Functional A Posteriori Error Estimates for Time-Periodic Parabolic Optimal Control Problems

This article is devoted to the a posteriori error analysis of multiharmonic finite element approximations to distributed optimal control problems with time-periodic state equations of parabolic type. We derive a posteriori estimates of the functional type, which are easily computable and provide guaranteed upper bounds for the state and co-state errors as well as for the cost functional. These theoretical results are confirmed by several numerical tests that show high efficiency of the a posteriori error bounds.     

On Graph-Lagrangians and clique numbers of 3-uniform hypergraphs

The paper explores the connection of Graph-Lagrangians and its maximum cliques for 3-uniform hypergraphs.Motzkin and Straus showed that the Graph-Lagrangian of a graph is the Graph-Lagrangian of its maximum cliques.This connection provided a new proof of Turán classical result on the Turán density of complete graphs.Since then,Graph-Lagrangian has become a useful tool in extremal problems for hypergraphs.Peng and Zhao attempted to explore the relationship between the Graph-Lagrangian of a hypergraph and the order of its maximum cliques for hypergraphs when the number of edges is in certain range.They showed that if G is a 3-uniform graph with m edges containing a clique of order t-1,then λ(G)=λ([t-1]~((3))) provided (t-13)≤m≤(t-13)+_(t-22).They also conjectured:If G is an r-uniform graph with m edges not containing a clique of order t-1,then λ(G)λ([t-1]~((r))) provided (t-1r)≤ m ≤(t-1r)+(t-2r-1).It has been shown that to verify this conjecture for 3-uniform graphs,it is sufficient to verify the conjecture for left-compressed 3-uniform graphs with m=t-13+t-22.Regarding this conjecture,we show: If G is a left-compressed 3-uniform graph on the vertex set [t] with m edges and |[t-1]~((3))\E(G)|=p,then λ(G)λ([t-1]~((3))) provided m=(t-13)+(t-22) and t≥17p/2+11.     

The New Method for the Searching Periodic Solutions of Periodic Differential Systems

In the paper we are giving the new method for searching periodic solutions of periodic differential systems. For this we construct a differential system with the same Reflecting Function as the Reflecting Function of the given system and with a known periodic solution. Then the initial data of the periodic solutions of this two systems coincide. In such a way the problem of existance periodic solutions goes to the Cauchy problem.     

Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime

Estimating the distorted parameter in the case of non negative heavy-tailed losses has been treated in Brahimi et al. (2011). In this paper, we extend this work to the case of the real heavy-tailed losses. We derive an asymptotic distribution of the estimator. We construct a practically implemented confidence interval for the distortion parameter and illustrate the performance of the interval in a simulation study with application to real data.     

Optimal recovery of integral operators and its applications

In this paper we present the solution to a problem of recovering a rather arbitrary integral operator based on incomplete information with error. We apply the main result to obtain optimal methods of recovery and compute the optimal error for the solutions to certain integral equations as well as boundary and initial value problems for various PDE’s.     

On the optimal parameters of GMSSOR method for saddle point problems

For solving saddle point problems, SOR-type methods are investigated by many researchers in the literature. In this short note, we study the GMSSOR method for solving saddle point problems and obtain the optimal parameters which minimize the spectral (or pseudo-spectral) radii of the iteration matrices.     

Piecewise shooting reproducing kernel method for linear singularly perturbed boundary value problems

In this letter, a new numerical method is proposed for solving second order linear singularly perturbed boundary value problems with left layers. Firstly a piecewise reproducing kernel method is proposed for second order linear singularly perturbed initial value problems. By combining the method and the shooting method, an effective numerical method is then proposed for solving second order linear singularly perturbed boundary value problems. Two numerical examples are used to show the effectiveness of the present method.     

General financial market model defined by a liquidation value process

Financial market models defined by a liquidation value process generalize the conic models of Schachermayer and Kabanov where the transaction costs are proportional to the exchanged volumes of traded assets. The solvency set of all portfolio positions that can be liquidated without any debt is not necessary convex, e.g. in presence of proportional transaction costs and fixed costs. Therefore, the classical duality principle based on the Hahn–Banach separation theorem is not appropriate to characterize the prices super hedging a contingent claim. Using an alternative method based on the concepts of essential supremum and maximum, we provide a characterization of European and American contingent claim prices under the absence of arbitrage opportunity of the second kind.     

亚纯函数及其差分的唯一性

本文证明了:对具有两个Borel例外值a(∈C)和b(∈C∪{∞})的有限级超越亚纯函数,如果f(z+η)-f(z)和f(z)CM分担a,b,其中η(∈C)满足f(z+η)■f(z),那么b=∞,a=0且f(z)=ce~(c_1z),其中c,c_1为非零常数.