误差MSE小于最小二乘估计的MSE.指出了广义岭估计中根据MSE准则选取K值存在的主要缺陷,采用了一种选取K值的新准则Q(c),它包含MSE准则和最小二乘LS准则作为特例,从理论上证明和讨论了Q(c)准则的优良性,阐明了c值的统计含义,并给出了确定c值的方法.     

概率密度函数核估计的Bootstrap逼近

主要研究了密度函数核估计逼近的速度,用Bootstrap方法对核密度进行估计,在适当的条件下,进一步提高了密度核估计Bootstrap逼近的速度,所得到的结果使得密度核估计Bootstrap逼近的速度与密度函数及其导数之间的关系更加的明确.     

Statistical Analysis of Series System for Masked Data under Successive Censored Life Test

In this paper, considering series system of masked data under simple successive censored and multiple successive censored life test, the likelihood function and maximum likelihood estimate are respectively proposed for series system composed of two units under two kinds of situations. One is the series system composed of two units with constant failure rate, and the other is the series system composed of two units with linear failure rate through the origin. The approximate interval estimates of parameters are given by using the method of likelihood ratio. Besides, the examples show the feasibility of the methods through Monte-Carlo simulations.     

两相渗流驱动问题的体积有限元数值计算和分析

本文在一般的三角形剖分上对两相渗流驱动提出了全离散体积有限元 ,并分析了带有弥散项时格式的收敛性 ,得到H1 模的最优估计 .     

Estimation for regression with infinite variance errors

This paper addresses the problem of modelling time series with nonstationarity from a finite number of observations. Problems encountered with the time varying parameters in regression type models led to the smoothing techniques. The smoothing methods basically rely on the finiteness of the error variance, and thus, when this requirement fails, particularly when the error distribution is heavy tailed, the existing smoothing methods due to [1], are no longer optimal. In this paper, we propose a penalized minimum dispersion method for time varying parameter estimation when a regression model generated by an infinite variance stable process with characteristic exponent α ε (1, 2). Recursive estimates are evaluated and it is shown that these estimates for a nonstationary process with normal errors is a special case.     

风险值的估计及其周期分析

本文提出了两种风险值的估计方法，这两种方法均是先估计出收益的分布，然后求得分布左侧p分位点作为风险值的估计．第一种方法是用核估计方法得到收益的分布估计；第二种方法则是由分布的核估计算得收益的众数，引入所谓的广义半t分布拟合众数左侧的样本．文章以上证指数为实例验证了这两种方法的可行性与精确性．最后我们利用上述两种估计方法得到了上证指数风险值的波动主周期．     

用时间序列方法预测股票价格初探

本文提出了描述股价变动的一种模型,讨论了模型建立、模型预测的一整套方法及改进算法,比较了算法与改进算法间的优劣,并通过实证分析说明整套理论有一定的可行性。大部分在本文中讨论的算法对于可用核模型描述的其他时间序列的预测问题也同样适用。     

The Dissipative Spectral Methods for the First Order Linear Hyperbolic Equations

In this paper, we introduce the dissipative spectral methods (DSM) for the first order linear hyperbolic equations in one dimension. Specifically, we consider the Fourier DSM for periodic problems and the Legendre DSM for equations with the Dirichlet boundary condition. The error estimates of the methods are shown to be quasi-optimal for variable-coefficients equations. Numerical results are given to verify high accuracy of the DSM and to compare the proposed schemes with some high performance methods, showing some superiority in long-term integration for the periodic case and in dealing with limited smoothness near or at the boundary for the Dirichlet case.     

A survey of some estimates of eigenvalues and condition numbers for certain preconditioned matrices

Eigenvalue and condition number estimates for preconditioned iteration matrices provide the information required to estimate the rate of convergence of iterative methods, such as preconditioned conjugate gradient methods. In recent years various estimates have been derived for (perturbed) modified (block) incomplete factorizations. We survey and extend some of these and derive new estimates. In particular we derive upper and lower estimates of individual eigenvalues and of condition number. This includes a discussion that the condition number of preconditioned second order elliptic difference matrices is O(h⁻¹). Some of the methods are applied to compute certain parameters involved in the computation of the preconditioner.     

