An Implicit Iteration Process with Errors for a Finite Family of r-strictly Asymptotically Pseudocontractive Mappings

In this paper,we will establish several strong convergence theorems for the approximation ofcommon fixed points of r-strictly asymptotically pseudocontractive mappings in uniformly convex Banachspaces using the modiied implicit iteration sequence with errors,and prove the necessary and sufficient conditionsfor the convergence of the sequence.Our results generalize,extend and improve the recent work,in thistopic.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

阴极还原处理对多孔硅发光性能的影响

对经过阴极还原处理后的多孔硅样片进行了光致发光测试和稳定性测试.实验结果表明这种处理能明显改善多孔硅的发光稳定性,使其表面结构更加稳定.利用原子力显微镜对不同还原时间的多孔硅微结构及形貌进行了比较,在一定范围内随着还原时间的增长多孔硅表面粗糙度增大,PL谱增强.     

Speedup estimates for some variants of the parallel implementations of the branch-and-bound method

The efficiency of parallel implementations of the branch-and-bound method in discrete optimization problems is considered. A theoretical analysis and comparison of two parallel implementations of this method is performed. A mathematical model of the computation process is constructed and used to obtain estimates of the maximum possible speedup. Examples of problems in which none of these two parallel implementations can speed up the computations are considered.     

Time Consistent Dynamic Risk Measures

We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures based on the theory and structure of the target-percentile risk measure.     

Approximating schedules for dynamic process graphs efficiently

A model for parallel and distributed programs, the dynamic process graph (DPG), is investigated under graph-theoretic and complexity aspects. Such graphs embed constructors for parallel programs, synchronization mechanisms as well as conditional branches. They are capable of representing all possible executions of a parallel or distributed program in a very compact way. The size of this representation can be as small as logarithmic with respect to the size of any execution of the program.

In a preceding paper [A. Jakoby, et al., Scheduling dynamic graphs, in: Proc. 16th Symposium on Theoretical Aspects in Computer Science STACS'99, LNCS, vol. 1563, Springer, 1999, pp. 383–392] we have analysed the expressive power of the general model and various variants of it. We have considered the scheduling problem for DPGs given enough parallelism taking into account communication delays between processors when exchanging data. Given a DPG the question arises whether it can be executed (that means whether the corresponding parallel program has been specified correctly), and what is its minimum schedule length.

In this paper we study a subclass of dynamic process graphs called -output DPGs, which are appropriate in many situations, and investigate their expressive power. In a previous paper we have shown that the problem to determine the minimum schedule length is still intractable for this subclass, namely this problem is -complete as is the general case. Here we will investigate structural properties of the executions of such graphs. A natural graph-theoretic conjecture that executions must always split into components that are isomorphic to subgraphs turns out to be wrong. We are able to prove a weaker property. This implies a quadratic upper bound on the schedule length that may be necessary in the worst case, in contrast to the general case, where the optimal schedule length may be exponential with respect to the size of the representing DPG. Making this bound constructive, we obtain an approximation to a -complete problem. Computing such a schedule and then executing the program can be done on a parallel machine in polynomial time in a highly distributive fashion.     

Gd2O3:Eu纳米晶的制备及其光谱性质研究

以EDTA为络合剂，聚乙二醇为有机分散剂，用络合溶胶—凝胶法制备出Gd2O3:Eu纳米晶。用XRD，SEM，X—射线能量色散谱仪(EDS)，荧光分光光度计等分析手段对Gd2O3:Eu的纳米晶结构、形貌、组分的均匀性以及发光特性进行了研究。结果表明：EDTA—M凝胶仅在800℃焙烧即可得到颗粒细小、组分均匀、纯立方相的Gd2O3:Eu纳米晶，颗粒基本呈球形，粒径为30nm左右。对样品的激发光谱、发射光谱测定表明：Gd2O3:Eu纳米晶在269nm光激发下发红光，发射光谱谱峰在611nm，与体材料基本相同；激发光谱中电荷迁移带(CTB)明显红移，从体材料的255nm移至269nm，移动了约14nm；猝灭浓度从体材料的6％提高到8％。     

The Exact Hausdorff Measure Function of the Level Sets of Multi-parameter Symmetric Stable Process

In this paper, we investigate the Hausdorff measure for level sets of N-parameter Rd-valued stable processes, and develop a means of seeking the exact Hausdorff measure function for level sets of N-parameter Rd-valued stable processes. We show that the exact Hausdorff measure function of level sets of N-parameter Rd-valued symmetric stable processes of index α is Ф（r） = r^N-d/α （log log l/r）d/α when Nα 〉 d. In addition, we obtain a sharp lower bound for the Hausdorff measure of level sets of general （N, d, α） strictly stable processes.     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.