Normalizing constants for branching processes in random environments (B.P.R.E.)

Normalizing constants are obtained for B.P.R.E. such that the limiting random variable is finite almost everywhere and is zero only on the extinction set of the process w.p.1. Furthermore, the normalizing constants can be chosen so that they grow exponentially fast, and so that the ratio of successive constants converges in distribution. The method of proof used is to prove the result for increasing branching processes, and then, to transfer the result to general B.P.R.E. by employing the relationships between B.P.R.E., the associated B.P.R.E., and the reduced branching process.     

F.E.M. implementation for the asymptotic partial decomposition

We consider a Finite Element Method (F.E.M.) implementation for the asymptotic partial decomposition. The advantage of this approach is an important reduction of the number of nodes. The convergence is proved for some model problems. Finally the relation with the “mixed formulation” is discussed.     

Reinforcing key combinatorial ideas in a computational setting: A case of encoding outcomes in computer programming

Counting problems are difficult for students to solve, and there is a perennial need to investigate ways to help students solve counting problems successfully. One promising avenue for students’ successful counting is for them to think judiciously about how they encode outcomes – that is, how they symbolize and represent the outcomes they are trying to count. We provide a detailed case study of two students as they encoded outcomes in their work on several related counting problems within a computational setting. We highlight the role that a computational environment may have played in this encoding activity. We illustrate ways in which by-hand work and computer programming worked together to facilitate the students’ successful encoding activity. This case demonstrates ways in which the activity of computation seemed to interact with by-hand work to facilitate sophisticated encoding of outcomes.     

The visibility of models: using technology as a bridge between mathematics and engineering

Engineering mathematics is traditionally conceived as a set of unambiguous mathematical tools applied to solving engineering problems, and it would seem that modern mathematical software is making the toolbox metaphor ever more appropriate. The validity of this metaphor is questioned and the case is made that engineers do in fact use mathematics as more than a set of passive tools— that mathematical models for phenomena depend critically on the settings in which they are used and the tools with which they are expressed. The perennial debate over whether mathematics should be taught by mathematicians or by engineers looks increasingly anachronistic in the light of technological change, and the authors suggest that it is more instructive to examine the potential of technology for changing the relationships between mathematicians and engineers, and for connecting their respective knowledge domains in new ways.     

Pseudoperturbation method for computation of E. Schmidt eigenvalues

In two problems with approximately given n -multiple generalized E. Schmidt eigenvalue with relevant Jordan chains pseudoperturbation method is applied for their sharpening. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

弹、粘性体动力学变分原理的Laplace变换形式、有限元构式及数值方法

作者在[1]文中提出了弹、粘动力学变分原理的谱分解形式,本文将其推广到Laplace变换形式,具体写出了薄壳动力学的混合变分原理以及弹-粘-孔隙介质力学的变分原理,并对后者作出了有限元构式. Laplace变换形式的变分原理具有简洁形式,为便于有限元法计算,当已知Laplace变换式的有限个值时,需求原时间函数的有限个值,对此当前尚无成熟方法,本文提供了求原函数的数值方法.从例题可见,这种数值方法是有效的. 结合以上两种理论:从变分原理进行有限元构式以及求Laplace反变换的数值方法,可以使相当广的一类固体动力学问题能够用电子计算机进行求解.     

The L.P.D.E.M., a mixed finite difference method for elliptic problems

Summary A mixed finite difference method is analyzed for solving certain elliptic problems. This method, called L.P.D.E.M. (Locally exact Partial Differential Equation Method) was initially proposed in the frame of hydrodynamic lubrication. Convergence is obtained. Relations between this scheme and homogenization theory are also discussed. For a one-dimensional elliptic equation with no zero-order term and in conservative form, this method is an exact one. Some numerical results will also be given.     

Isomorphism and Hamilton representation of some nonholonomic systems

We consider some questions connected with the Hamiltonian form of the two problems of nonholonomic mechanics: the Chaplygin ball problem and the Veselova problem. For these problems we find representations in the form of the generalized Chaplygin systems that can be integrated by the reducing multiplier method. We give a concrete algebraic form of the Poisson brackets which, together with an appropriate change of time, enable us to write down the equations of motion of the problems under study. Some generalization of these problems are considered and new ways of implementation of nonholonomic constraints are proposed. We list a series of nonholonomic systems possessing an invariant measure and sufficiently many first integrals for which the question about the Hamiltonian form remains open even after change of time. We prove a theorem on isomorphism of the dynamics of the Chaplygin ball and the motion of a body in a fluid in the Clebsch case.     

Three-level extrapolated alternating direction implicit (E.A.D.I.) methods for the numerical solution of two-dimensional second order elliptic problems

This paper extends the theory concerning the three-level E.A.D.I. schemes to cover the numerical solution of more general (than the trivial first boundary value problem for Poisson's equation in a square) two-dimensional second order elliptic problems. Moreover numerical examples proving the validity of the theory developed are presented and general conclusions are drawn.     

子矩阵约束下矩阵方程AXB=E的极小范数最小二乘对称解

本文主要研究了任意子矩阵约束下矩阵方程AXB=E的极小范数最小二乘对称解问题,方法是借助于子空间的基将约束问题转化为非约束问题,可以应用到线性矩阵方程的所有子空间约束解问题．     

Synchronized and desynchronized E0L forms

In this paper we investigate some basic properties of synchronized and desynchronized E0L forms. Several open problems concerning those forms (and their connection to grammar forms) are solved.     

