Existence of a solution for two phase flow in porous media: The case that the porosity depends on the pressure

In this paper we prove the existence of a solution of a coupled system involving a two phase incompressible flow in the ground and the mechanical deformation of the porous medium where the porosity is a function of the global pressure. The model is strongly coupled and involves a nonlinear degenerate parabolic equation. In order to show the existence of a weak solution, we consider a sequence of related uniformly parabolic problems and apply the Schauder fixed point theorem to show that they possess a classical solution. We then prove the relative compactness of sequences of solutions by means of the Fréchet-Kolmogorov theorem; this yields the convergence of a subsequence to a weak solution of the parabolic system.     

Risk-neutral valuation with infinitely many trading dates

The first Fundamental Theorem of Asset Pricing establishes the equivalence between the absence of arbitrage in financial markets and the existence of Equivalent Martingale Measures, if appropriate conditions hold. Since the theorem may fail when dealing with infinitely many trading dates, this paper draws on the A.A. Lyapunov Theorem in order to retrieve the equivalence for complete markets such that the Sharpe Ratio is adequately bounded.     

长柱形CsI(Tl)闪烁晶体探测器的能量重建

提出了用于TEXONO实验中双端读出的长柱形CsI(Tl)闪烁晶体探测器的两种粒子能量重建方法———“算术平均值能量重建法”和“几何平均值能量重建法”,讨论了两种算法的理论依据和计算方法,并对两种算法进行了比较     

均值-方差效用函数在证券组合投资决策中的应用

本文利用均值—方差效用函数，按期望效用最大化准则建立并分析了证券组合投资决策模型。在投资者的效用函数为指数型效用函数时，得到了两基金定理分离权重的计算公式。得出了在均值——方差效用函数条件下期望效用最大化准则与M—V期望收益最大化准则一致的结论。     

Continuity of the Solution Map in Parametric Affine Variational Inequalities

A systematic study of the upper semicontinuity and the lower semicontinuity of the solution map in parametric affine variational inequalities is given in this paper. Several examples are constructed to analyze the results. This work was supported by Korea Research Foundation Grant (KRF 2001-015-DP0049), the APEC Postdoctoral Fellowships Program, and the KOSEF Brain Pool Program.     

Strong asymptotics in Lagrange interpolation with equidistant nodes

In this paper we prove three conjectures of Revers on Lagrange interpolation for f_λ(t)=|t|^λ,λ>0, at equidistant nodes. In particular, we describe the rate of divergence of the Lagrange interpolants L_N( f_λ,t) for 0<|t|<1, and discuss their convergence at t=0. We also establish an asymptotic relation for max_|t|1| |t|^λ−L_N( f_λ,t)|. The proofs are based on strong asymptotics for |t|^λ−L_N( f_λ,t), 0|t|<1.     

An invariance of geometric mean with respect to Lagrangian means

The invariance of the geometric mean G with respect to the Lagrangian mean-type mapping (Lf,Lg), i.e. the equation G○(Lf,Lg)=G, is considered. We show that the functions f and g must be of high class regularity. This fact allows to reduce the problem to a differential equation and determine the second derivatives of the generators f and g.     

17N+197Au反应中碎片与中子的符合测量

在3?3?.4MeV/u ¹⁷N束轰击¹⁹⁷Au靶产生的反应中,利用放置于不同角度组合的17个中子探测器(4°—83°)和14个半导体望远镜(2.3°—9.0°)对反应产物碎片与中子进行了符合测量.经对所得实验角分布积分得到Z=3—6元素的同位素产额分布.在参加者-旁观者模型框架下,采用¹⁷N原子核内部的不同密度分布计算了同位素产额分布并与实验数据做比较.     

The geometry of Ingarden spaces

The Randers spaces RFⁿ were introduced by R. S. Ingarden. They are considered as Finsler spaces Fⁿ = (M, α + β) equipped with the Cartan nonlinear connection. In the present paper we define and study what we call the Ingarden spaces, I Fⁿ, as Finsler spaces I Fⁿ = (M, α + β) equipped with the Lorentz nonlinear connection. The spaces R Fⁿ and I Fⁿ are completely different. For I Fⁿ we discuss: the variational problem, Lorentz nonlinear connection, canonical N-metrical connection and its structure equations, the Cartan 1-form ω, the electromagnetic 2-form tF and the almost symplectic 2-form 0. The formula dω = F+θ is established. It has as a consequence the generalized Maxwell equations. Finally, the almost Hermitian model of I Fⁿ is constructed.