Markov调制的随机泛函微分方程解的渐近性质

本文主要给出了一个新的条件,这个条件能够确保Markov调制的非线性随机泛函微分方程存在唯一解,同时这个解矩有界,时间平均矩有界.这个条件只是以局部Lipschitz条件为前提,线性增长条件不再是前提条件.本文的方程系数可以为多项式增长或被多项式增长限制.     

关于一类二层规划问题的一阶最优性条件研究

本文针对一类具有特定结构的二层规划问题, 将下层问题用其KKT条件代替, 把二层规划问题转化成带有互补约束的单层优化问题.然后利用Fritz-John条件,在适当的条件下,得到了二层优化问题的一阶最优性条件.本文所给条件简单、容易验证,并且不同于[1]的条件.     

混合整数二次规划问题的全局最优性条件

本文给出了混合整数二次规划问题的全局最优性条件,包括全局最优充分性条件和全局最优必要性条件.我们还给出了一个数值实例用以说明如何利用本文所给出的全局最优性条件来判定一个给定点是否是全局最优解.     

总延误问题的优先条件的可递性

关于一台机器的总延误问题,Emmons所建立的优先条件及相应的优先准则长期被认为是最重要的研究成果之一。本文证明,在适当的假设下,优先条件具有可递性,本文还讨论了优先条件与相应偏序的关系,以及它与工件集合的关系。作者将在另文研究优先条件用于偏序扩张的问题,要利用本文的结果。     

单调型条件下随机微分方程θ-方法的均方指数稳定性

本文研究高度非线性随机微分方程(SDEs)的数值解稳定性性质.给出θ-方法均方指数稳定性的充分条件.与现有文献不同,本文无需单边线性增长条件和充分小的步长.本文在单调型的条件下,并且至于要步长满足一个很弱的条件即可.因此本文是对现有文献的很大改进.     

结构参数计量经济学模型的识别及其应用

结构计量模型可识别性决定了结构参数估计的稳定性。为此,本文从扩展结构参数与简化型参数关系体系的视角讨论了结构参数模型的识别问题。首先,证明了一种识别结构参数模型的秩条件。研究发现,对于具有系数线性约束的联立方程组模型,本文的秩条件等价于Koopmans的秩条件;而且,对于SVAR模型,本文的秩条件推广了Hamilton的三角约束条件、Blanchard和Quah的短期识别约束条件、Gali的长期识别约束条件和Rubio-Ramirez等的合并约束条件。另外,应用本文的秩条件研究了一种DSGE模型的可识别性。     

应用曲线积分求解条件概率密度函数

本文将随机变量X在随机事件■(其中f(X)为线性函数)的条件下的概率分布转化为联合密度函数在该曲线段上的曲线积分,研究了在随机事件B发生的条件下随机变量X的条件概率密度函数.同时,本文通过例证说明,通过曲线积分求解条件概率密度函数较之从条件分布定义的求解方式更为简洁.     

中立型随机泛函微分方程的Khasminskii型定理

本文对中立型随机泛函微分方程建立了Khasminskii型定理,这个定理显示在局部Lipschitz条件但是不要求线性增长的条件下,中立型随机泛函微分方程存在一个全局解.本文的这个解存在性条件可以包含更广的一类非线性中立型随机泛函微分方程.最后,本文给出一个例子来阐述我们的思想.     

Fourier积分算子的局部光滑性及其相关研究

本文综述满足电影型(cinematic)曲率条件的Fourier积分算子的局部光滑性及其相关研究.电影型曲率条件包含非退化条件及曲率条件.作为范例重点讨论如何通过双线性方法建立变系数版本的平方函数不等式,进而改进了Mockenhaupt-Seeger-Sogge局部光滑性的结果.与此同时,本文还分析了解决局部光滑性猜想...     

含高维相依自变量的中心k阶条件矩子空间的估计

在回归分析中往往对条件均值,条件方差及高阶条件矩特别感兴趣.本文我们将关注中心k阶条件矩子空间在高维相依自变量情形的估计问题.为此,我们首先引入中心k阶条件矩子空间的概念,并研究该子空间的基本性质.针对高维相依自变量的复杂数据,为了避免预测变量协方差阵的逆矩阵的计算,本文提出用偏最小二乘方法来估计中心k阶条件矩子空间....     

BOUND ON THE MAXIMUM NUMBER OF CLEAR TWO-FACTOR INTERACTIONS FOR 2n-(n-k) DESIGNS

Clear effects criterion is an important criterion for selecting fractional factorial designs [1]. Tang et al. [2] derived upper and lower bounds on the maximum number of clear two-factor interactions (2fi's) in 2n-(n-k) designs of resolution Ⅲ and Ⅳ by constructing 2n-(n-k) designs. But the method in [2] does not perform well sometimes when the resolution is III. This article modifies the construction method for 2n-(n-k) designs of resolution Ⅲ in [2]. The modified method is a great improvement on that used in [2].     

