Certain improvements of Newton’s method with fourth-order convergence

In this paper we present two new schemes, one is third-order and the other is fourth-order. These are improvements of second-order methods for solving nonlinear equations and are based on the method of undetermined coefficients. We show that the fourth-order method is more efficient than the fifth-order method due to Kou et al. [J. Kou, Y. Li, X. Wang, Some modifications of Newton’s method with fifth-order covergence, J. Comput. Appl. Math., 209 (2007) 146–152]. Numerical examples are given to support that the methods thus obtained can compete with other iterative methods.     

A note on order of convergence of numerical method for neutral stochastic functional differential equations

In this paper, we study the order of convergence of the Euler-Maruyama (EM) method for neutral stochastic functional differential equations (NSFDEs). Under the global Lipschitz condition, we show that the pth moment convergence of the EM numerical solutions for NSFDEs has order p/2 − 1/l for any p ? 2 and any integer l > 1. Moreover, we show the rate of the mean-square convergence of EM method under the local Lipschitz condition is 1 − ε/2 for any ε ∈  (0, 1), provided the local Lipschitz constants of the coefficients, valid on balls of radius j, are supposed not to grow faster than log j. This is significantly different from the case of stochastic differential equations where the order is 1/2.     

Distance between a Maximum Modulus Point and Zero Set of an Entire Function

Let f be an entire function of finite positive order. A maximum modulus point is a point w such that |f(w)|= max {|f(z)|:|z=|w|}. We obtain lower bounds for the distance between a maximum modulus point w and the zero set of f. These bounds are valid for all sufficiently large values of |w|.     

n阶射影平面上可容错的(d,r;z]-disjunct矩阵

一个(d,r;z]-disjunct矩阵在许多领域有着极为广泛的应用.利用n阶射影平面的性质构作了(d,r;z]-disjunct矩阵,并研究了它的检错性和纠错性.     

Understanding agent-based models of financial markets: A bottom–up approach based on order parameters and phase diagrams

We describe a bottom–up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N$N$ independent traders buy and sell M$M$ stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction _fb$f_b$ of traders buy a random stock on offer, or a fraction _fs$f_s$ of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.     

均匀腐蚀下管道可靠度及参数敏感度研究

分别采用一次二阶矩法和Monte-Carlo法对某存在均匀腐蚀的管道进行了可靠性分析,结果发现Monte-Carlo方法分析结果可靠度数值略低于一次二阶矩法;可靠性分析发现,虽然管道的平均应力始终小于屈服应力,但管道可靠度随着均匀腐蚀的发生呈现加速下降趋势,至运行20年可靠度仅为0.58,已经无法安全使用;管道可靠性参数分析发现,对管道可靠度影响最大的为壁厚,其次为材料强度性能,然后为材料的载荷状况,材料载荷对可靠度的影响程度取决于这种载荷对管道总体应力的贡献程度。     

33阶Steiner三连系及67阶Steiner三连系的构造

给出了“边矩阵”及“完全三分图”的定义,为了构造v=2t 1阶Steiner三连系,提出了基于图论理论的构造思路,证明了2t 1阶Steiner三连系的存在和构造的定理。介绍了33阶Steiner三连系和67阶Stein- er三连系的构作和计数。