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.     

Semilinear wave models with friction and viscoelastic damping

In this paper, we study the global (in time) existence of small data solutions to the Cauchy problem for the semilinear wave equation with friction, viscoelastic damping, and a power nonlinearity. We are interested in the connection between regularity assumptions for the data and the admissible range of exponents p in the power nonlinearity.     

用变形全息透镜实现变形分数傅里叶变换

利用一发散点光源和一束倾斜平行光制作出在两个垂直方向上具有不同焦距的变形全息透镜,且用此全息元件实现了变形分数傅里叶变换。变形全息透镜两个方向上的焦距随全息记录条件和再现条件而变化,分析了用这种全息透镜实现变形分数傅里叶变换的条件。实验表明,用该元件能够方便地实现任意级次的变形分数傅里叶变换。     

图有分数因子的度条件

本文研究了图有分数因子的度条件,得到了下面的结果：令k(?)1是一个整数,G是一个连通的n阶图,n(?)4k-3且最小度δ(G)(?)k,若对于每一对不相邻的顶点u,v∈V(G)都有max{d_G(u),d_G(v)}(?)n/2,则G有分数k-因子．并指出该结果在一定意义上是最好可能的。     

线性分式规划最优解集的求法

本文使用多面集的表示定理，导出了线性分式规划最优解集的结构，并给出确定全部最优解的计算步骤。     

Truncated Newton method for sparse unconstrained optimization using automatic differentiation

When solving large complex optimization problems, the user is faced with three major problems. These are (i) the cost in human time in obtaining accurate expressions for the derivatives involved; (ii) the need to store second derivative information; and (iii), of lessening importance, the time taken to solve the problem on the computer. For many problems, a significant part of the latter can be attributed to solving Newton-like equations. In the algorithm described, the equations are solved using a conjugate direction method that only needs the Hessian at the current point when it is multiplied by a trial vector. In this paper, we present a method that finds this product using automatic differentiation while only requiring vector storage. The method takes advantage of any sparsity in the Hessian matrix and computes exact derivatives. It avoids the complexity of symbolic differentiation, the inaccuracy of numerical differentiation, the labor of finding analytic derivatives, and the need for matrix store. When far from a minimum, an accurate solution to the Newton equations is not justified, so an approximate solution is obtained by using a version of Dembo and Steihaug's truncated Newton algorithm (Ref. 1).This paper was presented at the SIAM National Meeting, Boston, Massachusetts, 1986.     

股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.