马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

Sparse generalized Fourier transforms

Block-diagonalization of sparse equivariant discretization matrices is studied. Such matrices typically arise when partial differential equations that evolve in symmetric geometries are discretized via the finite element method or via finite differences. By considering sparse equivariant matrices as equivariant graphs, we identify a condition for when block-diagonalization via a sparse variant of a generalized Fourier transform (GFT) becomes particularly simple and fast. Characterizations for finite element triangulations of a symmetric domain are given, and formulas for assembling the block-diagonalized matrix directly are presented. It is emphasized that the GFT preserves symmetric (Hermitian) properties of an equivariant matrix. By simulating the heat equation at the surface of a sphere discretized by an icosahedral grid, it is demonstrated that the block-diagonalization is beneficial. The gain is significant for a direct method, and modest for an iterative method. A comparison with a block-diagonalization approach based upon the continuous formulation is made. It is found that the sparse GFT method is an appropriate way to discretize the resulting continuous subsystems, since the spectrum and the symmetry are preserved. AMS subject classification (2000)  43A30, 65T99, 20B25     

Generalized Physical and SRB Measures for Hyperbolic Diffeomorphisms

In this paper we introduce the notion of generalized physical and SRB measures. These measures naturally generalize classical physical and SRB measures to measures which are supported on invariant sets that are not necessarily attractors. We then perform a detailed case study of these measures for hyperbolic Hènon maps. For this class of systems we are able to develop a complete theory about the existence, uniqueness, finiteness, and properties of these natural measures. Moreover, we derive a classification for the existence of a measure of full dimension. We also consider general hyperbolic surface diffeomorphisms and discuss possible extensions of, as well as the differences to, the results for Hènon maps. Finally, we study the regular dependence of the dimension of the generalized physical/SRB measure on the diffeomorphism. For the proofs we apply various techniques from smooth ergodic theory including the thermodynamic formalism. 2000 Mathematics Subject Classification. Primary: 37C45, 37D20, 37D35, Secondary: 37A35, 37E30     

基于改善空间关联性的混沌控制

基于混沌信号的统计特性，提出了一种通过改善混沌信号的空间关联性实现混沌控制的方法.以Hénon离散混沌系统和四阶Chua's电路超混沌连续系统为例进行了数值研究，验证了这种控制方法的有效性.结果表明， 通过改善混沌信号之间的空间关联性， 混沌系统能以较快的速度收敛到它的平衡点或多种周期轨道. 关键词： 混沌控制 空间关联性 Hénon系统 四阶Chua's电路     

Numerical simulation and experimental validation of heat transfer within rotating flows for three‐dimensional non‐axisymmetric,turbulent conditions

A control volume type numerical methodology for the analysis of steady three‐dimensional rotating flows with heat transfer, in both laminar and turbulent conditions, is implemented and experimentally tested. Non‐axisymmetric momentum and heat transfer phenomena are allowed for. Turbulent transport is alternatively represented through three existing versions of the k–ε model that were adjusted to take into account the turbulence anisotropy promoted by rotation, streamline curvature and thermal buoyancy. Their relative performance is evaluated by comparison of calculated local and global heat balances with those obtained through measurements in a laboratory device. A modified version of the Lam and Bremhorst, low Reynolds number model is seen to give the best results. A preliminary analysis focused on the flow structure and the transfer of heat is reported. Copyright © 2002 John Wiley & Sons, Ltd.     

倒置结构锥形束计算机层析的精确成像与Grangeat算法实现

研究了一种新的圆加垂直单弧段的锥顶轨迹的锥形束计算机层析（CT）的完全性条件和精确重建的Grangeat方法，提出了倒置结构锥形束计算机层析的便于实现的圆加垂直多弧段的成像结构及进行精确重建的完全性条件。利用倒置成像结构与现有成像结构之间的等价关系，给出了倒置结构锥形束计算机层析的重建算法。最后，对上述几方面进行了计算机模拟。     

The Role of a Specific Response of Media in the Vavilov-Cherenkov Effect

It is shown that the condition υ > υ_p (ω), which is necessary in order to trigger the Vavilov-Cherenkov effect, determines the interval of radiated frequencies and it alone cannot establish a strong restriction to the velocity of the particle. It is exhibited that it is possible to define a general lower bound for the velocity of the particle, which does not depend on the frequency when both, a specific response of the medium is taken into account and the mentioned condition is considered. The minimum value of the phase velocity of light in the medium determines the existence of such general lower bound.     

一类非线性弹簧振子的周期性振动

本文用数值计算的方法讨论了一类非线性弹簧振子的周期性振动及其特点．     

Efficient discretization of pressure‐correction equations on non‐orthogonal grids

An alternative discretization of pressure‐correction equations within pressure‐correction schemes for the solution of the incompressible Navier–Stokes equations is introduced, which improves the convergence and robustness properties of such schemes for non‐orthogonal grids. As against standard approaches, where the non‐orthogonal terms usually are just neglected, the approach allows for a simplification of the pressure‐correction equation to correspond to 5‐point or 7‐point computational molecules in two or three dimensions, respectively, but still incorporates the effects of non‐orthogonality. As a result a wide range (including rather high values) of underrelaxation factors can be used, resulting in an increased overall performance of the underlying pressure‐correction schemes. Within this context, a second issue of the paper is the investigation of the accuracy to which the pressure‐correction equation should be solved in each pressure‐correction iteration. The scheme is investigated for standard test cases and, in order to show its applicability to practical flow problems, for a more complex configuration of a micro heat exchanger. Copyright © 2003 John Wiley & Sons, Ltd.     

Numerical analysis of a model of cure process for composites

We consider a composite material composed of fibres included in a resin which becomes solid when it is heated up (reaction of reticulation). The mathematical modelling of the cure process is given by a kinetic equation describing the evolution of the reaction of reticulation coupled with the heat equation. In this paper, we are interested in the computation of approximate solutions. We propose a family of discretized problems depending on two parameters (β₁, β₂) ε [0, 1]² which split the linear and non‐ linear terms in implicit and explicit parts. We prove the stability and convergence of the discretization for any (β₁, β₂) ε [½, 1 ] × [0, 1]. We present also some numerical results. Copyright © 2006 John Wiley & Sons, Ltd.