Global solvability for a large flux of a three‐dimensional time‐dependent Navier–Stokes problem in a straight cylinder

The unique global existence of a solution to nonstationary Navier–Stokes system with prescribed nonzero flux F(t) in an infinite three‐dimensional pipe is proved. The obtained solution remains close to the corresponding nonstationary Poiseuille flow. Moreover, it converges to the Poiseuille flow as |x₃|→∞. Copyright © 2008 John Wiley & Sons, Ltd.     

基于小子样理论的坦克扭力轴疲劳寿命分析

基于小子样的思想,探讨扭力轴表面缺陷对其疲劳寿命的影响,有助于进一步找到降低扭力轴表面凹坑对扭力轴疲劳寿命影响的方法.     

Numerical examples of the behavior of REQP on nonlinear programming problems involving linear dependence among the constraint normals

This report illustrates, by means of numerical examples, the behavior of the constrained minimization algorithm REQP in situations where the active constraint normals are not linearly independent. The examples are intended to demonstrate that the presence of the penalty parameter in the equations for calculating the Lagrange multiplier estimates enables a useful search direction to be computed. This is shown to be true, whether the dependence among the constraint normals occurs at the solution or in some other region.     

SETAR model selection-A bootstrap approach

Summary  The aim of this paper is to propose new selection criteria for the orders of selfexciting threshold autoregressive (SETAR) models. These criteria use bootstrap methodology; they are based on a weighted mean of the apparent error rate in the sample and the average error rate obtained from bootstrap samples not containing the point being predicted. These new criteria are compared with the traditional ones based on the Akaike information criterion (AIC). A simulation study and an example on a real data set end the paper.     

Least‐squares finite element processes in h,p, k mathematical and computational framework for a non‐linear conservation law

This paper considers numerical simulation of time‐dependent non‐linear partial differential equation resulting from a single non‐linear conservation law in h, p, k mathematical and computational framework in which k=(k₁, k₂) are the orders of the approximation spaces in space and time yielding global differentiability of orders (k₁?1) and (k₂?1) in space and time (hence k‐version of finite element method) using space–time marching process. Time‐dependent viscous Burgers equation is used as a specific model problem that has physical mechanism for viscous dissipation and its theoretical solutions are analytic. The inviscid form, on the other hand, assumes zero viscosity and as a consequence its solutions are non‐analytic as well as non‐unique (Russ. Math. Surv. 1962; 17 (3):145–146; Russ. Math. Surv. 1960; 15 (6):53–111). In references (Russ. Math. Surv. 1962; 17 (3):145–146; Russ. Math. Surv. 1960; 15 (6):53–111) authors demonstrated that the solutions of inviscid Burgers equations can only be approached within a limiting process in which viscosity approaches zero. Many approaches based on artificial viscosity have been published to accomplish this including more recent work on H(Div) least‐squares approach (Commun. Pure Appl. Math. 1965; 18 :697–715) in which artificial viscosity is a function of spatial discretization, which diminishes with progressively refined discretizations. The thrust of the present work is to point out that: (1) viscous form of the Burgers equation already has the essential mechanism of viscosity (which is physical), (2) with progressively increasing Reynolds (Re) number (thereby progressively reduced viscosity) the solutions approach that of the inviscid form, (3) it is possible to compute numerical solutions for any Re number (finite) within hpk framework and space–time least‐squares processes, (4) the space–time residual functional converges monotonically and that it is possible to achieve the desired accuracy, (5) space–time, time marching processes utilizing a single space–time strip are computationally efficient. It is shown that viscous form of the Burgers equation without linearizing provides a physical and viablemechanism for approaching the solutions of inviscid form with progressively increasing Re. Numerical studies are presented and the computed solutions are compared with published work. Copyright © 2008 John Wiley & Sons, Ltd.     

Copula方法与相依违约研究

目前信用风险研究的重点已经从单笔债务的违约概率研究转移到多笔债务的相依违约(Dependent Defaults)研究。Copula方法是研究相依违约的重要方法。这种方法是最近几年才被应用到信用领域研究中的一种新方法。本结合代表性献对Copula方法在相依违约研究中的应用进行了探讨。探讨的内容包括Copula方法被应用于相依违约研究的原因、该方法对于相依违约建模理论的改进以及在实证应用中使用Copula方法应该注意的问题。     

On a class of PDEs with nonlinear distributed in space and time state‐dependent delay terms

A new class of nonlinear partial differential equations with distributed in space and time state‐dependent delay is investigated. We find appropriate assumptions on the kernel function which represents the state‐dependent delay and discuss advantages of this class. Local and long‐time asymptotic properties, including the existence of global attractor and a principle of linearized stability, are studied. Copyright © 2008 John Wiley & Sons, Ltd.     

The Asymptotic Variance of the Continuous-Time Kernel Estimator with Applications to Bandwidth Selection

We derive simple expressions for the asymptotic variance of the kernel-density estimator of a stationary continuous-time process in one and d dimensions and relate convergence rates to sample path smoothness. Important applications include methods for selecting optimal smoothing parameters and construction of confidence bands for testing hypotheses about the density. In a simulation study the results are applied to bandwidth selection for discrete-time processes that can be modelled as continuous-time processes sampled at a high rate.     

Minimum Divergence Estimators,Maximum Likelihood and the Generalized Bootstrap

This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered.     

Global X2A′ potential energy surface of Li2H and quantum dynamics of H + Li2 (X1Σg+) → Li + LiH (X1Σ+) reaction

A global potential energy surface (PES) for the electronic ground state of Li₂H system is constructed over a large configuration space. About 30 000 ab initio energy points have been calculated by MRCI‐F12 method with aug‐cc‐pVTZ basis set. The neural network method is applied to fit the PES and the root mean square error of the current PES is only 1.296 meV. The reaction dynamics of the title reaction has been carried out by employing time‐dependent wave packet approach with second order split operator on the new PES. The reaction probability, integral cross section and thermal rate constant are obtained from the dynamics calculation. In most of the collision energy regions, the integral cross sections are in well agreement with the results reported by Gao et al. The rate constant calculated from the new PES increases in the temperature range of present investigation.