基于乘性一致性残缺互补判断矩阵的决策方法

对于满足乘性一致性的残缺互补判断矩阵的决策问题,提出了一种决策方法。首先把互补判断矩阵的乘性一致性定义进行了简化,得到了互补判断矩阵乘性一致性的另外几种表达形式;进一步得到了在已知n-1个特殊元素的条件下,残缺互补判断矩阵中缺失元素的补全方法;然后给出了残缺互补判断矩阵可接受的条件,以及矩阵的一致性检验及调整方法;基于残缺互补判断矩阵,给出了以下决策步骤:残缺互补判断矩阵的一致性检验及调整过程,补全缺失元素的迭代过程和最优方案择优过程。最后给出了一个实例,通过该实例的计算以及本文方法与已有方法的比较,证明了本文方法是简便和有效的。     

Archimedes and Pi - Revisited

Archimedes of Syracuse (287-212 B.C.) created the first known recursion process for estimating the value of π. The “classical method” of Archimedes is developed and programs for the TI-81 calculator are given for finding the upper and lower bounds. This classical method is compared with the Gregory-Machin infinite series method (after 1706). A Tl-81 program is given for this method.     

A note on the age of the absorbing semi-Markov process

We present a method for finding the age distribution of the absorbing semi-Markov process, age being the total time elapsed since the beginning of the process. Several examples are given.     

Optimal expansion and design of competence sets with asymmetric acquiring costs

This paper provides a method of finding the optimal expansion process and discusses the marginal analysis for expansion of the competence set when the cost functions are asymmetric. The concept of tree expansion process is introduced, and a method of finding the optimal tree expansion process is given. The paper also shows a way to identify the optimal competence set when both the expected return and cost are considered.     

Combined method for solving an inverse boundary value problem of aerohydrodynamics for an axisymmetric body

A method was designed for determining the shape of an axisymmetric body from a given velocity distribution in its meridional cross section. The method is based on an iterative process involving the solution to an inverse problem in the plane case and the solution to a direct problem for the body. The iterative process has been implemented in a software program. Numerical computations are presented that illustrate the efficiency of the method.     

Quermass-interaction process with convex compact grains

The paper concerns an extension of random disc Quermass-interaction process, i.e. the model of discs with mutual interactions, to the process of interacting objects of more general shapes. Based on the results for the random disc process and the process with polygonal grains, theoretical results for the generalized process are derived. Further, a simulation method, its advantages and the corresponding complications are described, and some examples are introduced. Finally, a short comparison to the random disc process is given.     

Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Case–a Straightforward Approach

This paper presents the numerical solution of the process evolution equation of a homogeneous semi-Markov process (HSMP) with a general quadrature method. Furthermore, results that justify this approach proving that the numerical solution tends to the evolution equation of the continuous time HSMP are given. The results obtained generalize classical results on integral equation numerical solutions applying them to particular kinds of integral equation systems. A method for obtaining the discrete time HSMP is shown by applying a very particular quadrature formula for the discretization. Following that, the problem of obtaining the continuous time HSMP from the discrete one is considered. In addition, the discrete time HSMP in matrix form is presented and the fact that the solution of the evolution equation of this process always exists is proved. Afterwards, an algorithm for solving the discrete time HSMP is given. Finally, a simple application of the HSMP is given for a real data social security example.     

Non-stationary supersonic motion of a complex discontinuity

An exact analytic solution is constructed for the non-stationary plane problem of a fracture area starting at supersonic speed on which a complex fracture process (shear with cleavage) is given. To describe the fracture process occurring at the discontinuity, a kinematic approach is used for which the magnitude and direction of the dislocation vector on the discontinuity are given on the whole fracture area as a boundary condition. Laplace and Fourier transforms are used to obtain the solution, and the Cagniard-de Hoop method is used to invert the solution. Singularities of the displacement fields are investigated in the elastic and shock waves that occur in the supersonic motion of the discontinuity, and a detailed analysis is given of the solutions obtained.     

