Δ(x)的高次均值(Ⅳ)

研究了Dirichlet除数问题的余项Δ(x)在小区间上的k次积分均值(k≥3), 并得到了其渐近公式．特别在k=3和k=4时,进一步改进了Ivic和Sargos的结果．     

新的不动点定理及应用

本文获得了几个压缩型映射的不动点定理,改进了相应文献的结果．应用该定理,给出了一类时滞积分方程的正概周期解的存在性结果．推广了已有的结果．     

Improper Riemann Integral and Henstock Integral in ℝn

The Henstock integral in ℝⁿ and its relation to the n-dimensional improper Riemann integral are studied. A Hake-type theorem for the Henstock integral in ℝⁿ is proved.__________Translated from Matematicheskie Zametki, vol. 78, no. 2, 2005, pp. 251–258.Original Russian Text Copyright © 2005 by P. Muldowney, V. A. Skvortsov.     

Existence of a Nonstationary Poiseuille Solution

The nonstationary Poiseuille solution describing the flow of a viscous incompressible fluid in an infinite cylinder is defined as a solution of the inverse problem for the heat equation. The existence and uniqueness of such nonstationary Poiseuille solution with the prescribed flux F(t) of the velocity field is studied. It is proved that under some compatibility conditions on the initial data and flux F(t) the corresponding inverse problem has a unique solution in Holder spaces.Original Russian Text Copyright © 2005 Pileckas K. and Keblikas V.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 3, pp. 649–662, May–June, 2005.     

一类对偶积分方程组正则化为Cauchy奇异积分方程组解法

本文基于Mellin变换法求解复杂更一般形式的对偶积分方程组．通过积分变换，由实数域化成复数域上的方程组，引入未知函数的积分变换，移动积分路径，应用Cauchy积分定理，实现退耦正则化为Cauchy奇异积分方程组，由此给出一般性解，并严格证明了对偶积分方程组退耦正则化为Cauchy奇异积分方程组与原对偶积分方程组等价性，以及对偶积分方程组解的存在性和唯一性．给出的解法和理论解，作为求解复杂对偶积分方程组一种有效解法，可供求解复杂的数学、物理、力学中的混合边值问题应用．     

A path integral way to option pricing

An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and accurate predictions for the value of a large class of options, including those with path-dependent and early exercise features. As examples, the application of the method to European and American options in the Black–Scholes model is illustrated. A particularly simple and fast semi-analytical approximation for the price of American options is derived. The results of the algorithm are compared with those obtained with the standard procedures known in the literature and found to be in good agreement.     

On Grüss Type Inequalities for Double Integrals

We establish two new inequalities of Grüss type involving functions of two independent variables. The analysis used in the proofs is elementary and our results provide new estimates on inequalities of this type.     

k-intolerant capacities and Choquet integrals

We define an aggregation function to be (at most) k-intolerant if it is bounded from above by its kth lowest input value. Applying this definition to the discrete Choquet integral and its underlying capacity, we introduce the concept of k-intolerant capacities which, when varying k from 1 to n, cover all the possible capacities on n objects. Just as the concepts of k-additive capacities and p-symmetric capacities have been previously introduced essentially to overcome the problem of computational complexity of capacities, k-intolerant capacities are proposed here for the same purpose but also for dealing with intolerant or tolerant behaviors of aggregation. We also introduce axiomatically indices to appraise the extent to which a given capacity is k-intolerant and we apply them on a particular recruiting problem.     

OSCILLATORY SINGULAR INTEGRALS WITH VARIABLE ROUGH KERNEL, Ⅱ

Let n≥2. In this paper, the author establishes the L2 (Rx)-boundedness of some oscillatory singular integrals with variable rough kernels by means of some estimates on hyper geometric functions and confluent hyper geometric funtions.     

IMPLICIT DIFFERENCE APPROXIMATION FOR A TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

In this paper, a time fractional advection-dispersion equation is considered. From the relationship between the Caputo derivative and the Grunwald derivative, the Caputo derivative is approximated by using the Griinwald derivative. An implicit difference approximation for this equation is proposed. We prove that this approximation is unconditionally stable and convergent. Finally, numerical examples are given.