A note on stability of the Douglas splitting method

In this note some stability results are derived for the Douglas splitting method. The relevance of the theoretical results is tested for an advection-reaction equation.

     

An algorithm for the computation of consistent initial values for differential–algebraic equations

We use boundary value methods to compute consistent initial values for fully implicit nonlinear differential-algebraic equations. The obtained algorithm uses variable order formulae and a deferred correction technique to evaluate the error. A rigorous theory is stated for nonlinear index 1, 2 and 3 DAEs of Hessenberg form. Numerical tests on classical index 1, 2 and 3 DAE problems are reported. This revised version was published online in June 2006 with corrections to the Cover Date.     

A BOUNDARY ELEMENT METHOD FOR A NONLINEAR BOUNDARY VALUE PROBLEM IN STEADY-STATE HEAT TRANSFER IN DIMENSION THREE

In this paper, a new method of boundary reduction is proposed, which reduces thesteady-state heat transfer equation with radiation. Moreover, a boundary element method is pre-sented for its solution and the error estimates of the numerical approximations are given.     

二阶三点半正边值问题正解的存在性

利用锥的Krasnosel'skill不动点定理建立了二阶三点半正边值问题u″+λf(t,u)+δg(t,u)=0, t∈(0,1),u(0)=0, αu(η)=u(1).其中,λ,δ＞0, 0＜η＜1, 0＜αη＜1正解的存在性,这里,非线性项不需要是非负的.     

Nonlinear multiple objective optimization: An algorithm and some theory

This paper presents an algorithm and the supporting theory for solving a class of nonlinear multiple criteria optimization problems using Zionts—Wallenius type of interaction. The Zionts—Wallenius method, as extended in this paper, can be used for solving multiple criteria problems with concave objective and (implicit) value functions and convex feasible regions. Modifications of the method to handle nonconvex feasible regions and general nonlinear objective functions are also discussed.This research was supported, in part, by a Faculty Research Development Award and by a Council of 100 Research Grant from Arizona State University (Roy), and by a grant from Y. Jahnsson Foundation, Finland (Wallenius). The research was performed while the second author was a Visiting Professor at Arizona State University.     

On a Boolean-valued Model of the Strict Implication System(Continuous)

The reference [4] proved the consistency of S1 and S2 among Lewis' five strict implication systems in the modal logic by using the method of the Boolean-valued model. But, in this method, the consistency of S3, S4 and S5 in Lewis' five strict implication systems is not decided. This paper makes use of the properties: (1) the equivalence of the modal systems S3 and P3, S4 and P4; (2) the modal systems P3 and P4 all contained the modal axiom T(□p → p); (3) the modal axiom T is correspondence to the reflexive property in VB. Hence, the paper proves: (a) ‖As31‖ = 1; (b) ‖AS41‖ = 1; (c) ‖AS5l‖ = 1 in the model (where B is a complete Boolean algebra, R is reflexive property in VB). Therefore, the paper finally proves that the Boolean-valued model VB of the ZFC axiom system in set theory is also a Boolean-valued model of Lewis' the strict implication system S3, S4 and S5.     

PERIODIC BOUNDARY VALUE PROBLEM FOR SECOND ORDER FUNCTIONAL DIFFERENTIAL EQUATIONS

This paper investigates the periodic boundary value problems for a class of second order functional differential equations. The monotone iterative technique and the maximum principle are applied to obtain the existence of maximal and minimal solutions.     

POSITIVE SOLUTIONS OF NONLOCAL BOUNDARY VALUE PROBLEM FOR NONLINEAR RETARDED DIFFERENTIAL EQUATION

§1　IntroductionAt present,boundary value problems (BVPs) are widely investigated with variousmethods and techniques. BVPs with integral boundary conditions constitute a veryinteresting class of problems such as multipoint,three-point,four-point and nonlocalboundary value problems which are considered by many authors.And the existence ofpositive solutions for these problems becomes the subjectof many papers[1—6] .In a recentpaper[7] ,the authors have studied the existence of positive solut…     

资产组合的CVaR风险的敏感度分析

基于CVaR风险计量技术，分别给出了正态和t分布情形下资产组合的CVaR值，对一般情形下风险资产组合的CVaR风险关于头寸的敏感度进行了分析，研究了其经济意义。     

Heat Kernel Asymptotics of Zaremba Boundary Value Problem

The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with discontinuous boundary conditions, which include Dirichlet boundary conditions on one part of the boundary and Neumann boundary conditions on another part of the boundary. We study the heat kernel asymptotics of Zaremba boundary value problem. The construction of the asymptotic solution of the heat equation is described in detail and the heat kernel is computed explicitly in the leading approximation. Some of the first nontrivial coefficients of the heat kernel asymptotic expansion are computed explicitly. This revised version was published online in July 2006 with corrections to the Cover Date.