一类三阶奇摄动特征值问题

将带有边界条件的三阶非齐次线性方程的可解性条件应用到退化特征值问题上,得出了奇摄动问题的解的渐近表示式.     

Explicit Convergence Rates of the Embedded M/G/1 Queue

This paper investigates the explicit convergence rates to the stationary distribution π of the embedded M/G/1 queue; specifically, for suitable rate functions r（n） which may be polynomial with r（n） = n^l, l 〉 0 or geometric with r（n） = α^n, a 〉 1 and ＂moments＂ f ≥ 1, we find the conditions under which Σ∞n=0 r（n）｜｜P^n（i,·） - π（·）｜｜f ≤ M（i） for all i ∈ E. For the polynomial case, the explicit bounds on M（i） are given in terms of both ＂drift functions＂ and behavior of the first hitting time on the state O; and for the geometric case, the largest geometric convergence rate α＊ is obtained.     

The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity

1.IntroductionTakeseriesmodelswithconditionalheteroskedasticityarewidelyappliedinmanyareassuchasfinancialeconomicsandeconometrics.Consequently,thereisagrowingthetheoreticalinterestinthesemodels.Inthispaper,weareexclusivelyinterestedinthefollowingnonlinearautoregressivemodelwithconditionalheteroskedasticityat=rk(Xt~1,...Iac~p,01) eth(Xt~1,'IXo~~l02)(1.1)withthefollowingassumptions(i){Et}isasequenceofindependelltideticallydistributedrandomvariableswithacommonalmenteveryWherepositivedenistyi…     

遍历性及其应用──(Ⅱ)某些动力系统的平均方法(英文)

把遍历函数的一般理论应用于某些动力系统的平均方法中去,阐述了在解含有小参数和非线性微分方程应用平均方法的基本思想．主要结果是引理２．１及定理２．２,在引理２．１中证明：当函数是遍历时,可用平均方法给出一个几乎恒等变换ｘ＝ｙ＋εｕ把非自治系统化为自治系统,此变换是可逆的,从而变换后的方程保持原有方程的性质．在此基础上,在定理２．２中,建立了此类方程的广义概周期解的存在及唯一性,最后给出一个例子,指出如果没有遍历性的假设,平均方法不能有效使用的原因．     

Boltzmann distribution of free energies in a finite-connectivity spin-glass system and the cavity approach

At sufficiently low temperatures, the configurational phase space of a large spin-glass system breaks into many separated domains, each of which is referred to as a macroscopic state. The system is able to visit all spin configurations of the same macroscopic state, while it can not spontaneously jump between two different macroscopic states. Ergodicity of the whole configurational phase space of the system, however, can be recovered if a temperature-annealing process is repeated an infinite number of times. In a heating-annealing cycle, the environmental temperature is first elevated to a high level and then decreased extremely slowly until a final low temperature T is reached. Different macroscopic states may be reached in different rounds of the annealing experiment; while the probability of finding the system in macroscopic state α decreases exponentially with the free energy F _α (T) of this state. For finite-connectivity spin glass systems, we use this free energy Boltzmann distribution to formulate the cavity approach of Mézard and Parisi [Eur. Phys. J. B, 2001, 20: 217] in a slightly different form. For the ±J spin-glass model on a random regular graph of degree K = 6, the predictions of the present work agree with earlier simulational and theoretical results.      

A unified treatment of maximum principle and dynamic programming in stochastic controls

An optimal stochastic control problem is considered in this paper, where the diffusion coefficient also depends on the control and is possibly degenerate. In addition to the usual adjoint process, a second-order adjoint process is introduced. Some relationships between the value function and the adjoint processes are presented via the “super- and sub-differential” which is related to the viscosity solution, without assuming the smoothness of the value function. The maximum principle, dynamic programming and their connections are then established within a unified framework of viscosity solution     

Spacelike Willmore surfaces in 4-dimensional Lorentzian space forms

Spacelike Willmore surfaces in 4-dimensional Lorentzian space forms, a topic in Lorentzian conformal geometry which parallels the theory of Willmore surfaces in S4, are studied in this paper. We define two kinds of transforms for such a surface, which produce the so-called left/right polar surfaces and the adjoint surfaces. These new surfaces are again conformal Willmore surfaces. For them the interesting duality theorem holds. As an application spacelike Willmore 2-spheres are classified. Finally we construct a family of homogeneous spacelike Willmore tori.     

Continuous and discrete adjoint approaches for aerodynamic shape optimization with low Mach number preconditioning

Discrete and continuous adjoint approaches for use in aerodynamic shape optimization problems at all flow speeds are developed and assessed. They are based on the Navier–Stokes equations with low Mach number preconditioning. By alleviating the large disparity between acoustic waves and fluid speeds, the preconditioned flow and adjoint equations are numerically solved with affordable CPU cost, even at the so‐called incompressible flow conditions. Either by employing the adjoint to the preconditioned flow equations or by preconditioning the adjoint to the ‘standard’ flow equations (under certain conditions the two formulations become equivalent, as proved in this paper), efficient optimization methods with reasonable cost per optimization cycle, even at very low Mach numbers, are derived. During the mathematical development, a couple of assumptions are made which are proved to be harmless to the accuracy in the computed gradients and the effectiveness of the optimization method. The proposed approaches are validated in inviscid and viscous flows in external aerodynamics and turbomachinery flows at various Mach numbers. Copyright © 2007 John Wiley & Sons, Ltd.     

Parameter estimation for a three‐dimensional numerical barotropic tidal model with adjoint method

The parameters of a three‐dimensional (3‐D) barotropic tidal model are estimated using the adjoint method. The mode splitting technique is employed in both forward and adjoint models. In the external mode, the alternating direction implicit method is used to discretize the two‐dimensional depth‐averaged equations and a semi‐implicit scheme is used for the 3‐D internal mode computations. In this model the bottom friction is expressed in terms of bottom velocity which is different from the previous works. Besides, the bottom friction coefficients (BFCs) are supposed to be spatially varying, i.e. the BFC at some grid points are selected as the independent BFC, while the BFC at the other grid points can be obtained through linear interpolation with these independent BFCs. On the basis of the simulation of M₂ tide in the Bohai and North Yellow Seas (BNYS), twin experiments are carried out to invert the prescribed distributions of model parameters. The parameters inverted are the Fourier coefficients of open boundary conditions (OBCs), the BFC and the vertical eddy viscosity profiles. In these twin experiments, the real topography of BNYS is installed. The ‘observations’ are produced by the tidal model and recorded at the position of TOPEX/Poseidon altimeter data, tidal gauge data and current data. The experiments discuss the influence of initial guesses, model errors and data number. The inversion has obtained satisfactory results and the prescribed distributions have been successfully inverted. The results indicate that the inversion of BFC is more sensitive to data error than that of OBC and the vertical eddy viscosity profiles. Copyright © 2007 John Wiley & Sons, Ltd.     

Exhausters, optimality conditions and related problems

The notions of exhausters were introduced in (Demyanov, Exhauster of a positively homogeneous function, Optimization 45, 13–29 (1999)). These dual tools (upper and lower exhausters) can be employed to describe optimality conditions and to find directions of steepest ascent and descent for a very wide range of nonsmooth functions. What is also important, exhausters enjoy a very good calculus (in the form of equalities). In the present paper we review the constrained and unconstrained optimality conditions in terms of exhausters, introduce necessary and sufficient conditions for the Lipschitzivity and Quasidifferentiability, and also present some new results on relationships between exhausters and other nonsmooth tools (such as the Clarke, Michel-Penot and Fréchet subdifferentials).