用自由度不完整的振型数据修正质量矩阵与刚度矩阵

运用代数特征值反问题的理论和方法,研究了一类无阻尼结构系统的模型修正问题.提出了一个新的修正方法.该方法利用自由度不完整的振型数据修正质量矩阵与刚度矩阵,修正过程是保持对称性与无溢出的;同时分析了问题的可解性,并给出了一个求解问题对称解的迭代算法.数值试验表明,提出的算法是有效的.     

Characterization and computation of nash-equilibria for auctions with incomplete information

We consider a continuous sealed-bid auction model for an indivisible object with two bidders and incomplete information on both sides where the bidders' evaluations are assumed to be independently distributed on some real intervals. The price the winner (the highest bidder) has to pay is a given convex combination of the highest and the second highest (lowest) bid. It is shown that, for all but the second highest bid-price auction, all equilibrium-strategies are continuously differentiable and strictly monotonically increasing, and moreover, that the set of Nash-equilibria is completely characterized by a boundary value problem for a system of singular differential equations. In the case of symmetric data (independently and identically distributed true values) and for a particular class of asymmetric distributions (including uniform distributions), the boundary value problem is solved explicitly and uniquely.     

EXISTENCE OF STOCHASTIC EQUILIBRIUM WITH INCOMPLETE FINANCIAL MARKETS

This paper analyzes the aritrage-tree security markets and the general equilibrium ex-istence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This paper restricts attention to puraly financial securities. It isassume that trading takes place in the sequence of spot markets and futures markets for securi-ties payable in units of account. Unlimited short-selling in securities is allowed. Financial markets may be incomplete, some consumption streams may be impossible to obtain by any tradingstrategy. Securities may be individually precluded from trade at arbitrary states and dates. Thesecurity price process is arbitrage-free the dividend process if and only if there exists a stochaticstate price (present value) process : the present value of the security prices at every vertex isthe present value of their dividend and capital values over the set of immediate successors ; thecurrent value of each security at every vertex is the present value of its future dividend streamover all succeeding vertices. The existence of such an equilibrium is proved under the followingcondition: continuous, weakly convex, strictly monotone and complete preferences, strictlypositive endowmenta and dividends processes.     

Existence of solution for a micro-macro model of polymeric fluid: the FENE model

We analyse a non-linear micro-macro model of polymeric fluids in the case of a shear flow. More precisely, we consider the FENE dumbbell model, which models polymers by nonlinear springs, accounting for the finite extensibility of the polymer chain. We prove the existence of a unique solution to the stochastic differential equation which rules the evolution of a representative polymer in the flow and next deduce a local-in-time existence and uniqueness result on the system coupling the stochastic differential equation and the momentum equation on the fluid.     

Existence and uniqueness of global weak solution to a two-phase flow model with vacuum

In this paper, we study a two-phase liquid–gas model with constant viscosity coefficient when both the initial liquid and gas masses connect to vacuum continuously. Just as in Evje and Karlsen (Commun Pure Appl Anal 8:1867–1894, 2009) and Evje et al. (Nonlinear Anal 70:3864–3886, 2009), the gas is assumed to be polytropic whereas the liquid is treated as an incompressible fluid. We use a new technique to get the upper and lower bounds of gas and liquid masses n and m. Then we get the global existence of weak solution by the line method. Also, we obtain the uniqueness of the weak solution.     

Joint modeling of failure time data with transformation model and longitudinal data when covariates are measured with errors

Semiparametric transformation models provide a class of flexible models for regression analysis of failure time data. Several authors have discussed them under different situations when covariates are timeindependent (Chen et al., 2002; Cheng et al., 1995; Fine et al., 1998). In this paper, we consider fitting these models to right-censored data when covariates are time-dependent longitudinal variables and, furthermore, may suffer measurement errors. For estimation, we investigate the maximum likelihood approach, and an EM algorithm is developed. Simulation results show that the proposed method is appropriate for practical application, and an illustrative example is provided.     

