基于VaR和集中度约束的贷款组合优化模型

资产负债管理是把资产与负债组合视为有机整体,协调流动性、安全性和赢利性,本文通过资产的集中度约束把银行资产合理分配在不同行业中,有效降低银行资产集中度风险,通过能反映银行风险承受能力的VaR约束控制了贷款组合风险,应用实例的结果表明,本模型能够谋求"三性"的最佳配置,有效降低银行经营过程中的集中度风险和流动性风险,并实...     

一类拟线性次椭圆方程弱解的局部唯一性

In this note,we obtain some a-priori estimates for gradient of weak solutions to a class of subelliptic quasilinear equations constructed by Ho¨rmander’s vector fields,and then prove local uniqueness of weak solutions.A key ingredient is the estimated about kernel on metirc ＂annulus＂.     

A delay-range-dependent uniformly asymptotic stability criterion for a class of nonlinear singular systems

This paper investigates a class of nonlinear singular systems. Based on the Lyapunov functional method and the free-weighting matrix method, a uniformly asymptotic stability criterion in terms of only one simple linear matrix inequality (LMI) is addressed, which guarantees stability for such time-varying delay systems. This LMI can be easily solved by convex optimization techniques. Two examples are given to illustrate the effectiveness of the proposed main results. All these results are expected to be of use in the study of nonlinear singular systems.     

多重调和Dirichlet问题奇异正解的对称性

我们在穿孔单位球上研究下面多重调和Dirichlet问题{(-Δ)ku=f(u),在B\{0)内,u＞0,在B\{0)内,u=(e)u/(e)v=…=(e)k-1u/(e)vk-1=0,在(e)B上,其中,B是RN中的单位球,v是(e)B的单位外法向量,N＞2k,k≥2.在f满足适当假设条件下,如果0是不可去奇点,我们...     

KOPPELMAN-LERAY FORMULA ON COMPLEX MANIFOLDS

（钟同德）ＫＯＰＰＥＬＭＡＮ－ＬＥＲＡＹＦＯＲＭＵＬＡＯＮＣＯＭＰＬＥＸＭＡＮＩＦＯＬＤＳ￥ＺｈｏｎｇＴｏｎｇｄｅ（ＩｎｓｔｉｔｕｔｅｏｆＭａｔｈｅｍａｔｉｃｓ，ＸｉａｍｅｎＵｎｉｖｅｒｓｉｔｙ，Ｘｉａｍｅｎ３６１００５，Ｃｈｉｎａ）Ａｂｓｔｒａｃｔ...     

电磁波导的半解析辛分析

根据电磁波导的Hamilton体系，辛几何可用于任意各向异性材料，而且便于处理不同区段的界面条件，横向的电场和磁场构成了对偶向量．基于Hamilton变分原理用半解析法进行横向离散应当保持体系的辛结构．离散后可以运用应用力学的有效算法，求解其辛本征值问题．每段波导可以引入两端Riccati矩阵，用精细积分法求解其方程组．     

A DECAGONAL QUASICRYSTAL WITH AN ARC-SHAPED CRACK

A decagonal quasicrystal,which is weakened by an arc-shaped crack penetratingthrough the solid in the period direction,and which is subjected to remote uniform phonon stresses,is investigated by applying the complex variable method which is just developed by the authors.It is found that the phonon and phason stresses near the crack tips exhibit inverse square rootsingularities.The four complex stress functions characterizing the phonon and phason fields arederived.Explicit expressions for the phonon and phason stress intensity factors,crack openingdisplacements and energy release rate are also presented.     

ANALYSIS ON ACOUSTICAL SCATTERING BY A CRACKED ELASTIC STRUCTURE

The acoustical scattering by a cracked elastic structure is studied. The mixed method of boundary element and fractal finite element is adopted to solve the cracked structure-acoustic coupling problem. The fractal two-level finite element method is employed for the cracked structure, which can reduce the degree of freedoms (DOFs) greatly, and the boundary element method is used for the exterior acoustic field which can automatically satisfy Sommerfeld‘s radiation condition. Numerical examples show that the resonance frequency is lower with the crack‘s depth increase, and that the effect on the acoustical field by the crack is particularly pronounced in the vicinity of the crack tip. This mixed method of boundary element and finite element is effective in solving the scattering problem by a cracked structure.     

空间理性八节点块体元

推导出空间八节点块体理性有限元列式，采用具有直到三次多项式的空间问题的微分方程的解作为插值的近似函数，数例结果表明空间理性八节点块体元的有效性。     

Quasiconvex Functions and Hessian Equations

S ^n×n of symmetric matrices. They are built on the k-th elementary symmetric function of the eigenvalues, k=1,2,…,n. Our motivation came from a paper by Šverák [S]. The proof of our result relies on the theory of the so-called k-Hessian equations, which have been intensively studied recently; see [CNS,T1,TW1,TW2]. (Accepted January 3, 2003) Published online May 13, 2003 Communicated by V. Šverák