中国科学院数学与系统科学研究院期刊网

2002年, 第18卷, 第2期 刊出日期:2002-02-15
  

  • 全选
    |
    Original Articles
  • Howel Tong
    应用数学学报(英文版). 2002, 18(2): 177-184.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.
  • 论文
  • Howel Tong
    应用数学学报(英文版). 2002, 18(2): 177-184.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five major areas of development. These areas include the interface between nonlinear time series analysis and chaos, the nonparametric/semiparametric approach, nonlinear state space modelling, financial time series and nonlinear modelling of panels of time series.
  • Original Articles
  • Jin Chao XU, Ai Hui ZHOU
    应用数学学报(英文版). 2002, 18(2): 185-200.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Some new local and parallel finite element algorithms are proposed and analyzed in this paper for eigenvalue problems. With these algorithms, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a relatively coarse grid together with solutions of some linear algebraic systems on fine grid by using some local and parallel procedure. A theoretical tool for analyzing these algorithms is some local error estimate that is also obtained in this paper for finite element approximations of eigenvectors on general shape-regular grids.
  • 论文
  • Jin Chao XU, Ai Hui ZHOU
    应用数学学报(英文版). 2002, 18(2): 185-200.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Some new local and parallel finite element algorithms are proposed and analyzed in this paper for eigenvalue problems. With these algorithms, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a relatively coarse grid together with solutions of some linear algebraic systems on fine grid by using some local and parallel procedure. A theoretical tool for analyzing these algorithms is some local error estimate that is also obtained in this paper for finite element approximations of eigenvectors on general shape-regular grids.
  • Qian Shun CHANG, Bo Ling GUO
    应用数学学报(英文版). 2002, 18(2): 201-214.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a dissipative Zakharov equations are discretized by difference method. We make prior estimates for the algebric system of equations. It is proved that for each mesh size, there exist attractors for the discretized system. The bounds of the Hausdorff dimensions of the discrete attractors are obtained, and the various bounds are dependent of the mesh size.
  • Original Articles
  • Qian Shun CHANG, Bo Ling GUO
    应用数学学报(英文版). 2002, 18(2): 201-214.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a dissipative Zakharov equations are discretized by difference method. We make prior estimates for the algebric system of equations. It is proved that for each mesh size, there exist attractors for the discretized system. The bounds of the Hausdorff dimensions of the discrete attractors are obtained, and the various bounds are dependent of the mesh size.
  • Jian Fang WANG , Hai Chu LI
    应用数学学报(英文版). 2002, 18(2): 215-218.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Acyclic hypergraphs are analogues of forests in graphs. They are very useful in the design of databases. In this article, the maximum size of an acyclic hypergraph is determined and the number of maximum r-uniform acyclic hypergraphs of order n is shown to be
  • 论文
  • Jian Fang WANG , Hai Chu LI
    应用数学学报(英文版). 2002, 18(2): 215-218.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Acyclic hypergraphs are analogues of forests in graphs. They are very useful in the design of databases. In this article, the maximum size of an acyclic hypergraph is determined and the number of maximum r-uniform acyclic hypergraphs of order n is shown to be
  • Original Articles
  • Ji Jun LIU
    应用数学学报(英文版). 2002, 18(2): 219-230.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    For the weakly inhomogeneous acoustic medium in Q={(x, y, z:z>0}, we consider the inverse problem of determining the density function p(x, y). The inversion input for our inverse problem is the wave field given on a line. We get an integral equation for the 2-D density perturbation from the linearization. By virtue of the integral transform, we prove the uniqueness and the instability of the solution to the integral equation. The degree of ill-posedness for this problem is also given.
  • 论文
  • Ji Jun LIU
    应用数学学报(英文版). 2002, 18(2): 219-230.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    For the weakly inhomogeneous acoustic medium in Q={(x, y, z:z>0}, we consider the inverse problem of determining the density function p(x, y). The inversion input for our inverse problem is the wave field given on a line. We get an integral equation for the 2-D density perturbation from the linearization. By virtue of the integral transform, we prove the uniqueness and the instability of the solution to the integral equation. The degree of ill-posedness for this problem is also given.
