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NONPARAMETRIC APPROACH TO IDENTIFYING NARX systems

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Journal of systems science & Complexity 2010年第1期23卷 3-21页

作者： Qijiang SONG·Han-Pu chen Key Laboratory of systems and Control,Institute of systems science,academy of mathematics and systems science,chinese academy of sciences,beijing 100190,china Key Laboratory of systems and Control Institute of Systems Science Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China

This paper considers identification of the nonlinear autoregression with exogenous inputs(NARX system).The growth rate of the nonlinear function is required be not faster than linear withslope less than *** value of f(·) at any fixed point is recursively estimated by the stochasticapproximation (SA) algorithm with the help of kernel *** consistency of the estimatesis established under reasonable conditions,which,in particular,imply stability of the *** simulation is consistent with the theoretical analysis.

关键词： α-mixing geometrically ergodic Markov chains NARX nonparametric recursive estimate stochastic approximation strongly consistent.

Holomorphic invariant forms of a bounded domain

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science china mathematics 2008年第11期51卷 1945-1964页

作者： LU QiKeng Institute of mathematics, academy of mathematics and systems science, chinese academy of sciences, beijing 100190, china Institute of mathematics Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China

Given a complete ortho-normal system ? = (?0,?1,?2,…) of L 2 H( $ \mathcal{D} $ ), the space of holomorphic and absolutely square integrable functions in the bounded domain $ \mathcal{D} $ of ? n , we construct a holomorphic imbedding $ \iota _\phi :\mathcal{D} \to \mathfrak{F}(n,\infty ) $ , the complex infinite dimensional Grassmann manifold of rank n. It is known that in $ \mathfrak{F}(n,\infty ) $ there are n closed (μ, μ)-forms τμ (μ = 1,…,n) which are invariant under the holomorphic isometric automorphism of $ \mathfrak{F}(n,\infty ) $ and generate algebraically all the harmonic differential forms of $ \mathfrak{F}(n,\infty ) $ . So we obtain in $ \mathcal{D} $ a set of (μ, μ)-forms ι ? * τμ (μ = 1,…, n), which are independent of the system ? chosen and are invariant under the bi-holomorphic transformations of $ \mathcal{D} $ . Especially the differential metric ds 2 1 associated to the K?hler form ι ? * τ1 is a K?hler metric which differs from the Bergman metric ds 2 of $ \mathcal{D} $ in general, but in case that the Bergman metric is an Einstein metric, ds 1 2 differs from ds 2 only by a positive constant factor.

关键词： complete ortho-normal system holomorphic invariant forms 32A36 32A65

The reason of Hopf’s and Oleinik’s proofs for countability of shocks being wrong

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science china mathematics 2012年第4期55卷 727-729页

作者： LI BangHe academy of mathematics and systems science,chinese academy of sciences,beijing 100190,china academy of mathematics and systems science Chinese Academy of Sciences Beijing China

For the number of complete shock curves of a conservation law with one space variable,Hopf in 1950 for the Burger equation,and Oleinik in 1956 for the general,stated that it is at most *** 1979,the present author published an example to show that the statement of Hopf and Oleinik is *** after so long time,the wrong statement for countability still appeared in some publications,which is at least partly due to that some ones felt difficult to understand Hopf and Oleinik’s proofs being ***,pointing out where they went wrong becomes very necessary.

关键词： countability of shocks uncountability of shocks conservation law

PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS

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Journal of Computational mathematics 2001年第6期19卷 591-600页

作者： Dong-sheng Wu (Institute of systems science, academy of mathematics and systems sciences, chinese academy of sciences, beijing 100080, china ) 中科院系统科学所北京 100080

Presents a probabilistic numerical approach for a class of probabilistic differential equation. Application of the Brownian motion and Monte-Carlo method; Application in the valuation of European Options.

关键词： Brownian motion probabilistic numerical solution European Options

Remarks on Hard Lefschetz conjectures on Chow groups Dedicated in celebration of science china on the occasion of its 60th birthday

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science china mathematics 2010年第1期53卷 105-114页

作者： FU BaoHua Institute of mathematics, academy of Mathematic and systems science, chinese academy of sciences, beijing 100190, china Institute of mathematics Academy of Mathematic and Systems Science Chinese Academy of Sciences Beijing China

We propose two conjectures of Hard Lefschetz type on Chow groups and prove them for some special cases. For abelian varieties, we show that they are equivalent to the well-known conjectures of Beauville and Murre.

