Root determination by use of Padé approximants

In this paper we describe a new technique for generating iteration formulas — of arbitrary order — for determining a zero (assumed simple) of a functionf, assumed analytic in a region containing the zero. The 1/p Padé Approximant (p0) to the functiong(t)f(z) is formed wherez=w+t, using the Taylor series forf at the pointw, an approxination to the zero off. The value oft for which the 1/p Padé Approximant vanishes provides the basis of iteration formulas of orderp+2.Some known iteration formulas, e.g., Newton-Raphson's, Halley's and Kiss's of order of convergence two, three and four, are directly obtained by settingp=0,1 and 2, respectively.     

随机变量序列加权和的强收敛性

本文讨论了一般随机变量序列加权和的强收敛性．作为推论，得到一类鞅差序列加权和的收敛定理和若干经典的独立随机变量序列的强大数定律；已有的若干结论是本文结果的特例．     

关于两两NQD列的若干极限性质

本文讨论了两两ＮＱＤ列的Ｍａｒｃｉｎｋｉｅｗｉｃｚ型弱大数律及Ｊａｍｉｓｏｎ型加权和的强稳定性，指出了两两ＮＱＤ列与独立列的一个本质性区别，从而提出了解决两两ＮＱＤ旬几乎处处收敛和完全收敛的一种方式。     

Convergence of the Finite Difference Scheme for a Fast Diffusion Equation in Porous Media

We are concerned with an implicit scheme for the finite difference solution to a nonlinear parabolic equation with a multivalued coefficient that describes the fast diffusion in a porous medium. The boundary conditions contain the multivalued function as well. We prove the stability and the convergence of the scheme, emphasizing the precise nature of convergence in this specific case, and compute the error level of the approximating solution. The method is aimed to simplify the numerical computations for the solutions to equations of this type, without performing an approximation of the multivalued function. The theory is illustrated by numerical results.     

线弹性问题的一个四面体元分析

构造了一个新的locking-free非协调四面体元,研究了单元对三维纯位移弹性问题的一致收敛性,得到了最优的误差估计结果.     

Limit theorems for the pre-averaged Hayashi–Yoshida estimator with random sampling

We will focus on estimating the integrated covariance of two diffusion processes observed in a nonsynchronous manner. The observation data is contaminated by some noise, which possibly depends on the time and the latent diffusion processes, while the sampling times also possibly depend on the observed processes. In a high-frequency setting, we consider a modified version of the pre-averaged Hayashi–Yoshida estimator, and we show that such a kind of estimator has the consistency and the asymptotic mixed normality, and attains the optimal rate of convergence.     

Numerical solutions for jump-diffusions with regime switching

This paper is devoted to numerical solutions for a class of jump-diffusions with regime switching. After briefly reviewing the notion of jump-diffusions with regime switching, finite-difference procedures are constructed. Under simple conditions, it is proved that the algorithm converges to the desired limit by means of a martingale problem formulation. Numerical experiments are carried out to demonstrate the performance of the algorithm.     

An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

In this article, by means of an active set and limited memory strategy, we propose a trust-region method for box-constrained nonsmooth equations. The global convergence and the superlinear convergence are established under suitable conditions.     

环路跟踪卡尔曼滤波算法的性能分析

基于卡尔曼滤波的环路跟踪算法多是通过一定仿真证明算法性能,没有系统性性能评估,难以较好指导工程应用。在原有算法基础上进行了优化,并系统性地对比分析、评估了基于卡尔曼环路滤波算法性能,以期为算法工程化提供指导。首先提出对跟踪环路反馈调整量进行预测,使之更符合系统实际,减小环路跟踪误差。而后基于卫星信号模拟器输出信号和自生产信号源,充分评估基于卡尔曼滤波环路跟踪算法的收敛时间和灵敏度。仿真结果表明,相比目前工程常用的二阶FFL辅助三阶PLL算法,基于卡尔曼滤波环路跟踪算法能够缩短环路所需稳定时间约90%,并能提升跟踪灵敏度约5 d B,有效改善弱信号场景中接收机输出信息的完好性和连续性。     

Homogenization of parabolic problem with nonlinear transmission condition

In this paper, we investigate the periodic homogenization of nonlinear parabolic equation arising from heat exchange in composite material problems. This problem, defined in periodical domain, is nonlinear at the interface. This nonlinearity models the heat radiation on the interface, which constitutes the transmission boundary conditions, between the two components of the material. The main challenge is, first, to show the well-posedness of the microscopic problem using the topological degree of Leray–Schauder tools. Then, we apply the two scale convergence to identify the equivalent macroscopic model using homogenization techniques. Finally, in order to confirm the efficiency of the homogenization process, we present some numerical results obtained via finite element approximation.