OPTIMAL POINT-WISE ERROR ESTIMATE OF A COMPACT FINITE DIFFERENCE SCHEME FOR THE COUPLED NONLINEAR SCHRODINGER EQUATIONS

In this paper, we analyze a compact finite difference scheme for computing a coupled nonlinear SchrSdinger equation. The proposed scheme not only conserves the totM mass and energy in the discrete level but also is decoupled and linearized in practical computa- tion. Due to the difficulty caused by compact difference on the nonlinear term, it is very hard to obtain the optimal error estimate without any restriction on the grid ratio. In order to overcome the difficulty, we transform the compact difference scheme into a special and equivalent vector form, then use the energy method and some important lemmas to obtain the optimal convergent rate, without any restriction on the grid ratio, at the order of O（h4 ＋r2） in the discrete L∞ -norm with time step - and mesh size h. Finally, numerical results are reported to test our theoretical results of the proposed scheme.     

COMPACT DIFFERENCE SCHEMES FOR THE DIFFUSION AND SCHRODINGER EQUATIONS. APPROXIMATION,STABILITY, CONVERGENCE,EFFECTIVENESS, MONOTONY

Various compact difference schemes （both old and new, explicit and implicit, one-level and two-level）, which approximate the diffusion equation and SchrSdinger equation with periodical boundary conditions are constructed by means of the general approach. The results of numerical experiments for various initial data and right hand side are presented. We evaluate the real order of their convergence, as well as their stability, effectiveness, and various kinds of monotony. The optimal Courant number depends on the number of grid knots and on the smoothness of solutions. The competition of various schemes should be organized for the fixed number of arithmetic operations, which are necessary for numerical integration of a given Cauchy problem. This approach to the construction of compact schemes can be developed for numerical solution of various problems of mathematical physics.     

Cooperative game analysis of retail space-exchange problems

We analyze retail space-exchange problems where two or more retailers exchange their excess retail spaces to improve the utilization of their space resource. We first investigate the two-retailer space exchange problem. In order to entice both retailers with different bargaining powers to exchange their spaces, we use the generalized Nash bargaining scheme to allocate the total profit surplus between the two retailers. Next, we consider the space-exchange problem involving three or more retailers, and construct a cooperative game in characteristic function form. We show that the game is essential and superadditive, and also prove that the core is non-empty. Moreover, in order to find a unique allocation scheme that ensures the stability of the grand coalition, we propose a new approach to compute a weighted Shapley value that satisfies the core conditions and also reflects retailers’ bargaining powers. Our analysis indicates that the space exchange by more retailers can result in a higher system-wide profit surplus and thus a higher allocation to each retailer under a fair scheme.     

Supply chain analysis under a price-discount incentive scheme for electric vehicles

We investigate an automobile supply chain where a manufacturer and a retailer serve heterogeneous consumers with electric vehicles (EVs) under a government’s price-discount incentive scheme that involves a price discount rate and a subsidy ceiling. We show that the subsidy ceiling is more effective in influencing the optimal wholesale pricing decision of the manufacturer with a higher unit production cost. However, the discount rate is more effective for the manufacturer with a lower unit production cost. Moreover, the expected sales are increasing in the discount rate but may be decreasing in the subsidy ceiling. Analytic results indicate that an effective incentive scheme should include both a discount rate and a subsidy ceiling. We also derive the necessary condition for the most effective discount rate and subsidy ceiling that maximize the expected sales of EVs, and obtain a unique discount rate and subsidy ceiling that most effectively improve the manufacturer’s incentive for EV production.     

A globally convergent method for computing multiple vortices in a supersymmetric field theory

Computation of the solutions to the gauge field equations is known of great importance for the simulation of various particle physics systems. In this work, we establish a globally convergent iterative method for computing the multiple vortex solutions arising in a self-dual system of non-Abelian gauge field equations derived in a supersymmetric theory model. Using this method, we present a few numerical examples which demonstrate the effectiveness of the method and, at the same time, provide a concrete realization of the soliton-like behavior of the vortexlines concentrated around centers of vortices, which is believed to be essential for linear confinement in QCD.     

Quasi-static Maxwell's equations with a dissipative non-linear boundary condition: Full discretization

We study a time dependent eddy current equation for the magnetic field H accompanied with a nonlinear boundary condition, which is a generalization of the classical Silver–Müller condition for a non-perfect conductor. More exactly, the relation between the normal components of electric (E) and magnetic (H  ) fields obeys the following power law (linearized for small and large values) ν×E=ν×(|H×ν|^α−1H×ν)$\mathit{\nu }\times \mathit{E}=\mathit{\nu }\times ({|\mathit{H}\times \mathit{\nu }|}^{\alpha -1}\mathit{H}\times \mathit{\nu })$ for some α∈(0,1]$\alpha \in (0,1]$. We design a linear fully discrete approximation scheme to solve this nonlinear problem. The convergence of the approximations to a weak solution is proved, error estimates describing the dependence of the error on discretization parameters are derived as well. The efficiency of the proposed method is supported by numerical experiments.     

Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks

In this paper, we investigate an optimal reinsurance and investment problem for an insurer whose surplus process is approximated by a drifted Brownian motion. Proportional reinsurance is to hedge the risk of insurance. Interest rate risk and inflation risk are considered. We suppose that the instantaneous nominal interest rate follows an Ornstein–Uhlenbeck process, and the inflation index is given by a generalized Fisher equation. To make the market complete, zero-coupon bonds and Treasury Inflation Protected Securities (TIPS) are included in the market. The financial market consists of cash, zero-coupon bond, TIPS and stock. We employ the stochastic dynamic programming to derive the closed-forms of the optimal reinsurance and investment strategies as well as the optimal utility function under the constant relative risk aversion (CRRA) utility maximization. Sensitivity analysis is given to show the economic behavior of the optimal strategies and optimal utility.     

Optimum life testing plans in presence of hybrid censoring: A cost function approach

Hybrid censoring scheme is a combination of Type‐I and Type‐II censoring schemes. Determination of optimum hybrid censoring scheme is an important practical issue in designing life testing experiments to enhance the information on reliability of the product. In this work, we consider determination of optimum life testing plans under hybrid censoring scheme by minimizing the total cost associated with the experiment. It is shown that the proposed cost function is scale invariant for some selected distributions. Optimum solution cannot be obtained analytically. We propose a method for obtaining the optimum solution and consider Weibull distribution for illustration. We also studied the sensitivity of the optimal solution to the misspecification of parameter values and cost components through a well‐designed sensitivity analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

高等数学课程分层次教学理念的思考和举措

高等数学课程是高校所有专业的基础课程之一,对实现高校的人才培养目标起着十分重要的作用.本文遵循因材施教的原则,科学设计了分层次教学模式,对于开展分层次教学的意义和理论依据作了阐述,提出了分层次教学模式的组织与实施,并就教学内容、教学方法、考核模式的改革给出相应的实施方案.