线性規划中康-西問題对偶算法的最大迭代步数

<正> 由对偶理論知道这两个問題或者皆无最优解,或者同时有最优解,且取相同的最优值.因此,解这两个問題是等价的. 解問題1是在K的极点上进行迭代的,解問題2是在K′的极軸(定义見后文)上进行迭代的,它們迭代一步的計算量大体相近.M.A.Simonnad和G.F.Hadley給出     

连续随机Solow模型的渐近性质

本文重新考虑了随机Solow模型,在Merton(1975)模型的条件下, 证明出描述模型的随机微分方程的解为正值,这补充了Merton的结果.利用随机微分方程平凡解的指数不稳定性并结合Merton的结果,得出资本与劳动的比率或者呈现稳定(渐近)分布, 或者呈指数增长.在这些结果中, 劳动力供给与资本积累的波动起着重要作用.     

用好长方体模型

<正>长方体模型是同学们普遍较为熟悉的一种几何图形,普通高中数学课程标准(2017年版)明确指出教学中要充分借助长方体这一重要几何模型让学生感知抽象空间中的点、直线、平面的位置关系.事实上同学们在解决立体几何问题时,当空间线面关系、空间角的关系不明朗或者所处理的几何体不规则的情形下,若合理构造长方体模型,会有效地帮助我们解     

多目标协商模型的标量化方法

多目标协商问题是协商理论的一个新的研究领域.本文讨论了由Bronisz和Krus提出的多目标协商模型和Bronisz-Krus-协商解概念,构造了由Bronisz-Krus多目标协商模型诱导的单目标协商模型并对其提出了一套公理系统和引入了Raiffa-协商解概念,讨论了诱导结局空间的性质,给出了Bronisz-Krus多目标协商模型与其诱导的单目标协商模型在某种意义下的等价性,即Bronisz-Krus-协商解与Raiffa-协商解可以互相确定,并给出了这种相互确定的关系式.     

基于常微分方程的吊索曲线模型建立及求解

以吊索曲线模型的建立过程为例,在不同的模型假设下,分别对吊索微元进行了受力分析,建立常微分方程初值模型,并求其解析解或者数值解,分析了模型中参数变化时,对数值解的影响.模型的建立由简入难,揭示了在实际问题建立数学模型的过程中,由浅入深的思考方式.     

基于期权博弈的跨国并购实证分析——以联想并购IBMPC为例

将实物期权定价方法引入到讨价还价谈判博弈中,分别建立了完全信息和不完全信息跨国并购期权博弈模型,并应用纳什讨价还价定理求出了其中不完全信息博弈的唯一解,以及完全信息博弈的解区间.该模型证明期权估值法具有普遍意义, DCF估值法是跨国并购中的一种特例,最后,通过联想并购IBM PC案例检验了模型的基本结论.     

一类具有抑制剂的非均匀恒化器模型的共存态

研究了一类具有抑制剂和Beddington-DeAngelis功能反应项的非均匀恒化器模型.根据单调动力系统理论得到了正平衡解的存在性.利用度理论、分歧理论以及摄动理论,分析了抑制剂对系统正平衡解及渐近行为的影响.结果表明当体现抑制作用的参数μ充分大时,此模型或者没有正解,并且一个半平凡晌非负解是全局吸引的;或者模型的所有正解均由一个极限问题决定.     

一类Fermi气体光晶格非线性机制的轨线研究

研究了一类Fermi气体光晶格轨线的非线性扰动模型.首先求得了Fermi气体光晶格在无扰动情形下模型轨线的精确解.然后引入一组广义泛函分析同伦映射,构造一组迭代系统,得到了Fermi气体光晶格非线性扰动模型轨线的任意次渐近解.最后讨论了一个微扰系统.该文在方法上可较方便地得到轨线的渐近表示式.     

凸约束广义线性回归模型的参数估计及算法

本文将从实际评估工作中提练出来的一种评估模型推广至因变量未知且带有一般性凸约束条件的广义线性模型,证明了模型解的存在唯一性,并从解的几何背景出发,提出了基于凸集间交互投影的参数最小二乘估计的有效算法.结合模型的特点,引入EM算法给出了参数的极大似然估计.模型的提出丰富了线性模型的结构框架,算法的给出为参数估计提供了行之有效的计算方法.     

一种四级半隐式随机Runge-Kutta方法

1引言对于大多数的工程实际问题,一般都是采用确定性微分方程来描述和研究的.然而在工程实际中,含有随机因素是不可避免的.如果仍然采用确定性微分方程来研究,那么只有对相应的微分方程进行摄动,或者其它的近似方法来分析.要想更加准确地研究含随机现象的工程实际问题,还是要对建立的确定性模型引入随机项,进而建立相应的随机微分方程,并进行求解.但是除了极少数类型的线性方程可以得到解析解.绝大多数的随机微     

Singularity Structure of Third-Order Dynamical Systems. II

The singularity structure of the solutions of a general third-order system, with polynomial right-hand sides of degree less than or equal to two, is studied about a movable singular point. An algorithm for transforming the given third-order system to a third-order Briot–Bouquet system is presented. The dominant behavior of a solution of the given system near a movable singularity is used to construct a transformation that changes the given system directly to a third-order Briot–Bouquet system. The results of Horn for the third-order Briot–Bouquet system are exploited to give the complete form of the series solutions of the given third-order system; convergence of these series in a deleted neighborhood of the singularity is ensured. This algorithm is used to study the singularity structure of the solutions of the Lorenz system, the Rikitake system, the three-wave interaction problem, the Rabinovich system, the Lotka–Volterra system, and the May–Leonard system for different sets of parameter values. The proposed approach goes far beyond the ARS algorithm.     