  • Shu Ping CHEN , Chong LI, Sheng Hong LI;Xiong Wei WU(4)
    应用数学学报(英文版). 2002, 18(2): 231-248.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The purpose of the article is to formulate, under the lX risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed. The characterization of a optimal strategy and the efficient algorithm for finding the optimal strategy are given.
  • Original Articles
  • Shu Ping CHEN , Chong LI, Sheng Hong LI;Xiong Wei WU(4)
    应用数学学报(英文版). 2002, 18(2): 231-248.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The purpose of the article is to formulate, under the lX risk measure, a model of portfolio selection with transaction costs and then investigate the optimal strategy within the proposed. The characterization of a optimal strategy and the efficient algorithm for finding the optimal strategy are given.
  • 论文
  • Hui Zhao LIU, Da Qing JIANG , Yan WANG
    应用数学学报(英文版). 2002, 18(2): 249-254.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Positive solutions to the boundary value problem, are obtained by applying the Schauder fixed point theorem, where w(x) is a continuous function defined on [0, 1] and f(x, y) is a function defined on (0, 1)2(0, X), which satisfies certain restrictions and may have singularity at y=0. The result corrects and improves an existence theorem due to Erbe and Kong [1].
  • Original Articles
  • Hui Zhao LIU, Da Qing JIANG , Yan WANG
    应用数学学报(英文版). 2002, 18(2): 249-254.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Positive solutions to the boundary value problem, are obtained by applying the Schauder fixed point theorem, where w(x) is a continuous function defined on [0, 1] and f(x, y) is a function defined on (0, 1)2(0, X), which satisfies certain restrictions and may have singularity at y=0. The result corrects and improves an existence theorem due to Erbe and Kong [1].
  • 论文
  • Gong Ning CHEN , Li Xin JIA
    应用数学学报(英文版). 2002, 18(2): 255-262.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Versions of the multiple Nevanlinna-Pick interpolation problem in the class N-circumfiex involving both interior and boundary data are investigated. This leads to solvability criteria for the indicated problems and description of their solutions.
  • Original Articles
  • Gong Ning CHEN , Li Xin JIA
    应用数学学报(英文版). 2002, 18(2): 255-262.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Versions of the multiple Nevanlinna-Pick interpolation problem in the class N-circumfiex involving both interior and boundary data are investigated. This leads to solvability criteria for the indicated problems and description of their solutions.
  • 论文
  • Zheng De DAI
    应用数学学报(英文版). 2002, 18(2): 263-271.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In the present paper, the existence of global attractor for dissipative Hamiltonian amplitude equation governing the modulated wave instabilities in E0 is considered. By a decomposition of solution operator, it is shown that the global attractor in E0 is actually equal to a global attractor in E_1.
  • Original Articles
  • Zheng De DAI
    应用数学学报(英文版). 2002, 18(2): 263-271.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In the present paper, the existence of global attractor for dissipative Hamiltonian amplitude equation governing the modulated wave instabilities in E0 is considered. By a decomposition of solution operator, it is shown that the global attractor in E0 is actually equal to a global attractor in E_1.
  • Yue Long XIAO
    应用数学学报(英文版). 2002, 18(2): 273-276.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    For a nonclassical diffusion equation, the asymptotic behavior is investigated, and the existence of a global attractor is proved.
  • 论文
  • Yue Long XIAO
    应用数学学报(英文版). 2002, 18(2): 273-276.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    For a nonclassical diffusion equation, the asymptotic behavior is investigated, and the existence of a global attractor is proved.
  • Ying Guang SHI
    应用数学学报(英文版). 2002, 18(2): 277-288.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Sufficient conditions of convergence and rate of convergence for Lagrange type interpolation in the weighted Lp norm on an arbitrary system of nodes are given.
  • Original Articles
  • Ying Guang SHI
    应用数学学报(英文版). 2002, 18(2): 277-288.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    Sufficient conditions of convergence and rate of convergence for Lagrange type interpolation in the weighted Lp norm on an arbitrary system of nodes are given.
