Wolfe线搜索下一类混合共轭梯度法的全局收敛性

本文给出了一个新的共轭梯度公式,新公式在精确线搜索下与DY公式等价,并给出了新公式的相关性质.结合新公式和DY公式提出了一个新的混合共轭梯度法,新算法在Wolfe线搜索下产生一个下降方向,并证明了算法的全局收敛性,并给出了数值例子.     

k个矩阵的核子空间的和的维数

利用齐次线性方程组的解的表达式及分块矩阵的一个秩等式,得出了k个矩阵的核子空间的和的维数的一个公式,它推广了维数公式.并给出了这个公式的几个应用.     

扩展的Boussinesq系统Lax对的Backlund变换和递推求解公式的导出

本文研究2+1维的扩展经典Boussinesq系统.首先,研究了系统的Lax对,找出了一个形式十分新颖的带有一个任意函数的Backlund变换.然后,又导出了Lax对的特征函数的生成公式.最后,利用Backlund变换和Lax对特征函数生成公式相结合得出了Lax对的递推求解公式.利用此递推公式,求出了一些Lax对的解.     

扩展的Boussinesq系统Lax对的Bäcklund变换和递推求解公式的导出

本文研究2+1维的扩展经典Boussinesq系统.首先,研究了系统的Lax对,找出了一个形式十分新颖的带有一个任意函数的Backlund变换.然后,又导出了Lax对的特征函数的生成公式.最后,利用Backlund变换和Lax对特征函数生成公式相结合得出了Lax对的递推求解公式.利用此递推公式,求出了一些Lax对的解.     

推广的韩-刘-张反常消去公式

在[Anomaly cancellation and modularity, Frontiers in Differential Geometry, Partial Differential Equations and Mathematical Physics,2014:87-104,World Sci.Publ.,Hackensack,NJ]中,韩-刘-张给出了一个反常消去公式,推广了GreenSchwarz公式和Schwartz-Witten公式.本文研究了两个推广的韩-刘-张公式和一个奇数维的韩-刘-张公式.通过研究一些示性式的模性质,给出了奇数维新的反常消去公式.     

一个计算幂和多项式的积分递推公式

历史悠久的幂和问题 ,是迄今仍然颇受关注的一个问题 .以往虽有多种方法 ,但计算阶数较高的幂和公式大都十分繁琐 ,本文方法则消除了这种不足 .本文介绍一个计算幂和多项式的积分递推公式 ,并给出该公式的初等证明和某些应用 .     

基于泰勒级数展开的一点超前差分公式的推导

传统的数值微分公式有前向差分、后向差分和中心差分公式.所谓一点超前差分公式,就是后向差分公式在形式上"前移"一点来计算一阶导数的公式.该公式有效地弥补了传统差分公式的不足之处.不同于以前研究中使用拉格朗日公式来推导一点超前公式的做法,给出了基于泰勒级数展开的对该组公式及其截断误差的推导,从另一个角度验证了一点超前公式,使其更为完善.     

基于泰勒级数展开的一点超前差分公式的推导

传统的数值微分公式有前向差分、后向差分和中心差分公式.所谓一点超前差分公式,就是后向差分公式在形式上"前移"一点来计算一阶导数的公式.该公式有效地弥补了传统差分公式的不足之处.不同于以前研究中使用拉格朗日公式来推导一点超前公式的做法,给出了基于泰勒级数展开的对该组公式及其截断误差的推导,从另一个角度验证了一点超前公式,使其更为完善.     

基于逼近型细分的诱导细分格式

利用逼近型细分构造插值型细分是细分领域中的一个重要问题,目前可以给出插值型细分生成函数的研究还非常少.本文给出一个生成函数的统一公式,该公式由逼近型细分的生成函数与一个子生成函数构成.该公式对应一个插值型细分或者逼近型细分,这个取决于子生成函数的选取.该公式在理论和实际中都很重要.首先,这个公式适用于任意伸缩矩阵的多元基本型细分;其次,不论是一元细分还是多元细分,推导这个统一公式都不需要求解线性方程组;再次,这个公式具有显著的几何意义,应用方便;最后,从理论上分析诱导细分的零条件和多项式再生性,本文发现这些性质不仅与逼近型细分的零条件有关,而且与逼近型细分的多项式再生性有关,从而对细分格式的构造有指导意义.本文给出3个例子来说明这个统一公式.     

关于向量场的奇点指数和

在[4]中我们证明了一个公式Ind(ξ)-Ind(η)=ν(ξ,η~*),并指出它可以使Hopf指数和公式变为一个更广的形式.本文则进一步对此公式做点解释,说明推广的Hopf指数和公式,拓扑度理论中的基本事实以及著名的Borsuk-Ulam定理皆是它的推论.同时指出分析中的某些定理(例如本文提到的定理4,定理5),事实上也可出自该公式.     

一类具有转移条件的不连续微分算子的渐近状态

研究一类具有转移条件且边界条件依赖于特征参数的Sturm-Liouville算子,建立一个与其相关的新的空间框架,给出其特征的相关性质与特征函数的完备性,利用函数论方法得出其特征的渐近表示,并获得Green函数的表达式.     

Integral formulae for a Riemannian manifold with two orthogonal distributions

We obtain a series of new integral formulae for a distribution of arbitrary codimension (and its orthogonal complement) given on a closed Riemannian manifold, which start from the formula by Walczak (1990) and generalize ones for foliations by several authors. For foliations on space forms our formulae reduce to the classical type formulae by Brito-Langevin-Rosenberg (1981) and Brito-Naveira (2000). The integral formulae involve the conullity tensor of a distribution, and certain components of the curvature tensor. The formulae also deal with a set of arbitrary functions depending on the scalar invariants of the co-nullity tensor. For a special choice of the functions our formulae involve the Newton transformations of the co-nullity tensor.     

