Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Relative versions of some star-selection principles

We introduce some relative versions of star selection principles first considered in [5], [11]. Some of the work extends results from [4], [5] and gives some examples.      

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

G-网络排队系统的研究新进展

在研究排队网络的文献中,G-网络(即推广的排队网络)最近受到了国际学者广泛的关注,它的研究在一定程度上丰富了排队网络的内容.正因为有很多学者投入到此项研究中,新的结果是层出不穷的.本文简短地介绍G-网络近年来的发展.     

The weak pigeonhole principle for function classes in S 12

It is well known that S ¹₂ cannot prove the injective weak pigeonhole principle for polynomial time functions unless RSA is insecure. In this note we investigate the provability of the surjective (dual) weak pigeonhole principle in S ¹₂ for provably weaker function classes. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Weak Invariance Principle for Stationary Sequences under Projective Criteria

In this paper, we study the central limit theorem and its weak invariance principle for sums of a stationary sequence of random variables, via a martingale decomposition. Our conditions involve the conditional expectation of sums of random variables with respect to the distant past. The results contribute to the clarification of the central limit question for stationary sequences. Magda Peligrad is supported in part by a Charles Phelps Taft research support grant at the Univeristy of Cincinnati and the NSA grant H98230-05-1-0066.     

Pro-torus actions on Poincaré duality spaces

In this paper, it is shown that some of the results of torus actions on Poincaré duality spaces, Borel’s dimension formula and topological splitting principle to local weights, hold if ‘torus’ is replaced by ‘pro-torus’.     

A simple solution of the van der Waerden permanent problem

The van der Waerden permanent problem was solved using mainly algebraic methods. A much simpler analytic proof is given using a new concept in optimization theory which may be of importance in the general theory of mathematical programming.     

Fuzzy HX环的推广

为改进Fuzzy HX环的结果,使之包含Fuzzy商环,提出了弱Fuzzy HX环的概念,研究了它的性质与结构,并重新讨论了拟Fuzzy商环,证明了在正则条件下拟Fuzzy商环与弱Fuzzy HX环的统一性：同时也得到了一致弱Fuzzy HX环与普通Fuzzy商环的关系。