开边界条件下一类新Hubbard模型的精确解

用坐标Bethe ansatz方法详细研究了开边界条件下一类新Hubbard模型的可积性问题. 得到了系统的能谱、可积边界条件和Bethe ansatz方程.     

Loops in one-dimensional random walks

Distribution of loops in a one-dimensional random walk (RW), or, equivalently, neutral segments in a sequence of positive and negative charges is important for understanding the low energy states of randomly charged polymers. We investigate numerically and analytically loops in several types of RWs, including RWs with continuous step-length distribution. We show that for long walks the probability density of the longest loop becomes independent of the details of the walks and definition of the loops. We investigate crossovers and convergence of probability densities to the limiting behavior, and obtain some of the analytical properties of the universal probability density. Received 8 January 1999     

Profitability in the car industry: New measures for estimating targets and target directions

In this paper we study the profitability of car manufacturers in relation to industry-wide profitability targets such as industry averages. Specifically we are interested in whether firms adjust their profitability in the direction of these targets, whether it is possible to detect any such change, and, if so, what the precise nature is of these changes.     

Estimation of a parameter of Morgenstern type bivariate exponential distribution by ranked set sampling

Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or based on the measurement of an auxiliary variable on the units selected. In this work, we consider ranked set sampling, in which ranking of units are done based on measurements made on an easily and exactly measurable auxiliary variable X which is correlated with the study variable Y. We then estimate the mean of the study variate Y by the BLUE based on the measurements made on the units of the ranked set sampling regarding the study variable Y, when (X ,Y) follows a Morgenstern type bivariate exponential distribution. We then consider unbalanced multistage ranked set sampling and estimate the mean of the study variate Y by the BLUE based on the observations made on the units of multistage ranked set sample regarding the study variable Y. Efficiency comparison is also made on all estimators considered in this work.     

Probabilistic finite element analysis of a non-gasketed flange

Stress analysis of a non-gasketed flange was computationally simulated by a finite-element method and probabilistically evaluated in view of several uncertainties in the performance parameters. Cumulative distribution functions and sensitivity factors were computed for overall heat transfer rate due to the structural and thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design and make it cost effective. The analysis leads to the selection of the appropriate measurements to be used in structural and heat transfer analysis and to the identification of both the most critical measurements and parameters Published in Prikladnaya Mekhanika, Vol. 44, No. 5, pp. 133–143, May 2008.     

Statistical aspects of the identification of material parameters for elasto-plastic models

Summary The presented method to identify material parameters for inelastic deformation laws is based on the numerical analysis of inhomogeneous stress and strain fields received from suitable experiments. Tensile and bending tests were carried out to obtain elastic and hardening parameters. The deformation law for small elasto-plastic strains is presented as a system of nonlinear differential and algebraic equations (DAE) consisting of the stress–strain relation, evolution equations for the internal variables and the yield condition. Different rules for the evolution equations of isotropic, kinematic and distorsional hardening are proposed. The DAE are discretized using an implicit Euler method, and the resulting system of nonlinear algebraic equations is solved using the Newton method. Deterministic optimization procedures are preferred to identify material parameters from a least-squares functional of numerical and measured comparative quantities. The gradient of the objective function was calculated using a semianalytical sensitivity analysis. Due to measurement errors, the optimal sets of material parameters are non unique. The approximate estimation of confidence regions and the calculation of correlation coefficients is presented. The results of several optimization processes for material parameters of elasto-plastic deformation laws show a good agreement between measured and calculated values, but they show also problems which may occur if systematic errors will not be recognized and deleted. Received 30 September 1999; accepted for publication 8 March 2000     

Self-quenched dynamics

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this self-quenched dynamics can be mapped on to the “True” Self-Avoiding Walk model. This correspondence reveals that the average distance of the walker at time t from its starting point is , where for one dimension and 1/2 for all higher dimensions. Furthermore, the evolution of the landscape is similar to that in growth models with extremal dynamics. Received 8 August 2000     

A note on natural risk statistics

Recently Heyde, Kou and Peng [C.C. Heyde, S.G. Kou, X.H. Peng, What is a good external risk measure: Bridging the gaps between robustness, subadditivity, and insurance risk measures, 2007, preprint.] proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics. In this note we use convex analysis to provide alternate proofs of the representation results regarding natural risk statistics.     

A note on testing for constant hazard against a change-point alternative

Summary The problem of testing for constant hazard against a change-point alternative is considered. It is shown that this problem is related to another one in quality control. Based on this relationship, a test is proposed. The main advantages of this test are its computational simplicity and the ready availability of small and large sample distribution theory.