高阶半线性抛物型方程组的生命跨度

其中m,P,q>1．利用试验函数方法,首先推导一些积分不等式,然后对方程组爆破解的生命跨度 [0,T)给出估计．     

On parabolic equations with a small parameter

A singularly perturbed parabolic equation with a nonlinear right-hand side of a special form is examined. A numerical analytical study of such equations is performed.     

Mathematical modelling and analytical solution for workpiece temperature in grinding

This paper deals with modelling the workpiece temperature field produced during the grinding process. The proposed model is given in terms of a two-dimensional boundary-value problem where the interdependence among the grinding wheel, the workpiece and the coolant is described by two variable functions in the boundary condition. An explicit integral form solution is constructed using the Laplace and Fourier transforms and the Green’s function method.     

浅水中污染物扩散的自适应有限元分析法

介绍浅水中污染物扩散分析中的有限元法.分析包括两个部分:1)流场速度、水面高度的计算;2)根据扩散模型计算污染物浓度场.联合使用了自适应网格技术以期提高解的精度,同时减少计算时间和计算机内存的消耗.通过几个有已知解的实例验证了有限元公式和计算机程序.最后,使用这种联合方法分析泰国Chao Phraya河附近海湾中的污染物扩散.     

A numerical experimental study of inverse preconditioning for the parallel iterative solution to 3D finite element flow equations

Integration of the subsurface flow equation by finite elements (FE) in space and finite differences (FD) in time requires the repeated solution to sparse symmetric positive definite systems of linear equations. Iterative techniques based on preconditioned conjugate gradients (PCG) are one of the most attractive tool to solve the problem on sequential computers. A present challenge is to make PCG attractive in a parallel computing environment as well. To this aim a key factor is the development of an efficient parallel preconditioner. FSAI (factorized sparse approximate inverse) and enlarged FSAI relying on the approximate inverse of the coefficient matrix appears to be a most promising parallel preconditioner. In the present paper PCG using FSAI, diagonal and pARMS (parallel algebraic recursive multilevel solvers) preconditioners is implemented on the IBM SP4/512 and CLX/768 supercomputers with up to 32 processors to solve underground flow problems of a large size. The results show that FSAI may allow for a parallel relative efficiency larger than 50% on the largest problems with p=32 processors. Moreover, FSAI turns out to be significantly less expensive and more robust than pARMS. Finally, it is shown that for p in the upper range may be much improved if PCG–FSAI is implemented on CLX.     

等腰三角形Mindlin板的自由振动分析

提出了一种新方法来对基于 Mindlin剪切变形理论的等腰三角形板进行自由振动分析 .此方法采用了一种新的基函数并利用 pb-2 Rayleigh-Ritz边界函数得到了一种新型的 Ritz方法 .这种方法的有效性通过收敛性和对比性分析得到了证实 .数值结果表明此方法相当精确有效 .     

Finite element modal solutions of planar photonic crystal fibers with rectangular air-holes

Modal solutions of planar photonic crystal waveguides with rectangular air-holes are presented by using a rigorous full-vectorial finite element-based approach. The effective indices, mode field profiles, spot-sizes, power confinements, modal hybridness, beat lengths and group velocity dispersions are shown for the fundamental and higher order modes of the quasi-TE and TM polarizations.     

A complete boundary integral formulation for compressible Navier–Stokes equations

A complete boundary integral formulation for compressible Navier–Stokes equations with time discretization by operator splitting is developed using the fundamental solutions of the Helmholtz operator equation with different order. The numerical results for wall pressure and wall skin friction of two‐dimensional compressible laminar viscous flow around airfoils are in good agreement with field numerical methods. Copyright © 2004 John Wiley & Sons, Ltd.     

On Pairs of Diagonal Quintic Forms

We demonstrate that a pair of additive quintic equations in at least 34 variables has a nontrivial integral solution, subject only to an 11-adic solubility hypothesis. This is achieved by an application of the Hardy–Littlewood method, for which we require a sharp estimate for a 33.998th moment of quintic exponential sums. We are able to employ p-adic iteration in a form that allows the estimation of such a mean value over a complete unit square, thereby providing an approach that is technically simpler than those of previous workers and flexible enough to be applied to related problems.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.