Sequential change-point detection for mixing random sequences under composite hypotheses

The problem of sequential detection of a change-point in the density function of one-dimensional distribution of observations from a mixing random sequence is considered when both before and after a change-point this density function belongs to a certain family of distributions, i.e. in the situation of composite hypotheses. A new quality criterion for change-point detection is proposed. The asymptotic a priori lower bound for this criterion is proved for wide class of methods of change-point detection. An asymptotically optimal method of change-point detection is proposed for which this lower bound is attained asymptotically. In particular, for the case of a simple hypothesis before a change-point, this method coincides with the generalized cumulative sums (CUSUM) method.      

一类抛物型偏微分方程的特征中心差分方法

运用特征中心差分方法来求解一类抛物型偏微分方程.通过对网格的不均匀剖分来离散方程,得到方程的特征中心差分格式.作了H1误差估计,给出了相应的定理.数值实验表明该方法对解此类问题是高效稳定的.     

On quadratic-like convergence of the means for two methods for simultaneous rootfinding of polynomials

Durand-Kerner's method for simultaneous rootfinding of a polynomial is locally second order convergent if all the zeros are simple. If this condition is violated numerical experiences still show linear convergence. For this case of multiple roots, Fraigniaud [4] proves that the means of clustering approximants for a multiple root is a better approximant for the zero and called this Quadratic-Like-Convergence of the Means.This note gives a new proof and a refinement of this property. The proof is based on the related Grau's method for simultaneous factoring of a polynomial. A similar property of some coefficients of the third order method due to Börsch-Supan, Maehly, Ehrlich, Aberth and others is proved.     

Variational Primitive of a Differential Form

In this paper, a Dirichlet-to-Neumann operator related to the Cauchy problem for the gradient operator with data on a part of the boundary is defined. To this end, a nonlinear relaxation of this problem, which is a mixed boundary problem of Zaremba type for the p-Laplace equation, is considered.     

A condition for diagonalization modulo arbitrary norm ideals

We give a spectral condition which is sufficient for the simultaneous diagonalization of a commuting tuple of self-adjoint operators modulo a given norm ideal. For diagonalization modulo certain norm ideals this condition is also necessary, while for other norm ideals this condition seems to be close to being necessary. Moreover, this condition is easy to verify in applications.     

New monotone hybrid algorithm for hemi-relatively nonexpansive mappings and maximal monotone operators

The purpose of this article is to prove the strong convergence theorems for hemi-relatively nonexpansive mappings in Banach spaces. In order to get the strong convergence theorems for hemi-relatively nonexpansive mappings, a new monotone hybrid iteration algorithm is presented and is used to approximate the fixed point of hemi-relatively nonexpansive mappings. Noting that, the general hybrid iteration algorithm can be used for relatively nonexpansive mappings but it can not be used for hemi-relatively nonexpansive mappings. However, this new monotone hybrid algorithm can be used for hemi-relatively nonexpansive mappings. In addition, a new method of proof has been used in this article. That is, by using this new monotone hybrid algorithm, we firstly claim that, the iterative sequence is a Cauchy sequence. The results of this paper modify and improve the results of Matsushita and Takahashi, and some others.     

Parametric approximation problems arising in vector optimization

In this paper, a known scalarization result of vector optimization theory is reviewed and stated in a different form and a new short proof is presented. Moreover, it is shown how to apply this result to multi-objective optimization problems and to special problems in statistics and optimal control theory.The author is grateful to Professor H. Schellhaas and T. Staib for helpful discussions on this subject and to a referee for pointing out an error in an earlier version of this paper.     

All Stackelberg Location Equilibria in the Hotelling's Duopoly Model on a Tree with Parametric Prices

The sequential Hotelling's duopoly model on a tree was studied by Eiselt (1992), who developed conditions for the existence of location equilibria when location decisions are nodes and prices are parametric. In this paper, this competition model is also analyzed, but considering that locations for the two firms can be any pair of points on the tree, nodes or points in the edges. First, a condition is given under which both the leader and the follower get a positive profit. In this setting, the problem of finding optimal locations for each of them is studied with different and equal prices. In both cases, the set of optimal locations for the follower is generated for any location of the leader as well as the set of optimal locations for the leader. As a consequence the entire set of Stackelberg solutions to this competition model is obtained.     

Fiber Buckling in a Viscoelastic Matrix

Within the framework of the three-dimensional linearized theory of stability, an approach for investigating fiber buckling in the structure of unidirectional fibrous viscoelastic composites is developed. For simplicity, a small fiber concentration is considered, and the buckling problem for a single elastic fiber in an infinite viscoelastic matrix is investigated. In this case, it is assumed that the fiber has an insignificant initial periodical imperfection, and the growth of this imperfection with time is studied. The state where this imperfection starts to grow indefinitely is taken as a fiber-buckling criterion, and the critical time is determined from this criterion.     

