数据流的非平稳性度量——纪念李国平院士吴新谋教授诞辰100周年

该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题. 引入了数据流的非平稳性度量的概念, 给出了数据流非平稳性度量的有效的近似算法. 数据流的非平稳性度量为$0$和$1$之间的实数,平稳性较好的数据流的非平稳性度量较小. 作者将数据流的非平稳性度量应用到模型选择问题中,提出残差序列非平稳性度量最小化的模型选择标准. 作者用数值试验检验了该文提出的数据流非平稳性度量的近似算法, 并检验了其作为模型选择标准的能力.数值试验的结果表明, 非平稳性度量是衡量数据流非平稳程度的一个合理指标, 可以很好地区分趋势平稳数据和差分平稳数据, 区分独立同分布序列、白噪声序列和鞅差序列.     

非局部非对称弹性固体理论

本文基于非局部连续统场论和非线性连续体力学理论,建立了非局部非对称弹性固体的非线性理论.它完善和发展了Eringen等人所建立的非局部弹性场论.将文献[1]中所建立的非局部非对称弹性力学的线性理论推广到有限变形.证明了在非局部弹性固体中存在着非局部体力矩.非局部体力矩引起应力的非对称性,而非局部体力矩则由原子晶格相互作用形成的共价键所产生的.并应用本文建立的理论合理地解释了平面横波和纵波色散系关的不相似性.     

非均匀调和函数的两类边值问题与积分表达式

本文给出非均匀指数函数的定义及性质,并且进一步引入了非均匀三角函数、非均匀双曲函数和非均匀对数函数.最后利用非均匀指数函数表达形式和非均匀解析函数的Cauchy积分理论,建立了非均匀泊松积分公式和非均匀施瓦茨积分公式,获得了非均匀调和函数在两类特殊边界上的狄利克雷问题和诺伊曼问题解的显示表达式.     

非平凡正规子群的阶相同的有限群

本文研究了非平凡正规子群的阶相同的有限群. 给出了非平凡正规子群唯一的可解群的结构. 对非可解群的情况, 我们也给出了它的刻画.     

关于非凸的有限理性的稳定性

关于有限理性方面的文献, 大多数都是在满足凸性条件下研究有限理性的相关性质, 在一定程度上限制了其应用范围. 应用Ekeland变分原理, 减弱了有限理性模型的假设条件, 考虑在不满足凸性条件下的有限理性模型的稳定性问题. 具体给出了非凸的Ky Fan点问题解的稳定性, 非凸非紧的Ky Fan点问题解的稳定性, 非凸向量值函数Ky Fan点解的稳定性和非凸非紧向量值函数Ky Fan点解的稳定性. 作为应用, 还给出了非凸的n人非合作博弈有限理性模型解的稳定性和非凸的多目标博弈有限理性模型解的稳定性.     

非光滑非线性互补问题的牛顿法

研究了非光滑的非线性互补问题. 首先将非光滑的非线性互补问题转化为一个非光滑方程组,然后用牛顿法求解这个非光滑方程组. 在该牛顿法中,每次迭代只需一个原始函数B-微分中的一个元素. 最后证明了该牛顿法的超线性收敛性.     

数据流的非平稳性度量

该文融合遍历论、粗粒化方法和信息论的观点研究数据流的非平稳性度量问题.引入了数据流的非平稳性度量的概念,给出了数据流非平稳性度量的有效的近似算法.数据流的非平稳性度量为0和1之间的实数,平稳性较好的数据流的非平稳性度量较小.作者将数据流的非平稳性度量应用到模型选择问题中,提出残差序列非平稳性度量最小化的模型选择标准.作者用数值试验检验了该文提出的数据流非平稳性度量的近似算法,并检验了其作为模型选择标准的能力.数值试验的结果表明,非平稳性度量是衡量数据流非平稳程度的一个合理指标,可以很好地区分趋势平稳数据和差分平稳数据,区分独立同分布序列、白噪声序列和鞅差序列.     

代数闭域上三维非交换代数的分类

研究了代数闭域K上三维非交换代数的分类.在已有三维交换代数分类的基础上,获得了代数闭域K上三维非交换代数A的分类,共有十二种类型.并且给出了非交换代数对应的路代数以及它们之间的一些关系.     

动力系统中紧的指数吸引集的存在性

本文研究了一般形式的无穷维动力系统.利用非紧性测度理论,当非紧性测度指数衰减时,获得了紧的指数吸引集的存在性条件.同时给出了易于验证非紧性测度指数衰减的方法.     

渐近拟非扩张非自映射的收敛定理

在实线性赋范空间中引入了渐近拟非扩张非自映射概念.并在Banach空间中证明了渐近拟非扩张非自映射对的强收敛定理,所得结果推广和改进了相关文献的结论.     

马氏环境中可数马氏链的Poisson极限率

研究了马氏环境中的可数马氏链,主要证明了过程于小柱集上的回返次数是渐近地服从Poisson分布。为此,引入熵函数h,首先给出了马氏环境中马氏链的Shannon-Mc Millan-Breiman定理,还给出了一个非马氏过程Posson逼近的例子。当环境过程退化为一常数序列时,便得到可数马氏链的Poisson极限定理。这是有限马氏链Pitskel相应结果的拓广。     

Dynamic frictionless contact with adhesion

A model for the dynamic, adhesive, frictionless contact between a viscoelastic body and a deformable foundation is described. The adhesion process is modeled by a bonding field on the contact surface. The contact is described by a modified normal compliance condition. The tangential shear due to the bonding field is included. The problem is formulated as a coupled system of a variational equality for the displacements and a differential equation for the bonding field. The existence of a unique weak solution for the problem is established, together with a partial regularity result. The existence proof proceeds by construction of an appropriate mapping which is shown to be a contraction on a Hilbert space.     

