分数布朗运动的新表示

构造了一类新的分数布朗运动模型，它不同于Mandelbrot,Barton及Decreusefond等人所定义的分数布朗运动模型。     

Darboux transformation and solitons of Yang-Mills-Higgs equations in R2,1

The Darboux transformations for soliton equations are applied to the Yang-Mills-Higgs equations.New solutions can be obtained from a known one via universal and purely algebraic formulas. SU(N) soliton solutions are constructed with explicit formulas. The interaction of solitons is described by the splitting theorem:each p-soliton is splitting into p single solitons asymptotically as t →±∞.     

New initial-value method for singularly perturbed boundary-value problems

An initial-value method is given for second-order singularly perturbed boundary-value problems with a boundary layer at one endpoint. The idea is to replace the original two-point boundary value problem by two suitable initial-value problems. The method is very easy to use and to implement. Nontrivial text problems are used to show the feasibility of the given method, its versatility, and its performance in solving linear and nonlinear singularly perturbed problems.This work was supported in part by the Consiglio Nazionale delle Ricerche, Contract No. 86.02108.01, and in part by the Ministero della Pubblica Istruzione.     

标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

Banach空间二阶非线性脉冲微分-积分方程的极值解

通过建立一个新的比较定理研究了B anach空间二阶非线性混合型脉冲微分-积分方程初值问题的极值解,所得结果推广和改进了现有文献的主要结果.     

An Alternative Approach to Obtain the Exact Wave Functions of Time-Dependent Hamiltonian Systems Involving Quadratic, Inverse Quadratic, and (1/x)p+p(1/x) Terms

By using the Lewis-Riesenfeld theory and algebraic method, we present an alternative approach to obtain the exact solution of time-dependent Hamiltonian systems involving quadratic, inverse quadratic and (1/x)p+p(1/x) terms. This solution is discussed and compared with that obtained by Choi, J. R. (2003). International Journal of Theoretical Physics 42, 853]. PACS: 03.65Ge; 03.65Fd; 03.65Bz     

Accelerating Galerkin BEM for linear elasticity using adaptive cross approximation

The adaptive cross approximation (ACA) algorithm (Numer. Math. 2000; 86 :565–589; Computing 2003; 70 (1):1–24) provides a means to compute data‐sparse approximants of discrete integral formulations of elliptic boundary value problems with almost linear complexity. ACA uses only few of the original entries for the approximation of the whole matrix and is therefore well‐suited to speed up existing computer codes. In this article we extend the convergence proof of ACA to Galerkin discretizations. Additionally, we prove that ACA can be applied to integral formulations of systems of second‐order elliptic operators without adaptation to the respective problem. The results of applying ACA to boundary integral formulations of linear elasticity are reported. Furthermore, we comment on recent implementation issues of ACA for non‐smooth boundaries. Copyright © 2006 John Wiley & Sons, Ltd.     

关于求解常微方程组的离散波形松驰方法的加速收敛

提出一种关于求解常微线性系统的离散波形松驰方法的新的加速收敛技巧。通过对系统矩阵A的分裂，该技巧使迭代矩阵（(zI M)^-1N）具有理想的较小谱半径。在LU分解的基础上给出了一个迭代算法以及用该法与Gauss-Seidel方不垢敛速进行比较的数值例子。     

具常数特征拟线性双曲型方程组Cauchy问题

考虑具常数特征拟线性双曲型方程,提出一个新的可化约方程组的方法,证明了具常特征方程组Cauchy问题经典解的整体存在性定理.同时构造一些例子说明一些有趣的现象.     

Flow in a waterfall with large Froude number

An approximate method is developed to solve the full nonlinear equations governing two-dimensional irrotational flow in a free waterfall, falling under the influence of gravity, at high Froude number based on conditions far upstream. Schwarz—Christoffel transformation is used to map the region, in the complex potential-plane, onto the upper half-plane. The Hilbert transformation as well as the perturbation technique, for large Froude number, are used as a basis for the approximate solution of the problem. A complete solution, up to second-order approximation, for the downstream free-surfaces profiles, for different Froude number, is discussed and illustrated. The obtained approximate solutions are compared with those of other authors. Favourable agreement with other results suggests that this method is effective in dealing with flow problems strongly influenced by gravity and high Froude number. The results obtained by this method are sufficiently accurate for practical purposes.