Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

强混合样本下回归加权估计的一致渐近正态性

在强混合样本下,讨论固定设计回归模型的加权函数估计的一致渐近正态性,给出一致渐近正态性的收敛速度,这个速度接近n-1／6．     

对称矩阵与反对称矩阵广义特征值反问题的拓广

定义了上三角等次对角线矩阵和上三角交错次对角线矩阵;讨论了矩阵方程AX-XA=0的对称解与AX XA=0的反对称解.在此基础上考虑了以下问题的可解性:给定A∈Rn×m,D∈Rm×m,分别求X,Y∈SRn×n和X,Y∈ASRn×n,使得XA=YDA.     

阻尼落体运动的分析力学研究

应用分析力学理论和方法,研究了两种情况下的阻尼落体运动:1)阻力大小与速度成正比;2)阻力大小与速度平方成正比.对两种运动分别给出了等效的Lagrange函数和Hamilton函数,并应用第一积分法、点变换法、正则变换法和Ham-ilton-Jacobi方程法等不同的求解方法进行了求解.     

Shadowing and Inverse Shadowing for C^1 Endomorphisms

In this paper, we consider the shadowing and the inverse shadowing properties for C^1 endomorphisms. We show that near a hyperbolic set a C^1 endomorphism has the shadowing property, and a hyperbolic endomorphism has the inverse shadowing property with respect to a class of continuous methods. Moreover, each of these shadowing properties is also ＂uniform＂ with respect to C^1 perturbation.     

On Numerical Solution of Shape Inverse Problems

The new method is proposed for the numerical solution of a class of shape inverse problems. The size and the location of a small opening in the domain of integration of an elliptic equation is identified on the basis of an observation. The observation includes the finite number of shape functionals. The approximation of the shape functionals by using the so-called topological derivatives is used to perform the learning process of an artificial neural network. The results of computations for 2D examples show, that the method allows to determine an approximation of the global solution to the inverse problem, sufficiently closed to the exact solution. The proposed method can be extended to the problems with an opening of general shape and to the identification problems of small inclusions. However, the mathematical theory of the proposed approach still requires futher research. In particular, the proof of global convergence of the method is an open problem.     

响应变量随机缺失下的半参变系数模型的均值估计

在响应变量随机缺失时,研究了半参数变系数模型响应变量均值的借补估计.首先利用完整个体估计模型中的参数与非参数部分,然后再用借补方法与加权借补方法估计响应变量的均值.最后求出了估计的渐近偏差与渐近方差,研究了所得到的估计的渐近性质,并进行模拟比较.     

对称正交反对称矩阵反问题解存在的条件

矩阵反问题和矩阵特征值反问题在科学和工程技术中具有广泛的应用,有关它们的研究已取得了许多进展[1,2].[3]和[4]分别研究了反对称矩阵反问题和双反对称矩阵特征值反问题等.本文研究一类更广泛的对称正交反对称矩阵反问题.用Rn×m（Cn×m）表示n×m实（复）矩阵的全体,ASRn×n表示n阶反对称矩阵的全体,ABSRn×n表示n阶双反对称矩阵的全体,ORn×n表示n阶正交矩阵的全体.A+表示矩阵A的Moore-Penrose广义逆.In表示n阶单位矩阵.ei表示n阶单位矩阵的第i列,Sn=[en,en-1,     

环上矩阵的广义Moore-Penrose逆

本文给出带有对合的有1的结合环上一类矩阵的广义Moore-Penrose逆存在的充要条件，而这类矩阵概括了左右主理想整环，单Artin环上所有矩阵。     

Demonstration of Soliton Solutions of DNLS Equation by Liouville Theorem

In the inverse scattering transform (IST), the reflectionless Jost solutions are combined by their analytic properties in the complex spectrum parameter plane, and then can be shown to satisfy the two Lax equations indeed by Liouville theorem. So the corresponding soliton solutions certainly satisfy the nonlinear equation by compatibility condition. Especially the multi-soliton solutions of DNLS equation can be demonstrated in this way. PACS Numbers: 05.45.Yv, 02.30.-f, 11.10.Ef