随机指数系的完备性和极小性

得到了随机指数系在加权Banach空间Cα中完备和极小的充要条件,其中Cα是实直线R上的复连续函数在权α的一致范数下组成的Banach空间.这些结果可以看作是Malliavin经典结果的概率推广.     

一类二阶非线性摄动微分方程的振动性与渐近性

研究了一类二阶非线性摄动微分方程解的振动性质和渐近性质,建立了两个新的振动性与渐近性定理,推广和改进了已有的一些结果.     

随机指数系的完备性和极小性

得到了随机指数系在加权Banach空间C_α中完备和极小的充要条件,其中C_α是实直线R上的复连续函数在权α的一致范数下组成的Banach空间.这些结果可以看作是Malliavin经典结果的概率推广.     

Sturm-Liouville边值问题解的非存在性、存在性和多重性结果

本文研究下述Sturm-Liouville边值问题利用Schauder不动点定理、上下解方法和Leray-Schauder映射度理论,获得了解的非存在性、存在性和多重性结果.其中一些是全新的结果,另一些则扩展、改进和完善了由Erbe,Wang,Hai,Lee和Lin所获得的结果.     

经验似然的冗余性

提出经验似然的冗余性和偏冗余性的概念,讨论了相应的冗余性等价条件,将GMM的冗余性结果推广到经验似然估计,同时模拟实验结果也证实了经验似然的冗余性和偏冗余性对估计的影响.     

中立型抛物方程解的振动性与渐近性

本文研究了,具有分布滞量的非线性中立型抛物方程（E）解的振动性与渐近性,我们的结果推广了Bainov和Petrov[1]对方程的一些结果。     

一类二阶非线性差分方程的振动性与渐近性

研究了一类二阶非线性差分方程解的振动性与渐近性,建立了三个新的振动性与渐近性定理,推广和改进了已知的一些结果.     

带阻尼项的三阶强迫泛函微分方程的振动性和渐近性

建立了偏差变元依赖于状态的三阶强迫泛函微分方程解的若干振动性和渐近性.所得结果是新的,同时推广了文献中的有关结果.     

二阶非线性摄动微分方程解的振动性与渐近性

研究了一类二阶非线性摄动微分方程解的振动性与渐近性,建立了四个新的振动性与渐近性定理,推广和改进了已知的一些结果.     

半群的拟紧性和不可约性

利用算子半群生成元的边界扰动方法,给出了Banach格上C0半群的拟紧性和不可约性的充分条件.并利用该结果对一串联可修复系统的拟紧性和不可约性进行了研究.     

Boundary-Value Problems of the Theory of Thin and Nonthin Orthotropic Shells with Account of Nonlinearly Elastic Properties and Low Shear Rigidity of Composite Materials

The basic geometric and physical relations and resolving equations of the theory of thin and nonthin orthotropic composite shells with account of nonlinear properties and low shear rigidity of their materials are presented. They are derived based on two theories, namely the theory of anisotropic shells employing the Timoshenko or Kirchhoff-Love hypothesis and the nonlinear theory of elasticity and plasticity of anisotropic media in combination with the Lagrange variational principle. The procedure and algorithm for the numerical solution of nonlinear (linear) problems are based on the method of successive approximations, the difference-variational method, and the Lagrange multiplier method. Calculations of the stress-strain state for a spherical shell with a circular opening loaded with internal pressure are presented. The effect of transverse shear strains and physical nonlinearity of the material on the distribution of maximum deflections and circumferential stresses in the shell, obtained according to two variants of the shell theories, is studied. A comparison of the results of the problem solution in linear and nonlinear statements with and without account of the shell shear strains is given. The numerical data obtained for thin and nonthin (medium thick) composite shells are analyzed.     

道路维修施工路段交通分流信控优化模型

针对道路维修施工期间常采用的部分路面封闭施工且利用辅路进行分流的情形,探讨了交通分流信控优化模型。借助交通流波动理论,分析了施工路段及其前后车流拥挤排队及疏散特征和规律,分析了对车流进行控制需满足的约束,并分析了车流的延误计算公式。以总的车辆行驶时间最小化目标,原路径及分流路径的绿时分配及信号周期为优化参数,考虑交通分流控制的各种约束,建立了道路施工路段交通分流信控优化模型。分析了该模型属于非凸问题,因此提出了一种近似求解最优解的办法。通过一个示例对模型和求解算法进行了验证,并对一些规律性结果进行了分析。     

