Space–time integrated least squares: a time‐marching approach

A time‐marching formulation is derived from the space–time integrated least squares (STILS) method for solving a pure hyperbolic convection equation and is numerically compared to various known methods. Copyright © 2004 John Wiley & Sons, Ltd.     

Analytical formulas for the velocity field induced by an infinitely thin vortex ring

Three different analytical solutions are presented for a potential vortex ring using three different streamfunctions. Verification studies confirm that all three approaches are valid. It is found that the solution obtained using the Biot–Savart law is the most efficient method due to its simplicity. It is shown that all analytical results are accurate to within machine accuracy and sample calculations are included. Copyright © 2004 John Wiley & Sons, Ltd.     

Measure of Ordering in Statistical Systems

In this paper, we introduce a phenomenological measure of ordering in statistical systems. Using this characteristic, we construct a formal model of a system evolving according to the law of steepest ascent as the control parameter increases.     

Asymptotic densities of Maass newforms

We define the counting function for Maass newforms of Hecke congruence groups and calculate the three main terms of this counting function. We then give necessary and sufficient conditions for this expansion to have the same shape as if it were counting eigenvalues related to cocompact surfaces. We relate the result to classical instances of the Jacquet-Langlands correspondence.     

An Analogue of the Cramér–Lundberg Approximation in the Optimal Investment Case

We consider ruin probabilities for an insurance company, which can also invest in the stock market. The risk process is modeled by a compound Poisson process and the stock price by geometric Brownian motion. We show that if the tails of the claims are light tailed, then the optimal strategy is asymptotically given by holding a constant $-value in the stock position. Furthermore, we show that a kind of Cramér–Lundberg approximation holds for the minimal ruin probability. Everything is shown under assumptions, which are analogous to the assumptions in the case of the classical Cramér–Lundberg approximation without investment.     

On a model of phase relaxation for the hyperbolic Stefan problem

In this paper we study a model of phase relaxation for the Stefan problem with the Cattaneo–Maxwell heat flux law. We prove an existence and uniqueness result for the resulting problem and we show that its solution converges to the solution of the Stefan problem as the two relaxation parameters go to zero, provided a relation between these parameters holds.     

An existence theorem for neutral variational problems of Bolza

This note proves an existence theorem for a generalized Bolza-type problem that has time delays in both the state and velocity variables. The assumptions are stated in terms of a modification of the classical Hamiltonian, and extend ideas of Rockafellar to the delay case.     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...     

概率罐子模型中一种最优设计

基于错误概率达到最小的原则，该文在罐子模型序贯试验中构造了一种渐近最优设计。在这种设计下，不仅能使病员以较多机会分配到较好的处理，而且能使估计量的统计效率在一定意义下达到最优。