The time dependent Ginzburg-Landau equation in fractal space-time

We use the hydrodynamic formulation of Scale Relativity Theory to analyze the TDGL equation. As a result, London equations come naturally from the system, when equating to zero the real velocity, the imaginary one turns real, the superconducting fluid act as a subquantum medium energy accumulator, the vector potential, the real and the imaginary velocity are all written in terms of the elliptic function. When solving the resulted system by means of WKBJ method, we get tunneling and quantization. In other words, scale transformation laws produce, on the motion equation of particles governed by the TDGL equation, under some peculiar assumptions, effects which are analogous to those of a “macroscopic quantum mechanics”.     

Off-diagonal long-range order of the wave function in terms of the alternate molecular bonding geminals

It is shown that in the quantum structural approach to high-Tc superconductivity, the wave function in terms of the alternate molecular bonding geminals possesses off-diagonal long-range order (ODLRO).     

Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes

Summary In this note some asymptotically optimum tests for testing hypotheses concerning parameters when the observations are dependent are obtained. Test statistics based on the score functions, similar to the one proposed by Rao in the case when the observations are i.i.d. are proposed. Asymptotically UMP tests for one sided hypotheses against one sided alternatives and asymptotically UMP unbiased test for a simple hypothesis against two sided alternatives are derived. In the multiparameter case tests for simple hypotheses that have asymptotically best constant power on some family of surfaces in the parameter space are derived.     

On measure‐valued solutions to a two‐dimensional gravity‐driven avalanche flow model

This paper concerns measure‐valued solutions for the two‐dimensional granular avalanche flow model introduced by Savage and Hutter. The system is similar to the isentropic compressible Euler equations, except for a Coulomb–Mohr friction law in the source term. We will partially follow the study of measure‐valued solutions given by DiPerna and Majda. However, due to the multi‐valued nature of the friction law, new more sensitive measures must be introduced. The main idea is to consider the class of x‐dependent maximal monotone graphs of non‐single‐valued operators and their relation with 1‐Lipschitz, Carathéodory functions. This relation allows to introduce generalized Young measures for x‐dependent maximal monotone graph. Copyright © 2005 John Wiley & Sons, Ltd.     

Analysis of effective service time with age dependent interruptions and its application to optimal rollback policy for database management

A stochastic model is developed describing a service system subject to inhomogeneous Poisson interruptions with age dependent interruption periods. By studying the probabilistic flow of the underlying multivariate Markov process, the Laplace transform of the effective service time is explicitly obtained. For general renewal interruptions, only the expected effective service time is derived. As an application, an optimal checkpoint policy is examined for database management. It is shown that an optimal policy maximizing the ergodic availability of the database is to implement a checkpoint as soon as the cumulative uptime of the database reaches a prespecified constantk ^*. A computational procedure is then developed for findingk ^* and numerical results are exhibited.This work was supported in part by the National Science Foundation under Grant No. ECS-8600992 and by the IBM Program of Support for Education in the Management of Information Systems.     

向量空间中若干问题的入微分析和研究

对向量空间中若干有代表性的问题进行了深入细致的分析和研究.     

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.     

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.     

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。