On the power and limitations of affine policies in two-stage adaptive optimization

We consider a two-stage adaptive linear optimization problem under right hand side uncertainty with a min–max objective and give a sharp characterization of the power and limitations of affine policies (where the second stage solution is an affine function of the right hand side uncertainty). In particular, we show that the worst-case cost of an optimal affine policy can be times the worst-case cost of an optimal fully-adaptable solution for any δ > 0, where m is the number of linear constraints. We also show that the worst-case cost of the best affine policy is times the optimal cost when the first-stage constraint matrix has non-negative coefficients. Moreover, if there are only k ≤ m uncertain parameters, we generalize the performance bound for affine policies to , which is particularly useful if only a few parameters are uncertain. We also provide an -approximation algorithm for the general case without any restriction on the constraint matrix but the solution is not an affine function of the uncertain parameters. We also give a tight characterization of the conditions under which an affine policy is optimal for the above model. In particular, we show that if the uncertainty set, is a simplex, then an affine policy is optimal. However, an affine policy is suboptimal even if is a convex combination of only (m + 3) extreme points (only two more extreme points than a simplex) and the worst-case cost of an optimal affine policy can be a factor (2 − δ) worse than the worst-case cost of an optimal fully-adaptable solution for any δ > 0.     

Explicit series solution for the Glauert-jet problem by means of the homotopy analysis method

In this article, the self-similar wall jet over an impermeable, resting plane surface (the Glauert-jet) is considered. Through an analytic technique to solve nonlinear problems namely the homotopy analysis method, we obtain an explicit series solution for the Glauert-jet problem. This series solution converges efficiently to the closed-form solution found by Glauert in the whole region 0 ⩽ ξ < +∞. In the frame of the homotopy analysis method, it is shown that the convergence region of the explicit series solution may be adjusted to obtain more accurate results.     

Variational problem in the non-negative orthant of ℝ<Superscript>3</Superscript>: reflective faces and boundary influence cones

In this paper we consider the variational problem in the non-negative orthant of ℝ³. The solution of this problem gives the large deviation rate function for the stationary distribution of an SRBM (Semimartingal Reflecting Brownian Motion). Avram, Dai and Hasenbein (Queueing Syst. 37, 259–289, 2001) provided an explicit solution of this problem in the non-negative quadrant. Building on this work, we characterize reflective faces of the non-negative orthant of ℝ ^d , we construct boundary influence cones and we provide an explicit solution of several constrained variational problems in ℝ³. Moreover, we give conditions under which certain spiraling paths to a point on an axis have a cost which is strictly less than the cost of every direct path and path with two pieces.     

Further remarks on simple flows of fluids with pressure-dependent viscosities

Recently Suslov and Tran (2008) [1] claimed to have found an error in one of the solutions given in the paper by Hron (2001) et al. [2] concerning the flows of fluids with pressure-dependent viscosities. We show that their arguments are related to the question of the continuity of the pressure, and we show that the original solution, although it is not a classical one, can be interpreted as a solution in a generalized sense. Mathematical and physical implications of such generalizations are briefly discussed. The discussion in the paper highlights the importance of recognizing what is meant by a “solution” to a partial differential equation, whether by a solution we mean a classical solution, a weak solution, or a solution in some other sense.     

Formation of the Boundary Layer in the Neighborhood of the Rear Point

We consider an initial-boundary problem for the non-stationary Prandtl system, describing the process of development of the two-dimensional boundary layer in the vicinity of the rear point of a symmetric body. Using methods developed by O. A. Oleynik, we prove that the problem we pose has a unique solution. We also obtain estimates that can characterize the qualitative behavior and asymptotics of the solution.     

The problem of the nonlinear diffusive predator–prey model with the same biotic resource

In recent years, the research on the diffusive predator–prey model has attracted much attention. In these models, the carrying capacity is considered as a constant. In 2013, H. M. Safuan investigated the system of a predator and prey that shares the same biotic resource, where the carrying capacity is a function of the time. The spatial component of ecological interactions has been recognized as an important factor. So, we will discuss the problem of the nonlinear diffusive predator–prey model with the same biotic resource. This model is the system of the nonlinear partial differential equations with zero-flux boundary condition. The main objective of the present paper is to investigate the existence and uniqueness of the solution of this model. In this paper, we also obtain that there is a unique solution of the nonlinear partial differential equations with Dirichlet boundary condition.     

