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.     

A Verified Optimization Technique to Locate Chaotic Regions of Hénon Systems

We present a new verified optimization method to find regions for Hénon systems where the conditions of chaotic behaviour hold. The present paper provides a methodology to verify chaos for certain mappings and regions. We discuss first how to check the set theoretical conditions of a respective theorem in a reliable way by computer programs. Then we introduce optimization problems that provide a model to locate chaotic regions. We prove the correctness of the underlying checking algorithms and the optimization model. We have verified an earlier published chaotic region, and we also give new chaotic places located by the new technique.     

牛顿弦截法预估校正迭代格式的收敛阶

研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618.     

On the excitation of a closely spaced array by a line source

An infinite row of periodically spaced, identical rigid circularcylinders is excited by an acoustic line source which is parallelto the generators of the cylinders. A method for calculatingthe scattered field accurately and efficiently is presented.When the cylinders are sufficiently close together, Rayleigh–Blochsurface waves that propagate energy to infinity along the arrayare excited. An expression is derived which enables the amplitudesof these surface waves to be computed without requiring thesolution to the full scattering problem.     

电磁感应理论在磁悬浮列车中的应用

介绍了电磁感应和超导基本理论的实际应用－磁悬浮列车。以日本超导磁悬浮列车为例，阐述其作用原理，介绍了超导磁悬列车的发展状况。指出在物理教学中，理论学习与实际应用相结合是提高学生学习兴趣和培养创新能力的有效途径。     

A new trigonometric method of summation and its application to the degree of approximation

The object of the present investigation is to introduce a new trigonometric method of summation which is both regular and Fourier effective and determine its status with reference to other methods of summation (see §2-§4) and also give an application of this method to determine the degree of approximation in a new Banach space of functions conceived as a generalized Holder metric (see §5).     

Asymptotic Behavior on a Competition Model Arising from an Unstirred Chemostat

This paper is concerned with the unstirred chemostat model with two-species and one non-reproducingresource.The global attractivity of the positive steady-state solutions of the original system is established.Moreover,the effects of the growth rate on the unique positive equilibrium of the single population model arestudied.     

条形装箱问题的优化模型和增广Lagrange算法

This paper formulates a two-dimensional strip packing problem as a non-linear programming(NLP)problem and establishes the first-order optimality con-ditions for the NLP problem.A numerical algorithm for solving this NLP problemis given to find exact solutions to strip-packing problems involving up to 10 items.Approximate solutions can be found for big-sized problems by decomposing the setof items into small-sized blocks of which each block adopts the proposed numericalalgorithm.Numerical results show that the approximate solutions to big-sized prob-lems obtained by this method are superior to those by NFDH,FFDH and BFDHapproaches.     

A TVD Type Wavelet-Galerkin Method for Hamilton-Jacobi Equations

In this paper,we use Daubechies scaling functions as test functions for the Galerkin method,and discuss Wavelet-Galerkin solutions for the Hamilton-Jacobi equations.It can be proved that the schemesare TVD schemes.Numerical tests indicate that the schemes are suitable for the Hamilton-Jacobi equations.Furthermore,they have high-order accuracy in smooth regions and good resolution of singularities.