解P_0非线性互补问题的光滑Levenberg-Marquardt方法

本文研究了一个P0非线性互补问题.利用信赖域技术获得了求解该问题的光滑Levenberg-Marquardt算法,该算法在一定条件下具有全局性.利用局部误差界还获得了该算法的超线性和二次收敛.数值结果表明该算法是有效的.     

三维多面体网格上扩散方程的保正格式

 针对三维任意(星形)多面体网格, 本文构造了扩散方程的一种单元中心型非线性有限体积格式, 证明了该格式具有保正性. 在该格式设计中, 除引入网格中心量外, 还引入网格节点量和网格面中心量作为中间未知量, 它们将用网格中心未知量线性组合表示, 使得格式仅有网格中心未知量作为基本未知量. 在节点量计算中, 利用网格面上的调和平均点, 设计了一种适用于三维多面体网格的局部显式加权方法. 该格式适用于求解非平面的网格表面和间断扩散系数的问题. 数值例子验证了它对光滑解具有二阶精度和保正性.     

一类Hermitian鞍点矩阵的特征值估计

本文研究了一类大型稀疏Hermitian鞍点线性系统Az=(B E E* 0)(x y)=(f g)=b系数矩阵的特征值,其中B∈C~(p×p)是Hermitian正定阵矩阵,E∈C~(p×q)是列降秩.本文分别给出了该系数矩阵正特征值与负特征值界的一个估计式,同时通过数值算例验证本文所给出的特征值界的估计是合理且有效的.     

实对称五对角矩阵Procrustes问题

本文研究了实对称五对角矩阵Procrustes.利用矩阵的奇异值分解简化问题,得到了实对称五对角矩阵X极小化,最后给出数值算例说明方法的有效性.     

A logarithmic regularity criterion for the 3D generalized MHD system

We prove a logarithmic regularity criterion for the 3D generalized magnetohydrodynamics (MHD) system with diffusion terms ?Δu and (?Δ)^βb, with . Copyright © 2015 John Wiley & Sons, Ltd.     

The contribution of K.-H. Elster to generalized conjugation theory and nonconvex duality

This article surveys the main contributions of K.-H. Elster to the theory of generalized conjugate functions and its applications to duality in nonconvex optimization.     

The isometric extension problem between unit spheres of two separable Banach spaces

In this article, we use some analytic and geometric characters of the smooth points in a sphere to study the isometric extension problem in the separable or reflexive real Banach spaces. We obtain that under some condition the answer to this problem is affirmative.     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

Universal point sets for planar three-trees

For every $n\in \mathbb{N}$, we present a set $S_n$ of $O(n^{3/2}\log n)$ points in the plane such that every planar 3-tree with n vertices has a straight-line embedding in the plane in which the vertices are mapped to a subset of $S_n$. This is the first subquadratic upper bound on the cardinality of universal point sets for planar 3-trees, as well as for the class of 2-trees and serial parallel graphs.     

Adaptive lambda square dynamics simulation: An efficient conformational sampling method for biomolecules

A novel, efficient sampling method for biomolecules is proposed. The partial multicanonical molecular dynamics (McMD) was recently developed as a method that improved generalized ensemble (GE) methods to focus sampling only on a part of a system (GEPS); however, it was not tested well. We found that partial McMD did not work well for polylysine decapeptide and gave significantly worse sampling efficiency than a conventional GE. Herein, we elucidate the fundamental reason for this and propose a novel GEPS, adaptive lambda square dynamics (ALSD), which can resolve the problem faced when using partial McMD. We demonstrate that ALSD greatly increases the sampling efficiency over a conventional GE. We believe that ALSD is an effective method and is applicable to the conformational sampling of larger and more complicated biomolecule systems. © 2013 Wiley Periodicals, Inc.