Wave turbulence and intermittency in directional wave fields

The evolution of surface gravity waves is driven by nonlinear interactions that trigger an energy cascade similarly to the one observed in hydrodynamic turbulence. This process, known as wave turbulence, has been found to display anomalous scaling with deviation from classical turbulent predictions due to the emergence of coherent and intermittent structures on the water surface. In the ocean, waves are spread over a wide range of directions, with a consequent attenuation of the nonlinear properties. A laboratory experiment in a large wave facility is presented to discuss the sensitivity of wave turbulence on the directional properties of model wave spectra. Results show that the occurrence of coherent and intermittent structures become less likely with the broadening of the wave directional spreading. There is no evidence, however, that intermittency completely vanishes.     

Generalized Jacobi spectral Galerkin method for fractional pantograph differential equation

This work is concerned with the extension of the Jacobi spectral Galerkin method to a class of nonlinear fractional pantograph differential equations. First, the fractional differential equation is converted to a nonlinear Volterra integral equation with weakly singular kernel. Second, we analyze the existence and uniqueness of solutions for the obtained integral equation. Then, the Galerkin method is used for solving the equivalent integral equation. The error estimates for the proposed method are also investigated. Finally, illustrative examples are presented to confirm our theoretical analysis.     

基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Estimation of multivariate binary density using orthogonal functions

In this paper, the authors studied certain properties of the estimate of Liang and Krishnaiah (1985, J. Multivariate Anal. 16, 162–172) for multivariate binary density. An alternative shrinkage estimate is also obtained. The above results are generalized to general orthonormal systems.     

Approximation of bandlimited functions

Many signals encountered in science and engineering are approximated well by bandlimited functions. We provide suitable error bounds for the approximation of bandlimited functions by linear combinations of certain special functions—the prolate spheroidal wave functions of order 0. The coefficients in the approximating linear combinations are given explicitly via appropriate quadrature formulae.     

Well-Posedness by Perturbations of Variational Problems

In this paper, we consider the extension of the notion of well-posedness by perturbations, introduced by Zolezzi for optimization problems, to other related variational problems like inclusion problems and fixed-point problems. Then, we study the conditions under which there is equivalence of the well-posedness in the above sense between different problems. Relations with the so-called diagonal well-posedness are also given. Finally, an application to staircase iteration methods is presented.     

Bilateral generating functions and operational methods

Bilateral generating functions are those involving products of different types of polynomials. We show that operational methods offer a powerful tool to derive these families of generating functions. We study cases relevant to products of Hermite polynomials with Laguerre, Legendre and other polynomials. We also propose further extensions of the method which we develop here.     

Identity principles for commuting holomorphic self-maps of the unit disc

Let f,g be two commuting holomorphic self-maps of the unit disc. If f and g agree at the common Wolff point up to a certain order of derivatives (no more than 3 if the Wolff point is on the unit circle), then f≡g.     

Probability Collectives for Unstable Particles

Unstable particles, together with their stable decay products, constitute probability collectives that are defined as Hilbert spaces with dimension higher than one, nondecomposable in a particle basis. Their structure is considered in the framework of Birkhoff-von Neumann's Hilbert subspace lattices. Bases with particle states are related to bases with a diagonal scalar product by a Hilbert-bein involving the characteristic decay parameters (in some analogy to the n-bein structures of metrical manifolds). Probability predictions as expectation values, involving unstable particles, have to take into account all members of the higher dimensional collective. For example, the unitarity structure of the S-matrix for an unstable particle collective can be established by a transformation with its Hilbert-bein.