ON DIRECT METHOD OF SOLUTION FOR A CLASS OF SINGULAR INTEGRAL EQUATIONS

In this article, by introducing characteristic singular integral operator and associate singular integral equations (SIEs), the authors discuss the direct method of solution for a class of singular integral equations with certain analytic inputs. They obtain both the conditions of solvability and the solutions in closed form. It is noteworthy that the method is different from the classical one that is due to Lu.     

解可分离约束双凹规划问题的一种外逼近方法[英文]

在本文中，我们提出了双凹规划问题和更一般的广义凹规划问题。我们给出了双凹规划问题的整体最优性条件，并构造了一个有限终止外逼近算法。     

NEW ALTERNATING DIRECTION FINITE ELEMENT SCHEME FOR NONLINEAR PARABOLIC EQUATION

A new alternating direction (AD) finite element (FE) scheme for 3-dimensional nonlinear parabolic equation and parabolic integro-differential equation is studied. By using AD, the 3-dimensional problem is reduced to a family of single space variable problems, calculation work is simplified; by using FE, high accuracy is kept; by using various techniques for priori estimate for differential equations such as inductive hypothesis reasoning, the difficulty arising from the nonlinearity is treated. For both FE and ADFE schemes, the convergence properties are rigorously demonstrated, the optimal H1-and L2-norm space estimates and the 0((△t)2) estimate for time variable are obtained.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

地球物理正问题计算的小波方法

本将小波分析方法用于一类奇异积分方程的计算，建立了小波展开的非标准形式与标准形式转换关系，根据Mallat小波快速算法，设计了此类积分的计算算法，并通过实际例子验证了方法的有效性，计算具有速度快，运算量少的特点。     

On superlinear convergence of quasi-Newton methods for nonsmooth equations

We show that strong differentiability at solutions is not necessary for superlinear convergence of quasi-Newton methods for solving nonsmooth equations. We improve the superlinear convergence result of Ip and Kyparisis for general quasi-Newton methods as well as the Broyden method. For a special example, the Newton method is divergent but the Broyden method is superlinearly convergent.     

A BOUNDARY ELEMENT METHOD FOR A NONLINEAR BOUNDARY VALUE PROBLEM IN STEADY-STATE HEAT TRANSFER IN DIMENSION THREE

In this paper, a new method of boundary reduction is proposed, which reduces thesteady-state heat transfer equation with radiation. Moreover, a boundary element method is pre-sented for its solution and the error estimates of the numerical approximations are given.     

Light Scattering by Cylindrical Fibers with High Aspect Ratio Using the Null‐Field Method with Discrete Sources

The problem of computing light scattering by cylindrical fibers with high aspect ratio in the framework of the Null‐Field method with discrete sources is treated. Numerical experiments for investigating the scattering properties of two fiber geometries are performed using distributed spherical vector wave functions as discrete sources.     

关于有限Abel群直接因子的平均数

对于有限Ａｂｅｌ群Ｇ，ｔ（Ｇ）定义为其直接因子的个数，在［５］中，Ｅ．Ｋｒａｔｚｅｌ对于和式得到一渐近公式，对应余项为△＿１（ｘ）．本文利用Ｅ．Ｆｏｕｖｒｙ和Ｈ　．Ｉｗａｎｉｅｃ的方法，得到了关于△＿１（ｘ）的一个新的估计，改进了Ｈ．Ｍｅｎｚｅｒ等人的结果．     

一个具有线性约束的Goldfarb方法的改进算法

本文对具有线性约束的非线性规划问题给出一个Goldfarb方法的改进算法,并且在与[1]同样的条件下,给出了算法之超线性收敛性证明.