灰色预测模型的再拓广

本通过用对数函数对原始数据列{x^(0)（k）}进行预测，又提出用幂函数对原始数据列进行变换，对提高离散数据的光滑度。在此基础上再将对数变换与幂函数交换两结合起来，产生一种新的变换——“对数函数—幂函数变换”，达到了进一步增加数据的光滑度，提高预测精度的目的。     

基于正弦函数变换的灰色预测模型研究及其应用

本文研究了灰色预测模型的应用问题.利用正弦函数变换提高了原始数据光滑度,获得了比对数及幂函数变换所建GM(1,1)模型的精度更高的基于正弦函数变换的灰色预测模型,推广了灰色预测模型的使用范围.     

基于新型数据变换技术的灰色预测模型及应用

针对原始数据序列光滑度不足的情况,提出了一种新的数据变换方法,以提高原始数据序列的光滑度.给出方法的理论证明,并与其它数据变换方法进行了对比.将变换方法应用于GM(1,1)模型,结果显示,通过调节参数的值,变换能够提高GM(1,1)模型的计算精度.最后的实例说明了该方法的实用性和有效性.     

基于反余弦函数变换的灰色预测模型研究

提出了反余弦函数变换方法,证明了这种变换是级比压缩变换,能够提高序列光滑度,可以保持序列凹凸性,不会增大还原误差,满足数据变换的构造准则.通过具体算例表明,基于反余弦函数变换的GM(1,1)模型的预测精度优于传统GM(1,1)模型和基于幂函数变换的GM(1,1)模型,说明了该变换的有效性.     

堆浸浸出率灰色动态GDM(1,1)预测研究

基于灰色系统理论扩展了GM(1,1)模型建模方法.给出了一些既改善原始数据列的光滑度,又减少还原误差的变换函数构造条件.首次将灰色动态模型结合变换函数应用于堆浸过程浸出率的预测.结果表明:该方法预测精度高,为实现浸出动力学未来行为的预测和控制提供了一种新的方法.     

普通高中课程标准实验教科书数学1（鄂教版）解读——指数函数、对数函数、幂函数

大量的事例表明，当我们用函数模型去描述变化现象时，指数函数、对数函数、幂函数扮演着重要的角色，是三类重要的基本函数．     

基于拓广的GM(1,1)的土地利用变化情景研究

根据土地利用类型面积变化的特点和GM的理论缺陷,对GM进行了修正和拓广,即采用“幂函数—对数函数”和“指数函数”对原始数列进行离散化处理,将一次累加后的数据列作为已知条件,这种方法对提高预测精度提供了新的途径.最后结合预测结果对研究区土地资源的合理规划与利用提出了建议.     

巧用函数图像共点性结论

先简介幂、指、对等函数图像共点性结论如下：（1）幂函数y=x^n（x〉0,n∈Q）图像都通过点（1,1）;（2）指数函数y=a^x（a〉1,a≠1）图像都通过点（0,1）;（3）对数函数y=logax（a〉0,a≠1,x〉0）图像都通过点（1,0）．     

中国博士后发展灰色预测模型及其应用

对灰色模型做了进一步的研究,拓广了灰色模型,建立了一个新的、预测精度较高的新灰色预测模型——"对数函数——幂函数变换"模型,并利用此模型对我国博士后研究人员增量做出精度较高的灰色预测.     

基本初等函数（I）

1．本单元知识点 中学阶段,要求学生掌握基本初等函数及其复合函数．本单元主要介绍几种基本初等函数：幂函数、指数函数和对数函数,力求在这些具体函数中,运用函数的性质（奇偶性、周期性、单调性等）,掌握某些函数的特殊技巧．     

One modification of the logarithmic barrier function method in linear and convex programming

A novel modification of the logarithmic barrier function method is introduced for solving problems of linear and convex programming. The modification is based on a parametric shifting of the constraints of the original problem, similarly to what was done in the method of Wierzbicki-Hestenes-Powell multipliers for the usual quadratic penalty function (this method is also known as the method of modified Lagrange functions). The new method is described, its convergence is proved, and results of numerical experiments are given.     