Numerical Solution of non-Homogeneous Semi-Markov Processes in Transient Case*

In this article a numerical solution for the evolution equation of a continuous time non-homogeneous semi-Markov process (NHSMP) is obtained using a quadrature method. The paper, after a short introduction to continuous time NHSMP, presents the numerical solution of the process evolution equation with a general quadrature method. Furthermore, the paper gives results that justify this approach, proving that the numerical solution tends to the evolution equation of the continuous time NHSMP. Moreover, the formulae related to some specific quadrature methods are given and a method for obtaining the discrete time NHSMP by applying a very particular quadrature formula for the discretization is shown. In this way the relation between the continuous and discrete time NHSMP is proved. Then, the problem of obtaining the continuous time NHSMP from the discrete one is considered. This problem is solved showing that the discrete process converges in law to the continuous one if the discretized time interval tends to zero. In addition, the discrete time NHSMP in matrix form is presented, and the fact that the solution to this process always exists is proved. Finally, an algorithm for solving the discrete time NHSMP is given. To illustrate the use of this algorithm for a discrete NHSMP, an example in the area of finance is presented.     

Hyperbolic L2-modules with Reproducing Kernels

In this paper, the Dirac operator on the Klein model for the hyperbolic space is considered. A function space containing L2-functions on the sphere S^m-1 in R^m, which are boundary values of solutions for this operator, is defined, and it is proved that this gives rise to a Hilbert module with a reproducing kernel.     

解无约束最优化问题的块共轭方向法

在给出块共轭概念的基础上，提出了适合并行计算的向量组的块共轭化方法，进而得到解无约束最优化问题的并行块共轭方向法．有大量数值结果表明块共轭方向法具有工作量少．适用函数范围广等特点，是一种比较有效的无约束最优化方法．     

Application of multilevel analysis in animal sciences

Multilevel modeling is considerably useful way to analyze hierarchical data sets. The main purpose of this paper is to apply multilevel analysis in animal science and also show that this modeling technique is appropriate to analyze this kind of data. Thus multilevel modeling technique is used to analyze the milk yield data which has hierarchical structures, sires nested within cows. As a result of the analysis done in this paper, it is obvious that multilevel modeling is needed to use for analyzing this data. This illustrates that it is a convenient way to use multilevel analysis for the data which obtained from animals when the data have hierarchies.     

矩阵特征值新的包含域

本文给出了矩阵特征值一个新的包含域,在此基础上得到了对角占优矩阵非奇异的一个新的简单的判别法,所得结论推广了[1]中一个主要结论.     

Inexact algorithm for continuous complementarity problems on measure spaces

In this paper, we discuss a type of complementarity problem posed over a measure space. We give some conditions under which there exists a solution for the problem and work toward a new inexact algorithm for its solution. A general convergence proof for this algorithm is given and the advantage of using this approach is discussed.The authors thank the referees for their helpful suggestions and comments.     

The Modulation Equations for the Asymptotic Suction Velocity Profile and the Ekman Boundary Layer

In this article two types of flows are considered, the asymptotic suction velocity profile, which is a nearly parallel flow, and the Ekman boundary layer, which is a nonparallel flow. The modified Orr-Sommerfeld equation for the asymptotic suction velocity profile, which is the linearized stability equation for this flow, is analyzed and it is shown to have finitely many eigenvalues. In addition, the Ekman boundary layer is considered and the modulation equation for this nonparallel flow is derived for the first time.     

比较原理和带马尔可夫调制的随机泛函微分方程

本文考虑带马尔可夫调制的随机泛函微分方程解的不稳定性,通过建立的新的比较原理,得到一些不稳定的判据.     

工件具有子工件工期的排序问题

研究了工件具有子工件工期的排序问题.需要在一台单机上加工若干个给定的工件.每个工件由若干个子工件组成,每个子工件都有各自的工期.只有当工件的每个子工件都按时完成,才能称该工件是按时完工工件,否则,称该工件产生延误.目标是最大化按时完工的工件个数.证明当每个工件都被分成两个子工件时,该问题是NP-难的,而且不存在完全多项式时间近似方案(fully polynomial time approximation scheme,简记为FPTAS).提出两个启发式算法,利用数值模拟比较它们的性能,并且将这两个启发式算法的解与最优解的上界进行比较.     

Computing the Stationary Distribution of Absorbing Markov Chains with One Eigenvector of Diagonalizable Transition Matrices

An absorbing Markov chain is an important statistic model and widely used in algorithm modeling for many disciplines, such as digital image processing, network analysis and so on. In order to get the stationary distribution for such model, the inverse of the transition matrix usually needs to be calculated. However, it is still difficult and costly for large matrices. In this paper, for absorbing Markov chains with two absorbing states, we propose a simple method to compute the stationary distribution for models with diagonalizable transition matrices. With this approach, only an eigenvector with eigenvalue 1 needs to be calculated. We also use this method to derive probabilities of the gambler's ruin problem from a matrix perspective. And, it is able to handle expansions of this problem. In fact, this approach is a variant of the general method for absorbing Markov chains. Similar techniques can be used to avoid calculating the inverse matrix in the general method.     

有势场逆问题的边界元法

本文给出了位势方程逆问题的一种最小二乘边界元解法。控制方程为Ｌａｐｌａｃｅ方程，但一部分边界上未给出任何边值，而只在某些内点上给出了势函值。这一问题在数学上属不适定问题，但在一定条件下存在唯一解。本文同时给出了一种估计解的可靠性的方法。数值试验表明，这类逆问题采用边界元法是非常有效的。