Existence of optimal strategies in Markov games with incomplete information

The existence of a value and optimal strategies is proved for the class of two-person repeated games where the state follows a Markov chain independently of players’ actions and at the beginning of each stage only Player 1 is informed about the state. The results apply to the case of standard signaling where players’ stage actions are observable, as well as to the model with general signals provided that Player 1 has a nonrevealing repeated game strategy. The proofs reduce the analysis of these repeated games to that of classical repeated games with incomplete information on one side. This research was supported in part by Israeli Science Foundation grants 382/98, 263/03, and 1123/06, and by the Zvi Hermann Shapira Research Fund.     

Existence of weak solution and semiclassical limit for quantum drift-diffusion model

The existence and semiclassical limit of the solution to one-dimensional transient quantum drift-diffusion model in semiconductor simulation are discussed. Besides the proof of existence of the weak solution, it is also obtained that the semiclassical limit of this solution solves the classical drift-diffusion model. The key estimates rest on the entropy inequalities derived from separation of quantum quasi-Fermi level.     

Existence of weak solution and semiclassical limit for quantum drift-diffusion model

The existence and semiclassical limit of the solution to one-dimensional transient quantum drift-diffusion model in semiconductor simulation are discussed. Besides the proof of existence of the weak solution, it is also obtained that the semiclassical limit of this solution solves the classical drift-diffusion model. The key estimates rest on the entropy inequalities derived from separation of quantum quasi-Fermi level.     

Existence of optimal solution for exponential model by least squares

In this paper we prove the existence theorem for the best least squares approximation of the optimal parameters for the exponential model function. We give sufficient conditions which guarantee the existence of such optimal parameters. Using these results and methods, we are able to localize a sufficiently narrow area where one can choose a good initial approximation.     

Existence and Multiplicity for Elliptic Problems with Quadratic Growth in the Gradient

We show that a class of divergence-form elliptic problems with quadratic growth in the gradient and non-coercive zero order terms are solvable, under essentially optimal hypotheses on the coefficients in the equation. In addition, we prove that the solutions are in general not unique. The case where the zero order term has the opposite sign was already intensively studied and the uniqueness is the rule.     

Inversion of the Radon transform with incomplete data

The Radon transform R(p, θ), θ∈S^n?1, p∈?¹, of a compactly supported function f(x) with support in a ball B_a of radius a centred at the origin is given for all $ \theta \in \mathop {S^{n - 1} }\limits^\tilde $, where $ \mathop {S^{n - 1} }\limits^\tilde $ is an open set on S^n?1, and all p∈(? ∞, ∞), n≥2. An approximate formula is given to calculate f(x) from the given data.     

EXISTENCE AND GLOBAL ATTRACTIVITY OF PERIODIC SOLUTION OF A MODEL IN POPULATION DYNAMICS

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Existence and global attractivity of positive periodic solution for an impulsive Lasota-Wazewska model

Sufficient conditions are obtained for the existence and global attractivity of periodic positive solution of an impulsive Lasota-Wazewska model for the survival of red blood cells.     

Existence and global attractivity of a periodic solution for a prey–predator model with sex-structure

In this paper, we investigate the following periodic sex-structure model:

The sufficient and realistic conditions are obtained for the existence of positive periodic solution of above system. Further, by constructing a V functional and using the result of the existence of positive periodic solutions, the global attractivity of a positive periodic solution for above system is obtained.     

Existence of positive periodic solution of a hepatitis B virus infection model

In this paper, a periodic model for hepatitis B virus infection is proposed. The model describes the breeding of the infected cells and the periodic variation of the environment. On the basis of the continuation theorem of coincidence degree theory, a condition for the existence of a positive periodic solution to the model is established. The result can be used to explain the wave phenomenon on the density of the pathogens in patients blood and the occurrence of superinfection in hepatitis B virus infections. Copyright © 2014 John Wiley & Sons, Ltd.     

二元二次函数逼近的存在性和局部性

This paper analysis the local behavior of the bivariate quadratic function approximation to a bivariate function which has a given power series expansion about the origin. It is shown that the bivariate quadratic Hermite-Pade form always defines a bivariate quadratic function and that this function is analytic in a neighborhood of the origin.