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41.
Inna Bumagina 《Geometriae Dedicata》2004,106(1):211-230
A group is said to be Hopfian if every surjective endomorphism of the group is injective. We show that finitely generated subgroups of torsion-free hyperbolic groups are Hopfian. Our proof generalizes a theorem of Sela (Topology
35 (2) 1999, 301–321). 相似文献
42.
R. Weidmann 《Archiv der Mathematik》2003,81(5):589-595
We describe a family of graph manifolds that have 2-generated
fundamental group but do not admit a Heegaard splitting of genus 2. They are
closely related to the examples provided by Boileau and Zieschang if these are
considered as (non-proper) graph manifolds.Received: 14 August 2002 相似文献
43.
中国股票市场风险的实证分析研究 总被引:6,自引:1,他引:5
本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析 相似文献
44.
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations. 相似文献
45.
Yasufumi Hashimoto 《Journal of Number Theory》2007,122(2):324-335
In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL2(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL2(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number. 相似文献
46.
We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with
a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular
behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the
error is of order k
2 + h
2, where k and h are the parameters for the time and space meshes, respectively. 相似文献
47.
The steady-state two-phase flow non-linear equation is considered in the case when one of phases has low effective permeability in some periodic set, while on the complementary set it is high; the second phase has no contrast of permeabilities in different zones. A homogenization procedure gives the homogenized model with macroscopic effective permeability of the second phase depending on the gradient and on the second order derivatives of the macroscopic pressure of the first phase. This effect cannot be obtained by classical (one small parameter) homogenization. To cite this article: G.P. Panasenko, G. Virnovsky, C. R. Mecanique 331 (2003). 相似文献
48.
In the framework of ARMA models, we consider testing the reliability of the standard asymptotic covariance matrix (ACM) of the least-squares estimator. The standard formula for this ACM is derived under the assumption that the errors are independent and identically distributed, and is in general invalid when the errors are only uncorrelated. The test statistic is based on the difference between a conventional estimator of the ACM of the least-squares estimator of the ARMA coefficients and its robust HAC-type version. The asymptotic distribution of the HAC estimator is established under the null hypothesis of independence, and under a large class of alternatives. The asymptotic distribution of the proposed statistic is shown to be a standard χ2 under the null, and a noncentral χ2 under the alternatives. The choice of the HAC estimator is discussed through asymptotic power comparisons. The finite sample properties of the test are analyzed via Monte Carlo simulation. 相似文献
49.
Runge–Kutta based convolution quadrature methods for abstract, well-posed, linear, and homogeneous Volterra equations, non
necessarily of sectorial type, are developed. A general representation of the numerical solution in terms of the continuous
one is given. The error and stability analysis is based on this representation, which, for the particular case of the backward
Euler method, also shows that the numerical solution inherits some interesting qualitative properties, such as positivity,
of the exact solution. Numerical illustrations are provided. 相似文献
50.
Joseph Majdalani Sjoerd W. Rienstra 《Zeitschrift für Angewandte Mathematik und Physik (ZAMP)》2007,58(2):289-308
The bidirectional vortex refers to the bipolar, coaxial swirling motion that can be triggered, for example, in cyclone separators
and some liquid rocket engines with tangential aft-end injectors. In this study, we present an exact solution to describe
the corresponding bulk motion in spherical coordinates. To do so, we examine both linear and nonlinear solutions of the momentum
and vorticity transport equations in spherical coordinates. The assumption will be that of steady, incompressible, inviscid,
rotational, and axisymmetric flow. We further relate the vorticity to some power of the stream function. At the outset, three
possible types of similarity solutions are shown to fulfill the momentum equation. While the first type is incapable of satisfying
the conditions for the bidirectional vortex, it can be used to accommodate other physical settings such as Hill’s vortex.
This case is illustrated in the context of inviscid flow over a sphere. The second leads to a closed-form analytical expression
that satisfies the boundary conditions for the bidirectional vortex in a straight cylinder. The third type is more general
and provides multiple solutions. The spherical bidirectional vortex is derived using separation of variables and the method
of variation of parameters. The three-pronged analysis presented here increases our repertoire of general mean flow solutions
that rarely appear in spherical geometry. It is hoped that these special forms will permit extending the current approach
to other complex fluid motions that are easier to capture using spherical coordinates. 相似文献