二维均匀流与重力短峰波相互作用解析

短峰波和海流广泛分布于海洋之中,但二者的相互作用直到近些年才逐渐受到关注,根据速度势函数理论,推导二维均匀流与重力短峰波的相互作用,区别于之前的研究,推导时不考虑波面的毛细影响,避免了将位置变量(x)与时间变量(t)绑定的假设,使得二阶速度势函数包含了的时间(t)一阶项,从而给出了完整的二维流与短峰波交互作用的二阶解析解,对比结果说明上述考虑对于波流共同作用结果有影响,尤其是在波高较大时,影响更加明显,所得结果,可用于高波浪条件下海洋波浪与流相互作用的计算.     

运用非均匀三次B样条拟合我国国债利率期限结构

运用非均匀三次B样条作为拟合函数,以我国上海证券交易所附息国债的日价格为数据,拟合了我国国债的利率期限结构.实证结果显示,使用"等额现金量法"来确定样条节点向量,所拟合出的我国国债利率期限结构符合经济原理,且对债券价格的估计误差较小.     

Tail asymptotic expansions for L-statistics

We derive higher-order expansions of L-statistics of independent risks X ₁, …,X _n under conditions on the underlying distribution function F. The new results are applied to derive the asymptotic expansions of ratios of two kinds of risk measures, stop-loss premium and excess return on capital, respectively. Several examples and a Monte Carlo simulation study show the efficiency of our novel asymptotic expansions.     

Second-order two-scale method for bending behavior analysis of composite plate with 3-D periodic configuration and its approximation

This paper considers the bending behaviors of composite plate with 3-D periodic configuration.A second-order two-scale(SOTS)computational method is designed by means of construction way.First,by 3-D elastic composite plate model,the cell functions which are defined on the reference cell are constructed.Then the effective homogenization parameters of composites are calculated,and the homogenized plate problem on original domain is defined.Based on the Reissner-Mindlin deformation pattern,the homogenization solution is obtained.And then the SOTS’s approximate solution is obtained by the cell functions and the homogenization solution.Second,the approximation of the SOTS’s solution in energy norm is analyzed and the residual of SOTS’s solution for 3-D original in the pointwise sense is investigated.Finally,the procedure of SOTS’s method is given.A set of numerical results are demonstrated for predicting the effective parameters and the displacement and strains of composite plate.It shows that SOTS’s method can capture the 3-D local behaviors caused by3-D micro-structures well.     

GENERALIZED STOCHASTIC DURATION INMARKOVIAN HEATH-JARROW-MORTONFRAMEWORK

1 IntroductionIll moderll financial industry, risk managen1ent is a major task tliat fiuancial institutionsnlust deal witli in every tradiug day alld it is becouilng urore and more important for mailltaining tl1eir access to clieap capital and meeting risk-based caPital requirements. Meanwhile,sonle fiuaucial iustitutions (FI) sucl1 as co1nuercial ba1lks, iusurallce companies and securitiescolllpanies. etc., hold a large proportioll of fixed income security which price is sensitive totlle mar…     

Sharp Hardy-Leray inequality for curl-free fields with a remainder term

In this paper, we give a new and a simpler approach to the result in [8] concerning the best constant of Hardy-Leray inequality for curl-free fields. As a by-product, we obtain an improved inequality with a remainder term. The non-attainability of the best constant is an easy consequence of the new inequality. The proof is based on a decomposition of curl-free fields into radial and spherical parts.     

A logistic type equation in RN with a nonlocal reaction term via bifurcation method

We study the existence of positive solutions of a logistic equation in the entire space with a nonlocal reaction term. Mainly, we apply a bifurcation method and singular boundary equations to obtain a priori bounds of the solutions. Our results show a drastic change of behaviour of the set of positive solutions depending on the sign of the nonlocal term.     

Low Regularity Error Analysis for Weak Galerkin Finite Element Methods for Second Order Elliptic Problems

This paper presents error estimates in both an energy norm and the $L^2$-norm for the weak Galerkin (WG) finite element methods for elliptic problems with low regularity solutions. The error analysis for the continuous Galerkin finite element remains same regardless of regularity. A totally different analysis is needed for discontinuous finite element methods if the elliptic regularity is lower than H-1.5. Numerical results confirm the theoretical analysis.     

随机二阶锥二次规划逆问题的SAA方法

本文讨论一类随机的二阶锥二次规划逆问题, 该模型是一个含有二阶锥互补约束的随机二次规划模型, 对解释部分实际问题有着一定的优势。为了求解该模型, 本文引入了随机抽样技术和互补约束光滑化近似技术, 得到问题的近似子问题。本文证明, 只要子问题的解是存在且收敛的, 则该极限以概率一是原问题的C-稳定点; 若严格互补条件和二阶必要性条件成立, 则该极限以概率1是原问题的M-稳定点。一个简单的数值实验验证了该算法具有一定的可行性。     

Minimal Gröbner bases and the predictable leading monomial property

We focus on Gröbner bases for modules of univariate polynomial vectors over a ring. We identify a useful property, the “predictable leading monomial (PLM) property” that is shared by minimal Gröbner bases of modules in F[x]^q, no matter what positional term order is used. The PLM property is useful in a range of applications and can be seen as a strengthening of the wellknown predictable degree property (= row reducedness), a terminology introduced by Forney in the 70’s. Because of the presence of zero divisors, minimal Gröbner bases over a finite ring of the type Z_p^r (where p is a prime integer and r is an integer >1) do not necessarily have the PLM property. In this paper we show how to derive, from an ordered minimal Gröbner basis, a so-called “minimal Gröbner p-basis” that does have a PLM property. We demonstrate that minimal Gröbner p-bases lend themselves particularly well to derive minimal realization parametrizations over Z_p^r. Applications are in coding and sequences over Z_p^r.