Suboptimal feedback control of linear periodic systems

A method is developed for the approximate design of an optimal state regulator for a linear periodically varying system with quadratic performance index. The periodic term is taken to be a perturbation to the system. By making use of a power-series expansion in a small parameter, associated with periodic terms, a set of matrix equations is derived for determining successively a feedback gain. Given periodic terms of a Fourier-series form, explicit solutions are obtained for those matrix equations. A sufficient condition for existence and periodicity of the solution is also shown. Further, the performance degradation resulting from a truncation of the power-series solution is investigated. The method may effectively be used in a computer-programmed computation.     

Non-linear model parameter estimation–estimating a feasible parameter set with respect to model use

This article deals with non-linear model parameter estimation from experimental data. As for non-linear models a rigorous identifiability analysis is difficult to perform, parameter estimation is performed in such a way that uncertainty in the estimated parameter values is represented by the range of model use results when the model is used for a certain purpose. Using this approach, the article presents a simulation study where the objective is to discover whether the estimation of model parameters can be improved, so that a small enough range of model use results is obtained. The results of the study indicate that from plant measurements available for the estimation of model parameters, it is possible to extract data that are important for the estimation of model parameters relative to a certain model use. If these data are improved by a proper measurement campaign (e.g. proper choice of measured variables, better accuracy, higher measurement frequency) it is to be expected that a valid model for a certain model use will be obtained. The simulation study is performed for an activated sludge model from wastewater treatment, while the estimation of model parameters is done by Monte Carlo simulation.     

博弈论在企业管理中的应用

本文把博弈论应用于企业管理 ,利用博弈论的委托 -代理理论构造了一个委托 -代理激励模型 ,针对信息对称与信息不对称情况进行了分析。在设计企业的委托代理机制时 ,若考虑了对经理的激励 ,则委托人的风险成本、代理成本都比没有考虑对经理的激励时要小。从理论上证明了对企业经理激励的必要性。     

Semi-Markov failure rates processes

Usually, a reliability function is defined by a failure rate which is a real function taking the non-negative real values. In this paper the failure rate is assumed to be a stochastic process with non-negative and right continuous trajectories. The reliability function is defined as an expectation of a function of that random process. Particularly, the failure rate defined by the semi-Markov processes is considered here. The theorems dealing with the renewal equations for the conditional reliability functions with a semi-Markov process as a failure rate are presented in this paper. A system of that kind of equations for the discrete state space semi-Markov process is applied for calculating the reliability function for the 3-states semi-Markov random walk. Using the introduced system of renewal equations for the countable state space, the reliability function for the Furry-Yule failure rate process is obtained.     

Stability analysis of set trajectories for families of impulsive equations

In this paper, for a family of impulsive equations, a heterogeneous matrix-valued Lyapunov-like function is considered, the comparison principle is formulated, and stability conditions for the set of stationary solutions are established. In addition, for a class of impulsive equations with uncertain parameters the monotone iterative technique for constructing a set of solutions is adapted.     

集值优化强有效解的广义二阶锥方向导数刻画

在实赋范线性空间中考虑集值优化问题的强有效性．借助Henig扩张锥和基泛函的性质,利用广义二阶锥方向相依导数,得到受约束于集值映射的优化问题,取得强有效元的二阶最优性必要条件．当目标函数为近似锥一次类凸映射时,利用强有效点的标量化定理,得到集值优化问题,取得强有效元的二阶充分条件．     

A minimal set-valued strong derivative for vector-valued Lipschitz functions

A set-valued derivative for a function at a point is a set of linear transformations whichapproximates the function near the point. This is stated precisely, and it is shown that, in general, there is not a unique minimal set-valued derivative for functions in the family of closed convex sets of linear transformations. For Lipschitz functions, a construction is given for a specific set-valued derivative, which reduces to the usual derivative when the function is strongly differentiable, and which is shown to be the unique minimal set-valued derivative within a certain subfamily of the family of closed convex sets of linear transformations. It is shown that this constructed set may be larger than Clarke's and Pourciau's set-valued derivatives, but that no irregularity is introduced.The author would like to thank Professor H. Halkin for numerous discussions of the material contained here.     

Matrix correction of a dual pair of improper linear programming problems

A matrix is sought that solves a given dual pair of systems of linear algebraic equations. Necessary and sufficient conditions for the existence of solutions to this problem are obtained, and the form of the solutions is found. The form of the solution with the minimal Euclidean norm is indicated. Conditions for this solution to be a rank one matrix are examined. On the basis of these results, an analysis is performed for the following two problems: modifying the coefficient matrix for a dual pair of linear programs (which can be improper) to ensure the existence of given solutions for these programs, and modifying the coefficient matrix for a dual pair of improper linear programs to minimize its Euclidean norm. Necessary and sufficient conditions for the solvability of the first problem are given, and the form of its solutions is described. For the second problem, a method for the reduction to a nonlinear constrained minimization problem is indicated, necessary conditions for the existence of solutions are found, and the form of solutions is described. Numerical results are presented.