Disagreement point axioms and the egalitarian bargaining solution

We provide new characterizations of the egalitarian bargaining solution on the class of strictly comprehensive n-person bargaining problems. The main axioms used in all of our results are Nash’s IIA and disagreement point monotonicity—an axiom which requires a player’s payoff to strictly increase in his disagreement payoff. For n = 2 these axioms, together with other standard requirements, uniquely characterize the egalitarian solution. For n > 2 we provide two extensions of our 2-person result, each of which is obtained by imposing an additional axiom on the solution. Dropping the axiom of anonymity, strengthening disagreement point monotonicity by requiring player i’s payoff to be a strictly decreasing function of the disagreement payoff of every other player j ≠ i, and adding a “weak convexity” axiom regarding changes of the disagreement point, we obtain a characterization of the class of weighted egalitarian solutions. This “weak convexity” axiom requires that a movement of the disagreement point in the direction of the solution point should not change the solution point. We also discuss the so-called “transfer paradox” and relate it to this axiom.     

$C^1$ error estimation on the boundary for an exterior Neumann problem in $\mathbb R^3$

Summary.   In this paper we establish a error estimation on the boundary for the solution of an exterior Neumann problem in . To solve this problem we consider an integral representation which depends from the solution of a boundary integral equation. We use a full piecewise linear discretisation which on one hand leads to a simple numerical algorithm but on the other hand the error analysis becomes more difficult due to the singularity of the integral kernel. We construct a particular approximation for the solution of the boundary integral equation, for the solution of the Neumann problem and its gradient on the boundary and estimate their error. Received May 11, 1998 / Revised version received July 7, 1999 / Published online August 24, 2000     

Asymptotic behavior of solutions of a model derived from the 1‐D Keller–Segel model on the half line

In this paper, we are interested in a model derived from the 1‐D Keller‐Segel model on the half line x >  as follows: where l is a constant. Under the conserved boundary condition, we study the asymptotic behavior of solutions. We prove that the problem is always globally and classically solvable when the initial data is small, and moreover, we obtain the decay rates of solutions. The paper mainly deals with the case of l > 0. In this case, the solution to the problem tends to a conserved stationary solution in an exponential decay rate, which is a very different result from the case of l < 0. Copyright © 2016 John Wiley & Sons, Ltd.     

Stability for systems of 1-D coupled nonlinear oscillators

The stability of the null solution of different systems of differential equations describing the motion of 1-D coupled nonlinear oscillators is discussed. Under certain assumptions we derive some stability results. Specifically, in the case of coupled damped oscillators we obtain asymptotic stability of the null solution (see Theorem 3.1, Example 3.1, and Fig. 2), while in the case of partial lack of damping we only obtain convergence to zero of the solution components corresponding to damped oscillators (see Theorem 4.1, Example 4.1, and Fig. 5). In all cases, including the case of coupled undamped oscillators, we obtain uniform stability of the null solution.     

Hopf-Takens-Bogdanov interaction for a fluid-conveying tube

We investigate the dynamics after loss of stability of the downhanging configuration of a fluid conveying tube with a small end mass and an elastic support. By varying the fluid flow rate and the stiffness and location of the elastic support, different degenerate bifurcation scenarios can be observed. In this article we investigate the bifurcating solution branches of the codimension 3 interaction between a Hopf bifurcation and a Bogdanov-Takens bifurcation. A complete discussion of the primary and secondary solution branches was already given by W. F. Langford and K. Zhan. After reducing the system to the three-dimensional Normal Form equations we apply a numerical continuation procedure to locate the expected higher order bifurcation branches and detect more complicated dynamics, like Shilnikov orbits. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence of delay differential equations driven by fractional Brownian motion

In this note, we prove an existence and uniqueness result of solution for stochastic differential delay equations with hereditary drift driven by a fractional Brownian motion with Hurst parameter H > 1/2. Then, we show that, when the delay goes to zero, the solutions to these equations converge, almost surely and in L ^p , to the solution for the equation without delay. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann–Stieltjes integral.     

