检索结果-南通市图书馆

FOUR STEP SCHEME FOR GENERAL MARKOVIAN FORWARD-BACKWARD SDES

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2010年第3期23卷 546-571页

作者： Jin MA Jiongmin YONG Yanhong ZHAO department of mathematics University of Southern California Los Angeles CA 90089 USA department of mathematics University of Central Florida Orlando FL 32816 USA department of mathematics Purdue University West Lafayette IN 47907 USA

This paper studies a class of forward-backward stochastic differential equations (FBSDE)in a general Markovian *** forward SDE represents a large class of strong Markov semimartingales,and the backward generator requires only mild regularity *** authors showthat the Four Step Scheme introduced by Ma,et al.(1994) is still effective in this ***,the authors show that the adapted solution of the FBSDE exists and is unique over any prescribedtime duration;and the backward components can be determined explicitly by the forward componentvia the classical solution to a system of parabolic integro-partial differential *** importantconsequence the authors would like to draw from this fact is that,contrary to the general belief,in aMarkovian set-up the martingale representation theorem is no longer the reason for the well-posednessof the FBSDE,but rather a consequence of the existence of the solution of the decoupling integralpartialdifferential ***,the authors briefly discuss the possibility of reducing the regularityrequirements of the coefficients by using a scheme proposed by *** (2002) to the current case.

关键词： Forward-backward stochastic differential equations Four Step Scheme parabolic integropartial differential equation strong Markov semi-martingales.

A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS

在线全文

学校读者我要写书评

暂无评论

Journal of Computational mathematics 2003年第2期21卷 237-246页

作者： Hongchao Zhang+ (department of mathematics, university of florida, Gainesville, fl, usa 32611 ) department of mathematics University of Florida 美国 Gainesville

In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique[1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm.

关键词： Nonlinear optimization Nonmonotone algorithm Trust region General con-straintss

On interpolation for Hormander’s algebras

在线全文

学校读者我要写书评

暂无评论

Science China mathematics 2010年第3期53卷 763-770页

作者： LI Bao Qin department of mathematics, florida International university, Miami, fl 33199, usa 1. department of mathematics Florida International University Miami FL 33199 USA

We discuss some recent results on interpolation problems for weighted Hrmander’s algebras of holomorphic functions in several complex variables, and also give a sharp estimate on counting functions of interpolating... 详细信息

关键词： weight pseudoconvex set Hrmander’s algebra interpolating variety plurisubharmonic function holomorphic function entire function

Approximating Stationary Statistical Properties

在线全文

学校读者我要写书评

暂无评论

Chinese Annals of mathematics,Series B 2009年第6期30卷 831-844页

作者： Xiaoming WANG Dedicated to Professor Andrew Majda on the Occasion of his 60th Birthday with Admiration and Friendship）

It is well-known that physical laws for large chaotic dynamical systems are revealed *** times these statistical properties of the system must be approximated *** main contribution of this manuscript is to provide simple and natural criterions on numerical methods (temporal and spatial discretization) that are able to capture the stationary statistical properties of the underlying dissipative chaotic dynamical systems *** result on temporal approximation is a recent finding of the author,and the result on spatial approximation is a new *** to the infinite Prandtl number model for convection and the barotropic quasi-geostrophic model are also discussed.

关键词： Stationary statistical property Invariant measure Global attractor Dissipative system Time discretization Spatial discretisation Uniformly dissipative scheme Infinite Prandtl number model for convection Barotropic quasi-geostrophic equations

Iterative implementation of the adaptive regularization yields optimality

在线全文

学校读者我要写书评

暂无评论

Science China mathematics 2005年第4期48卷 485-492页

作者： MA Qinghua & WANG Yanfei department of Information Sciences, College of Arts and Science of Beijing Union university, Beijing 100038, China National Key Laboratory on Remote Sensing Science, Institute of Remote Sensing Applications, Chinese Academy of Sciences, Beijing 100101, China department of mathematics, university of central florida, P. O. Box 161364, orlando, fl 32816-1364, usa 1. department of Information Sciences College of Arts and Science of Beijing Union University 100038 Beijing China 2. National Key Laboratory on Remote Sensing Science Institute of Remote Sensing Applications Chinese Academy of Sciences 100101 Beijing China

The adaptive regularization method is first proposed by Ryzhikov et al. for the deconvolution in elimination of multiples. This method is stronger than the Tikhonov regularization in the sense that itis adaptive, i.e. it eliminates the small eigenvalues of theadjoint operator when it is nearly singular. We will show in this paper that the adaptive regularization can be implemented iterately. Some properties of the proposed non-stationary iterated adaptive regularization method are analyzed. The rate of convergence for inexact data is proved. Therefore the iterative implementation of the adaptive regularization can yield optimality.

