关于倒向随机微分方程生成元的逆比较定理

Coquet等人在g(t,y ,0 )≡ 0的条件下建立了一个关于倒向随机微分方程生成元g的逆比较定理 .本文对一般的倒向随机微分方程的生成元以及对L2 有界的生成元分别得到了两个新的逆比较定理 .     

齐次、可加及线性g-估价

彭实戈通过倒向随机微分方程介绍了g-估价的概念.一般来说,给定一个生成元g,对应的条件g-估价系统通常不是齐次,可加或线性的,那么我们自然要问:满足什么样条件的生成元g才能使得这些性质成立,本文回答了这一问题.     

z一致连续的倒向随机微分方程解的一个存在唯一性结果

建立了关于一维倒向随机微分方程(简写为BSDE)的一个存在唯一性结果,其中BSDE的生成元g关于y满足Constantin条件,关于z是一致连续的.这改进了一些已知结果.     

具有拟H(o)lder连续生成元的倒向随机微分方程的可积解

本文证明了具有可积参数的一维倒向随机微分方程解的一个新的存在唯一性结果,其中生成元g关于y满足Osgood条件且关于z是拟H(o)lder连续的(这里可以不是H(o)lder连续的).利用Tanaka公式及Girsanov变换建立BSDE的L1解的一个比较定理,从而得到解的唯一性.利用单调逼近方法给出生成元g的一个一致逼近序列进而构造出BSDE的L1解的一个序列,然后证明其极限即为所需的解,从而证明解的存在性.     

带有随机生成元的倒向随机微分方程的共单调定理

该文利用Malliavin微分的方法研究带有随机生成元的倒向随机微分方程 (简记BSDE),给出了关于比较某些BSDE的解(y,z)中z的方法, 在此基础上继续研究(y,z)的某些重要性质, 指明了当BSDE的生成元是随机的情况下,Zengjing Chen等人文章中得到的共单调定理是不成立的, 然后寻找带有随机生成元的BSDE的共单调定理成立的特殊情况, 最后研究了一类g -期望的可加性以及Choquet积分表示定理.     

β-阶毛氏条件下G-Brown运动驱动的多维倒向随机微分方程

本文建立了G-Brown运动驱动的多维倒向随机微分方程(G-BSDE)解的存在唯一性结果,其中G-BSDE的生成元f和g关于y满足β-阶毛氏条件、关于z满足Lipschitz条件.     

半正定(半负定)二元函数基于g-期望的Jensen不等式

彭实戈通过倒向随机微分方程引入了g-期望的概念.在关于g-期望的最基本的条件下,提出并证明了:半正定(半负定)二元函数基于g-期望的Jensen不等式在非空数集S上成立当且仅当生成元g在S上是超线性(次线性)的.     

一类倒向随机微分方程L~p解对终值的单调连续性

在生成元g满足关于y单调且关于z Lipschitz连续的条件下,范(2007)得到了倒向随机微分方程L~p解对终值的单调连续结果.在g关于y单调且关于z一致连续的条件下证明了倒向随机微分方程L~p解的单调连续性,推广了范(2007)的工作,并且方法是新的.     

一类广义的Virasoro代数的导子结构

设Vir(G)是以{L_g,c|g∈G}为基的广义Virasoro代数,其中G是复数域C的具有有限生成元的非零加法子群.利用Farnsteiner的方法和加群理论,刻画了Vir(G)的导子结构.     

提高软件Agent策略生成的语义互操作能力

软件Agent遇到语义二义性时无法正确地为用户解决矛盾问题.利用本体支持语义互操作的特点,在软件Agent策略生成机制中引入复合元本体,加入Agent智能引导的人机交互方法,实现了具有语义歧义消除能力的可拓策略生成系统.当用户输入的问题信息语义模糊时,Agent根据本体中的知识与用户交互,逐步理解用户的信息语义,直到能为用户生成解决矛盾问题的策略.以旅游与购物问题为例进行了实验,结果表明了软件Agent策略生成的语义互操作能力得到了提高.     

