The one-dimensional Hubbard model for large or infiniteU

The magnetic properties of the one-dimensional Hubbard model with a hardcore interaction on a ring (periodic boundary conditions) are investigated. At finite temperatures it is shown to behave up to exponentially small corrections as a pure paramagnet. An explicit expression for the ground-state degeneracies is derived. The eigenstates of this model are used to perform a perlurbational treatment for large but finite interactions. In first order inU ¹ an effective Hamiltonian for the one-dimensional Hubbard model is derived. It is the Hamiltonian of the one-dimensional Hcisenberg model with antiferromagnetic couplings between nearest neighbor spins. An asymptotic expansion for the ground-state energy is given. The results are valid for arbitrary densities of electrons.     

Diffusion from sessile droplets through membranes

We analyze diffusion from a periodic array of hemispherical droplets through a membrane. We find that the multiple sources do not interact strongly, even when the droplets are closely spaced, so that the flux through the membrane appears nearly additive.     

Transport as a consequence of state-dependent diffusion

Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term [M. Büttiker,Z. Phys. B 68:161 (1987)]. A specific example of this behavior [N. G. van Kampen,IBM J. Res. Dev. 32:107 (1988); R. Landauer,J. Stat. Phys. 53:233 (1988).] is the motion of overdamped particles in a ring subject to a nonuniform temperature field. When the drift and the temperature, which are periodic with a period equal to the ring circumference, are not in phase a noise-induced circulating current results.This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

Some remarks to multivariate regression model

Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model. This work was supported by the Council of Czech Government J14/98:153100011.     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

仓库容量有限条件下的随机存贮管理问题的评注

给出2005年全国部分高校研究生数学建模竞赛D题的研究背景,对参赛论文作了简要评注,并提供了一种参考解答.     

Convergent Flows of Molten Polymers Modeled by Generalized Second-Grade Fluids of Power-Law Type

The molding processes of polymer melts involve geometrically complex dies. Such dies are usually tapered or streamlined to achieve a maximum output rate under conditions of laminar flow. The model of a generalized second-grade fluid of power-law type is used and the results obtained are illustrated by examples of convergent flows in conical and wedge-shaped dies.     

曲面平滑的自适应几何扩散

1.引 言 本文的目的是用求解偏微分方程（PDE）的方法来消除离散三角形曲面的噪声,所使用的方程是热传导方程到曲面的推广.热传导方程应用于图像处理已有二十余年的历史,有关参考文献相当丰富（见[1,11,12,19]）.众所周知,对于给定的初始图像ρ0,热传导方程　　在τ时刻的解与用Gauss滤波器Gσ（x）=　（当标准差σ=2τ,时）和ρ0作卷积的结果相同.容易看出Gρ和ρ0的卷积运算相当于对ρ0做加权平均,当标准离差σ变大时,该加权平均在一个较大的范围实现,这解释了热传导方程的滤波作用.近来热传导方程已推广到空间曲面[4,5]以及高维空间中的二维流形（见[3]）,对     

标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

具有模糊数的模糊多目标群体决策优选模型与方法

多目标群体决策问题是运筹学的一个重要研究领域，目前已经提出了一些有效的决策方法。但对目标值和权重均为模糊数的模糊多目标群体决策问题却研究不多，本对此类模糊多目标群体决策问题进行了探讨，利用相对正理想方案与相对负理想方案概念定义了相对差异距离，进而建立了模糊多目标群体决策优选模型与方法，并通过战役决心方案的评价说明了该方法是可行、有效的，可作为军事决策与决策支持系统的备选方法。