随机发展方程适度解的存在唯一性(Ⅱ)

讨论如下Hilbert空间中的半线性随机发展方程的Cauchy问题 dy(t)=[Ay(t) f(t,y(t))]dt G(t,y(t))dw(t) y(O)=V_u的适度解的存在唯一性,在更一般的条件下,得到了该问题的适度解的存在唯一性。     

带惩罚项与随机输入的BP神经网络在线梯度学习算法的收敛性

本文对三层BP神经网络中带有惩罚项的在线梯度学习算法的收敛性问题进行了研究,在网络训练每一轮开始执行之前,对训练样本随机进行重排,以使网络学习更容易跳出局部极小,文中给出了误差函数的单调性定理以及该算法的弱收敛和强收敛性定理。     

周期单元中相对论Boltzmann方程初值问题整体解的存在性

本文证明了周期单元中带有某些硬相互作用的相对论Ｂｏｌｔｚｍａｎｎ方程初值问题在初值满足质量、能量和熵有限的条件下具有一个整体温和解．     

Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints

In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile).     

提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Solution of the hyperbolic mild‐slope equation using the finite volume method

A finite volume solver for the 2D depth‐integrated harmonic hyperbolic formulation of the mild‐slope equation for wave propagation is presented and discussed. The solver is implemented on unstructured triangular meshes and the solution methodology is based upon a Godunov‐type second‐order finite volume scheme, whereby the numerical fluxes are computed using Roe's flux function. The eigensystem of the mild‐slope equations is derived and used for the construction of Roe's matrix. A formulation that updates the unknown variables in time implicitly is presented, which produces a more accurate and reliable scheme than hitherto available. Boundary conditions for different types of boundaries are also derived. The agreement of the computed results with analytical results for a range of wave propagation/transformation problems is very good, and the model is found to be virtually paraxiality‐free. Copyright © 2003 John Wiley & Sons, Ltd.     

An Extension Landau-Lifshitz Model in Studying Soft Ferromagnetic Films

In this paper, we propose a model in studying soft ferromagnetic films, which is readily accessible experimentally. By using penalty approximation and compensated compactness, we prove that the dynamical equation in thin film has a local weak solution. Moreover, the corresponding linear equation is also dealt with in great detail.     

The Role of a Specific Response of Media in the Vavilov-Cherenkov Effect

It is shown that the condition υ > υ_p (ω), which is necessary in order to trigger the Vavilov-Cherenkov effect, determines the interval of radiated frequencies and it alone cannot establish a strong restriction to the velocity of the particle. It is exhibited that it is possible to define a general lower bound for the velocity of the particle, which does not depend on the frequency when both, a specific response of the medium is taken into account and the mentioned condition is considered. The minimum value of the phase velocity of light in the medium determines the existence of such general lower bound.     

带有不等式约束的全局最优性条件

本文利用不连续罚函数方法将带有不等式约束的全局优化问题的求解转化为 讨论一非线性方程的求根问题,从而得到若干个全局最优性条件.     

Partially Strictly Monotone and Nonlinear Penalty Functions for Constrained Mathematical Programs

We introduce the concept of partially strictly monotone functions and apply it to construct a class of nonlinear penalty functions for a constrained optimization problem. This class of nonlinear penalty functions includes some (nonlinear) penalty functions currently used in the literature as special cases. Assuming that the perturbation function is lower semi-continuous, we prove that the sequence of optimal values of nonlinear penalty problems converges to that of the original constrained optimization problem. First-order and second-order necessary optimality conditions of nonlinear penalty problems are derived by converting the optimality of penalty problems into that of a smooth constrained vector optimization problem. This approach allows for a concise derivation of optimality conditions of nonlinear penalty problems. Finally, we prove that each limit point of the second-order stationary points of the nonlinear penalty problems is a second-order stationary point of the original constrained optimization problem.