Improved third‐order weighted essentially nonoscillatory scheme

A new third‐order WENO scheme is proposed to achieve the desired order of convergence at the critical points for scalar hyperbolic equations. A new reference smoothness indicator is introduced, which satisfies the sufficient condition on the weights for the third‐order convergence. Following the truncation error analysis, we have shown that the proposed scheme achieves the desired order accurate for smooth solutions with arbitrary number of vanishing derivatives if the parameter ε satisfies certain conditions. We have made a comparative study of the proposed scheme with the existing schemes such as WENO‐JS, WENO‐Z, and WENO‐N3 through different numerical examples. The result shows that the proposed scheme (WENO‐MN3) achieves better performance than these schemes.     

On the Lower Tail Probabilities of Some Random Sequences in <Emphasis Type="Italic">l</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript>

We investigate the behaviour of the logarithmic small deviation probability of a sequence (σ _n θ _n ) in l _p , 0<p≤∞, where (θ _n ) are i.i.d. random variables and (σ _n ) is a decreasing sequence of positive numbers. In particular, the example σ _n ∼n ^−μ (1+log n)^−ν is studied thoroughly. Contrary to the existing results in the literature, the rate function and the small deviation constant are expressed expli- citly in the present treatment. The restrictions on the distribution of θ ₁ are kept to an absolute minimum. In particular, the usual variance assumption is removed. As an example, the results are applied to stable and Gamma-distributed random variables.     

Invariance Analysis and Variational Conservation Laws for the Wave Equation on Some Manifolds

In this paper we discuss symmetries of a nonlinear wave equation that arises as a consequence of some Riemannian metrics of signature −2. The objective of this study is to show how geometry can be responsible in giving rise to a nonlinear inhomogeneous wave equation rather than assuming nonlinearities in the wave equation from physical considerations. We find Lie point symmetries of the corresponding wave equations and give their solutions in two cases. Some interesting physical conclusions relating to conservation laws such as energy, linear and angular momenta are also determined.     

Operator geometric stable laws

Operator geometric stable laws are the weak limits of operator normed and centered geometric random sums of independent, identically distributed random vectors. They generalize operator stable laws and geometric stable laws. In this work we characterize operator geometric stable distributions, their divisibility and domains of attraction, and present their application to finance. Operator geometric stable laws are useful for modeling financial portfolios where the cumulative price change vectors are sums of a random number of small random shocks with heavy tails, and each component has a different tail index.     

关于矩阵分解为稳定矩阵之和的讨论

要解决的问题是一个矩阵是否可以分解为若干稳定 (连续时间意义下 )矩阵的和 .通过推广Ito,Hattori and Maeda在文献 [2 ]中使用的方法并运用其中的成果 ,我们得到了更为准确的相关结论 .     

一种新的求解双曲型守恒律的三阶中心差分格式

本文提出了一种求解双曲型守恒律新的三阶中心差分格式，主要是引入了一种推广的三阶重构，并证明了这种重构在网格边界无振荡．所提的格式保持了中心差分格式简单的优点，不需用Riemann解算器，避免了进行特征解耦．数值试验结果表明本文格式是高精度、高分辨率的。     

Group Laws [x,y −1] ≡ u(x,y) and Varietal Properties

Let F = ?x, y? be a free group. It is known that the commutator [x, y ^?1] cannot be expressed in terms of basic commutators, in particular in terms of Engel commutators. We show that the laws imposing such an expression define specific varietal properties. For a property 𝒫 we consider a subset U(𝒫) ? F such that every law of the form [x, y ^?1] ≡ u, u ∈ U(𝒫) provides the varietal property 𝒫. For example, we show that each subnormal subgroup is normal in every group of a variety 𝔙 if and only if 𝔙 satisfies a law of the form [x, y ^?1] ≡ u, where u ∈ [F′, ?x?].     

Limit relations for three simple hyperbolic systems of conservation laws

This paper is concerned with the limit relations from the Euler equations of one‐dimensional compressible fluid flow and the magnetohydrodynamics equations to the simplified transport equations, where the δ‐shock waves occur in their Riemann solutions of the latter two equations. The objective is to prove that the Riemann solutions of the perturbed equations coming from the one‐dimensional simplified Euler equations and the magnetohydrodynamics equations converge to the corresponding Riemann solutions of the simplified transport equations as the perturbation parameterx ε tends to zero. Furthermore, the result can also be generalized to more general situations. Copyright © 2009 John Wiley & Sons, Ltd.     

On the Hughes' model for pedestrian flow: The one-dimensional case

In this paper we investigate the mathematical theory of Hughes' model for the flow of pedestrians (cf. Hughes (2002) [17]), consisting of a non-linear conservation law for the density of pedestrians coupled with an eikonal equation for a potential modelling the common sense of the task. For such an approximated system we prove existence and uniqueness of entropy solutions (in one space dimension) in the sense of Kru?kov (1970) [22], in which the boundary conditions are posed following the approach of Bardos et al. (1979) [7]. We use BV estimates on the density ρ and stability estimates on the potential ? in order to prove uniqueness. Furthermore, we analyze the evolution of characteristics for the original Hughes' model in one space dimension and study the behavior of simple solutions, in order to reproduce interesting phenomena related to the formation of shocks and rarefaction waves. The characteristic calculus is supported by numerical simulations.