Weak solutions for a hyperbolic system with unilateral constraint and mass loss

We consider isentropic gas dynamics equations with unilateral constraint on the density and mass loss. The γ and pressureless pressure laws are considered. We propose an entropy weak formulation of the system that incorporates the constraint and Lagrange multiplier, for which we prove weak stability and existence of solutions. The nonzero pressure model is approximated by a kinetic BGK relaxation model, while the pressureless model is approximated by a sticky-blocks dynamics with mass loss.     

一类特殊逆M-矩阵的判定

主要讨论了逆M-矩阵的判定，给出了一类逆为三对角矩阵的特殊逆坼矩阵，研究了该矩阵的一些特征和性质，存其特殊情况下便推出了D-型矩阵，从而间接的证明了D-型矩阵的一些优良的性质。     

非寿险投资型保险产品开发的经验、问题和对策——从资金运用角度出发的思考

非寿险投资型产品是带有投资性质的非寿险保险产品.现阶段,大力发展非寿险投资型产品是满足多样化金融需求,做大做强非寿险业的客观需要.目前,我国非寿险投资型产品起步晚,规模小,发展很不充分.针对发展过程中的经验教训和出现的问题,应从增加资金运用透明度、提高资金运用专业化、创新产品开发机制等方面采取措施,促进非寿险投资型产品迅速发展.     

A saxpy formulation for plane rotations

An algorithm for pre- or post-multiplication of a matrix by a plane rotation, using only three vector saxpy operations instead of the four vector operations usually considered necessary, is described. No auxiliary storage for overwriting is required. The method is shown to be numerically stable.     

金属切削刀具新材料的发展、应用及展望

结合国内外研究情况 ,对刀具材料的种类、性能、发展和应用情况进行了综合评述 ,并总结了切削刀具材料当前的研究特点及发展趋势     

Leibniz公式在矩阵各种乘积上的推广

本文主要论证下列公式:〔AB〕~(·)=ΣC_a~nA(a-b)B(k)k=0〔A·B〕~(a)=ΣC_n~a(a-k)·B(k)k=0〔A×B〕~(a)=ΣC_a~nA(a-k)×B(k)k=0其中A,B为函数项矩阵且有各阶导数,AB代表A与B的通常乘积,A·B代表A与B的Hadamard乘积。A×B代表A与B的Knonecker积,即直和或张量积.     

指数型寿命数据中异常值的检验

本文讨论了在指数型寿命数据中,对同时存在的异常大数据和异常小数据的检验方法,给出了一个明确的判别标准,并以一例说明其应用。     

路与路强乘积的最小直径定向

给定一个无向图G，将G的每条边{xy}．用弧xy或yx替代得到的有向图称为G的的定向图。使得G的所有定向图中直径最小的定向图称为G的最小直径定向。文章给出了两条路强乘积的最小直径定向。     

（T＋λI）－1不一定是非扩张映射

设Ｔ是ｍ-增生算子，Ｉ是恒等映射．本文通过一个反例说明（Ｔ＋λＩ）^－1（λ＞０）不一定是非扩张映射．     

Martingale property of empirical processes

It is shown that for a large collection of independent martingales, the martingale property is preserved on the empirical processes. Under the assumptions of independence and identical finite-dimensional distributions, it is proved that a large collection of stochastic processes are martingales essentially if and only if the empirical processes are also martingales. These two results have implications on the testability of the martingale property in scientific modeling. Extensions to submartingales and supermartingales are given.