Level Function Method for Quasiconvex Programming

In this paper, we introduce the notion of level function for a continuous real-valued quasiconvex function. The existence, construction, and application of level functions are discussed. Further, we propose a numerical method based on level functions for the solution of quasiconvex minimization problems. Several versions of the algorithms are presented. Also, we apply the idea of the level function method to the solution of a class of variational inequality problems. Finally, the results of numerical experiments on the proposed algorithms are reported.     

一种改进的Level-Set函数重新初始化方法

改进了level-set界面捕捉方法中的level-set函数重新初始化方法,通过锁定界面位置来实现level-set函数重新初始化过程,较好地保持了在重新初始化过程中的界面位置的准确性,保障了流体体积的相对稳定．对剪切运动使流体界面变形的算例表明方法对level-set函数重新初始化过程中的体积保持比较有效,而重新初始化过程总的机器用时并没有显著增加．     

Levels Sets Infimal Convolution and Level Addition

A sufficient criterion is established for the infimal convolution of two functions having connected level sets to share the same property without being exact. As a consequence, the infimal convolution of quasiconvex functions on a real line is quasiconvex. However, this is not true on a space of higher dimension, which is illustrated by an example in R ². Furthermore, connectedness of level sets and local-global minimum properties of functions are analyzed under level addition. Continuity properties of level set maps are also studied in relation with local-global minimum properties.     

单形深度中位数在封闭式基金排名中的应用

本文介绍了单形深度函数理论,通过改进夏普指数公式,利用单形深度函数中位数稳健性的特点,将单形深度函数中位数应用于改进的夏普指数公式,对国内的封闭式基金进行了排名与评级,并将其与中信星级和样本星级进行了对比.最后,通过定义基金业绩偏离度提出将其用于评价基金捕捉市场机遇的能力的观点.     

Redundancy allocation at component level versus system level

In this paper, we treat the problem of stochastic comparison of standby [active] redundancy at component level versus system level. In the case of standby redundancy, we present some interesting comparison results of both series systems and parallel systems in the sense of various stochastic orderings for both the matching spares case and non-matching spares case, respectively. In the case of active redundancy, a likelihood ratio ordering result of series systems is presented for the matching spares case; and for the non-matching spares case, a counterexample is provided to show that there does not exist similar result even for the hazard rate ordering. The results established here strengthen and generalize some of those known in the literature. Some numerical examples are also provided to illustrate the theoretical results.     

犹豫模糊集的截集及其性质

通过引入犹豫模糊集的截集概念并研究截集的性质,建立了沟通犹豫模糊集合与经典集合之间的桥梁.进一步,讨论了犹豫模糊关系的截关系及其性质.     

基于质量的IT外包合同设计及分析

考虑了内制与外包两种模式,并以内制模式为基准对IT外包合同进行研究。在外包模式下,分别研究了采取固定价格合同和基于质量的合同时,如何激励接包方付出的努力水平,使其达到内制模式下的最优努力水平,从而使得发包方在满足接包方保留收益的前提下获得更高的期望收益。同时对于影响接包方努力水平的各因素进行了分析。研究结果表明,在一定条件下,选择基于质量、引入奖惩机制的合同将会达到内制模式下的最优努力水平,并能够最大化发包方收益。此外,接包方的努力程度随着激励系数、奖惩系数的增加而增加,但是激励系数会随着奖惩系数的增大而减小,这意味着发包方需要权衡使用奖惩机制。     

二项分布参数的置信区间

本文讨论了二项分布与贝塔分布的某种联系，又通过Ｆ分布的分位点给出二项分布参数Ｐ的置信限．     

Multi-Level Spliting Methods Solving Difference Equations

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Tallness and level by level equivalence and inequivalence

We construct two models containing exactly one supercompact cardinal in which all non‐supercompact measurable cardinals are strictly taller than they are either strongly compact or supercompact. In the first of these models, level by level equivalence between strong compactness and supercompactness holds. In the other, level by level inequivalence between strong compactness and supercompactness holds. Each universe has only one strongly compact cardinal and contains relatively few large cardinals (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

孔洞裂隙水二维流数值模拟的广义差分法

研究区地下水主要为玄武岩类孔洞裂隙水,水文地质模型概化为各向异性非均质,根据第四系玄武岩承压含水层中地下水的分布特征及流动规律,建立二维非稳定流数学模型,采用广义差分法对其求解.通过研究区井群对模型进行识别、验证.结果表明,计算模型与实际水文地质条件比较接近;计算水位与实测水位相吻合.为城市地下水可持续性管理提供科学理论依据.     

