Uniform Approximation of Entire Functions of Slow Growth on Compact Sets

In the present paper, we study the polynomial approximation of entire functions of several complex variables. The characterizations of generalized order and generalized type of entire functions of slow growth are obtained in terms of approximation and interpolation errors.     

渐近拟非扩张型映象的Ishikawa迭代序列的强收敛性

通过引入一新型条件,研究了渐近拟非扩张型映象不动点的具误差的修正的Ish ikaw a迭代序列的迭代逼近问题,得到新的结果.     

一类非线性变分包含问题解的存在性和迭代逼近问题

研究了实自反Banach空间中一类具有L ipsch itz条件的强增生型变分包含解的存在性、唯一性及其具有混合误差项的M ann迭代程序的收敛性问题.另一方面,一个相关结果,讨论了一类强增生型变分不等式解的存在性和带有混合误差项的M ann迭代序列的收敛性.结果改进和推广了张石生,曾六川等人的相应结果.     

Stability and convergence of modified Ishikawa iterative sequences with errors in Banach spaces

Summary Some stability and convergence theorems of the modified Ishikawa iterative sequences with errors for asymptotically nonexpansive mapping in the intermediate sense and asymptotically pseudo contractive and uniformly Lipschitzian mappings in Banach spaces are obtained.     

CONVERGENCE OF IMPLICIT ITERATIVE PROCESS WITH ERRORS FOR A FINITE FAMILY OF ASYMPTOTICALLY NONEXPANSIVE MAPPINGS

The purpose of this article is to study the weak and strong convergence of implicit iteration process with errors to a common fixed point for a finite family of asymptotically nonexpansive mappings and nonexpansive mappings in Banach spaces. The results presented in this article extend and improve thecorresponding results of [1, 2, 4-9, 11-15].     

关于Banach空间中Lipschitz强伪压缩映象的带误差的Ishikawa型迭代序列

设Ｘ是任意实Ｂａｎａｃｈ空间Ｅ的闭子空间;Ｔ：Ｘ → Ｘ是 Ｌｉｐｓｃｈｉｔｚ强伪压缩映象,使得Ｔｘ＊＝ｘ＊,对某ｘ＊∈Ｘ．在没有条件 　之下,本文证明了带误差的Ｉｓｈｉｋａｗａ型迭代序列强收敛到ｘ＊．另外,相关结果又证明了,当Ｔ：Ｅ→Ｅ是Ｌｉｐｓｃｈｉｔｚ强增生算子时,带误差的Ｉｓｈｉｋａｗａ型迭代序列强收敛到方程Ｔｘ＝ｆ的唯一解．     

An unconditionally stable alternating direction implicit scheme for the two space dimensional linear hyperbolic equation

We report a new unconditionally stable implicit alternating direction implicit (ADI) scheme of O(k² + h²) for the difference solution of linear hyperbolic equation u_tt + 2αu_t + β²u = u_xx + u_yy + f(x, y, t), αβ ≥ 0, 0 < x, y < 1, t > 0 subject to appropriate initial and Dirichlet boundary conditions, where α > 0 and β ≥ 0 are real numbers. The resulting system of algebraic equations is solved by split method. Numerical results are provided to demonstrate the efficiency and accuracy of the method. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 684–688, 2001     

Simulation of harmonic oscillators on the lattice

This work deals with the simulation of a two-dimensional ideal lattice having simple tetragonal geometry. The harmonic character of the oscillators give rise to a system of second-order linear differential equations, which can be recast into matrix form. The explicit solutions which govern the dynamics of this system can be expressed in terms of matrix trigonometric functions. For the derivation we employ the Lagrangian formalism to determine the correct solutions, which extremize the underlying action of the system. In the numerical evaluation we develop diverse state-of-the-art algorithms which efficiently tackle equations with matrix sine and cosine functions. For this purpose, we introduce two special series related to trigonometric functions. They provide approximate solutions of the system through a suitable combination. For the final computation an algorithm based on Taylor expansion with forward and backward error analysis for computing those series had to be devised. We also implement several MATLAB programs which simulate and visualize the two-dimensional lattice and check its energy conservation.     

Adaptive Penalized Weighted Least Absolute Deviations Estimation for the Accelerated Failure Time Model

The accelerated failure time model always offers a valuable complement to the traditional Cox proportional hazards model due to its direct and meaningful interpretation. We propose a variable selection method in the context of the accelerated failure time model for survival data, which can simultaneously complete variable selection and parameter estimation. Meanwhile, the proposed method can deal with the potential outliers in survival times as well as heteroscedastic model errors, which are frequently encountered in practice. Specifically, utilizing the general nonconvex penalty, we propose the adaptive penalized weighted least absolute deviation estimator for the accelerated failure time model. Under some regularity conditions, we show that the proposed method yields consistent estimator and possesses the oracle property. In addition, we propose a new algorithm to compute the estimate in the high dimensional settings, and evaluate the practical utility of the proposed method through extensive simulation studies and two real examples.     

Shrinkage strategy in stratified random sample subject to measurement error

The empirical likelihood estimation approach has been used in statistical applications. In this paper, we consider a stratified random sample subject to measurement error and with this framework, we propose a shrinkage estimation strategy that improves the performance of the maximum empirical likelihood estimator (MELE). Further, we generalize some recent findings that demonstrate the superiority of the shrinkage strategy over the MELE. Monte Carlo simulation results corroborate the established theoretical findings.