钼、硼浸种对大豆幼苗生理特性的影响

以浙春3号大豆为研究材料，设置了不同的钼、硼浸种对大豆种子的萌发和幼苗生理特性的影响，结果表明：低浓度钼或硼有利于大豆种子的萌发，钼、硼浸种时间以12h最佳，钼浸种或不过量硼浸种将增大豆幼苗的呼吸速率，提高过氧化物酶（POD）、过氧化氢酶（CAT）和超氧化岐化酶（SOD）等抗逆性酶的活性，降低质膜透性（MP）及丙二醛（MDA）和脯氨酸（Pro)的含量，中等浓度的钼、硼浸种效果最显著，而高浓度浸种将产生相反的效果。     

An iteration method for the symmetric solutions and the optimal approximation solution of the matrix equation AXB=C

An iteration method is constructed to solve the linear matrix equation AXB=C over symmetric X. By this iteration method, the solvability of the equation AXB=C over symmetric X can be determined automatically, when the equation AXB=C is consistent over symmetric X, its solution can be obtained within finite iteration steps, and its least-norm symmetric solution can be obtained by choosing a special kind of initial iteration matrix, furthermore, its optimal approximation solution to a given matrix can be derived by finding the least-norm symmetric solution of a new matrix equation . Finally, numerical examples are given for finding the symmetric solution and the optimal approximation symmetric solution of the matrix equation AXB=C.     

解Hamilton-Jacobi方程的MUSCL格式

本文利用单调数值通量和分片线性重构导数的方法构造了一种求HJ方程数值解的有限差分格式:MUSCL格式,并证明该格式具有TVB稳定性.数值实验表明该格式具有二阶精度,能避免产生伪振荡,尤其在类似"角点"的间断处有较好的分辩率.     

基于离散近似迭代法的多阶段M-V投资组合优化

提出了离散近似迭代方法,并用该方法求解具有交易成本和交易量限制的多阶段均值-方差(M-V)投资组合模型.离散近似迭代方法的基本思路为:首先,将连续型状态变量离散化,根据网络图的构造方法将上述模型转化多阶段赋权有向图;其次,运用嘉量原理求出起点至终点的最长路程,即获得模型的一个可行解;最后,以该可行解为基础,继续迭代直到前后两个可行解非常接近.还证明了该方法的收敛性和复杂性.     

基于“藤”结构的高维动态Copula的构建

高维化和动态化是当前Copula理论研究和应用的两个重要方向.采用图形建模工具中"藤"的层叠结构,以二元动态Copula取代原有二元静态Copula作为"藤"的节点,将高维Copula建模中"藤"的方法与动态Copula相结合,构造了"动态藤Copula".实证表明,高维动态藤Copula较相应的高维静态藤Copula对数据的概率模型的似然率更高.     

依赖型值的非奇异自适应三角剖分方法

1 引言 众所周知,三角剖分是在许多科学计算如曲面设计与拟合、有限元计算以及其他大型科学计算等领域中不可回避的问题.     

Remarks on large solutions of a class of semilinear elliptic equations

In this paper, we show existence, uniqueness and exact asymptotic behavior of solutions near the boundary to a class of semilinear elliptic equations −Δu=λg(u)−b(x)f(u) in Ω, where λ is a real number, b(x)>0 in Ω and vanishes on ∂Ω. The special feature is to consider g(u) and f(u) to be regularly varying at infinity and b(x) is vanishing on the boundary with a more general rate function. The vanishing rate of b(x) determines the exact blow-up rate of the large solutions. And the exact blow-up rate allows us to obtain the uniqueness result.     

A single-server discrete-time retrial <Emphasis Type="Italic">G</Emphasis>-queue with server breakdowns and repairs

This paper concerns a discrete-time Geo/Geo/1 retrial queue with both positive and negative customers where the server is subject to breakdowns and repairs due to negative arrivals. The arrival of a negative customer causes one positive customer to be killed if any is present, and simultaneously breaks the server down. The server is sent to repair immediately and after repair it is as good as new. The negative customer also causes the server breakdown if the server is found idle, but has no effect on the system if the server is under repair. We analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. The generating function of the number of customers in the orbit and in the system are also obtained, along with the marginal distributions of the orbit size when the server is idle, busy or down. Finally, we present some numerical examples to illustrate the influence of the parameters on several performance characteristics of the system.     

l 1-error estimates on the immersed interface upwind scheme for linear convection equations with piecewise constant coefficients: A simple proof

Abstract A linear convection equation with discontinuous coefcients arises in wave propagation through interfaces.An interface condition is needed at the interface to select a unique solution.An upwind scheme that builds this interface condition into its numerical flux is called the immersed interface upwind scheme.An l1-error estimate of such a scheme was frst established by Wen et al.(2008).In this paper,we provide a simple analysis on the l1-error estimate.The main idea is to formulate the solution to the underline initial-value problem into the sum of solutions to two convection equations with constant coefcients,which can then be estimated using classical methods for the initial or boundary value problems.     

The uncertain premium principle based on the distortion function

In this paper, we discuss the premium principle in uncertain environment. First, the net premium principle for uncertain risks is presented within the framework of uncertainty theory. With the help of distortion function, a new uncertain premium principle is derived from the uncertain net premium. Some properties of uncertain distortion premium principle are proved. Furthermore, a sufficient and necessary condition that an uncertain premium principle is an uncertain distortion premium principle has been characterized. Finally, some examples are given to illustrate the calculations of the uncertain distortion premium.