Non-Holonomicity of Sequences Defined via Elementary Functions

We present a new method for proving non-holonomicity of sequences, which is based on results about the number of zeros of elementary and of analytic functions. Our approach is applicable to sequences that are defined as the values of an elementary function at positive integral arguments. We generalize several recent results, e.g., non-holonomicity of the logarithmic sequence is extended to rational functions involving log n. Moreover, we show that the sequence that arises from evaluating the Riemann zeta function at an increasing integer sequence with bounded gap lengths is not holonomic. Martin Klazar: ITI is supported as project 1M0021620808 by Ministry of Education of the Czech Republic.     

Logarithmic behavior of some combinatorial sequences

Two general methods for establishing the logarithmic behavior of recursively defined sequences of real numbers are presented. One is the interlacing method, and the other one is based on calculus. Both methods are used to prove logarithmic behavior of some combinatorially relevant sequences, such as Motzkin and Schröder numbers, sequences of values of some classic orthogonal polynomials and many others. The calculus method extends also to numbers indexed by two or more parameters.     

The umbral calculus on logarithmic algebras

D. E. Loeb and G.-C. Rota, using the operator of differentiation D, constructed the logarithmic algebra that is the generalization of the algebra of formal Laurent series. They also introduced Appell graded logarithmic sequences and binomial (basic) graded logarithmic sequences as sequences of elements of the logarithmic algebra and extended the main results of the classical umbral calculus on such sequences. We construct an algebra by an operator d that is defined by the formula (1.1). This algebra is an analog of the logarithmic algebra. Then we define sequences analogous to Boas-Buck polynomial sequences and extend the main results of the nonclassical umbral calculus on such sequences. The basic logarithmic algebra constructed by the operator of q-differentiation is considered. The analog of the q-Stirling formula is obtained.     

Proximal Methods in View of Interior-Point Strategies

This paper deals with regularized penalty-barrier methods for convex programming problems. In the spirit of an iterative proximal regularization approach, an interior-point method is constructed, in which at each step a strongly convex function has to be minimized and the prox-term can be scaled by a variable scaling factor. The convergence of the method is studied for an axiomatically given class of barrier functions. According to the results, a wide class of barrier functions (in particular, logarithmic and exponential functions) can be applied to design special algorithms. For the method with a logarithmic barrier, the rate of convergence is investigated and assumptions that ensure linear convergence are given.     

An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax

The aim of this paper is to present an algorithm for finding a saddle point to the constrained minimax problem. The initial problem is transformed into an equivalent equality constrained problem, and then the interior point approach is used. To satisfy the original inequality constraints a logarithmic barrier function is used and special care is given to step size parameter to keep the variables within permitted boundaries. Numerical results illustrating the method are given.     

黑洞的量子统计熵

避开求解各种粒子波动方程的困难,直接应用量子统计的方法,计算各种坐标描述的黑洞背景下玻色场与费米场的配分函数,得到黑洞熵的积分表达式.然后应用改进的brick wall方法 膜模型,计算黑洞的统计熵.在所得结果中取适当的参数,可得到黑洞熵与视界面积成正比的关系,不存在原brick wall方法中的舍去项与对数发散项.整个计算过程,物理图像清楚,计算简单,为研究各种坐标下黑洞熵提供了一条简捷的新途经.     

On large deviations for some sequences of weighted means of Gaussian processes

In this paper we study some sequences of weighted means of continuous real valued Gaussian processes. More precisely we consider suitable generalizations of both arithmetic and logarithmic means of a Gaussian process with covariance function which satisfies either an exponential decay condition or a power decay condition. Our aim is to provide limits of variances of functionals of such weighted means which allow the application of some large deviation results in the literature.     

A Combined Homotopy Infeasible Interior-Point Method for Convex Nonlinear Programming

In this paper, on the basis of the logarithmic barrier function and KKT conditions , we propose a combined homotopy infeasible interior-point method (CHIIP) for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method.