Computing the Distribution of the Maximum of Gaussian Random Processes

The aim of this paper is to propose an Splus program to calculate bounds for the distribution of the maximum of a smooth Gaussian process on a fixed interval. We generalize the results given in Azaïs et al. (1999) to the case of the absolute value of the Gaussian process and to the non-homogeneous case. Our method relies on calculations of the first three terms of the Rice's series. Some applications are given to illustrate the method and the performances of the program. The corresponding Splus functions are available at the URL: http://www.lsp.ups-tlse.fr/Cdelmas/software.html.     

BANDWIDTH SELECTION IN NONPARAMETRIC SPECTRAL DENSITY ESTIMATION OF THE STATIONARY GAUSSIAN PROCESS

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Internal ellipsoidal estimates of attainability sets for linear systems under conditions of uncertainty

The problem of constructing internal ellipsoidal estimates of the geometric difference between two ellipsoids and applying the estimated results for the attainability sets of linear systems with a disturbance is considered. An addition to the existing method of constructing the difference between two ellipsoids is presented, and the previous constraints are removed. In the process of validating the addition, some relationships between certain properties of constructed ellipsoidal estimations and set convexity are given, being the data for the problem. A method for estimating the attainability sets for linear systems with a disturbance, equivalent to the existing approach to systems without disturbances, are given. The disturbances are considered using the obtained results.     

一类非线性伪抛物型方程的预测校正格式

针对一类来源于热流密码体制中的非线性伪抛物型方程,构造了预测-校正格式,并给出了误差估计及数值算例．该方法通过求解两个线性代数方程得到原问题的解,避免了非线性迭代运算,提高了计算效率．     

A computational method for large‐scale differential symmetric Stein equation

We propose a numerical method for solving large‐scale differential symmetric Stein equations having low‐rank right constant term. Our approach is based on projection the given problem onto a Krylov subspace then solving the low dimensional matrix problem by using an integration method, and the original problem solution is built by using obtained low‐rank approximate solution. Using the extended block Arnoldi process and backward differentiation formula (BDF), we give statements of the approximate solution and corresponding residual. Some numerical results are given to show the efficiency of the proposed method.     

残差EWMA-图对平稳自回归过程数据的检验能力

本文将SPC(Statistical Process Control)技术应用于自相关数据,使用的基本方法是对数据做残差处理,本文定义了一个衡量检验能力的指标。并给出了对于平稳自回归过程数据,在检验过程均值变化方面,残差EWMA—图检验能力强弱的条件。     

残差X—图对平稳可逆ARMA过程数据的检验能力

本文将SPC（Statistical Process Control）技术应用于自相关数据,使用的基本方法是对数据做残差处理,本文给出了对于平稳可逆的ARMA过程数据,在检验过程均值变化方面,残差X－图优于X－图的条件。     

具有Bernoulli反馈且带有负顾客的PH/M/1排队系统

在PH/M/1排队模型中,引入了负顾客和Bernoulli反馈,并讨论了服务台容量为有限和无限两类模型,其中,模型一为服务台容量为无限的PH/M/1排队模型,利用拟生灭过程和矩阵几何解法得到了系统的转移速率矩阵,给出了系统正常返的充要条件,并得到了系统的稳态队长、忙期长度的拉普拉斯变换,以及系统的其它相关性能指标.模型二为服务台容量为有限的PH/M/1/N排队模型,同样使用拟生灭过程给出了马尔科夫过程的转移速率矩阵,并利用矩阵分析法进行求解,得到了该系统的稳态解和其它相关指标.     

Geometric Optics Approach to First-Passage Distributions: Caustic Boundaries and Exponentially Small Eigenvalues

We develop singular perturbation methods for computing the first passage time distribution for one-dimensional diffusion processes. Detailed results are given for an Ornstein–Uhlenbeck process, and the method is sketched for more general problems. For some parameter values, we find the presence of caustic boundaries; whereas, for other parameter values, there are exponentially small eigenvalues. We use the ray method of geometric optics and asymptotic matching.     

On a Newton-Kurchatov-type Iterative Process

Newton's method and Kurchatov's method are iterative processes known for their fast speed of convergence. We construct from both methods an iterative method to approximate solutions of nonlinear equations given by a nondifferentiable operator, and we study its semilocal convergence in Banach spaces. Finally, we consider several applications of this new iterative process.