Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus

Summary. The analytic treatment of problems related to the asymptotic behaviour of random dynamical systems generated by stochastic differential equations suffers from the presence of non-adapted random invariant measures. Semimartingale theory becomes accessible if the underlying Wiener filtration is enlarged by the information carried by the orthogonal projectors on the Oseledets spaces of the (linearized) system. We study the corresponding problem of preservation of the semimartingale property and the validity of a priori inequalities between the norms of stochastic integrals in the enlarged filtration and norms of their quadratic variations in case the random element F enlarging the filtration is real valued and possesses an absolutely continuous law. Applying the tools of Malliavin’s calculus, we give smoothness conditions on F under which the semimartingale property is preserved and a priori martingale inequalities are valid. Received: 12 April 1995 / In revised form: 7 March 1996     

Optimality of the double exponential formula – functional analysis approach –

Summary. In the light of the functional analysis theory we establish the optimality of the double exponential formula. The argument consists of the following three ingredients: (1) introduction of a number of spaces of functions analytic in a strip region about the real axis, each space being characterized by the decay rate of their elements (functions) in the neighborhood of the infinity; (2) proof of the (near-) optimality of the trapezoidal formula in each space introduced in (1) by showing the (near-) equality between an upper estimate for the error norm of the trapezoidal formula and a lower estimate for the minimum error norm of quadratures; (3) nonexistence theorem for the spaces, the characterizing decay rate of which is more rapid than the double exponential. Received September 15, 1995 / Accepted December 14, 1995     

Congruence criteria for finite subsets of complex projective and complex hyperbolic spaces

We investigate congruence classes and direct congruence classes of m-tuples in the complex projective space ℂP ⁿ . For direct congruence one allows only isometries which are induced by linear (instead of semilinear) mappings. We establish a canonical bijection between the set of direct congruence classes of m-tuples of points in ℂP ⁿ and the set of equivalence classes of positive semidefinite Hermitean m×m-matrices of rank at most n+1 with 1's on the diagonal. As a corollary we get that the direct congruence class of an m-tuple is uniquely determined by the direct congruence classes of all of its triangles, provided that no pair of points of the m-tuple has distance π/2. Examples show that the situation changes drastically if one replaces direct congruence classes by congruence classes or if distances π/2 are allowed. Finally we do the same kind of investigation also for the complex hyperbolic space ℂH ⁿ . Most of the results are completely analogous, however, there are also some interesting differences. Received: 15 January 1996     

A dual graph-norm refinement indicator for finite volume approximations of the Euler equations

Summary. We generalise and apply a refinement indicator of the type originally designed by Mackenzie, Süli and Warnecke in [15] and [16] for linear Friedrichs systems to the Euler equations of inviscid, compressible fluid flow. The Euler equations are symmetrized by means of entropy variables and locally linearized about a constant state to obtain a symmetric hyperbolic system to which an a posteriori error analysis of the type introduced in [15] can be applied. We discuss the details of the implementation of the refinement indicator into the DLR--Code which is based on a finite volume method of box type on an unstructured grid and present numerical results. Received May 15, 1995 / Revised version received April 17, 1996     

Large offset far infrared laser lines generation from the C-O stretching Q-branch of 13CD3OD

2 laser of wide tunability to pump ¹³CD₃OD we could observe 10 new far infrared laser lines ranging from 109 μm to 472 μm. The lines were generated by pumping infrared absorbing transitions of large offset appertaining to the C-O stretching Q-branch. All lines were characterised in wavelength, polarisation, optimum pressure of operation and precise offset measurements. Received: 17 September 1996/Revised version: 18 November 1996     

Numerical methods for finding multiple eigenvalues of matrices depending on parameters

Summary. Let be a square matrix dependent on parameters and , of which we choose as the eigenvalue parameter. Many computational problems are equivalent to finding a point such that has a multiple eigenvalue at . An incomplete decomposition of a matrix dependent on several parameters is proposed. Based on the developed theory two new algorithms are presented for computing multiple eigenvalues of with geometric multiplicity . A third algorithm is designed for the computation of multiple eigenvalues with geometric multiplicity but which also appears to have local quadratic convergence to semi-simple eigenvalues. Convergence analyses of these methods are given. Several numerical examples are presented which illustrate the behaviour and applications of our methods. Received December 19, 1994 / Revised version received January 18, 1996     

井下抽油泵柱塞与泵筒运动规律的研究

用三元振动模型,综合考虑油柱、抽油杆柱和油管柱的振动.建立起数学模型并离散化,然后用微机编程求解微分方程组.对不同工况下的抽油泵运动规律和抽油机示功图进行分析研究,得出了油管应予锚定的结论,并给出了不同抽油机的适用范围.为进一步研究抽油泵的井下工作机理和故障原因打下了基础.     

用正交试验法确定最佳调剖施工参数

针对文明寨油田地质特征和开采现状，按照油藏数值模拟原理，以调剖井对应油井的增油降水创经济效益大小为考核指标，运用正交试验的均衡分散性和整齐可比性及Ｌ９（３４），正交表进行调剖最佳施工参数试验．经现场试验、分析、讨论发现：影响调剖效果的主要因素是措施半径，其次为施工排量和注入方式，且最佳施工参数是措施半径在３．５ｍ左右，施工排量在１９ｍ３／ｈ左右，按连续注入方式调剖。经文明察油田、卫城油田、马寨油田５０井次现场试验证明，较好地改善了注水井吸水剖面，对应油井取得了明显的增油降水效果，收到了较好的经济和社会效益．