多目标最优化恰当有效解的稳定性

主要研究当两种类型的参数扰动时,多目标最优化问题中恰当有效解的稳定性.在点集映射的连续性意义下,分析讨论这种稳定性问题并分别给出引起扰动的两参数u,v所对应的点集映射Q1(u)和Q2(v),同时严格证明了在两个闭凸锥U,V上Q1(u)和Q2(v)的连续性定理.最后,通过附注对其进行补充和改进.     

椭圆曲线y2=2px(x2+1)上正整数点的个数

设p是奇素数,N(p)是椭圆曲线E:y2=2px(x2+1)的正整数点(x,y)的个数.主要讨论了N(p)的性质,运用初等方法及四次Diophantine方程的性质,对某些特殊素数p,给出了N(p)的上界.证明了当p≡1(mod 8)且p=s2+32t,其中s,t是正整数时,N(p)≤3;当p≡1(mod 8)且p+s...     

D-完全一致混合超图不可着色的一个充要条件

混合超图的上,下色数与C-超边和D-超边数有着必然联系.一般地,增加C边会使下色数x(H)增加,增加D-超边会使上色数(x)(H)减小.本论文对D-完全一致混合超图进行研究,利用组合数学中分划思想及方法得到的D-完全一致混合超图不可着色的一个充要条件,对D-完全一致混合超图能否着色找到了可行的依据,进一步揭示C-超边数...     

每个忙期中第一个顾客被拒绝服务的M／M/1排队模型的其他特征值

研究每个忙期中第一个顾客被拒绝服务的M／M／1排队模型的主算子在左半复平面中的特征值,证明对一切θ∈（0,1）,（2√λμ-λ—μ）θ是该主算子的几何重数为1的特征值．     

含参弱向量均衡问题的适定性

在实Hausdorff拓扑线性空间中研究了含参弱向量均衡问题的适定性.证明了在适当条件下由近似网定义的含参适定性等价于近似解映射的上半连续性,并给出了所研究问题各种适定的充分性条件.     

A fitted numerical method for parabolic turning point singularly perturbed problems with an interior layer

The objective of this paper is to construct and analyze a fitted operator finite difference method (FOFDM) for the family of time‐dependent singularly perturbed parabolic convection–diffusion problems. The solution to the problems we consider exhibits an interior layer due to the presence of a turning point. We first establish sharp bounds on the solution and its derivatives. Then, we discretize the time variable using the classical Euler method. This results in a system of singularly perturbed interior layer two‐point boundary value problems. We propose a FOFDM to solve the system above. Through a rigorous error analysis, we show that the scheme is uniformly convergent of order one with respect to both time and space variables. Moreover, we apply Richardson extrapolation to enhance the accuracy and the order of convergence of the proposed scheme. Numerical investigations are carried out to demonstrate the efficacy and robustness of the scheme.     

Assortment planning for vertically differentiated products under a consider-then-choose model

Consider-then-choose models, borne out by empirical literature in marketing and psychology, note that customers follow a two-stage procedure to choose among alternatives. In this paper, we consider the assortment optimization problem of a retailer who manages a category of vertically differentiated products under customers’ consider-then-choose behavior. We characterize some structural results of the optimal assortment and find that the problem can be solved as the shortest path problem. Also, we develop an efficient algorithm to identify an optimal assortment.     

Spreading and vanishing in a diffusive intraguild predation model with intraspecific competition and free boundary

This paper is concerned with the spreading and vanishing phenomena in a diffusive intraguild (IG) predation model with intraspecific competition and free boundary in one dimensional space. The main objective is to obtain the asymptotic behavior of spread of an invasive or new IG prey species via a free boundary. In two cases, we prove a spreading‐vanishing dichotomy for this model, specifically, the IG prey species either successfully spreads to infinity as t→∞ at the front and survives in the new environment or spreads within a bounded area and dies out in the long run. The long time behavior of (R,N,P) and criteria for spreading and vanishing are also obtained. And then, we estimate the asymptotic spreading speed of the free boundary when spreading happens. Besides, two numerical examples are given to illustrate the impacts of initial occupying area and expanding capability on the free boundary.     

MEXIT: Maximal un-coupling times for stochastic processes

Classical coupling constructions arrange for copies of the same Markov process started at two different initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which one seeks to arrange for two different Markov (or other stochastic) processes to remain equal for as long as possible, when started in the same state. We refer to this “un-coupling” or “maximal agreement” construction as MEXIT, standing for “maximal exit”. After highlighting the importance of un-coupling arguments in a few key statistical and probabilistic settings, we develop an explicit MEXIT construction for stochastic processes in discrete time with countable state-space. This construction is generalized to random processes on general state-space running in continuous time, and then exemplified by discussion of MEXIT for Brownian motions with two different constant drifts.     

Change-point inference on volatility in noisy Itô semimartingales

This work is concerned with tests on structural breaks in the spot volatility process of a general Itô semimartingale based on discrete observations contaminated with i.i.d. microstructure noise. We construct a consistent test building up on infill asymptotic results for certain functionals of spectral spot volatility estimates. A weak limit theorem is established under the null hypothesis relying on extreme value theory. We prove consistency of the test and of an associated estimator for the change point. A simulation study illustrates the finite-sample performance of the method and efficiency gains compared to a skip-sampling approach.