An analysis of over-relaxation in a kinetic approximation of systems of conservation laws

The over-relaxation approach is an alternative to the Jin–Xin relaxation method in order to apply the equilibrium source term in a more precise way. This is also a key ingredient of the lattice Boltzmann method for achieving second-order accuracy. In this work, we provide an analysis of the over-relaxation kinetic scheme. We compute its equivalent equation, which is particularly useful for devising stable boundary conditions for the hidden kinetic variables.     

介质加载环板慢波结构高频特性研究

 提出了一种适用于环板结构的计算等效相对介电常数的方法，利用变分法导出了介质加载环板慢波结构的色散方程和耦合阻抗表达式。计算结果表明，介质加载能够有效降低环板慢波结构的工作电压。计算结果与CST-MWS的模拟结果吻合良好，说明所提出的计算等效相对介电常数的方法和计算色散方程的方法对环板慢波结构是切实可行的。     

鞅方法在一类破产问题中的应用

本文从鞅条件出发 ,推导出了总理赔过程分别为复合 Poisson过程与复合二项过程 ,利率强度波动为带跳的 Poisson过程情形下的调节方程 ,并由此得到了一些有趣的结果。     

抽指加权宽带扇形叉指声表面波滤波器的等效电路分析

扇形换能器可以看成若干个沿孔径方向划分的均匀孔径换能器电端并联而成，根据梅森(Mason)等效电路模型以及由其延伸的混合场等效电路模型，推导出整个扇形换能器的导纳矩阵和频率响应，其中采用复阻抗模型考虑了叉指电极与自由表面的阻抗不连续的因素。本方法能够模拟指间反射、三次行程、指条寄生阻抗以及外围电路等对器件性能的影响；理论模拟与实验结果吻合。     

有限循环群的Fuzzy子群的等价类数

有限循环群G的F子群可以有无数个．但是．若当两个F子群的水平集构成的集合相等就称其等价的话，那么其等价类数是有限的。通过研究群的合成群列、商群列以及数的因数列和极大因数列找出了有限循环群的极大F子群和F子群的等价类数的求解公式．并给出二者之间的关系式．     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Fixed point theorems in metric spaces

In this paper, we establish two general theorems for equivalence between the Meir–Keeler type contractive conditions and the contractive definitions involving gauge functions. One of these theorems is an extension of a recent result of Lim (On characterization of Meir–Keeler contractive maps, Nonlinear Anal. 46 (2001) 113–120).     

Super-Brownian motion with reflecting historical paths. II. Convergence of approximations

We prove that the sequence of finite reflecting branching Brownian motion forests defined by Burdzy and Le Gall ([1]) converges in probability to the “super-Brownian motion with reflecting historical paths.” This solves an open problem posed in [1], where only tightness was proved for the sequence of approximations. Several results on path behavior were proved in [1] for all subsequential limits–they obviously hold for the unique limit found in the present paper.Mathematics Subject Classification (2000): Primary 60H15, Secondary 35R60Supported in part by NSF Grant DMS-0071486, Israel Science Foundation Grants 12/98 and 116/01 - 10.0, and the U.S.-Israel Binational Science Foundation (grant No. 2000065).     

Baum-Katz-Nagaev type results for martingales

We obtain a Baum-Katz-Nagaev type theorem for bounded martingale difference sequences that have more than a second moment, and prove that the celebrated Hsu-Robbins-Erd?s theorem fails for martingales.     

Some properties of multi-degree-of-freedom potential systems and application to statistical equivalent non-linearization

This paper presents some properties of two restricted classes of multi-degree-of-freedom potential systems subjected to Gaussian white-noise excitations. Specifically, potential systems which exhibit damping terms with energy-dependent polynomial form are referred to. In this context, first systems with coupled stiffness terms and damping terms depending on the total energy are investigated. Then, systems with uncoupled stiffness terms and damping terms depending on the total energy in each degree-of-freedom are considered. For these two classes, it is found that algebraic relations among the stationary statistical moments of the energy functions can be derived by applying standard tools of Itô calculus. Further, it is noted that these relations are very useful within the framework of an equivalent statistical non-linearization technique to build approximate solutions for arbitrary non-linear systems.