考虑n中连续取k失效准则的树状系统可靠性求解方法

树状网络系统在管道运输,网络通信中较为常见,对其进行可靠性评估对系统设计及优化具有重要意义。针对树状冗余系统,在n中连续取k失效准则下,通过有限马尔可夫嵌入法并对其进行变形,研究了树状系统可靠性求解方法。本文对树状系统建模加以定义,提出了基于层数参数,层-节点向量,父-子节点矩阵三元参数的树状系统表示方法,研究了变形有限马尔可夫嵌入法的树状系统n中连续取k失效准则下的可靠性求解方法,给出了三个数值算例应用并分析了算法的运算复杂度。最后,本文对比讨论了基于概率母函数法的树状系统在n中连续取k准则下系统可靠性求解方法的研究,得出结论本文算法针对树状冗余系统n中连续取k失效准则下系统可靠性求解应用范围更广,求解效率较高。     

Perturbation analysis of global error bounds for systems of linear inequalities

This paper studies the existence of a uniform global error bound when a system of linear inequalities is under local arbitrary perturbations. Specifically, given a possibly infinite system of linear inequalities satisfying the Slater’s condition and a certain compactness condition, it is shown that for sufficiently small arbitrary perturbations the perturbed system is solvable and there exists a uniform global error bound if and only if the original system is bounded or its homogeneous system has a strict solution. Received: April 12, 1998 / Accepted: February 11, 2000?Published online July 20, 2000     

Well-posedness of a kind of nonlinear coupled system of fractional differential equations

We study the boundary value problem of a coupled differential system of fractional order, and prove the existence and uniqueness of solutions to the considered problem. The underlying differential system is featured by a fractional differential operator, which is defined in the Riemann-Liouville sense, and a nonlinear term in which different solution components are coupled. The analysis is based on the reduction of the given system to an equivalent system of integral equations. By means of the nonlinear alternative of Leray-Schauder, the existence of solutions of the factional differential system is obtained. The uniqueness is established by using the Banach contraction principle.     

Robust tube-based MPC of constrained piecewise affine systems with bounded additive disturbances

In this article, we propose a robust tube-based MPC formulation for a class of hybrid systems, namely autonomously switched PWA systems, with bounded additive disturbances. The term tube-based refers to those control techniques whose objective is to maintain all possible trajectories of the uncertain system inside a tube which is a set around the nominal (or reference) system trajectory, that is free from disturbances. Common methods in tube-based control systems consider an error dynamical system as the difference between the state of the nominal system and the state of the perturbed system. However, this definition of the error dynamical system leads to a complicated switched affine system for PWA systems. Therefore, we use a new notion of the reference system similar to the nominal system except that the switching between the various modes of the PWA system is driven by the state of the real system. Using this reference system instead of the nominal system leads us to an error dynamical system that can be modeled as a switched linear system. We employ a switched linear controller to stabilize this error system under arbitrary switching. This auxiliary controller forces the states of the uncertain system to remain in a tube confined to the invariant set around the state of the reference system. We add new constraints and tighten some other constraints of the nominal hybrid MPC for the reference system, in order to ensure convergence of the uncertain system and to guarantee robust exponential stability of the closed-loop system.     

Generalizations of the concept of marginal synchronization of chaos

Generalizations of the concept of marginal synchronization between chaotic systems, i.e. synchronization with zero largest conditional Lyapunov exponent, are considered. Generalized marginal synchronization in drive–response systems is defined, for which the function between points of attractors of different systems is given up to a constant. Auxiliary system approach is shown to be able to detect this synchronization. Marginal synchronization in mutually coupled systems which can be viewed as drive–response systems with the response system influencing the drive system dynamics is also considered, and an example from solid-state physics is analyzed. Stability of these kinds of synchronization against changes of system parameters and noise is investigated. In drive–response systems generalized marginal synchronization is shown to be rather sensitive to the changes of parameters and may disappear either due to the loss of stability of the response system, or as a result of the blowout bifurcation. Nonlinear coupling of the drive system to the response system can stabilize marginal synchronization.     

Optimal burn-in for maximizing reliability of repairable non-series systems

Burn-in is a manufacturing process applied to products to eliminate early failures in the factory before the products reach the customers. Various methods have been proposed for determining an optimal burn-in time of a non-repairable system or a repairable series system, assuming that system burn-in improves all components in the system. In this paper, we establish the trade-off between the component reliabilities during system burn-in and develop an optimal burn-in time for repairable non-series systems to maximize reliability. One impediment to expressing the reliability of a non-series system is in that successive failures during system burn-in cannot be described precisely because a failed component is not detected until the whole system fails. For approximating the successive failures of a non-series system during system burn-in, we considered two types of repair: minimal repair at the time of system failure, and repair at the time of component or connection failure. The two types of repair provide bounds on the optimal system burn-in time of non-series systems.     

k/N:G冗余表决系统的渐近稳定性

分析了带有修理设备和多重致命及非致命操作故障的k／N(G)冗余表决系统的渐近稳定性．用该系统算子生成的正定C-半群证明了系统非负时间依赖解的存在唯一性．同时通过对系统算子谱点分布的分析，证明了本征值0对应的本征向量恰好是系统的静态解，并且，0是虚轴上系统算子唯一的谱点，从而证明了系统的渐近稳定性．     

有两种修复方法的复杂可修复系统解的渐近稳定性

讨论了两种修复方法的系统解的渐近稳定性.证明了系统在Banach空间中生成正压缩c0半群,系统的非负稳定解恰是系统算子0本征值对应的本征向量,系统算子的谱点均位于复平面的左半平面且在虚轴上除0外无谱.