Contingent derivatives and regularization for noncoercive inverse problems

Abstract

We study the inverse problem of parameter identification in noncoercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map using the first-order and the second-order contingent derivatives. We explore the inverse problem using the output least-squares and the modified output least-squares objectives. By regularizing the noncoercive variational problem, we obtain a single-valued regularized parameter-to-solution map and investigate its smoothness and boundedness. We also consider optimization problems using the output least-squares and the modified output least-squares objectives for the regularized variational problem. We give a complete convergence analysis showing that for the output least-squares and the modified output least-squares, the regularized minimization problems approximate the original optimization problems suitably. We also provide the first-order and the second-order adjoint method for the computation of the first-order and the second-order derivatives of the output least-squares objective. We provide discrete formulas for the gradient and the Hessian calculation and present numerical results.     

Effects of permeability and viscosity in linear polymeric gels

We propose and analyze a mathematical model of the mechanics of gels, consisting of the laws of balance of mass and linear momentum of the polymer and liquid components of the gel. We consider a gel to be an immiscible and incompressible mixture of a nonlinearly elastic polymer and a fluid. The problems that we study are motivated by predictions of the life cycle of body‐implantable medical devices. Scaling arguments suggest neglecting inertia terms, and therefore, we consider the quasi‐static approximation to the dynamics. We focus on the linearized system about stress‐free states, uniform expansions, and compressions and derive sufficient conditions for the solvability of the time‐dependent problems. These turn out to be conditions that guarantee local stability of the equilibrium solutions. We also consider non‐stress free equilibria and states with residual stress and derive an energy law for the corresponding time‐dependent system. The conditions that guarantee stability of solutions provide a selection criteria of the material parameters of devices. The boundary conditions that we consider are of two types, displacement‐traction and permeability of the gel surface to the fluid. We address the cases of viscous and inviscid solvent, assume Newtonian dissipation for the polymer component, and establish existence of weak solutions for the different boundary permeability conditions and viscosity assumptions. We present two‐dimensional, finite element numerical simulations to study stress concentration on edges, this being the precursor to debonding of the gel from its substrate. Copyright © 2015 John Wiley & Sons, Ltd.     

金融风险在股票市场的传染效应及联动行为分析

近年来金融危机频发并表现出了易传染性,引起了众多学者的高度关注。以动态条件相关模型研究美欧股市与中、日、韩股市间的时变相关性,并结合内生多重结构突变模型划分危机传染阶段,选用溢出指数模型分析股市间的风险溢出特性;随后,定义股市间相互影响的联动模式并构建不同传染阶段的加权有向网络图分析股市间的联动行为。研究表明:美欧股市对中日韩股市有明显的传染效应,被传染的速度和持续时间均不相同;金融传染和风险溢出展现出一定的不一致性,危机期间日股的风险溢出效应强于美股;传染效应在联动网络中表现为联动模式的高聚类性和高联动性,相比欧债危机,次贷危机时期股市间展现出更强的联动行为;日股与美欧股市在两次危机中均表现出最强的联动性,其所受影响也最大。     

函数空间多体挠性结构系统动力学、稳定性与控制的研究

利用现代数学方法,在函数空间中研究了一类无穷维系统动力学、稳定性与控制问题。首先提出并建立了具有阻尼、陀螺部件和约束阻尼的多拓扑结构多挠体分布参数系统动力学控制模型;其次给出并论证了多体挠性结构特征、系统分析结果－可控可观性充要条件、稳定性理论和系统的渐近性质。研究的结果扩充和发展了本领域关于多挠体系统动力学与控制的理论成果,具有重要的工程意义。     

非线性优化方法在大气和海洋科学数值研究中的若干应用

控制大气和海洋运动的模式是复杂的非线性模式，在考虑到线性奇异向量和线性奇异值只能描述切线性模式有效时段内小扰动发展的情况下，介绍了作者们近年来用非线性优化方法数值研究大气和海洋科学的有关工作，其中包括非线性奇异向量和非线性奇异值、条件非线性最优扰动、以及它们在数值天气和气候可预报性研究中的应用．结果表明，上述非线性优化方法在很大程度上揭示了大气和海洋运动的非线性特征；此外，对可预报性问题的新分类也做了详细介绍，即最大可预报时间、最大预报误差和最大允许初始误差．这种分类的应用背景是针对数值天气预报和气候预测产品的评价；最后，讨论了数值模式敏感性分析的非线性优化方法，该方法在一定条件下可以定量识别模式误差和初始误差，量化判断数值模式的模拟能力．     