  • Hong Qi YANG , Zong Yi HOU
    应用数学学报(英文版). 2002, 18(2): 289-294.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper we present an a posteriori parameter choice strategy for nonlinear ill-posed operator equations involving monotone operators. Under certain conditions, this a posteriori parameter choice strategy guarantees the optimal convergence rate O (δ~(1/2)) for Tikhonov-Browder regularization, where ' denotes the noise level of the data perturbation.
  • 论文
  • Hong Qi YANG , Zong Yi HOU
    应用数学学报(英文版). 2002, 18(2): 289-294.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper we present an a posteriori parameter choice strategy for nonlinear ill-posed operator equations involving monotone operators. Under certain conditions, this a posteriori parameter choice strategy guarantees the optimal convergence rate O (δ~(1/2)) for Tikhonov-Browder regularization, where ' denotes the noise level of the data perturbation.
  • Original Articles
  • Xiu Min SHAO , Zhi Ling LAN
    应用数学学报(英文版). 2002, 18(2): 295-302.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a new kind of discrete non-reflecting boundary conditions is developed. It can be used for a variety of wave equations such as the acoustic wave equation, the isotropic and anisotropic elastic wave equations and the equations for wave propagation in multi-phase and so on. In this kind of boundary conditions, the composition of all artificial reflected waves, but not the individual reflected ones, is considered and eliminated. Thus, it has a uniform formula for different wave equations. The velocity CA of the composed reflected wave is determined in the way to make the reflection coefficients minimal, the value of which depends on equations. In this paper, the costruction of the boundary conditions is illustrated and CA is found, numerical results are presented to illustrate the effectiveness of the boundary conditions.
  • 论文
  • Xiu Min SHAO , Zhi Ling LAN
    应用数学学报(英文版). 2002, 18(2): 295-302.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, a new kind of discrete non-reflecting boundary conditions is developed. It can be used for a variety of wave equations such as the acoustic wave equation, the isotropic and anisotropic elastic wave equations and the equations for wave propagation in multi-phase and so on. In this kind of boundary conditions, the composition of all artificial reflected waves, but not the individual reflected ones, is considered and eliminated. Thus, it has a uniform formula for different wave equations. The velocity CA of the composed reflected wave is determined in the way to make the reflection coefficients minimal, the value of which depends on equations. In this paper, the costruction of the boundary conditions is illustrated and CA is found, numerical results are presented to illustrate the effectiveness of the boundary conditions.
  • Meng FAN, Ke WANG
    应用数学学报(英文版). 2002, 18(2): 309-314.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    With the help of a continuation theorem based on Gaines and Mawhin's coincidence degree, we study the global existence of positive periodic solutions of a "food-limited population model with toxicants and time delays. Some new results are obtained.
  • Original Articles
  • Meng FAN, Ke WANG
    应用数学学报(英文版). 2002, 18(2): 309-314.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    With the help of a continuation theorem based on Gaines and Mawhin's coincidence degree, we study the global existence of positive periodic solutions of a "food-limited population model with toxicants and time delays. Some new results are obtained.
  • 论文
  • Li Jun YANG
    应用数学学报(英文版). 2002, 18(2): 315-324.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We study isochronous centers of two classes of planar systems of ordinary differential equations. For the first class which is the Liénard systems of the form x=y-F(x), y=-g(x) with a center at the origin, we prove that if g is isochronous (see Definition 1.1), then the center is isochronous if and only if F=0. For the second class which is the Hamiltonian systems of the form x=-g(y), y=f(x) with a center at the origin, we prove that if f or g is isochronous, then the center is isochronous if and only if the other is also isochronous.
  • Original Articles
  • Li Jun YANG
    应用数学学报(英文版). 2002, 18(2): 315-324.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    We study isochronous centers of two classes of planar systems of ordinary differential equations. For the first class which is the Liénard systems of the form x=y-F(x), y=-g(x) with a center at the origin, we prove that if g is isochronous (see Definition 1.1), then the center is isochronous if and only if F=0. For the second class which is the Hamiltonian systems of the form x=-g(y), y=f(x) with a center at the origin, we prove that if f or g is isochronous, then the center is isochronous if and only if the other is also isochronous.