关键词： Chow groups abelian varieties Bloch-Beilinson conjectures Beauville conjecture Murre conjecture

CONVERGENCE AND SUPERCONVERGENCE OF HERMITE BICUBIC ELEMENT FOR EIGENVALUE PROBLEM OF THE BIHARMONIC EQUATION

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Journal of Computational mathematics 2001年第2期19卷 139-142页

作者： Dong-sheng Wu (Institute of systems science, academy of mathematics and systems sciences, chinese academy of sciences, beijing 100080, china ) 中科院系统科学所北京 100080

Provides information on a study which discussed the convergence and superconvergence for eigenvalue problem of the biharmonic equation using the Hermite bicubic element. Discussion on eigenvalue problem for biharmonic equation; Background on asymptotic error expansions and interpolation postprocessing; Superconvergence approximations to the eigenvalue and eigenfunction.

关键词： Hermite bicubic element biharmonic equation interpolation postprocessing eigenvalue problem

BOUNDARY FEEDBACK STABILIZATION OF NONUNIFORM TIMOSHENKO BEAM WITH A TIPLOAD

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chinese Annals of mathematics,Series B 2001年第4期22卷 485-494页

作者： YAN QINGXU, FENG DEXING Institute of systems science, academy of mathematics and systems science, chinese academy of sciences, beijing 100080, china. Institute of systems science, academy of mathematics and systems science, chinese academy of sciences, Be Institute of systems science Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100080 China

The boundary stabilization problem of a Timoshenko beam attached with a mass at one end is studied. First, with linear boundary force feedback and moment control simultaneously at the end attached with the load, the energy corresponding to the closed loop system is proven to be exponentially convergent to zero as time t →∞. Then, some counterexamples are given to show that, in other casest the corresponding closed loop system is, in general, not stable asymtotically, let alone exponentially.

关键词： Timoshenko beam Boundary feedback control C0 semigroups Exponential stability Multiplier method

FREQUENTIST MODEL AVERAGING ESTIMATION:A REVIEW

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Journal of systems science & Complexity 2009年第4期22卷 732-748页

作者： Haiying WANG Xinyu ZHANG Guohua ZOU academy of mathematics and systems science,chinese academy of sciences,beijing 100190,china. academy of mathematics and systems science Chinese Academy of Sciences Beijing China

In applications, the traditional estimation procedure generally begins with model *** a specific model is selected, subsequent estimation is conducted under the selected model withoutconsideration of the uncertainty from the selection process. This often leads to the underreportingof variability and too optimistic confidence sets. Model averaging estimation is an alternative to thisprocedure, which incorporates model uncertainty into the estimation process. In recent years, therehas been a rising interest in model averaging from the frequentist perspective, and some importantprogresses have been made. In this paper, the theory and methods on frequentist model averagingestimation are surveyed. Some future research topics are also discussed.

关键词： Adaptive regression asymptotic theory frequentist model averaging model selection,optimality.

MULTI-AGENT TRACKING OF A HIGH-DIMENSIONAL ACTIVE LEADER WITH SWITCHING TOPOLOGY

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Journal of systems science & Complexity 2009年第4期22卷 722-731页

作者： Yiguang HONG Xiaoli WANG Key Lab of systems and Control,Institute of systems science,academy of mathematics and systems science,chinese academy of sciences,beijing 100190,china. Key Lab of systems and Control Institute of Systems Science Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China

This paper considers a multi-agent tracking problem for a high-dimensional active leaderand variable interconnection topology. The state of the leader not only keeps changing but also maynot be measured. To estimate the state such a leader individually, a neighbor-based local controllertogether with a neighbor-based state-estimation rule is given for each autonomous agent. Then, theauthors prove that, with the help of a constructed common Lyapunov function (CLF), each agent cantrack the active leader with unmeasurable states. Finally, the authors explicitly construct a CLF foran active leader with unknown periodic input for illustration.

关键词： Active leader distributed algorithms multi-agent systems switching topology.