一类广义非线性混合拟变分包含组

本文引入了一类新的带松弛单调映射和松弛Lipschitz映射的广义非线性混合拟变分包含组 ,构造了求解该类变分包含组的迭代算法 ,证明了该类变分包含组解的存在性以及由本文构造的迭代算法产生的迭代序列的强收敛性 .所得结果推广和改进了大量文献中的最新结果[1 5 ] .     

Oscillations of the Solutions of Nonlinear Delay Hyperbolic Partial Differential Equations

In this paper, oscillatory properties of solutions of certain hyperbolic partial differential equations with multi-delays are investigated and a series of sufficient conditions for oscillations of the equations are established. The results fully indicate that the oscillations are caused by delays.     

A note about the Gaussian property of the Brownian bridge

The Gaussian property of the Brownian bridge is characterized as an application of Ramachandran's theorem in terms of the independence of the random variables that appear in the Karhunen-Loéve expansion of the process. A reference about the construction of the Brownian bridge by means of functional transformations is also included.     

动态模糊随机信息处理的数学方法

本文系统地概述了我们近年来提出的动态模糊随机信息处理的数学方法,内容包括模糊随机变量、模糊随机过程和模糊随机微分方程的基本解法等方面的基本概念、基本定义和某些重要的定理,以及动态系统的模糊随机响应与可靠性分析的方法等。这些方法是为我们研究工程实际问题的需要逐步发展起来的,对于处理某些类型的问题简便实用。     

Projector formalism of generalized Brownian motion theory applied to dissipative and noisy systems

The projector formalism of Zwanzig-Mori type is extended to obtain generalized Fokker-Planck and generalized nonlinear Langevin equations for coarse-grained variables when the underlying microscopic dynamics is dissipative and noisy (stochastic).     

Influence of Relative Permeability on the Stability Characteristics of Immiscible Flow in Porous Media

Relative permeability functions for immiscible displacements in porous media show a wide range of profiles. Although, this behavior is well known, its impact on the stability of the displacement process is unexplored. Our analysis clearly demonstrates for the first time that the viscous instability characteristics of two-phase flows are governed not only by their end point values, but are strongly dependent on the actual profile of relative permeability functions. Linear stability analysis predicts the capacity of the flow to develop large scale fingers which can result in substantial bypassing of the resident fluid. It is observed that relative permeability functions attributed to drainage processes yield a more unstable displacement as compared to functions related to imbibition processes. Moreover, instability is observed to increase for those relative permeability functions which result from increased wettability of the wetting fluid. High accuracy numerical simulations show agreement with these predictions and demonstrate how large amplitude viscous fingers result in significant bypassing for certain relative permeability functions. In the nonlinear regime, the finger amplitude grows at a rate ∝ t^1/2 initially, drops to t^1/4 at a later time and finally grows ∝ t. The basic mechanisms of finger interaction, however, are not substantially influenced by relative permeability functions.     

Inexact Newton methods for the nonlinear complementarity problem

An exact Newton method for solving a nonlinear complementarity problem consists of solving a sequence of linear complementarity subproblems. For problems of large size, solving the subproblems exactly can be very expensive. In this paper we study inexact Newton methods for solving the nonlinear, complementarity problem. In such an inexact method, the subproblems are solved only up to a certain degree of accuracy. The necessary accuracies that are needed to preserve the nice features of the exact Newton method are established and analyzed. We also discuss some extensions as well as an application. This research was based on work supported by the National Science Foundation under grant ECS-8407240.     

纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Nonlinear multiple objective optimization: An algorithm and some theory

This paper presents an algorithm and the supporting theory for solving a class of nonlinear multiple criteria optimization problems using Zionts—Wallenius type of interaction. The Zionts—Wallenius method, as extended in this paper, can be used for solving multiple criteria problems with concave objective and (implicit) value functions and convex feasible regions. Modifications of the method to handle nonconvex feasible regions and general nonlinear objective functions are also discussed.This research was supported, in part, by a Faculty Research Development Award and by a Council of 100 Research Grant from Arizona State University (Roy), and by a grant from Y. Jahnsson Foundation, Finland (Wallenius). The research was performed while the second author was a Visiting Professor at Arizona State University.