Interpolation and Sampling: E.T. Whittaker, K. Ogura and Their Followers

The classical sampling theorem has often been attributed to E.T.?Whittaker, but this attribution is not strictly valid. One must carefully distinguish, for example, between the concepts of sampling and of interpolation, and we find that Whittaker worked in interpolation theory, not sampling theory. Again, it has been said that K.?Ogura was the first to give a properly rigorous proof of the sampling theorem. We find that he only indicated where the method of proof could be found; we identify what is, in all probability, the proof he had in mind. Ogura states his sampling theorem as a ??converse of Whittaker??s theorem??, but identifies an error in Whittaker??s work. In order to study these matters in detail we find it necessary to make a complete review of the famous 1915 paper of E.T. Whittaker, and two not so well known papers of Ogura dating from 1920. Since the life and work of Ogura is practically unknown outside Japan, and there he is usually regarded only as an educationalist, we present a detailed overview together with a list of some 70 papers of his which we had to compile. K.?Ogura is presented in the setting of mathematics in Japan of the early 20th century. Finally, because many engineering textbooks refer to Whittaker as a source for the sampling theorem, we make a very brief review of some early introductions of sampling methods in the engineering context, mentioning H.?Nyquist, K.?Küpfmüller, V.?Kotel??nikov, H.?Raabe, C.E. Shannon and I.?Someya.     

Convergence Properties of the Successive Extrapolated Relaxation (S.E.R.) Method

Extrapolation methods to accelerate convergence of a sequenceof iterates are investigated. A transformation formula derivedfrom the related deterministic sequence is modified so thatit may be used for the stochastic sequences. The S.E.R. method,which is related to Aitken's ² process, is discussed. For linearlyconvergent sequences it is shown that S.E.R. not only will convergeif the original sequence converges, but will converge to thesame limit. An analysis of the bounds for the convergence andthe perturbations is made for Aitken's ² process, S.E.R. andS.E.O.R. The method is applicable to convergent and locallyconvergent vector sequences.     

关于二阶常微分方程周期解的定理

本文研究非自治非线性二阶常微分方程存在周期解的充分条件．在满足本文定理的条件下，作者证明所研究的二阶方程在相空间中的Ｐｏｉｎｃａｒｅ映射是平面上有奇点的动力系统，从而证明原方程有周期解．这一结果全面推广已有的若干结论．     

Revisiting mathematical problem solving and posing in the digital era: toward pedagogically sound uses of modern technology

The availability of sophisticated computer programs such as Wolfram Alpha has made many problems found in the secondary mathematics curriculum somewhat obsolete for they can be easily solved by the software. Against this background, an interplay between the power of a modern tool of technology and educational constraints it presents is discussed. Using topics from algebra (equations) and elementary number theory (summation of powers of integers), the paper suggests ways of developing problems that are both technology-immune and technology-enabled in the sense that whereas software can facilitate problem solving, its direct application is not sufficient for finding an answer. Stemming from the author's work with secondary mathematics teacher candidates, this paper highlights the appropriate use of technology as support system for multiple ways of knowing and knowledge construction in the modern classroom.     

Heuristic optimisation in financial modelling

There is a large number of optimisation problems in theoretical and applied finance that are difficult to solve as they exhibit multiple local optima or are not ‘well-behaved’ in other ways (e.g., discontinuities in the objective function). One way to deal with such problems is to adjust and to simplify them, for instance by dropping constraints, until they can be solved with standard numerical methods. We argue that an alternative approach is the application of optimisation heuristics like Simulated Annealing or Genetic Algorithms. These methods have been shown to be capable of handling non-convex optimisation problems with all kinds of constraints. To motivate the use of such techniques in finance, we present several actual problems where classical methods fail. Next, several well-known heuristic techniques that may be deployed in such cases are described. Since such presentations are quite general, we then describe in some detail how a particular problem, portfolio selection, can be tackled by a particular heuristic method, Threshold Accepting. Finally, the stochastics of the solutions obtained from heuristics are discussed. We show, again for the example from portfolio selection, how this random character of the solutions can be exploited to inform the distribution of computations.     

Hypergames and What They Do: A ‘Soft O.R.’ Approach

Many decision problems involve conflicts of interest between different participants. An effort has been made to develop hypergame analysis as one way of modelling such situations. Specifically this approach is designed to allow for the fact that the various parties may have quite different beliefs about the situation-including different models of each other. The aim of this paper is to suggest some ways in which such an approach might be used in practice, and to show how these could be of help in dealing with complex conflict problems. It is emphasised that while the end product of a hypergame analysis may be useful, much of the benefit is gained from the actual process of carrying it out.     

Gal(E/F)与Gal(L(E)/L(F))的同构

Let E be a field of finite extension of a perfect field F. We show that Gal(E/F) is isomorphic to Gal(L(E)/L(F)).     

On a theorem of E. Helly

E. Helly's theorem asserts that any bounded sequence of monotone real functions contains a pointwise convergent subsequence. We reprove this theorem in a generalized version in terms of monotone functions on linearly ordered sets. We show that the cardinal number responsible for this generalization is exactly the splitting number. We also show that a positive answer to a problem of S. Saks is obtained under the assumption of the splitting number being strictly greater than the first uncountable cardinal.

     

Comparing numerical methods for stiff systems of O.D.E:s

This paper describes a technique for comparing numerical methods that have been designed to solve stiff systems of ordinary differential equations. The basis of a fair comparison is discussed in detail. Measurements of cost and reliability are made over a collection of 25 carefully selected problems. The problems have been designed to show how certain major factors affect the performance of a method. The technique is applied to five methods, of which three turn out to be quite good, including one based on backward differentiation formulas, another on second derivative formulas, and a third on extrapolation. However, each of the three has a weakness of its own, which can be identified with particular problem characteristics.