A new framework for implicit restarting of the Krylov–Schur algorithm

This paper introduces a new framework for implicit restarting of the Krylov–Schur algorithm. It is shown that restarting with arbitrary polynomial filter is possible by reassigning some of the eigenvalues of the Rayleigh quotient through a rank‐one correction, implemented using only the elementary transformations (translation and similarity) of the Krylov decomposition. This framework includes the implicitly restarted Arnoldi (IRA) algorithm and the Krylov–Schur algorithm with implicit harmonic restart as special cases. Further, it reveals that the IRA algorithm can be turned into an eigenvalue assignment method. Copyright © 2014 John Wiley & Sons, Ltd.     

Numerical discretization-based kernel type estimation methods for ordinary differential equation models

We consider the problem of parameter estimation in both linear and nonlinear ordinary differential equation(ODE) models. Nonlinear ODE models are widely used in applications. But their analytic solutions are usually not available. Thus regular methods usually depend on repetitive use of numerical solutions which bring huge computational cost. We proposed a new two-stage approach which includes a smoothing method(kernel smoothing or local polynomial fitting) in the first stage, and a numerical discretization method(Eulers discretization method, the trapezoidal discretization method,or the Runge–Kutta discretization method) in the second stage. Through numerical simulations, we find the proposed method gains a proper balance between estimation accuracy and computational cost.Asymptotic properties are also presented, which show the consistency and asymptotic normality of estimators under some mild conditions. The proposed method is compared to existing methods in term of accuracy and computational cost. The simulation results show that the estimators with local linear smoothing in the first stage and trapezoidal discretization in the second stage have the lowest average relative errors. We apply the proposed method to HIV dynamics data to illustrate the practicability of the estimator.     

New q‐Hermite polynomials: characterization,operators algebra and associated coherent states

This paper addresses a construction of new q‐Hermite polynomials with a full characterization of their main properties and corresponding raising and lowering operator algebra. The three‐term recursive relation as well as the second‐order differential equation obeyed by these new polynomials are explicitly derived. Relevant operator actions, including the eigenvalue problem of the deformed oscillator and the self‐adjointness of the related position and momentum operators, are investigated and analyzed. The associated coherent states are constructed and discussed with an explicit resolution of the induced moment problem. The phase collapse in a q‐deformed boson system is studied.     

Mean-Variance Hedging Under Multiple Defaults Risk

We solve a mean-variance hedging problem in an incomplete market where multiple defaults can occur. For this purpose, we use a default-density modeling approach. The global market information is formulated as a progressive enlargement of a default-free Brownian filtration, and the dependence of the default times is modelled using a conditional density hypothesis. We prove the quadratic form of each value process between consecutive default times and recursively solve systems of coupled quadratic backward stochastic differential equations (BSDEs). We demonstrate the existence of these solutions using BSDE techniques. Then, using a verification theorem, we prove that the solutions of each subcontrol problem are related to the solution of our global mean-variance hedging problem. As a byproduct, we obtain an explicit formula for the optimal trading strategy. Finally, we illustrate our results for certain specific cases and for a multiple defaults case in particular.     

一个关于勒让德多项式的积分公式及其简单应用——圆形带电环和电流环的静态电磁势

给出了一个关于勒让德多项式的积分公式及其证明,用该公式和叠加法方便快捷地导出了圆形带电环和电流环的静态电磁势.     

多项式环的单位和稳定度的注记

称环R为广义2-素环,如果R的幂零元集与上诣零根一致.证明了R上的多项式为单位当且仅当它的常数项是R中的单位而其它系数是幂零的.因此,广义2-素环上的多项式环的稳定度大于一.     

一类矩阵多项式的秩特征

给出了一类矩阵多项式的秩特征定理及它的多种证法.     

基于平均和峰值灰度加权的自动调光系统

介绍了在CCD高速电视测量仪系统中,利用电子快门和可变光阑有机结合,在运动控制卡控制下实现自动调光,扩大了调光的动态范围.采用了平均灰度和峰值灰度加权的办法来获取反馈信号,有效的解决不同背景下自调光系统的适应性.提出了基于二次函数的调光反馈量计算方法,提高了调光过程中的收敛速度,同时也保证了系统有较小的超调量.     

矩阵多项式可逆的充要条件——兼与吴华安先生商榷

给出了矩阵多项式可逆的另一个充要条件,并指出文[1]中的错误.     

Multi-variable special polynomials using an operator ordering method

Using an operator ordering method for some commutative superposition operators, we introduce two new multi-variable special polynomials and their generating functions, and present some new operator identities and integral formulas involving the two special polynomials. Instead of calculating complicated partial differential, we use the special polynomials and their generating functions to concisely address the normalization, photocount distributions and Wigner distributions of several quantum states that can be realized physically, the results of which provide real convenience for further investigating the properties and applications of these states.