离散的SI和SIS传染病模型的研究

为了描述个体的死亡、染病者的恢复以及疾病的传染,引入了相应的概率.基于总种群中个体数量为常数的假设,根据染病者能否恢复分别建立了具有生命动力学的离散SI和SIS传染病模型.所得到的结果显示:它们具有与相应连续模型相同的动力学性态,并确定了各自的阈值.在它们的阈值之下,传染病最终将灭绝;在它们的阈值之上,传染病将会发展成为地方病,染病者的数量将趋向于一确定的正常数.     

高中数学专题研究的一个案例──关于沪闵路─春申路口红绿灯时间设置合理性的研究

一、专题的背景与分析 　　1. 背景 　　闵行区的沪闵路─春申路口是交通特别拥挤的交叉路口之一.家住莘庄地区的同学有一个共同的感受,在他们到校或回家路上必经的沪闵路─春申路口时常遇到塞车现象.……     

报童模型及ARMA预测在航空配餐问题中的应用

航班承载人数的不确定性,造成航空公司在配餐中利润的流失,现存的配餐模式存在较多的浪费.本文利用基于损失厌恶的报童模型和ARMA时间序列分析模型对深圳航空公司某航班的配餐份数进行了建模分析和预测,并通过对两种模型输出的比较,得出了长期预测与短期预测的模型应用理论.将实际的历史数据代人到模型中验证,其结果优于经验模式下的配餐盈利情况.本文所采用的研究方法和研究结果对航空公司的精益发展有建设性的意义.     

巧解一道"牛吃草"问题

"牛吃草"问题又称为消长问题,是17世纪英国伟大的科学家牛顿提出来的.典型牛吃草问题的条件是假设草的生长速度固定不变,不同头数的牛吃光同一片草地所需的天数各不相同,求若干头牛吃这片草地可以吃多少天.由于吃的天数不同,草又是天天在生长的,所以草的存量随吃的天数不断地变化.……     

大钟与六位密码

福尔摩西接到电话的时候正在翻看一本关于城中富翁艾伦王的传奇故事。艾伦王年少时靠贩卖廉价的小闹钟起家,经过几十年的辛勤努力,把自己的事业拓展成了最有名的钟表公司,是本市最有名的富翁。艾伦王年纪已经很大了,身体也不好。他的儿女众多,但是他们和艾伦王的关系并不融洽。大家都猜测他们对艾伦王的财富虎视眈眈。"喂,福尔摩西吗?"约翰焦急的声音从电话那头传过来。"是我。"福尔摩西回应道。     

Drucker-Prager准则可靠度解析

视岩体强度参数为正态分布随机变量,以可靠度理论为基础,推导了Drucker-Prager准则可靠度判别的解析表达式,并通过Monte-Carlo法和一次可靠度方法验证了其正确性.应用所得到的公式分析了岩体强度参数的变异性对屈服准则判别结果的影响.结果表明,强度参数的变异性对Drucker-Prager准则可靠概率的影响程度不尽相同,在变异系数较大的情况下,它们对可靠概率的影响显著,不可忽略.为岩体屈服的可靠度判别提供了一条新思路.     

导数在高考命题中的"五大"热点

导数作为大学的重要内容,进入中学数学教材后,给传统的内容注入了生机与活力,为中学数学命题的研究提供了新视角,新方法.由于导数是研究函数性质的一个很好的工具,它的用途十分广泛,它在解决函数、不等式、解析几何等问题有独到的功能.因此,近几年的高考正逐年加大对导数问题的考查力度,本文通过对07年全国各地高考题的整理和分析寻找命题规律,希望能对今后的教学提供一点复习思路.……     

也谈立体几何中的轨迹问题——从一道调考试题说起

2010-2011学年度武汉市部分学校新高三起点调研测试的一道试题引起了我的注意.原题如下: 在正四面体P-ABC中,M为△ABC内(含边界)一动点,且点M到三个侧面PAB,PBC,PCA的距离成等差数列,则点M的轨迹是 A.一条线段 B.椭圆的一部分 C.双曲线的一部分 D.抛物线的一部分     

股票收益率和新息的尾部估计

利用极值理论来考虑上证综指收益率的尾部.为了选择合理的超越门限,采用平均剩余函数和De-Haan矩估计相结合的方法.在学生t分布和广义误差分布的新患假设下,用GARCH和EGARCH新息的ARMA模型拟合指数收益率,并且使用极值理论的极大似然方法估计模型残差的尾指,估计结果表明收益率的尾指和模型的残差尾指基本一致.     

神奇的骰子

骰子在许多游戏中出现,特别是赌博游戏,当中蕴含了丰富的数学知识,引起了许多数学爱好者们的关注和研究.一个普通的骰子是正六面体,它的六个面分别为数字1,2,3,4,5,6,还有许多不同的骰子、不同的玩法,充满了神奇,但神奇的骰子背后离不开数学知识的支撑.本文将介绍三     

Observer design for bilinear systems of a special form

We consider the problem of uniform (input-irrespective) observation of a scalar bilinear system. For state estimation, we use a linear observer with observation error feedback whose feedback coefficients form a hierarchy in powers of the feedback parameter. For a sufficiently large value of the parameter, the observer provides an asymptotic estimate of the unknown system state vector.     

Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems

Abstract

A partially observed stochastic control problem is considered in continuous time where both the state and observation processes are given by non-linear dynamics. Measure change techniques applied to the cost process allow both state and observation processes to be thought of as linear. If the cost is given a special form, this transformation changes the original non-linear problem into a linear one.     

State observability of elastic string vibrations under the boundary conditions of the first kind

We solve state observation problems for string vibrations, i.e., problems in which the initial conditions generating the observed string vibrations should be reconstructed from a given string state at two distinct time instants. The observed vibrations are described by the boundary value problem for the wave equation with homogeneous boundary conditions of the first kind. The observation problem is considered for classical and L ₂-generalized solutions of this boundary value problem.     

State observation problem for general time reversible system and applications

This paper is concerned with a state observation problem for the general time reversible system, i.e., to recover the initial state of the given system from suitable observation data. An abstract unified framework is presented. By means of an iterative time reversal technique, we derive two asymptotic formulae of reconstructing the initial state approximately with explicit convergence rates. General results are then applied to the state observation problems for the Schrödinger equation and the wave equation.     

Observer design for open and closed trophic chains

Monitoring of ecological systems is one of the major issues in ecosystem research. The concepts and methodology of mathematical systems theory provide useful tools to face this problem. In many cases, state monitoring of a complex ecological system consists in observation (measurement) of certain state variables, and the whole state process has to be determined from the observed data. The solution proposed in the paper is the design of an observer system, which makes it possible to approximately recover the state process from its partial observation. Such systems-theoretical approach has been applied before by the authors to Lotka–Volterra type population systems. In the present paper this methodology is extended to a non-Lotka–Volterra type trophic chain of resource–producer–primary consumer type and numerical examples for different observation situations are also presented.     

Optimal finite-dimensional solution for a class of nonlinear observation problems

The filtering problem in a differential system with linear dynamics and observations described by an implicit equation linear in the state is solved in finite-dimensional recursive form. The original problem is posed as a deterministic fixed-interval optimization problem (FIOP) on a finite time interval. No stochastic concepts are used. Via Pontryagin's principle, the FIOP is converted into a linear, two-point boundary-value problem. The boundary-value problem is separated by using a linear Riccati transformation into two initial-value problems which give the equations for the optimal filter and filter gain. The optimal filter is linear in the state, but nonlinear with respect to the observation. Stability of the filter is considered on the basis of a related properly linear system. Three filtering examples are given.     

On the convergence of finite state mean-field games through Γ-convergence

In this study, we consider the long-term convergence (trend toward an equilibrium) of finite state mean-field games using Γ-convergence. Our techniques are based on the observation that an important class of mean-field games can be viewed as the Euler–Lagrange equation of a suitable functional. Therefore, using a scaling argument, one can convert a long-term convergence problem into a Γ-convergence problem. Our results generalize previous results related to long-term convergence for finite state problems.     

Optimal Control of a Class of Phase Change Processes with Terminal State Observation

A class of optimal control problems for nonlinear evolutionary processes governed by two-phase Stefan problems is analyzed. The processes with terminal state observation are considered in the case of one space dimension. Approximate optimal solutions (controls, as well as the corresponding states and adjoint states), referring to the problems with time-averaged state observation are shown to converge to the appropriate solutions for the original problem.     

Real-time calculation of the current state estimates for a class of delay systems

The linear optimal observation problem is examined for one type of nonstationary delay system with an uncertainty in the initial state. A fast implementation of the dual method is proposed for calculating estimates of the initial state. This implementation is based on the quasi-reduction of the fundamental matrix of solutions to the mathematical model of delay systems. It is shown that an iteration step of the dual method only requires that auxiliary systems of ordinary differential equations be integrated on small time intervals. An algorithm is described for the real-time calculation of current state estimates. The results are illustrated by the optimal observation problem for a third-order stationary delay system.     

The problem of minimax mean square filtration in parabolic systems : PMM vol. 42, no. 6, 1978, pp, 1016–1025

The problem of estimating parameters of state of a distributed parabolic system by observation results is considered. The system is assumed to function under conditions of undefined perturbations in the measurement channel and specified initial distribution. The problem is considered in minimax formulation [1] in conformity with the scheme accepted for ordinary differential equations [2].(^*), Analytic definition of sets X (/gJ, y (·)) (/gJ > 0) of states of a parabolic system compatible at instant /gJ with the realizable signal y (t) (t ε [0, /gJ]) is obtained. An element of region X (/gJ, y (·)) which satisfies the specified minimax criterion is chosen as the optimal estimate of the true state at instant /gJ. Integradifferential equations in partial derivatives are derived for parameters that define the evolution of regions X (/gJ, y (·)) in time. One of the methods of approximating the input problem of observation by similar problems for systems of ordinary differential equations is discussed on a specific example. Problems of observation for distributed systems in different formulations appear in [3 – 6].