  • 论文
  • Qiong MENG, Ju Rang YAN
    应用数学学报(英文版). 2002, 18(2): 325-332.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we obtain sufficient conditions for the oscillation of the non-autonomous difference equations x(n+1)-x(n)+∑ from (i=1) to m of pi(n)x(n-τ_i)(n)=0,which are the discrete analog of the delay differential equations considered in [1].
  • Original Articles
  • Qiong MENG, Ju Rang YAN
    应用数学学报(英文版). 2002, 18(2): 325-332.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this paper, we obtain sufficient conditions for the oscillation of the non-autonomous difference equations x(n+1)-x(n)+∑ from (i=1) to m of pi(n)x(n-τ_i)(n)=0,which are the discrete analog of the delay differential equations considered in [1].
  • 论文
  • Jian Guo QIAN , Sheng Jjun MIAO
    应用数学学报(英文版). 2002, 18(2): 333-340.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    It is known that the study of the qualitative properties of a matrix A (which depend only on the sign pattern of A) can be turned into the study of the graph theoretical properties of the signed digraph S(A). The underlying digraph of the signed digraph of a strong sign nonsingular matrix (abbreviated S~2NS matrix) with a negative main diagonal is called an S~2NS digraph. In the study of S~2NS digraphs, the minimal forbidden configuration (or MFC for short) plays an important role. Three (classes of) MFS's were constructed by Thomassen, Brualdi and Shader, and Shao. In this paper, we show that a digraph D is an S2NS digraph if and only if its "cycle linear system" is solvable. This simplifies a parallel result obtained by Shao and Hu. As an application of the result, a graph theoretical characterization for a digraph to be an S~2NS digraph is given. At the end of the paper, we construct infinitely many new MFCs to show that for each even number k(k>0), there are basic MFCs with k terminal components (here, with no loss of generality, we assume that the number of the initial components of a digraph is no less than that of its terminal components throughout the following).
  • Original Articles
  • Jian Guo QIAN , Sheng Jjun MIAO
    应用数学学报(英文版). 2002, 18(2): 333-340.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    It is known that the study of the qualitative properties of a matrix A (which depend only on the sign pattern of A) can be turned into the study of the graph theoretical properties of the signed digraph S(A). The underlying digraph of the signed digraph of a strong sign nonsingular matrix (abbreviated S~2NS matrix) with a negative main diagonal is called an S~2NS digraph. In the study of S~2NS digraphs, the minimal forbidden configuration (or MFC for short) plays an important role. Three (classes of) MFS's were constructed by Thomassen, Brualdi and Shader, and Shao. In this paper, we show that a digraph D is an S2NS digraph if and only if its "cycle linear system" is solvable. This simplifies a parallel result obtained by Shao and Hu. As an application of the result, a graph theoretical characterization for a digraph to be an S~2NS digraph is given. At the end of the paper, we construct infinitely many new MFCs to show that for each even number k(k>0), there are basic MFCs with k terminal components (here, with no loss of generality, we assume that the number of the initial components of a digraph is no less than that of its terminal components throughout the following).
  • 论文
  • Wei Ping SUN , Wei Gao GE
    应用数学学报(英文版). 2002, 18(2): 341-348.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The existence of infinitely many solutions to Sturm-Liouville boundary value problem with a Laplacian-like operator is studied by applying generalized polar coordinates.
  • Original Articles
  • Wei Ping SUN , Wei Gao GE
    应用数学学报(英文版). 2002, 18(2): 341-348.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    The existence of infinitely many solutions to Sturm-Liouville boundary value problem with a Laplacian-like operator is studied by applying generalized polar coordinates.
  • 论文
  • Ping LI, Jian Ming XIA
    应用数学学报(英文版). 2002, 18(2): 349-352.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this note, we give a characterization of the minimal martingale measure for a general discrete-time incomplete financial market. Then we concretely work out the minimal martingale measure for a specific discrete-time market model in which the assets' returns in different times are independent.
  • Original Articles
  • Ping LI, Jian Ming XIA
    应用数学学报(英文版). 2002, 18(2): 349-352.
    摘要 ( ) PDF全文 ( )   可视化   收藏
    In this note, we give a characterization of the minimal martingale measure for a general discrete-time incomplete financial market. Then we concretely work out the minimal martingale measure for a specific discrete-time market model in which the assets' returns in different times are independent.