侵彻试验尺度效应和相似准则

利用球形空腔膨胀理论的响应函数对靶板在弹体撞击下的侵彻进行分析,并基于量纲理论建立了侵彻相似律的一般形式.通过对侵彻混凝土靶的已有实验数据进行分析,得到了不同缩比因子下,无量纲侵彻深度曲线随侵彻速度不同而发生偏转和偏移.考虑到材料的应变率效应和损伤演化,认为几何相似律对混凝土等脆性材料在抗侵彻时不成立,有必要引入材料应变率效应和损伤演化对几何相似律的修正.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.      

Zhiber-Shabat方程的多辛几何和多辛隐式格式研究

Zhiber-Shabat方程,描述许多重要的物理现象,是一类重要的非线性方程,有着许多广泛的应用前景.本文给出Zhiber-Shabat方程的多辛几何结构和多辛Fourier拟谱方法.数值算例结果表明多辛离散格式具有较好的长时间的数值稳定性.     

Interactions of delta shock waves for the relativistic Chaplygin Euler equations with split delta functions

In this article, we are concerned with the interactions of delta shock waves with contact discontinuities for the relativistic Euler equations for Chaplygin gas by using split delta functions method. The solutions are obtained constructively and globally when the initial data consists of three piecewise constant states. The global structure and large time‐asymptotic behaviors of the solutions are analyzed case by case. During the process of the interaction, the strengths of delta shock waves are computed completely. Moreover, it can be found that the Riemann solutions are stable for such small perturbations with special initial data by letting perturbed parameter ε tends to zero. Copyright © 2014 John Wiley & Sons, Ltd.     

Incompatibility networks as models of scale-free small-world graphs

We make a mapping from Sierpinski fractals to a new class of networks, the incompatibility networks, which are scale-free, small-world, disassortative, and maximal planar graphs. Some relevant characteristics of the networks such as degree distribution, clustering coefficient, average path length, and degree correlations are computed analytically and found to be peculiarly rich. The method of network representation can be applied to some real-life systems making it possible to study the complexity of real networked systems within the framework of complex network theory.     

非等熵气体动力学方程组大初值问题的放缩框架

非等熵气体动力学系统Cauchy问题弱解全局存在性有两个公开问题:一个是包含真空的小初值问题,另一个是任意大初值问题.本文通过引入一个放缩框架证明了上述两个问题的等价性,即对于粘性消失解,其包含真空小初值问题的一致BV估计蕴含着任意大初值问题弱解的全局存在性.该放缩框架对大多数具有物理背景的双曲守恒律系统亦成立.     

长余辉发光材料研究进展

长余辉发光材料是一类重要的光-光转换和节能材料。这类材料在工农业生产、军事、消防和人们生活的许多方面得到广泛应用。本文主要结合本课题组近年在长余辉发光材料领域的研究工作,综述长余辉发光材料的研究进展,并对今后的发展方向进行展望。     

Undercompressive shocks for nonstrictly hyperbolic conservation laws

We study 2×2 systems of hyperbolic conservation laws near an umbilic point. These systems have Undercompressive shock wave solutions, i.e., solutions whose viscous profiles are represented by saddle connections in an associated family of planar vector fields. Previous studies near umbilic points have assumed that the flux function is a quadratic polynomial, in which case saddle connections lie on invariant lines. We drop this assumption and study saddle connections using Golubitsky-Schaeffer equilibrium bifurcation theory and the Melnikov integral, which detects the breaking of heteroclinic orbits. The resulting information is used to construct solutions of Riemann problems.     

NOD随机变量序列加权乘积和的强大数律

利用乘积和的一表示定理和NOD（negatively orthant dependent）随机变量的性质,在较一般的条件下,得到了不同分布的NOD随机变量序列加权乘积和的强大数律,推广和改进了已知的一些文献中相应的结论.