Estimation Procedures for a Semiparametric Family of Bivariate Copulas

This article proposes simple estimation methods dedicated to a semiparametric family of bivariate copulas. These copulas can be simply estimated through the estimation of their univariate generating function. We use this result to estimate the associated measures of association as well as the high probability regions of the copula. These procedures are illustrated using both simulations and real data.     

粘弹性方程的非协调变网格有限元方法

讨论了粘弹性方程的Crouzeix-Raviart型非协调变网格有限元方法,在不需要引入传统分析中Riesz投影的情况下得到了最优误差估计.     

Large time behavior of solutions for a Cauchy problem on a nonlinear conservation law with large initial data in the whole space

We consider the Cauchy problem on a nonlinear conversation law with large initial data. By Green's function methods, energy methods, Fourier analysis, and frequency decomposition, we obtain the global existence and the optimal time‐decay estimate of solutions.     

Numerical analysis for the approximation of optimal control problems with pointwise observations

In this paper, we study the numerical methods for optimal control problems governed by elliptic PDEs with pointwise observations of the state. The first order optimality conditions as well as regularities of the solutions are derived. The optimal control and adjoint state have low regularities due to the pointwise observations. For the finite dimensional approximation, we use the standard conforming piecewise linear finite elements to approximate the state and adjoint state variables, whereas variational discretization is applied to the discretization of the control. A priori and a posteriori error estimates for the optimal control, the state and adjoint state are obtained. Numerical experiments are also provided to confirm our theoretical results. Copyright © 2013 John Wiley & Sons, Ltd.     

基于Bootstrap法的样本函数条件极值的方差估计(英文)

对样本函数条件极值中γ2的估计进行了探讨,给出了γ2估计的一种方法—自助法,并对所得到的统计量的性质进行了分析.     

A posterior error estimate for finite volume methods of the second order elliptic problem

We establish a posteriori error analysis for finite volume methods of a second‐order elliptic problem based on the framework developed by Chou and Ye [SIAM Numer Anal, 45 (2007), 1639–1653]. This residual type estimators can be applied to different finite volume methods associated with different trial functions including conforming, nonconforming and totally discontinuous trial functions. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1165–1178, 2011     

Linearly Implicit Finite Element Methods for the Time-Dependent Joule Heating Problem

Completely discrete numerical methods for a nonlinear elliptic-parabolic system, the time-dependent Joule heating problem, are introduced and analyzed. The equations are discretized in space by a standard finite element method, and in time by combinations of rational implicit and explicit multistep schemes. The schemes are linearly implicit in the sense that they require, at each time level, the solution of linear systems of equations. Optimal order error estimates are proved under the assumption of sufficiently regular solutions. AMS subject classification (2000) 65M30, 65M15, 35K60     

耦合有限元空间上Poisson方程的广义差分法

本文讨论了耦合有限元空间上Poisson方程的一种广义差分法 ,试探函数空间为耦合的有限元空间 ,检验函数空间为与对偶单元相对应的分片常数空间 ,并给出了误差估计 .     

热传导型半导体问题的配置方法及误差分析

热传导型半导体瞬态问题的数学模型是一类非线性偏微分方程的初边值问题．电子位势方程是椭圆型的，电子、空穴浓度方程及热传导方程是抛物型的．该文给出求解的配置方法，得到次优犔２模误差估计，并将配置法和Ｇａｌｅｒｋｉｎ有限元方法进行数值结果比较．     

Efficiency of a posteriori BEM--error estimates for first-kind integral equations on quasi--uniform meshes

In the numerical treatment of integral equations of the first kind using boundary element methods (BEM), the author and E. P. Stephan have derived a posteriori error estimates as tools for both reliable computation and self-adaptive mesh refinement. So far, efficiency of those a posteriori error estimates has been indicated by numerical examples in model situations only. This work affirms efficiency by proving the reverse inequality. Based on best approximation, on inverse inequalities and on stability of the discretization, and complementary to our previous work, an abstract approach yields a converse estimate. This estimate proves efficiency of an a posteriori error estimate in the BEM on quasi--uniform meshes for Symm's integral equation, for a hypersingular equation, and for a transmission problem.