Solutions to Operator Equations on Hilbert C*-Modules II

In this paper, we study the solvability of the operator equations A*X + X*A = C and A*XB + B*X*A = C for general adjointable operators on Hilbert C*-modules whose ranges may not be closed. Based on these results we discuss the solution to the operator equation AXB = C, and obtain some necessary and sufficient conditions for the existence of a real positive solution, of a solution X with B*(X* + X)B ≥ 0, and of a solution X with B*XB ≥ 0. Furthermore in the special case that R(B) í [`(R(A*))]{R(B)\subseteq\overline{R(A*)}} we obtain a necessary and sufficient condition for the existence of a positive solution to the equation AXB = C. The above results generalize some recent results concerning the equations for operators with closed ranges.     

Ordinal Optimization of G/G/1/K Polling Systems with <Emphasis Type="Italic">k</Emphasis>-Limited Service Discipline

In this paper, we propose an ordinal optimization theory based algorithm to solve the optimization problem of G/G/1/K polling system with k-limited service discipline for a good enough solution using limited computation time. We assume that the arrival rates do not deteriorate visibly within a very short period. Our approach consists of two stages. In the first stage, we employ a typical genetic algorithm to select N=1024 roughly good solutions from the huge discrete solution space Ω using an offline trained artificial neural network as a surrogate model for fitness evaluation. The second stage consists of several substages to select estimated good enough solutions from the previous N, and the solution obtained in the last substage is the good enough solution that we seek. Using numerous tests, we demonstrate: (i) the computational efficiency of our algorithm in the aspect that we can apply our algorithm in real-time based on the arrival rate assumption; (ii) the superiority of the good enough solution, which achieves drastic objective value reduction in comparison with other existing service disciplines. We provide a performance analysis for our algorithm based on the derived models. The results show that the good enough solution that we obtained is among the best 3.31×10⁻⁶% in the solution space with probability 0.99. This research work was supported in part by the National Science Council of Taiwan, ROC, Grant NSC95-2221-E-009-099-MY2.     

驻波广义Fisher-Kolmogorov方程的广义同宿轨

研究驻波广义Fisher-Kolmogorov方程u″″-βu″+u~3-u=0,β0.该方程有一个鞍中心型平衡点u=0(一对非零实特征值和一对纯虚特征值).应用扰动理论和调整相移,证明对每一个正常数β该方程在原点附近有一个连接周期解的同宿轨(该文称为广义同宿轨).     

糖尿病人群发展状况预警建模研究

糖尿病发展迅速,已成为严重的公共健康问题,糖尿病能够诱发多种并发症,给社会和个人带来巨大的经济负担,该文通过建立数学预警模型来研究糖尿病的发展状况,在系统模型的假定下,证明了系统存在非负的动态解和稳态解,计算动态解得到了某一时间糖尿病人在不同阶段的概率,而稳态解可以研究时间充分大时糖尿病人在不同阶段的概率.目前,我国糖尿病患者接近一亿人,接近1.5亿人处于糖尿病前期,糖尿病发展形式非常严峻,控制血糖是控制糖尿病发展的关键,该文通过糖尿病不同阶段的血糖控制不同状态,得到的稳态解不仅验证了这一严峻形式,而且动态解对糖尿病未来发展起到预警作用,特别是在范数意义下动态解收敛到稳态解,从而由系统稳态解得到系统指标是可靠的.     

Explicit series solution of travelling waves with a front of Fisher equation

In this paper, an analytic technique, namely the homotopy analysis method, is employed to solve the Fisher equation, which describes a family of travelling waves with a front. The explicit series solution for all possible wave speeds 0 < c < +∞ is given. Such kind of explicit series solution has never been reported, to the best of author’s knowledge. Our series solution indicates that the solution contains an oscillation part when 0 < c < 2. The proposed analytic approach is general, and can be applied to solve other similar nonlinear travelling wave problems.     

New families of exact soliton-like solutions and dromion solutions to the (2+1)-dimensional higher-order Broer–Kaup equations

Using homogeneous balance method we obtain Bäcklund transformation (BT) and a linear partial differential equation of higher-order Broer–Kaup equations. As a result, new soliton-like solutions and new dromion solution and other exact solutions of (2 + 1)-dimensional higher-order Broer–Kaup equations are given. By analyzing a soliton-like solution, we get some dromions solutions. This method, which can be generalized to some (2 + 1)-dimensional nonlinear evolution equations, is simple and powerful.