关键词： ill-posed problems, non-stationary iterated adaptive regularization, optimality.

flatness of CR submanifolds in a sphere

在线全文

学校读者我要写书评

暂无评论

Science China mathematics 2010年第3期53卷 701-718页

作者： JI ShanYu 1, & YUAN Yuan 2 1 department of mathematics, university of Houston, Houston, TX 77204, usa 2 department of mathematics, Rutgers university, Piscataway, NJ 08854, usa 1. department of mathematics University of Houston Houston TX 77204 USA2. Department of Mathematics Rutgers University Piscataway NJ 08854 USA

In Euclidean geometry, for a real submanifold M in E n+a , M is a piece of E n if and only if its second fundamental form is identically zero. In projective geometry, for a complex submanifold M in CP n+a , M is a piece of CP n if and only if its projective second fundamental form is identically zero. In CR geometry, we prove the CR analogue of this fact in this paper.

关键词： CR submanifolds sphere CR second fundamental form proper holomorphic mappings between balls

Boundary Layer Theory and the Zero-Viscosity Limit of the Navier-Stokes Equation

在线全文

学校读者我要写书评

暂无评论

Acta Mathematica Sinica,English Series 2000年第2期16卷 207-218页

作者： Weinan E department of mathematics and Program in Applied and Computational mathematics,Princeton university,usa department of mathematics and Program in Applied and Computational mathematics Princeton University Princeton USA

A central problem in the mathematical analysis of fluid dynamics is the asymptotic limit of the fluid flow as viscosity goes to *** is particularly important when boundaries are present since vorticitv is typically generated at the boundary as a result of boundary layer *** boundary laver theory,developed by Prandtl about a hundred years ago,has become a standard tool in addressing these *** at the mathematical level,there is still a lack of fundamental understanding of these questions and the validity of the boundary layer *** this article,we review recent progresses on the analysis of Prandtl’s equation and the related issue of the zero-viscosity limit for the solutions of the Navier-Stokes *** also discuss some directions where progress is expected in the near future.

关键词： Boundary layer Blow-up Zero-viscosity limit Prandtl’s equation

Classification of rational holomorphic maps from B^2 into B^N with degree 2

在线全文

学校读者我要写书评

暂无评论

Science China mathematics 2009年第12期52卷 2647-2667页

作者： JI ShanYu 1 & ZHANG Yuan 2 1 department of mathematics, university of Houston, Houston, TX 77204, usa 2 department of mathematics, university of California at San Diego, La Jolla, CA 92093, usa department of mathematics University of Houston Houston USA department of mathematics Rutgers University New Brunswick USA

Rational proper holomorphic maps from the unit ball in C 2 into the unit ball C N with degree 2 are classified, up to automorphisms of balls.

关键词： rational holomorphic maps between balls classification maps with degree 2

The truncated Second Main Theorem and uniqueness theorems

在线全文

学校读者我要写书评

暂无评论

Science China mathematics 2010年第3期53卷 605-616页

作者： CHEN ZhiHua 1 , RU Min 2, & YAN QiMing 1 1 department of mathematics, Tongji university, Shanghai 200092, China 2 department of mathematics, university of Houston, Houston, TX 77204, usa 1. department of mathematics Tongji University Shanghai 200092 China2. Department of Mathematics University of Houston Houston TX 77204 USA

In this paper, we first establish a truncated Second Main Theorem for algebraically nondegenerate holomorphic mappings from the complex plane into a complex projective variety V intersecting hypersurfaces. We then prove some uniqueness results for meromorphic mappings. The result of Demailly about a partial solution to the Fujita’s conjecture is used.

关键词： value distribution theory uniqueness theorem meromorphic mappings Fujita’s conjecture