由三个特殊次序向量对构造三对角对称矩阵

讨论利用给定的三个特殊次序向量对构造不可约三对角矩阵、Jacobi矩阵和负Jacobi矩阵的反问题.在求解方法中,将已知的一些关系式等价地转化为线性方程组,利用线性方程组有解的条件,得到了所研究问题有惟一解的充要条件,并给出了数值算法和例子.     

A new approach to the exact and approximate anharmonic vibrational partition function of diatomic and polyatomic molecules utilizing Morse and Rosen–Morse oscillators

Exact closed forms of the equilibrium partition functions in terms Jacobi elliptic functions are derived for a particle in a box and Rosen–Morse (Poschl–Teller) oscillator (perfect for modeling bending vibrational modes). An exact form of the equilibrium partition function of Morse oscillator is reported. Three other approximate forms of Morse partition function are presented. Having an exact closed‐form for the vibrational partition function can be very helpful in evaluating thermodynamic state functions, e.g., entropy, internal energy, enthalpy, and heat capacity. Moreover, the herein presented closed forms of the vibrational partition function can be used for obtaining spectroscopic and dynamical information through evaluating the two‐ and four‐point dipole moment time correlation functions in anharmonic media. Finally, a closed exact form of the rotational partition function of a particle on a ring in terms of the first kind of complete elliptic integral is derived. © 2010 Wiley Periodicals, Inc. Int J Quantum Chem, 2011     

On the differentiability of the solution to the Hamilton–Jacobi equation with critical fractional diffusion

We prove that the Hamilton–Jacobi equation for an arbitrary Hamiltonian H (locally Lipschitz but not necessarily convex) and fractional diffusion of order one (critical) has classical C1,α solutions. The proof is achieved using a new Hölder estimate for solutions of advection–diffusion equations of order one with bounded vector fields that are not necessarily divergence free.     

Bernstein型算子线性组合加Jacobi权逼近及高阶导数的等价定理

本文利用加权Ditzian-Totik光滑模证明Bernstein型算子的线性组合加权逼近阶估计和等价定理;同时,研究加Jacobi权下Benstein型算子的高阶导数与所逼近函数光滑性之间的关系.     

Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan

A continuous time stochastic model is used to study a hybrid pension plan, where both the contribution and benefit levels are adjusted depending on the performance of the plan, with risk sharing between different generations. The pension fund is invested in a risk-free asset and multiple risky assets. The objective is to seek an optimal investment strategy and optimal risk-sharing arrangements for plan trustees and participants so that this proposed hybrid pension system provides adequate and stable income to retirees while adjusting contributions effectively, as well as keeping its sustainability in the long run. These goals are achieved by minimizing the expected discount disutility of intermediate adjustment for both benefits and contributions and that of terminal wealth in finite time horizon. Using the stochastic optimal control approach, closed-form solutions are derived under quadratic loss function and exponential loss function. Numerical analysis is presented to illustrate the sensitivity of the optimal strategies to parameters of the financial market and how the optimal benefit changes with respect to different risk aversions. Through numerical analysis, we find that the optimal strategies do adjust the contributions and retirement benefits according to fund performance and model objectives so the intergenerational risk sharing seem effectively achieved for this collective hybrid pension plan.     

A collocation method of lines for two‐sided space‐fractional advection‐diffusion equations with variable coefficients

We present the method of lines (MOL), which is based on the spectral collocation method, to solve space‐fractional advection‐diffusion equations (SFADEs) on a finite domain with variable coefficients. We focus on the cases in which the SFADEs consist of both left‐ and right‐sided fractional derivatives. To do so, we begin by introducing a new set of basis functions with some interesting features. The MOL, together with the spectral collocation method based on the new basis functions, are successfully applied to the SFADEs. Finally, four numerical examples, including benchmark problems and a problem with discontinuous advection and diffusion coefficients, are provided to illustrate the efficiency and exponentially accuracy of the proposed method.     

Taylor expansions of the value function associated with a bilinear optimal control problem

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of the Hamilton–Jacobi–Bellman equation. The terms of the approximations are described by multilinear forms, which can be obtained as solutions to generalized Lyapunov equations with recursively defined right-hand sides. They form the basis for defining a suboptimal feedback law. The approximation properties of this feedback law are investigated. An application to the optimal control of a Fokker–Planck equation is also provided.     

A theorem of Joseph-Alfred Serret and its relation to perfect quantum state transfer

In this paper we recast the Serret theorem about a characterization of palindromic continued fractions in the context of polynomial continued fractions. Then, using the relation between symmetric tridiagonal matrices and polynomial continued fractions we give a quick exposition of the mathematical aspect of the perfect quantum state transfer problem.