Fuzzy multi-choice goal programming

Goal programming as a well known technique has been widely used for solving multi objective decision making problems. However, in some practical cases, there may exist situations where the decision maker is interested in setting multi aspiration levels for objectives that may not be expressed in a precise manner. In this paper, a novel formulation of fuzzy multi-choice goal programming (FMCGP) is presented. The proposed approach not only improves the applicability of goal programming in real world situations but also provides useful insight about the solution of a new class of problems. To illustrate and clarify the proposed approach, a numerical example is presented.     

一种中草药抗炎效果的研究

本文用均匀设计的方法研究一种中草药的抗炎效果,找出最佳配方;具有试验次数少,分析简单方便等特点,所得效果令人满意。     

Descent relations and the oscillator level-truncation method

We reexamine the oscillator level-truncation method in the bosonic string field theory by calculating the descent relation . We use the fermionic vertices in the standard oscillator basis for the ghost sector. We propose two new calculation schemes: in the first, we assume that the insertion satisfies the overlap equation for the vertices; in the second, we use direct calculations. In both schemes, we obtain the correct structures of the exponent and preexponent of the vertex 〈V₂|, but we find different normalization factors . __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 150, No. 1, pp. 5–25, January, 2007.     

Haezendonck–Goovaerts risk measure with a heavy tailed loss

Recently Haezendonck–Goovaerts (H–G) risk measure has received much attention in (re)insurance and portfolio management. Some nonparametric inferences have been proposed in the literature. When the loss variable does not have enough moments, which depends on the involved Young function, the nonparametric estimator in Ahn and Shyamalkumar (2014) has a nonnormal limit, which challenges interval estimation. Motivated by the fact that many loss variables in insurance and finance could have a heavier tail such as an infinite variance, this paper proposes a new estimator which estimates the tail by extreme value theory and the middle part nonparametrically. It turns out that the proposed new estimator always has a normal limit regardless of the tail heaviness of the loss variable. Hence an interval with asymptotically correct confidence level can be obtained easily either by the normal approximation method via estimating the asymptotic variance or by a bootstrap method. A simulation study and real data analysis confirm the effectiveness of the proposed new inference procedure for estimating the H–G risk measure.     

A Remark on the Level Sets of the Graph of Harmonic Functions Bounded by Two Circles in Parallel Planes

In this paper,we find two auxiliary functions andmake use of themaximum principle to study the level sets of harmonic function defined on a convex ring with homogeneous Dirichlet boundary conditions in $\mathbb{R}^2$. In higher dimensions, we also have a similar result to Jagy's.     

Does inventory pooling improve customer service levels?

We study the risk pooling problem in a two-location inventory system, and analytically demonstrate that pooling improves the Type-I service levels at both locations. We also present an example showing that pooling may reduce the Type-II service levels at both locations.     

不允许卖空的组合投资决策

本建立了一定置信水平下最小收益最大准则下的组合投资决策模型，该模型不仅适用于风险规避，也适用于风险偏好，在风险资产的收益率联合服从正态分布的假设下，给出不容许卖空情形下的求解有效资产组合的算法，并给出一个算例。     

地下水位变化中的地震信息

为挖掘地下水位中蕴含的地震信息, 我们通过对地下水位与地震事件序列关系的分析提出了一个新统计量, 进而得到一种寻找地震前兆的方法. 数据分析表明这种探索地震前兆方法有应用价值.