考虑服务和退货的双渠道供应链定价问题研究

在考虑零售服务和消费者退货情况下,运用两阶段优化方法分别探究了集中式和分散式两种双渠道供应链的最优定价策略。研究发现零售服务有助于提高零售商的渠道权力,并始终使制造商获益,但只有当服务水平小于某一临界值时,才使制造商和零售商同时得到帕累托改进。零售价格和直销价格与退货率正相关,而与服务水平的关系受渠道结构的影响。服务水平的提高加剧了供应链的“双重边际化”效应,制造商通过生产与消费者需求相匹配的产品来降低退货风险可以减弱这种效应,从而提高供应链效率。     

On effectiveness of wiretap programs in mapping social networks

Snowball sampling methods are known to be a biased toward highly connected actors and consequently produce core-periphery networks when these may not necessarily be present. This leads to a biased perception of the underlying network which can have negative policy consequences, as in the identification of terrorist networks. When snowball sampling is used, the potential overload of the information collection system is a distinct problem due to the exponential growth of the number of suspects to be monitored. In this paper, we focus on evaluating the effectiveness of a wiretapping program in terms of its ability to map the rapidly evolving networks within a covert organization. By running a series of simulation-based experiments, we are able to evaluate a broad spectrum of information gathering regimes based on a consistent set of criteria. We conclude by proposing a set of information gathering programs that achieve higher effectiveness then snowball sampling, and at a lower cost. Maksim Tsvetovat is an Assistant Professor at the Center for Social Complexity and department of Public and International Affairs at George Mason University, Fairfax, VA. He received his Ph.D. from the Computation, Organizations and Society program in the School of Computer Science, Carnegie Mellon University. His dissertation was centered on use of artificial intelligence techniques such as planning and semantic reasoning as a means of studying behavior and evolution of complex social networks, such as these of terrorist organizations. He received a Master of Science degree from University of Minnesota with a specialization in Artificial Intelligence and design of Multi-Agent Systems, and has also extensively studied organization theory and social science research methods. His research is centered on building high-fidelity simulations of social and organizational systems using concepts from distributed artificial intelligence and multi-agent systems. Other projects focus on social network analysis for mapping of internal corporate networks or study of covert and terrorist orgnaizations. Maksim’s vita and publications can be found on Kathleen M. Carley is a professor in the School of Computer Science at Carnegie Mellon University and the director of the center for Compuational Analysis of Social and Organizational Systems (CASOS) which has over 25 members, both students and research staff. Her research combines cognitive science, social networks and computer science to address complex social and organizational problems. Her specific research areas are dynamic network analysis, computational social and organization theory, adaptation and evolution, text mining, and the impact of telecommunication technologies and policy on communication, information diffusion, disease contagion and response within and among groups particularly in disaster or crisis situations. She and her lab have developed infrastructure tools for analyzing large scale dynamic networks and various multi-agent simulation systems. The infrastructure tools include ORA, a statistical toolkit for analyzing and visualizing multi-dimensional networks. ORA results are organized into reports that meet various needs such as the management report, the mental model report, and the intelligence report. Another tool is AutoMap, a text-mining systems for extracting semantic networks from texts and then cross-classifying them using an organizational ontology into the underlying social, knowledge, resource and task networks. Her simulation models meld multi-agent technology with network dynamics and empirical data. Three of the large-scale multi-agent network models she and the CASOS group have developed in the counter-terrorism area are: BioWar a city-scale dynamic-network agent-based model for understanding the spread of disease and illness due to natural epidemics, chemical spills, and weaponized biological attacks; DyNet a model of the change in covert networks, naturally and in response to attacks, under varying levels of information uncertainty; and RTE a model for examining state failure and the escalation of conflict at the city, state, nation, and international as changes occur within and among red, blue, and green forces. She is the founding co-editor with Al. Wallace of the journal Computational Organization Theory and has co-edited several books and written over 100 articles in the computational organizations and dynamic network area. Her publications can be found at: http://www.casos.cs.cmu.edu/bios/carley/publications.php     

计算Hamilton矩阵特征值的一个稳定的有效的保结构的算法

提出了一个稳定的有效的保结构的计算Hamilton矩阵特征值和特征不变子空间的算法，该算法是由SR算法改进变形而得到的。在该算法中，提出了两个策略，一个叫做消失稳策略，另一个称为预处理技术，在消失稳策略中，通过求解减比方程和回溯彻底克服了Bunser Gerstner和Mehrmann提出的SR算法的严重失稳和中断现象的发生，两种策略的实施的代价都非常低。数值算例展示了该算法比其它求解Hamilton矩阵特征问题的算法更有效和可靠。