On a stochastic nonlinear equation in one-dimensional viscoelasticity

In this paper we discuss an initial-boundary value problem for a stochastic nonlinear equation arising in one-dimensional viscoelasticity. We propose to use a new direct method to obtain a solution. This method is expected to be applicable to a broad class of nonlinear stochastic partial differential equations.

     

Diffusion from sessile droplets through membranes

We analyze diffusion from a periodic array of hemispherical droplets through a membrane. We find that the multiple sources do not interact strongly, even when the droplets are closely spaced, so that the flux through the membrane appears nearly additive.     

仓库容量有限条件下的随机存贮管理问题的评注

给出2005年全国部分高校研究生数学建模竞赛D题的研究背景,对参赛论文作了简要评注,并提供了一种参考解答.     

Inequalities for the Moments and Distribution of the Ladder Height of a Random Walk

We obtain upper bounds for the tail distribution of the first nonnegative sum of a random walk and for the moments of the overshoot over an arbitrary nonnegative level if the expectation of jumps is positive and close to zero. In addition, we find an estimate for the expectation of the first ladder epoch.     

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.     

Explicit Formulas for Generalized Action–Angle Variables in a Neighborhood of an Isotropic Torus and Their Application

Different versions of the Darboux–Weinstein theorem guarantee the existence of action–angle-type variables and the harmonic-oscillator variables in a neighborhood of isotropic tori in the phase space. The procedure for constructing these variables is reduced to solving a rather complicated system of partial differential equations. We show that this system can be integrated in quadratures, which permits reducing the problem of constructing these variables to solving a system of quadratic equations. We discuss several applications of this purely geometric fact in problems of classical and quantum mechanics.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

广义C-R组的性质及两个边值问题

本文考虑广义C-R组^[1](H)的解f=u iv jw∈C^2的一些性质，提出与之相关的两个边值问题，用积分方程方法和调和函数性质证明了边值问题解的存在唯一性，并写出解的积分表达式．     

Inhomogeneous Voter Models in One Dimension

We establish conditions for survival and extinction of types of one-dimensional voter models, and show that increasing the flip rates at a finite number of sites typically does not affect survival, unless the flipping mechanism is altered. We provide an example of a modified voter model that does not survive but can be made to survive simply by altering the flip mechanism at one site. We also show that a rather general class of such models have clustering behavior.     

Factorization of operator valued Lp for 0 ≤ p < 1

In [5], it is proved that a bounded linear operator u, from a Banach space Y into an L_p(S, ν) factors through L_p1 (S, ν) for some p₁ > 1, if Y* is of finite cotype; (S, ν) is a probability space for p = 0, and any measure space for 0 < p < 1. In this paper, we generalize this result to uv, where u : Y → L_p(S, ν) and v : X → Y are linear operators such that v* is of finite Ka?in cotype. This result gives also a new proof of Grothendieck's theorem. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)