在不确定观测下离散状态时滞系统的最优滤波

研究了在不确定观测下离散状态时滞系统的最优滤波问题,观测值的不确定性则通过一个满足Bernoulli分布且统计特性已知的随机变量来描述. 一般采用状态增广方法将时滞系统转换为无时滞随机系统, 再利用Kalman滤波器的设计方法解决最优状态估计问题, 但是当系统时滞较大时,转换后的系统状态维数很高, 这样增加了计算负担. 为此,基于最小方差估计准则, 利用射影性质和递归射影公式得到了一个新的滤波器设计方法, 而且保证了滤波器的维数与原系统相同.最后, 给出一个仿真例子说明所提方法的有效性.     

关于Weber变换的推广

该文介绍两种不同类型的推广的Weber变换,给出了第二种变换的逆变换公式,并且阐述了它们之间的联系.作为推广的Weber变换的应用,求解了无限大分形油藏中心一口井以定产量生产时的渗流问题.     

On the fourth power mean of the generalized quadratic Gauss sums

The main purpose of this paper is to use elementary methods and properties of the classical Gauss sums to study the computational problem of one kind of fourth power mean of the generalized quadratic Gauss sums mod q (a positive odd number), and give an exact computational formula for it.     

Several formulas for special values of the Bell polynomials of the second kind and applications

In the paper, the authors establish several explicit formulas for special values of the Bell polynomials of the second kind, connect these formulas with the Bessel polynomials, and apply these formulas to give new expressions for the Catalan numbers and to compute arbitrary higher order derivatives of elementary functions such as the since, cosine, exponential, logarithm, arcsine, and arccosine of the square root for the variable.     

Determination of sialic acids in infant formula by liquid chromatography tandem mass spectrometry

A liquid chromatographic/tandem mass spectrometric method using pneumatically assisted electrospray ionization (LC-ESI-MS/MS) was developed for determination of N-acetylneuramic acid and N-glycolylneuramic acid in infant formula. Reconstituted samples were hydrolysed in dilute sulfuric acid and deproteinized with acetonitrile. The extract was analysed directly without further clean-up by hydrophilic interaction chromatography. The substances were detected in negative ion mode and matrix matched standards were used for calibration. The relative intra-laboratory reproducibility standard deviation was better than 6% for both substances. An R2 of 0.985 was obtained by comparison with a classical colorimetric assay based on reaction with resorcinol. The developed method is expected to be applied for accurate routine analysis of infant formulas.     

Well‐posed fractional calculus operator: Obtaining new transformations formulas involving Gauss hypergeometric functions with rational quadratic,cubic, and higher degree arguments

In this paper, we propose a systematic method for discovering new transformation formulas for the Gauss hypergeometric function with quadratic and rational (quadratic, cubic, and of higher degree) arguments. These new transformation formulas are obtained from known transformation formulas given in 1881 by Goursat (E. Goursat, Sur l'Équation différentielle linéaire qui admet pour intégrale la série hypergéométrique, Annales scientifique de l'É. N. S., 2e série tome 10 [1881], 3–142). This method relies on the use of the well‐posed fractional calculus operator introduced by Tremblay (R. Tremblay, Une contribution à la théorie de la dérivée fractionnaire, Doctoral thesis, Université Laval, Québec, Canada [1974]). We illustrate the effectiveness of the method by giving several presumably new transformation formulas for the Gauss hypergeometric function.     

Itô’s calculus under sublinear expectations via regularity of PDEs and rough paths

In this paper, we first study the martingale problem in a sublinear expectation space. The critical tool is the Evans–Krylov theorem on regularity properties for solutions of fully nonlinear PDEs. Based on the analysis for the martingale problem and inspired by the rough path theory, we then develop stochastic calculus with respect to a general stochastic process, and derive an Itô type formula and the integration-by-parts formula. Our framework is analytic in that it does not rely on the probabilistic concept of “independence” as in the $G$-expectation theory.     

A generalization of the Lipschitz summation formula and some applications

The Lipschitz formula is extended to a two-variable form. While the theorem itself is of independent interest, we justify its existence further by indicating several applications in the theory of modular forms.

     

Local approximation of functions with several variables

This paper presents the problem of local approximation of scalar functions with several variables, including points of non-differentiability. The procedure considers that the mapping displays rates of change of power type with respect to linear changes in the coordinate domain, and the exponents are not necessarily integer. The approach provides a formula describing the local variability of scalar fields which contains and generalizes Taylor’s formula of first order. The functions giving the contact are Müntz polynomials. The knowledge of their coefficients and exponents enables the finding of local extremes including cases of non-smoothness. Sufficient conditions for the existence of global maxima and minima of concave-convex functions are obtained as well.     

两个或多个几何平均价格的最小或最大值期权的定价

两个或多个几何平均价格的最小或最大值期权是金融领域极具应用前景的新型复合期权.提出了一种新方法,简单而巧妙地得到了两个几何平均价格的最小值期权价格的解析公式.将该法直接推广,首次得到多个几何平均价格的最小和最大值期权的解析公式.首次给出的数值算例表明两个几何平均价格的最小值期权要比相应的最大值期权便宜,而它们都要比两资产的最大值期权便宜.若考虑红利率,则它们两者的价格都会减少.