Wavelets from the Loop Scheme

Anewwavelet-based geometric mesh compression algorithm was developed recently in the area of computer graphics by Khodakovsky, Schröder, and Sweldens in their interesting article [23]. The new wavelets used in [23] were designed from the Loop scheme by using ideas and methods of [26, 27], where orthogonal wavelets with exponential decay and pre-wavelets with compact support were constructed. The wavelets have the same smoothness order as that of the basis function of the Loop scheme around the regular vertices which has a continuous second derivative; the wavelets also have smaller supports than those wavelets obtained by constructions in [26, 27] or any other compactly supported biorthogonal wavelets derived from the Loop scheme (e.g., [11, 12]). Hence, the wavelets used in [23] have a good time frequency localization. This leads to a very efficient geometric mesh compression algorithm as proposed in [23]. As a result, the algorithm in [23] outperforms several available geometric mesh compression schemes used in the area of computer graphics. However, it remains open whether the shifts and dilations of the wavelets form a Riesz basis of L₂(?²). Riesz property plays an important role in any wavelet-based compression algorithm and is critical for the stability of any wavelet-based numerical algorithms. We confirm here that the shifts and dilations of the wavelets used in [23] for the regular mesh, as expected, do indeed form a Riesz basis of L₂(?²) by applying the more general theory established in this article.     

A note on random fixed point theorem in probabilistic analysis

In this paper we first prove that the assumptions between basic Theorem 1 and 2, hence main Theorem 3 and 4, in Chang [ 1 ] are equivalent. We then give several common fixed point theorems which are proved under considerably weaker conditions. We finally point out three mistakes in Chang [ 1 ] and correct them. The method used in this paper defers from the method used by Chang [ 1 ]     

BOUND ON THE MAXIMUM NUMBER OF CLEAR TWO-FACTOR INTERACTIONS FOR 2^n-（n-k） DESIGNS

Clear effects criterion is an important criterion for selecting fractional factorial designs[1].Tang et al.[2]derived upper and lower bounds on the maximum number of clear two-factor interactions（2fi＇s）in 2^n-（n-k）designs of resolution Ⅲ and Ⅳ by constructing 2^n-（n-k）designs.But the method in[2]does not perform well sometimes when the resolution is Ⅲ.This article modifies the construction method for 2^n-（n-k） designs of resolution Ⅲ in[2].The modified method is a great improvement on that used in[2].     

Two new associated Laguerre integral results

New associated Laguerre integral results are obtained by eliminating an unnecessary restriction in [1]. The expression used to obtain these new results is compared to that given in [2] and shown to be different and of greater generality. Finally, some physical moments are discussed that require such integrals.     

FINITE ELEMENT ANALYSIS OF A LOCAL EXPONENTIALLY FITTED SCHEME FOR TIME-DEPENDENTCONVECTION-DIFFUSION PROBLEMS

1.IntroductionConsiderthetime-dependentconvection-diffusionproblemat--Euzx a(x,t)u. b(x,t)u~f(x,t),(x,t)E[0,1]x[0,T](1.1)u(0,t)=u(1,t)~0,tE[0,T].(1.2)u(x,0)=u000,xE[0,1],(1.3)a(x,t)2or>0,(1.4)b(x,t)--a.(x,t)/220>0,(1.5)where0SE<<1'(1.1)-(1.5)canbereg...     

修正多重尺度法在求解圆簿板具有很大挠度问题时的应用*

本文利用修正的多重尺度法[1～2]重新研究固支圆薄板在均匀压力作用下,挠度很大时解的渐近性态.结果表明与钱伟长教授用首创的合成展开法求解该问题[3]的结果相一致,但较后者更简捷.本文结果还表明文[4]中所指出文[1～2]方法的局限性是非本质的,并改正文[3]中一些计算错误.     

与"求线性规划问题可行基的一种方法"的再商榷

再次说明文[1]提出的方法不能直接使用，仍须按文[2]的修正结果实行才是正确的。同时指出最近提出的某些算法的不实之处，以飨读者，避免误导。     

On a property of Cauchy-like matrices

We introduce in this Note a property connecting the generators of a Cauchy-like matrix to the generators of its Schur complements. This property (formulas (6)) yields to a recursive process that can be used to devise a fast and direct inversion algorithm for Cauchy-like matrices (Section 4). The approach considered here is substantially simpler than those developed in some recent works on the subject ([2], [4], [6], [7], [8]).     

关于图的最大亏格的下界

主要考虑2-边和3-边连通图的最大亏格下界情形,推广了J.Chen等(1996)的主要结果,证明了