Zero-Semidistributive Inverse Semigroups

An inverse semigroup S is said to be 0-semidistributive if its lattice ?F (S) of full inverse subsemigroups is 0-semidistributive. We show that it is sufficient to study simple inverse semigroups which are not groups. Our main theorem states that such a simple inverse semigroup S is 0-semidistributive if and only if (1) S is E-unitary, (2) S is aperiodic, (3) for any a,b ∈ S/σ with ab ≠ 1, there exist nonzero integers n and m such that (ab) ^m  = a ⁿ or (ab) ^m  = b ⁿ , where σ is the minimum group congruence on S.     

Nontrivial periodicity in discrete delay models of population growth

In this paper, we will study the periodicity in discrete model An+1=λAn+F(An−m) of population growth, where the delay m is large enough and the nonlinearity F is unimodal function. Actually, we prove that there is a slowly oscillated periodic solution. Our method is Browder nonextremal fixed point theorem.     

A second‐order ensemble method based on a blended backward differentiation formula timestepping scheme for time‐dependent Navier–Stokes equations

We present a second‐order ensemble method based on a blended three‐step backward differentiation formula (BDF) timestepping scheme to compute an ensemble of Navier–Stokes equations. Compared with the only existing second‐order ensemble method that combines the two‐step BDF timestepping scheme and a special explicit second‐order Adams–Bashforth treatment of the advection term, this method is more accurate with nominal increase in computational cost. We give comprehensive stability and error analysis for the method. Numerical examples are also provided to verify theoretical results and demonstrate the improved accuracy of the method. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 34–61, 2017     

经方量化归经研究中的向量矩阵应用

在经方量化归经研究中发现,药物组成的归经量化问题,若以五维向量表示更能体现其药物的归经方向和归经比例.利用向量矩阵分析方法给出了方剂归经量化的一种全新的量化模型体系,并以此研究方剂归经的量化规律及其应用特点.     

A Study of Hyperbolicity of Kinetic Stochastic Galerkin System for the Isentropic Euler Equations with Uncertainty

The authors study the fluid dynamic behavior of the stochastic Galerkin (SG for short) approximation to the kinetic Fokker-Planck equation with random uncertainty. While the SG system at the kinetic level is hyperbolic, its fluid dynamic limit, as the Knudsen number goes to zero and the underlying kinetic equation approaches to the uncertain isentropic Euler equations, is not necessarily hyperbolic, as will be shown in the case study fashion for various orders of the SG approximations.     

Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Demographic and financial factors are key risk-drivers for insurance companies and pension funds. This paper proposes a systematic investigation for deepening our understanding how these risk drivers affect the annuity cost. We employ local and global sensitivity methods. For local sensitivity, we derive closed form expressions for the differential importance measures of perturbed annuities and connect them to the entropy of the annuity cost. For global sensitivity, we compare variance-based, moment-independent sensitivity measures and Shapley effects. In particular, moment-independent sensitivity measures and Shapley effects are compared for the first time in the case of dependent risk factors. Our framework encompasses and extends several previous results on the sensitivity analysis of annuity models. From a methodological viewpoint, the techniques compared in this paper can support analysts in building annuity models and in verifying the impact of risk drivers in their models. Numerical results using the U.S. 1990 and the U.K. 1990–1994 mortality tables show that the demographic factor is the most important risk source in low-interest rate contexts. However, when uncertainty on the two risk sources is taken into account, the financial factor becomes the global key-driver of risk. Also, interactions among the two factors appear quantitatively significant.