计算股市的基本方程,理论和原理（Ⅲ）：基本理论

由基本方程导出两个理论：１．股票的价值理论３ｖ＊（ｔ）＝Ｖ＊（０）ｅｘｐ（ａｒ２＊ｔ）．２。股能守恒理论,将股能定义为股价ｖ及其导数ｖ的二次函数Х＝Ａｖ＾２＋Ｂｖｖ＋Ｃｖ＾２＋Ｄｖ,在基本方程约束下,将问题归结为沿最优路径的约束优化问题,应用Ｌａｇｒａｎｇｅ乘数,变分法Ｅｕｌｅｒ方程可证Х对任何ｖ、ｖ问题归结为沿最优路径的约束优化问题。应用Ｌａｇｒａｎｇｅ乘数,谱分法Ｅｕｌｅｒ方程可证Х对任何ｖ、     

倒向随机发展方程适应解的局部存在唯一性

本文讨论了是如下一类抽象空间中的倒向随机发展方程此类方程上是代表金融市场中的一种组合投资模型。在方程中：ｘ（ｔ）表示投资者：Ｗ（ｔ）表示股票市场或其它的风险市场其风险是由Ｂｒｏｗｎ运动来驱动；Ｘ表示投资者期望在终点时刻Ｔ要达到的目标。     

变质量高阶非ЧeTaeB型非完整约束系统动力学

本文给出了高了阶非ЧｅＴａｅＢ约束加在广义虚位移上的限制条件，建立了变质量高阶非ЧｅＴａｅＢ型非线性非完整系统的Ｒｏｕｔｈ方程，ЧａПЛЫГИН方程、Ｎｉｅｌｓｅｎ方程，给出了高阶非ЧｅＴａｅＢ型约束系统“ｄ”与“δ”之间的产换关系，建立了其积分变分原理，并得到了变质量高阶非ЧｅＴａｅＢ型约束系统的广义Ｎｏｅｔｈｅｒ守恒律。     

线性矩阵方程的解

线性矩阵方程的解郝秀梅，杨子胥（山东财政学院基础部２５００１４）在一般的高等代数和线性代数教材中，常有以下结论：当Ａ为非奇异方阵时，矩阵方程ＡＸ＝Ｂ有唯一解为Ｘ＝Ａ－１Ｂ．本文则讨论一般的线性矩阵方程ＡＸ＝Ｂ、ＸＡ＝Ｂ以及ＡＸＢ＝Ｃ（这里矩阵Ａ，Ｂ；...     

关于双特征Beltrami方程

该文研究空间Ｂｅｌｔｒａｍｉ方程的推广形式，即双特征Ｂｅｌｔｒａｍｉ方程．利用外微分形式与矩阵的外代数等工具，将双特征Ｂｅｌｔｒａｍｉ方程转化为一个非齐次的狆 调和方程，转化过程中只用到加于特征矩阵的一致椭圆型条件．然后验证了算子犃满足的条件：Ｌｉｐｓｃｈｉｔｚ型条件、单调不等式、齐次性条件以及算子犅满足的控制增长条件．并利用得到的狆 调和方程，给出了双特征Ｂｅｌｔｒａｍｉ方程广义解分量函数的弱单调性结果．     

数学问题解答

数学问题解答１９９４年４月号问题解答（解答由问题提供人给出）８８６在△ＡＢＣ中，求证：证当△ＡＢＣ为钝角三角形或直角三角形时不等式的左边小于或等于零，而右边大于零，不等式显然成立．当△ＡＢＣ为锐角三角形时同理将这三个同向不等式相乘得．８８７证明方程ｍ...     

Modified Boussinesq方程的变量分离

利用和三阶特征值问题相联系的零曲率方程表示理论，本文给出ＭｏｄｉｆｉｅｄＢｏｕｓｓｉｎｅｓｑ方程在显式约束和高阶约束下的两种分解，ＭｏｄｉｆｉｅｄＢｏｕｓｓｉｎｅｅｓｑ方程对ｘ和ｔ的依赖被分解为两个可交换的ｘ－和ｔ－有限维可积的Ｈａｍｉｌｔｏｎ系统．这种分解提供了类似于变量分离的求解方法，通过解两个可交换的有限维可积系统可得到ＭｏｄｉｆｉｅｄＢｏｕｓｓｉｎｅｓｑ方程的某些解．     

广义Birkhoff自治系统的平衡稳定性

研究广义Ｂｉｒｋｈｏｆ自治系统的平衡稳定性问题·首先建立了广义Ｂｉｒｋｈｏｆ自治系统的平衡方程,然后研究平衡状态稳定性的一次近似方法和直接法,并应用Ляпунов定理得到了广义Ｂｉｒｋｈｏｆ自治系统平衡稳定性的一些结果·最后举例说明了这些结果的应用     

非线性演化方程的切对称群分析

将优化系统的概念推广应用至切代数,并以一个二阶非线性演化方程为例,给出了方程所容许的切对称,建立了切对称的一维优化系统.并利用优化系统对所研究的方程进行了对称约化,得到了与不等价对称相对应的约化方程和不变解.     

