Shuffled complex evolution approach for effective and efficient global minimization

The degree of difficulty in solving a global optimization problem is in general dependent on the dimensionality of the problem and certain characteristics of the objective function. This paper discusses five of these characteristics and presents a strategy for function optimization called the shuffled complex evolution (SCE) method, which promises to be robust, effective, and efficient for a broad class of problems. The SCE method is based on a synthesis of four concepts that have proved successful for global optimization: (a) combination of probabilistic and deterministic approaches; (b) clustering; (c) systematic evolution of a complex of points spanning the space, in the direction of global improvement; and (d) competitive evolution. Two algorithms based on the SCE method are presented. These algorithms are tested by running 100 randomly initiated trials on eight test problems of differing difficulty. The performance of the two algorithms is compared to that of the controlled random search CRS2 method presented by Price (1983, 1987) and to a multistart algorithm based on the simplex method presented by Nelder and Mead (1965).This work was partially funded by the National Science Foundation, Grant ECE-86-10584, and by the National Weather Service, Grant NA85AA-H-HY088.     

风险决策中信息的效用分析

由于效用观念不同，同样的信息，对不同的决策者，其价值不同。所以，在风险决策中，必须考虑信息的效用。本文首先讨论了效用曲线的确定问题。在此基础上，从效用角度探讨了信息价值的定量评价问题及在决策中的作用，并给出了效用期望值决策方法     

用双重孔模型计算变换催化剂内扩散效率因子

本文将双重孔模型应用于WB～2、B109变换催化剂多组分反应系统内扩散效率因子的计算,并与平行交联孔模型进行比较。对WB-2加压变换催化剂用双重孔模型计算,计算值与实验值相对偏差在3.86%～53.94%;对B109变换催化剂,计算值与实验值偏差在-28.24%～-3.31%。     

城市环境近地表大气尘研究的意义及进展

近地表大气尘采集于人的平均呼吸高度,是较长时间累积的大气颗粒物和地表扬尘的混合物,通过化学成分、矿物组成、粒度分析,可直接获取对人体健康的影响因素,是小区域及城市环境元素迁移转化研究的重要介质,它补充了大气污染0～5 m高度梯度上的研究,对城市环境的治理、城市建设的规划和元素在城市生态环境中迁移转化机理的研究有着十分重要的意义。     

Issues with the Smith–Wilson method

We analyse various features of the Smith–Wilson method used for discounting under the EU regulation Solvency II, with special attention to hedging. In particular, we show that all key rate duration hedges of liabilities beyond the Last Liquid Point will be peculiar. Moreover, we show that there is a connection between the occurrence of negative discount factors and singularities in the convergence criterion used to calibrate the model. The main tool used for analysing hedges is a novel stochastic representation of the Smith–Wilson method.     

Stochastic integral representations,stochastic derivatives and minimal variance hedging

The stochastic integral representation for an arbitrary random variable in a standard L 2 -space is considered in the case of the integrator as a martingale. In relation to this, a certain stochastic derivative is defined. It is shown that this derivative determines the integrand in the stochastic integral which serves as the best L 2 - approximation to the random variable considered. For a general Lévy process as integrator some specification of the suggested stochastic derivative is given. In the case of the Wiener process the considered specification reduces to the well-known Clark-Haussmann-Ocone formula. This result provides a general solution to the problem of minimal variance hedging in incomplete markets.     

供应链营销渠道体系的研究

从供应链管理协调、优化的角度出发,探讨营销渠道的建设.以移动通讯行业为背景,提出了渠道协同应用的多目标规划模型,探讨了模型求解的方法,并以某移动分公司的数掘进行了算例分析.     

Optimization of silica support pore size for Pt catalysts in the complete oxidation of volatile organic compounds

Highest catalytic performance for complete oxidation of propylene and toluene was obtained by using a Pt catalyst on a mesoporous silica support with pore sizes from 20 to 50 nm and 10 to 40 nm, respectively.     

Application of an unstructured Navier–Stokes code to prediction of adiabatic effectiveness of endwall flush-slot-cooling for a stator vane passage

A three-dimensional unstructured finite-volume code developed for RANS computations with the artificial compressibility approach is described. The code is applied to prediction of adiabatic effectiveness of endwall flush-slot-cooling for a stator vane passage. Results obtained with the Spalart–Allmaras and the Menter SST turbulence models are presented and discussed in comparison with measurements and with the data computed using the FLUENT commercial software package.