High-order accurate equations describing vibrations of thin bars

A method for deriving one-dimensional wave propagation equations in thin inhomogeneous anisotropic bars based on the mathematical homogenization theory for periodic media is used to obtain equations governing the longitudinal and transverse vibrations of a homogeneous circular bar. The equations are derived up to O(ε⁸) terms and take into account variable body forces and surface loads. Here, ε is the ratio of the bar’s typical thickness to the typical wavelength.     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Upper bounds on correlation decay for one-dimensional long-range spin-glass models

Some recent results on one-dimensional spin-glass models with polynomially decreasing interactions are described.     

一维粗糙表面散射特征的数值分析

使用Monte Carlo模拟的方法得出了随机粗糙表面，在Kirchhoff近似的基础上，利用数值分析的方法分析了一维随机粗糙表面的散射特征，得出了一维随机粗糙表面散射分布曲线，我们还考虑了遮蔽效应的影响，并且讨论了Kirchhoff近似的有效性。     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

The Convergence and Stability of Splitting Finite-Difference Schemes for Nonlinear Evolutionary Equations

We consider a splitting finite-difference scheme for an initial-boundary value problem for a two-dimensional nonlinear evolutionary equation. The problem is split into nonlinear and linear parts. The linear part is also split into locally one-dimensional equations. We prove the convergence and stability of the scheme in L ₂ and C norms. Printed in Lietuvos Matematikos Rinkinys, Vol. 45, No. 3, pp. 413–434, July–September, 2005.     

Universal elementary constituents of potential transformations shifting waves (qualitative theory)

It is shown that the potential perturbation that shifts a chosen standing wave in space is a block of potential barrier and well for every wave bump between neighbouring knots. The algorithms shifting the range of the primary localization of a chosen bound state in a potential well of finite width are as well applicable to the scattering functions if states of the continuous spectrum are considered as bound states normalized to unity but distributed on an infinite interval with vanishing density. The potential perturbations of the same type on the half-axis concentrate the scattering wave at the origin, thus creating a bound state embedded into the continuous spectrum (zero width resonance).     

集值Lebesgue—Stieltjes积分

本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.     

Extreme behavior of bivariate elliptical distributions

This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result.     

Reconstruction of the Point-Spread Function of the Human Eye Using a New Phase-Retrieval Algorithm

The double-pass method is thought to obtain the point spread function (PSF) in human eyes based on two techniques: the symmetric double-pass method using the same pupil size and the asymmetric double-pass method using a different pupil size. The symmetric double-pass method provides autocorrelation of the retinal PSF and, thus, the modulation transfer function. The asymmetric double-pass method provides low-frequency partial-phase information and the partial phase-retrieval algorithm is applied to obtain the complete-phase information, and to estimate the PSF. The partial phase-retrieval algorithm is based on the iteration method proposed by Fineup and Kowalczyk and requires a lengthy computation. In this study, we propose a new high-speed phase-retrieval algorithm based on the property that the real and imaginary parts of optical transfer functions (OTFs) continuously change in value.