A note on generalized nonlinear diagonal dominance

In this paper, an open problem, proposed by A. Frommer, about nonlinear generalized diagonal dominance, is solved on some weak restriction, a counterexample is presented if such a restriction is omitted, and some new properties of nonlinear generalized diagonally dominant functions are investigated.     

求解广义鞍点问题的一个新的类SOR算法

本文提出了求解广义鞍点问题的一个新的类SOR迭代算法,并分析了新算法的收敛性.数值实验结果表明新算法是十分有效的.     

广义分解定理与两个不等式

本文给出了Banach空间广义分解定理的一个初等证明,并利用它来证明两个对称不等式.这是首次在Banach空间获得这样的不等式.     

Condorcet Winners for Public Goods

In this work, we consider a public facility allocation problem decided through a voting process under the majority rule. A location of the public facility is a majority rule winner if there is no other location in the network where more than half of the voters would have been closer to than the majority rule winner. We develop fast algorithms for interesting cases with nice combinatorial structures. We show that the computing problem and the decision problem in the general case, where the number of public facilities is more than one and is considered part of the input size, are all NP-hard. Finally, we discuss majority rule decision making for related models.     

举办《应用数学学校》和参加数学应用数学建模竞赛的实践和思考

通过开展应用数学教学活动和开办《应用数学学校》的多年实践 ,我校学生结合实际学习和应用数学知识的意识和能力不断提高 ,在上海市数学知识应用竞赛和美国大学生数学建模竞赛中连续取得好成绩 ,为了争取把这项工作做得更好 ,我们作了进一步思考和打算     

一类具有摄动边界的弱非线性反应扩散方程

研究了具有摄动边界的非线性反应扩散方程的问题.在适当的条件下,利用微分不等式理论,讨论了问题的渐近解.     

On formal Laurent series

Several kinds of formal Laurent series have been introduced with some restrictions so far. This paper systematically sets up a natural definition and structure of formal Laurent series without those restrictions, including introducing a multiplication between formal Laurent series. This paper also provides some results on the algebraic structure of the space of formal Laurent series, denoted by \mathbbL\mathbb{L}. By means of the results of the generalized composition of formal power series, we define a composition of a Laurent series with a formal power series and provide a necessary and sufficient condition for the existence of such compositions. The calculus about formal Laurent series is also introduced.     

Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint

In this paper, the basic claim process is assumed to follow a Brownian motion with drift. In addition, the insurer is allowed to invest in a risk-free asset and n risky assets and to purchase proportional reinsurance. Under the constraint of no-shorting, we consider two optimization problems: the problem of maximizing the expected exponential utility of terminal wealth and the problem of minimizing the probability of ruin. By solving the corresponding Hamilton–Jacobi–Bellman equations, explicit expressions for their optimal value functions and the corresponding optimal strategies are obtained. In particular, when there is no risk-free interest rate, the results indicate that the optimal strategies, under maximizing the expected exponential utility and minimizing the probability of ruin, are equivalent for some special parameter. This validates Ferguson’s longstanding conjecture about the relation between the two problems.     

B值鞅不等式与Banach空间几何性质的刻划

本文建立了Ｂ值鞅的极大函数ｆ，平削函数ｆｐ＾＃，ｆｐ＾＃的凸Φ－不等式，反过来用这些不等式刻划了Ｂａｎａｃｈ空间的凸性和光滑性，同时给出了超自反空间以及与Ｈｉｌｂｅｒｔ空间同构的Ｂａｎａｃｈ空间的特征。本文的结论推广了一些熟知的重要结果。