对广义达朗贝尔运动方程的一点补遗

对传统的广义达朗贝尔运动方程作了两点推广：１）考虑含有移动关节的情形;２）把方程的适用范围由单链系统推广至树形系统。     

Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems

We give an equation reformulation of the Karush–Kuhn–Tucker (KKT) condition for the second order cone optimization problem. The equation is strongly semismooth and its Clarke subdifferential at the KKT point is proved to be nonsingular under the constraint nondegeneracy condition and a strong second order sufficient optimality condition. This property is used in an implicit function theorem of semismooth functions to analyze the convergence properties of a local sequential quadratic programming type (for short, SQP-type) method by Kato and Fukushima (Optim Lett 1:129–144, 2007). Moreover, we prove that, a local solution x* to the second order cone optimization problem is a strict minimizer of the Han penalty merit function when the constraint nondegeneracy condition and the strong second order optimality condition are satisfied at x*.     

On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon

In this work a sufficient condition for deterministic dynamic optimization with discrete time and infinite horizon is formulated. It encompasses also situations where the instantaneous payoff/utility function can attain infinite values.The usual terminal condition for sufficiency of the Bellman equation requiring that the limit superior of the value function along each admissible trajectory is equal to 0 is replaced by a weaker one in which the limit superior of the value function can attain nonpositive values.This kind of terminal condition is applicable also to deterministic dynamic optimization problems with real-valued instantaneous payoff function in which the usual terminal condition does not hold.     

一类偏积分-微分方程中的反问题

对一类偏积分-微分方程中参数校准的反问题进行研究.在弱解的框架下,原问题可转化为含具体正则化项的最优化问题.文中证明了该最优化问题的解的存在性和稳定性,并考察了最优解存在的一阶必要条件.另外,证明了当正则化参数足够大时,该最优化问题关于参数a的凸性性质.基于偏积分-微分方程反问题的研究对于金融市场中的模型校准问题具有重要的意义.     

IDENTIFICATION OF PARAMETERS IN SEMILINEAR PARABOLTC EQUATIONS

1IntroductionWeconsiderthefollowingsystem:notu--Z0',(a(x)ox.u)=f(x,t,u),(x,t)EQ,i=1,u(x,t)=0,(x,t)ES,(1)u(x,0)=u000,xEfi,wherefiisaboundeddomaininR"(n21),Q={(x,t):xEfi,tE(0,T)}with0相似文献   

蜂窝夹层结构的最优参数选择

本文把夹层结构的最轻重量作为目标函数,在给定的强度和刚度的约束条件下,求出蜂窝夹层结构的四个最优参数(面板厚度t_f,蜂窝芯子厚度h_c,蜂壁厚度t_s,蜂格边长c).在强度约束条件时,最后求解一个高次方程.在刚度约束条件时,用待定参数求极值的方法把约束极值问题化为无约束极值问题.文中对结果也进行了讨论.     

A note on the dynamic liquidity trading problem with a mean-variance objective

This note studies the dynamic liquidity trader’s problem with a mean-variance objective function. Independent of the market impact functions and the market price dynamics, we provide a necessary and sufficient condition under which the dynamic programming equation (Bellman equation) can be extended to mean-variance objectives. Evaluation of this condition involves solving an optimization problem and taking variance of its optimal value. This computation may be difficult even when random disturbances in the market price dynamics follow a well-known distribution. To avoid this pitfall, we then provide some sufficient condition which can be assessed very easily.     

Solving Inverse Problems for Hyperbolic Equations via the Regularization Method

In the paper, we first deduce an optimization problem from an inverse problem for a general operator equation and prove that the optimization problem possesses a unique, stable solution that converges to the solution of the original inverse problem, if it exists, as a regularization factor goes to zero. Secondly, we apply the above results to an inverse problem determining the spatially varying coefficients of a second order hyperbolic equation and obtain a necessary condition, which can be used to get an approximate solution to the inverse problem.     

On a variational problem with unknown boundaries and the determination of optimal shapes of elastic bodies : PMM vol. 39, n 6, 1975, pp. 1082–1092

The optimization problem is considered for a partial differential equation of elliptic type. The boundary of the domain in which the equation is given emerges as the control function and is to be determined from the condition of the extremum of the integral of the solution of the boundary value problem. Seeking the extremals is reduced to solving a va national problem without differential constraints. Necessary conditions for optimality are obtained, and shapes of elastic bars possessing the maximum stiffness under torsion are found with their aid.     

Differentiation of the functional in a parametric optimization problem for a coefficient of a semilinear elliptic equation

We study parametric optimization with respect to an integral criterion of the higher coefficient and the right-hand side of a second-order semilinear elliptic equation with the Dirichlet boundary condition. We obtain formulas for the first partial derivatives of the objective functional with respect to the control parameters. The total preservation (preservation for the entire set of control parameters) of the unique solvability of the boundary value problem for this equation is proved based on the theory of monotone operators.     

IDENTIFICATION OF PARAMETERS IN SEMILINEAR PARABOLIC EQUATIONS

An optimization theoretic approach of coefficients in semilinear parabolic equation is presented. It is based on convex analysis techniques. General theorems on existence are proved in L¹ setting. A necessary condition is given for the solutions of the parameter estimation problem.