A Random-number Generator for Microcomputers

A very efficient and statistically sound random-number generator of the prime modulus multiplicative congruential method is devised for 16-bit microcomputers (8-bit machines have to be double-precisioned). This generator combines several generators, and cycles every (2¹⁵-20)² numbers with 2¹⁵-20 different numbers in one cycle. When precision is relatively unimportant, this generator is demonstrated to be a good random-number generator.     

More efficient DDH pseudorandom generators

In this paper, we first show a DDH Lemma, which states that a multi-variable version of the decisional Diffie–Hellman problem is hard under the standard DDH assumption, where the group size is not necessarily known. Our proof, based on a self-reducibility technique, has a small reduction complexity. Using DDH Lemma, we extend the FSS pseudorandom generator of Farashahi et al. to a new one. The new generator is almost twice faster than FSS while still provably secure under the DDH assumption. Using the similar technique for the RSA modulus, we improve the Goldreich–Rosen generator. The new generator is provably secure under the factoring assumption and DDH assumption over \mathbbZ_N^*{\mathbb{Z}_N^*}. Evidently, to achieve the same security level, different generators may have different security parameters (e.g., distinct length of modulus). We compare our generators with other generators under the same security level. For simplicity, we make comparisons without any pre-computation. As a result, our first generator is the most efficient among all generators that are provably secure under standard assumptions. It has the similar efficiency as Gennaro generator, where the latter is proven secure under a non-standard assumption. Our second generator is more efficient than Goldreich–Rosen generator.     

An Urn Model for Population Mixing and the Phases Within

We introduce a generalization of the Ehrenfest urn model in which samples of independent identically distributed sizes with a general generating discrete distribution (the generator) are taken out of an urn containing white and blue balls (n in total). Each ball in the sample is repainted with the opposite color and the sample is replaced in the urn. We study the phases in the gradual change from the initial condition to the steady state for numerous cases where such a steady state exists. We look at the status of the urn after a number of draws. We identify a concept of linearity based on a combination of the generator and the number of draws, below which we consider the case to be sublinear and above which the case is superlinear. In a properly defined upper subphase of the sublinear phase the number of white balls is asymptotically normally distributed, with parameters that are influenced by the initial conditions and the generator. In the linear phase a different normal distribution applies, in which the influence of the initial conditions and the generator are attenuated. At the superlinear phase the mix is nearly perfect, with a nearly symmetrical normal distribution in which the effect of the initial conditions and the generator is obliterated. We give interpretations for how the results in different phases conjoin at the “seam lines.” The Gaussian results are obtained via martingale theory. We give a few concrete examples.     

New chaos generators

Originating from a sinusoidal oscillator circuit that employs the current feedback op amp (CFOA) as the active building block, a new chaos generator that utilizes a discrete nonlinear device of asymmetrical nonlinearity is proposed. Two different positions of the nonlinearity within the circuit structure are investigated. A slight modification incorporating the addition of a single resistor to the generator is shown to facilitate its tuning and affect the dynamics of its chaotic behavior. Experimental laboratory results agree well with PSpice simulations, and both are included.     

On generator and parity-check polynomial matrices of generalized quasi-cyclic codes

Generalized quasi-cyclic (GQC) codes have been investigated as well as quasi-cyclic (QC) codes, e.g., on the construction of efficient low-density parity-check codes. While QC codes have the same length of cyclic intervals, GQC codes have different lengths of cyclic intervals. Similarly to QC codes, each GQC code can be described by an upper triangular generator polynomial matrix, from which the systematic encoder is constructed. In this paper, a complete theory of generator polynomial matrices of GQC codes, including a relation formula between generator polynomial matrices and parity-check polynomial matrices through their equations, is provided. This relation generalizes those of cyclic codes and QC codes. While the previous researches on GQC codes are mainly concerned with 1-generator case or linear algebraic approach, our argument covers the general case and shows the complete analogy of QC case. We do not use Gröbner basis theory explicitly in order that all arguments of this paper are self-contained. Numerical examples are attached to the dual procedure that extracts one from each other. Finally, we provide an efficient algorithm which calculates all generator polynomial matrices with given cyclic intervals.     

