Analytic Independence of an Ideal Relative to Certain Injective Module Over a Commutative Noetherian Ring

In this paper we will introduce the concepts of analytic independence and analytic spread for ideals relative to certain injective module over a commutative Noetherian ring.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

唯一分解整半群上的Mobius函数及其反演公式

陈兆斗首先在文献[1]中定义出了有单位元并满足消去律的唯一分解交换半群上的Mbius函数.本文我们首先证明了Mbius函数作为半群(M1,*)上的元素是常值函数ζ(·)的逆函数.其后获得了该Mbius函数的一些相关结果并给出了三个Mbius反演公式.     

分数布朗运动的新表示

构造了一类新的分数布朗运动模型，它不同于Mandelbrot,Barton及Decreusefond等人所定义的分数布朗运动模型。     

Characterisations of function spaces of generalised smoothness

We investigate function spaces of generalised smoothness of Besov and Triebel–Lizorkin type. Equivalent quasi-norms in terms of maximal functions and local means are given. An atomic decomposition theorem for this type of spaces is proved. Mathematics Subject Classification (2000) 46E35     

标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Accelerating Galerkin BEM for linear elasticity using adaptive cross approximation

The adaptive cross approximation (ACA) algorithm (Numer. Math. 2000; 86 :565–589; Computing 2003; 70 (1):1–24) provides a means to compute data‐sparse approximants of discrete integral formulations of elliptic boundary value problems with almost linear complexity. ACA uses only few of the original entries for the approximation of the whole matrix and is therefore well‐suited to speed up existing computer codes. In this article we extend the convergence proof of ACA to Galerkin discretizations. Additionally, we prove that ACA can be applied to integral formulations of systems of second‐order elliptic operators without adaptation to the respective problem. The results of applying ACA to boundary integral formulations of linear elasticity are reported. Furthermore, we comment on recent implementation issues of ACA for non‐smooth boundaries. Copyright © 2006 John Wiley & Sons, Ltd.     

Fractional-Linear Transformations of Operator Balls; Applications to Dynamical Systems

The operator sets, which are the subject of this paper, have been studied in many papers where, under different restrictions on the generating operators, convexity, compactness in the weak operator topology, and nonemptiness were proved for sets of different classes under study. Then the results obtained were used in these papers to solve several applied problems. Namely, they played the key role in establishing the dichotomy of nonautonomous dynamical systems, with either continuous or discrete time. In the present paper, we generalize and sharpen the already known criteria and obtain several new criteria for convexity, compactness, and nonemptiness of several special operator sets. Then, using the assertions obtained, we construct examples of sets of the form under study which are nonconvex, noncompact in the weak operator topology, as well as empty, and are generated by ＂smooth＂ operators of a special class. The existence problem for such sets remained open until the authors of this paper announced some of its results.     

Flow in a waterfall with large Froude number

An approximate method is developed to solve the full nonlinear equations governing two-dimensional irrotational flow in a free waterfall, falling under the influence of gravity, at high Froude number based on conditions far upstream. Schwarz—Christoffel transformation is used to map the region, in the complex potential-plane, onto the upper half-plane. The Hilbert transformation as well as the perturbation technique, for large Froude number, are used as a basis for the approximate solution of the problem. A complete solution, up to second-order approximation, for the downstream free-surfaces profiles, for different Froude number, is discussed and illustrated. The obtained approximate solutions are compared with those of other authors. Favourable agreement with other results suggests that this method is effective in dealing with flow problems strongly influenced by gravity and high Froude number. The results obtained by this method are sufficiently accurate for practical purposes.     

局部紧集上的广义向量均衡问题

利用数值化方法和 Browder 不动点定理,得到一类新的广义向量均衡问题解的存在定理,并用于向量变分不等式、向量相补问题和抽象向量优化问题,得到其解的存在定理.