On cubature with a minimal number of lines

In this paper we introduce the study of the approximation of integrals on regions of a space of dimension higher than one, by means of linear combinations of integrals on manifolds of lower dimension contained in the region of integration.This approximation arises as an alternative and/or a complement to the formulae developed first by Mysovskikh and which have knots as data.We define the notion of Gaussian formulae and we characterize the minimal representation for this approximation.     

Fundamental solution of a multidimensional difference equation with periodical and matrix coefficients

Summary The multidimensional (partial) difference equation with periodical coefficients is transformed into an equation for a vector sequence. Integral formulae for the vector fundamental solution are developed and some results about its asymptotic properties are explained. As an example, the results are used for a simple difference equation on a hexagonal grid.     

Bounds for an Optimization Problem with a Linear Programming Structure

The problem of estimating the value of a quadratic cost indexminimized with respect to a linear system constraint arisesin many design studies in control theory and regression analysis.In particular, the assessment of several choices of system inputscould lead to inefficient procedures based on the executionof an optimization routine for each input subset. To avoid suchpitfalls, a set of bounds on the optimal cost have been constructedusing information resident in a set of system moments. The momentsare easily calculated for systems in weighting function formand the bounds obtained from explicit formulae. The derivationof these bounds is presented in some detail using Hilbert spaceanalysis to obtain a canonical form, and randomized solutionsto give the subsequent bound formulae. A simple example is presentedto illustrate the results.     

基于具有LR型模糊输出回归模型的保费预测

在保费预测研究中,提出了一种基于模糊回归模型的预测方法.采用模糊最小二乘法,针对清晰输入和LR型模糊输出,在考虑输出量隶属函数类型存在差异问题基础之上,得到模型回归系数的迭代解.通过最小二乘估计的定性分析,给出检验模型拟合度的指标.结合保费数据的预测结果表明模型可行且具有较强的解释能力.     

Prefix classes of krom formulae with identity

Two small classes of first order formulae without function symbols but with identity, in prenex conjunctive normal form with all disjunctions binary, are shown to have a recursively unsolvable decision problem, whereas for another such class an algorithm is developed which solves the decision problem of that class. This solves the prefix problem for such classes of formulae except for the Gödel-Kalmàr-Schütte case.     

Policy analytics need more than a spreadsheet: a case study in funding formulae

This article presents two case studies, concerning the allocation of £Billions by a mechanism communicated via spreadsheet models. It argues that technical analytic skills as well as policy development skills are a vital component of governance. In the UK, Central Government uses funding formulae to distribute money to local service providers. One commonly stated goal of such formulae is equity of service provision. However, given the complexity of public services, together with variations in need, delivery style and the exercise of stakeholder judgement as to which needs should be met and how, such formulae frequently obscure the process by which equity has been taken into account. One policy ‘solution’ to managing such tensions is to seek ‘transparency’. With respect to funding formulae, this commonly involves publishing the underlying data and formulae in spreadsheets. This paper extends the argument that such ‘transparency’ requires an audience that understands the policy assumptions (and related conceptualisations), data sources, methodological approaches and interpretation of results. It demonstrates how the search for policy ‘transparency’ is also met by the technical quality assurance goals that the operational research community would recognise as best practice in the development both of software generally and spreadsheet models specifically. Illustrative examples of complex formulae acting to subvert equity are drawn from the English Fire and Rescue Service and Police Service allocation formulae. In the former, an increase in the amount of deprivation, as measured by one of six indicators, has the perverse effect of decreasing the financial allocation. In the latter, metropolitan areas such as London are found to gain most from the inclusion of variables measuring sparsity. The conclusion from these scenarios is that the steps needed to for technical quality assurance and policy transparency are mutually reinforcing goals, with policy analysts urged to make greater use of technical analytic skills in software development.     

Light traffic in a cellular system with mobile subscribers and its applications

This paper is concerned with a cellular system with mobile subscribers (customers). This system consists of a cell, called the tagged cell, and its adjacent cells. Each cell has some finite number of channels. The sojourn times of customers in the tagged cell have an exponential distribution. Customers in the adjacent cells move to the tagged cell according to a Poisson process whose rate depends on the number of customers in the tagged cell. Each customer without call in progress generates his call according to an exponential distribution and the channel holding times of calls at each cell have a common exponential distribution. We first show that under some restriction, the light traffic limit for the stationary state distribution in the tagged cell is given by a mixture of a Poisson and binominal distributions. Based on the limit, we develop formulae for evaluating the hand-off and blocking probabilities and the mean number of busy channels in the tagged cell. Several numerical examples are presented that demonstrate the practical usefulness of the formulae.     

利用传染模型对含有对手风险的信用证券定价(英文)

本文利用传染模型研究了可违约债券和含有对手风险的信用违约互换的定价。我们在约化模型中引入具有违约相关性的传染模型,该模型假设违约过程的强度依赖于由随机微分方程驱动的随机利率过程和交易对手的违约过程.本文模型可视为Jarrow和Yu(2001)及Hao和Ye(2011)中模型的推广.进一步地,我们利用随机指数的性质导出了可违约债券和含有对手风险的信用违约互换的定价公式并进行了数值分析.