A class of symplectic partitioned Runge–Kutta methods

This paper deals with some relevant properties of Runge–Kutta (RK) methods and symplectic partitioned Runge–Kutta (PRK) methods. First, it is shown that the arithmetic mean of a RK method and its adjoint counterpart is symmetric. Second, the symplectic adjoint method is introduced and a simple way to construct symplectic PRK methods via the symplectic adjoint method is provided. Some relevant properties of the adjoint method and the symplectic adjoint method are discussed. Third, a class of symplectic PRK methods are proposed based on Radau IA, Radau IIA and their adjoint methods. The structure of the PRK methods is similar to that of Lobatto IIIA–IIIB pairs and is of block forms. Finally, some examples of symplectic partitioned Runge–Kutta methods are presented.     

Fourth‐order compact scheme with local mesh refinement for option pricing in jump‐diffusion model

The value of a contingent claim under a jump‐diffusion process satisfies a partial integro‐differential equation. A fourth‐order compact finite difference scheme is applied to discretize the spatial variable of this equation. It is discretized in time by an implicit‐explicit method. Meanwhile, a local mesh refinement strategy is used for handling the nonsmooth payoff condition. Moreover, the numerical quadrature method is exploited to evaluate the jump integral term. It guarantees a Toeplitz‐like structure of the integral operator such that a fast algorithm is feasible. Numerical results show that this approach gives fourth‐order accuracy in space. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Convergence of compact ADI method for solving linear Schrödinger equations

A compact ADI scheme of second‐order in time and fourth‐order in space is proposed for solving linear Schrödinger equations with periodic boundary conditions. By using the recently suggested discrete energy method, it is shown that the stable compact ADI method is unconditionally convergent in the maximum norm. Numerical experiments, including the comparisons with the second‐order ADI scheme and the time‐splitting Fourier pseudospectral method, are presented to support the theoretical results and show the effectiveness of our method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

作业车间调度问题的改进混合遗传算法

作业车间调度是一类求解困难的组合优化问题,本文在考虑遗传算法早熟收敛问题和禁忌搜索法自适应优点的基础上,将遗传算法和禁忌搜索法相结合,提出了一种基于遗传和禁忌搜索的混合算法,并用实例对该算法进行了仿真研究.结果表明,该算法有很好的收敛精度,是可行的,与传统的算法相比较,有明显的优越性.     

Quasinilpotent Operators in Operator Lie Algebras

It is proved that the nilpotent Lie algebra generated by a family of decomposable operators generates an Engel- Banach algebra. We also proved that if a Lie algebra of quasinilpotent operators is essentially nilpotent, then the Banach algebra generated by this Lie algebra consists of quasinilpotent operators.     

多个尺度函数产生的多分辨率分析

本文考虑一般细分方程ψｉ（ｘ）＝Σ１≤ｊ≤ＮΣｋ∈Ｚｃｉｊ（ｋ）ψｊ（２ｘ－ｋ），解的存在性，正则性和稳定性，及｛ψｉ｝１≤ｉ≤Ｎ产生Ｌ＾ｐ多分辨率分析的条件。     

Toeplitz and composition operators on H2 (B n)

The composition operators with closed rangc on H²(B _n) are characterized, and the Fredholmness of products of Toeplitz and composition operators discussed. Moreover, using composition operators, the spectra of Toeplitz operators are studied. Project supported by the National Natural Sciencc Foundation of China and the Postdoctoral Science Foundation of China.     

Analysis of linearized Galerkin-mixed FEMs for the time-dependent Ginzburg-Landau equations of superconductivity

A linearized backward Euler Galerkin-mixed finite element method is investigated for the time-dependent Ginzburg-Landau (TDGL) equations under the Lorentz gauge. By introducing the induced magnetic field σ = c u r l A as a new variable, the Galerkin-mixed FE scheme offers many advantages over conventional Lagrange type Galerkin FEMs. An optimal error estimate for the linearized Galerkin-mixed FE scheme is established unconditionally. Analysis is given under more general assumptions for the regularity of the solution of the TDGL equations, which includes the problem in two-dimensional nonconvex polygons and certain three dimensional polyhedrons, while the conventional Galerkin FEMs may not converge to a true solution in these cases. Numerical examples in both two and three dimensional spaces are presented to confirm our theoretical analysis. Numerical results show clearly the efficiency of the mixed method, particularly for problems on nonconvex domains.     

Prescribed scalar curvature plus mean curvature flows in compact manifolds with boundary of negative conformal invariant

Using a geometric flow, we study the following prescribed scalar curvature plus mean curvature problem: Let \((M,g_0)\) be a smooth compact manifold of dimension \(n\ge 3\) with boundary. Given any smooth functions f in M and h on \(\partial M\), does there exist a conformal metric of \(g_0\) such that its scalar curvature equals f and boundary mean curvature equals h? Assume that f and h are negative and the conformal invariant \(Q(M,\partial M)\) is a negative real number, we prove the global existence and convergence of the so-called prescribed scalar curvature plus mean curvature flows. Via a family of such flows together with some additional variational arguments, we prove the existence and uniqueness of positive minimizers of the associated energy functional and give a confirmative answer to the above problem. The same result also can be obtained by sub–super-solution method and subcritical approximations.     

Systemic Risk and Interbank Lending

We propose a simple model of the banking system incorporating a game feature, where the evolution of monetary reserve is modeled as a system of coupled Feller diffusions. The optimization reflects the desire of each bank to borrow from or lend to a central bank through manipulating its lending preference and the intention of each bank to deposit in the central bank in order to control the reserve and the corresponding volatility for cost minimization. The Markov Nash equilibrium for finite many players generated by minimizing the linear quadratic cost subject to Cox–Ingersoll–Ross type processes creates liquidity and deposit rate. The adding liquidity leads to a flocking effect implying stability or systemic risk depending on the level of the growth rate, but the deposit rate diminishes the growth of the total monetary reserve causing a large number of bank defaults. The central bank acts as a central deposit corporation. In addition, the corresponding mean field game in the case of the number of banks N large and the infinite time horizon stochastic game with the discount factor are also discussed.