Bank-office Process Management in the Financial Services: a Simulation Approach Using a Model Generator

For the last ten years or so, developments in simulation software and methodology have been focused in two areas: (1) automating the model-building process; and (2) interfacing with other techniques and systems. That both academic and commercial research continues to be carried out in these areas is evidence of the continued popularity of the simulation technique. The most popular application areas where simulation modelling is used include manufacturing (engineering and process), warehousing and communications; not surprisingly, research and developments have therefore been concentrated in these areas. This paper describes the development of a simulation model generator for a different application area, that of clerical office processing of paper and documents for financial service companies. It outlines the reasons why there is a need for such a model generator and discusses the initial design requirements. The paper goes on to detail the developments and re-defined criteria required as the model generator brief changes as a result of practical applications.     

Optimal Supply Functions in Electricity Markets with Option Contracts and Non-smooth Costs

In this paper we investigate the optimal supply function for a generator who sells electricity into a wholesale electricity spot market and whose profit function is not smooth. In previous work in this area, the generator’s profit function has usually been assumed to be continuously differentiable. However in some interesting instances, this assumption is not satisfied. These include the case when a generator signs a one-way hedge contract before bidding into the spot market, as well as a situation in which a generator owns several generation units with different marginal costs. To deal with the non-smooth problem, we use the model of Anderson and Philpott, in which the generator’s objective function is formulated as a Stieltjes integral of the generator’s profit function along his supply curve. We establish the form of the optimal supply function when there are one-way contracts and also when the marginal cost is piecewise smooth.We would like to thank two anonymous referees for careful reading of the paper and helpful comments which lead to a significant improvement of this paper.     

On measure solutions of backward stochastic differential equations

We consider backward stochastic differential equations (BSDEs) with nonlinear generators typically of quadratic growth in the control variable. A measure solution of such a BSDE will be understood as a probability measure under which the generator is seen as vanishing, so that the classical solution can be reconstructed by a combination of the operations of conditioning and using martingale representations. For the case where the terminal condition is bounded and the generator fulfills the usual continuity and boundedness conditions, we show that measure solutions with equivalent measures just reinterpret classical ones. For the case of terminal conditions that have only exponentially bounded moments, we discuss a series of examples which show that in the case of non-uniqueness, classical solutions that fail to be measure solutions can coexist with different measure solutions.     

Asymptotic analysis of nonselfadjoint operators generated by coupled Euler‐Bernoulli and Timoshenko beam model

In the current paper, we present a series of results on the asymptotic and spectral analysis of coupled Euler‐Bernoulli and Timoshenko beam model. The model is well‐known in the different branches of the engineering sciences, such as in mechanical and civil engineering (in modelling of responses of the suspended bridges to a strong wind), in aeronautical engineering (in predicting and suppressing flutter in aircraft wings, tails, and control surfaces), in engineering and practical aspects of the computer science (in suppressing bending‐torsional flutter of a new generation of hard disk drives, which is expected to pack high track densities (20,000+TPI) and rotate at very high speeds (25,000+RPM)), in medical science (in bio mechanical modelling of bloodcarrying vessels in the body, which are elastic and collapsible). The aforementioned mathematical model is governed by a system of two coupled differential equations and a two parameter family of boundary conditions representing the action of the self‐straining actuators. This linear hyperbolic system is equivalent to a single operator evolution equation in the energy space. That equation defines a semigroup of bounded operators and a dynamics generator of the semigroup is our main object of interest. We formulate and proof the following results: (a) the dynamics generator is a nonselfadjoint operator with compact resolvent from the class ??p with p > 1; (b) precise spectral asymptotics for the two‐branch discrete spectrum; (c) a nonselfadjoint operator, which is the inverse of the dynamics generator, is a finite‐rank perturbation of a selfadjoint operator. The latter fact is crucial for the proof that the root vectors of the dynamics generator form a complete and minimal set. In our forthcoming paper, we will use the spectral results to prove that the dynamics generator is Riesz spectral, which will allow us to solve several boundary and distributed controllability problems via the spectral decomposition method. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)