带风险指数的金融均衡的存在性定理及其结构特征(下)

本文主要论证了在不完全市场条件下带风险指数的金融均衡的存在性，并揭示其均衡结构的特征．本文中建立的模型是一、二期货币投入产出金融经济且具有可微的资产结构，这一模型包括了许多具有特殊资产结构的均衡模型，如实资产结构、虚资产结构、恒秩资产结构的均衡模型．因此本文的这一模型具有广泛的应用前景和实用价值．接着给出了本文的金融均衡的存在性定理，再借助微分拓扑给出它的证明过程，这一证明过程较之以前证明均衡存在性的经典方法（如Duffie，D＆W．Shfer（1985）的方法）要简便得多．同时也应注意到本文的这一结论既适用于资产市场下会随机风险因素的情形，也适用于商品空间为无限维的情形，除此之外，还给出了怎样判别资产结构是否属于T类的判别法，为检验均衡存在性提供了更为便利的途径．最后，本文论证了在金融市场里，尽管由于稀缺性的存在，从而导致均衡分配的多样化，然而均衡分配集却形成了一光滑子流，但该流形的维数与稀缺性有关．换句话说，尽管市场是不完全的，但均市分配不确定性的反却是可比的．如此使得人们对均衡资产结构的认识更进一步．     

气体放电击穿过程的物理和数值研究

本文对低气压（１０＾－２Ｐａ）热阴极气体放电的击穿过程给出了物理描述和相应的双流体数学型，并发展了一种选择和调整未知初始条件的有效算法，可以通过伴随试射法得到对初始条件十分敏感的非线性两点边值常微分方程组的数值解，从而给出这类气体放电中击穿过程的定量描述。     

多目标分数变分问题的对偶性

本文利用参数逼近在函数广义（F，ρ）－凸的条件下，建立了一类多目标式变分问题关于有效解的对偶理论。     

箱覆盖问题的半定松驰算法

箱覆盖问题是NP困难问题中的经典问题，得到了广泛地研究，九十年代以来，半定松驰策略被用来求解组合优化问题，取得了很好的结果[13]，本文首次给箱覆盖问题的半定松驰算法，算法的理论分析结果表明它适合于求解大规模的箱覆盖问题。     

On the Log-Laplace Equation for Nonlocal Operators Generating Sub-Markovian Semigroups

We consider the semilinear Cauchy problem for a class of pseudo-differential operators generating sub-Markovian semigroups. Solutions of such problems with negative definite nonlinearity play an important role in constructing branching measure-valued processes. We establish local existence and uniqueness of solutions in the context of the Dirichlet space associated to the problem. Comparison and global properties of solutions are also studied. Accepted 29 August 2001. Online publication 17 December 2001.     

A BOUNDARY ELEMENT METHOD FOR A NONLINEAR BOUNDARY VALUE PROBLEM IN STEADY-STATE HEAT TRANSFER IN DIMENSION THREE

In this paper, a new method of boundary reduction is proposed, which reduces thesteady-state heat transfer equation with radiation. Moreover, a boundary element method is pre-sented for its solution and the error estimates of the numerical approximations are given.     

二阶三点半正边值问题正解的存在性

利用锥的Krasnosel'skill不动点定理建立了二阶三点半正边值问题u″+λf(t,u)+δg(t,u)=0, t∈(0,1),u(0)=0, αu(η)=u(1).其中,λ,δ＞0, 0＜η＜1, 0＜αη＜1正解的存在性,这里,非线性项不需要是非负的.     

关于图的直径和平均距离

图的直径和平均距离是度量网络有效性的两个重要参数．Ore通过图的顶点数和直径给出无向图的最大边数．Entringer，Jakson，Slater和Ng，Teh通过图的顶点数和边数分别给出无向图和有向图平均距离的下界．该文提供这两个结果的简单证明，给出有向图类似Ore的结果，并通过图的直径改进Entringer等人的结果到更一般的情形．结合本文和Ore的结果，可以得到一个无向图和有向图平均距离的下界，它比Plesnik得到的下界更好．     

Numerical analysis of finite amplitude motion of waves and a moored floating body under severe storm conditions

The motion of a moored floating body under the action of wave forces, which is influenced by fluid forces, shape of the floating body and mooring forces, should be analysed as a complex coupled motion system. Especially under severe storm conditions or resonant motion of the floating body it is necessary to consider finite amplitude motions of the waves, the floating body and the mooring lines as well as non-linear interactions of these finite amplitude motions. The problem of a floating body has been studied on the basis of linear wave theory by many researchers. However, the finite amplitude motion under a correlated motion system has rarely been taken into account. This paper presents a numerical method for calculating the finite amplitude motion when a floating body is moored by non-linear mooring lines such as chains and cables under severe storm conditions.     

Inexact Newton methods for the nonlinear complementarity problem

An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240.