Recursive computational formulas of the least squares criterion functions for scalar system identification

The paper discusses recursive computation problems of the criterion functions of several least squares type parameter estimation methods for linear regression models, including the well-known recursive least squares (RLS) algorithm, the weighted RLS algorithm, the forgetting factor RLS algorithm and the finite-data-window RLS algorithm without or with a forgetting factor. The recursive computation formulas of the criterion functions are derived by using the recursive parameter estimation equations. The proposed recursive computation formulas can be extended to the estimation algorithms of the pseudo-linear regression models for equation error systems and output error systems. Finally, the simulation example is provided.     

Computing economies of vertical integration,economies of scope and economies of scale using partial frontier nonparametric methods

So far, in the nonparametric literature only full frontier nonparametric methods have been applied to search for economies of scope and scale, particularly the data envelopment analysis method (DEA). However, these methods present some drawbacks that might lead to biased results. This paper proposes a methodology based on more robust partial frontier nonparametric methods to look for scope and scale economies. Through this methodology it is possible to assess the robustness of these economies, and in particular to assess the influence that extreme data or outliers might have on them. The influence of the imposition of convexity on the production set of firms was also investigated. This methodology was applied to the water utilities that operated in Portugal between 2002 and 2008. There is evidence of economies of vertical integration and economies of scale in drinking water supply utilities and in water and wastewater utilities operating mainly in the retail segment. Economies of scale were found in water and wastewater utilities operating exclusively in the wholesale, and in some of these utilities diseconomies of scope were also found. The proposed methodology also allowed us to conclude that the existence of some smaller utilities makes the minimum optimal scales go down.     

Dilations for systems of imprimitivity acting on Banach spaces

Motivated by a general dilation theory for operator-valued measures, framings and bounded linear maps on operator algebras, we consider the dilation theory of the above objects with special structures. We show that every operator-valued system of imprimitivity has a dilation to a probability spectral system of imprimitivity acting on a Banach space. This completely generalizes a well-known result which states that every frame representation of a countable group on a Hilbert space is unitarily equivalent to a subrepresentation of the left regular representation of the group. We also prove that isometric group representation induced framings on a Banach space can be dilated to unconditional bases with the same structure for a larger Banach space. This extends several known results on the dilations of frames induced by unitary group representations on Hilbert spaces.     

Well-posedness,wave breaking and peakons for a modified μ-Camassa–Holm equation

Considered herein is a modified periodic Camassa–Holm equation with cubic nonlinearity which is called the modified μ-Camassa–Holm equation. The proposed equation is shown to be formally integrable with the Lax pair and bi-Hamiltonian structure. Local well-posedness of the initial-value problem to the modified μ-Camassa–Holm equation in the Besov space is established. Existence of peaked traveling-wave solutions and formation of singularities of solutions for the equation are then investigated. It is shown that the equation admits a single peaked soliton and multi-peakon solutions with a similar character of the μ-Camassa–Holm equation. Singularities of the solutions can occur only in the form of wave-breaking, and several wave-breaking mechanisms for solutions with certain initial profiles are described in detail.     

Improved blowup results for the Euler and Euler–Poisson equations with repulsive forces

Some results are presented on the formation of singularities in the solutions of the radially-symmetric N-dimensional Euler or Euler–Poisson equations with repulsive forces. Based on the integration method of M.W. Yuen, we generalize the blowup results with constant compact radius R   of solutions to the case with general compact radius R(t)$R(t)$ and to the case with no compact support restriction.     

Oscillatory traveling waves of polytropic filtration equation with generalized Fisher–KPP sources

The polytropic filtration equation with generalized Fisher–KPP sources is considered. We will show that the equation may have finite times oscillatory traveling waves, and try to give a complete classification by virtue of a singular exponent in the source according to the finiteness of the oscillatory times of traveling waves.     

广义交替近似梯度算法的线性收敛分析

针对两个可分凸函数的和在线性约束下的极小化问题,在交替方向法的框架下,提出广义的交替近似梯度算法.在一定的条件下,该算法具有全局及线性收敛性.数值实验表明该算法有好的数值表现.     

Dividends in finite time horizon

In this paper, we consider the classical risk model modified in two different ways by the inclusion of a dividend barrier. For Model I, we present numerical algorithms, which can be used to approximate or bound the expected discounted value of dividends up to a finite time horizon, t, or ruin if this occurs earlier. We extend this by requiring the shareholders to provide the initial capital and to pay the deficit at ruin each time it occurs so that the process then continues after ruin up to time t. For Model I, we assume the full premium income is paid as dividends whenever the surplus exceeds a set level. In our Model II, we assume dividends are paid at a rate less than the rate of premium income. Copyright © 2012 John Wiley & Sons, Ltd.     

A new a priori error estimate of nonconforming finite element methods

This paper is devoted to a new error analysis of nonconforming finite element methods.Compared with the classic error analysis in literature,only weak continuity,the F-E-M-Test for nonconforming finite element spaces,and basic Hm regularity for exact solutions of 2m-th order elliptic problems under consideration are assumed.The analysis is motivated by ideas from a posteriori error estimates and projection average operators.One main ingredient is a novel decomposition for some key average terms on(n.1)-dimensional faces by introducing a piecewise constant projection,which defines the generalization to more general nonconforming finite elements of the results in literature.The analysis and results herein are conjectured to apply for all nonconforming finite elements in literature.