Brown运动关于球的末遇时首出时及停留时的矩

设x=(X     

一类线性约束凸规划的内椭球算法

1引言自从1984年Karmarkar的著名算法——梯度投影算法发表以来,由其理论上的多项式收敛性及实际计算的有效性,使得内点算法成为近十几年来优化界研究的热点（［1］）．通过中外学者的深入研究,线性规划与凸二次规划的内点算法研究已取得了不少成果（［2」、［3〕）．这些算法大致可分为四种类型：梯度投影算法、仿射尺度算法、路径跟踪法和势函数减少法吸3］、〔9〕）．近来,人们开始着手将这些方法推广到非线性规划中的凸规划问题、线性互补问题和非线性互补问题（【6」、［7」、〔sj、［10」、Ill〕）．例如：文［8」对一类凸可分规…     

考虑运营期收益的项目建设期时间/费用交换问题(TCTP/R)研究

给出了考虑运营期收益的项目建设期时间/费用交换问题DTCTP/R的概念,讨论了项目工期/收益的函数关系,建立了优化的数学模型,并且将遗传算法应用于问题的求解.最后,结合一个案例说明了在对建设期优化时,应当考虑其对项目运营收入的影响,从全局的角度来进行时间/费用的优化,所得结果才准确与可靠.     

On the Uniform Convergence of the Empirical Density of an Ergodic Diffusion

We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusion. It is known that under certain conditions on the drift and diffusion coefficients of the diffusion, the empirical density f _t converges in probability to the invariant density f, uniformly on the entire real line. We show that under the same conditions, uniform convergence of f _t to f on compact intervals takes place almost surely. Moreover, we prove that under much milder conditions (the usual linear growth condition on the drift and diffusion coefficients and a finite second moment of the invariant measure suffice), we have the uniform convergence of f _t to f on compacta in probability. This revised version was published online in June 2006 with corrections to the Cover Date.     

Time-optimal control of a parabolic system with time lags given in the integral form

In this paper the time-optimal control problem for a distributedparabolic system in which time lags appear in the integral formboth in the state equation and in the boundary condition ispresented. The particular properties of the optimal controlare discussed.     

Synchronized abandonments in a single server unreliable queue

We consider a single server unreliable queue represented by a 2-dimensional continuous-time Markov chain. At failure times, the present customers leave the system. Moreover, customers become impatient and perform synchronized abandonments, as long as the server is down. We analyze this model and derive the main performance measures using results from the basic q-hypergeometric series.     

Annihilating sets for the short time Fourier transform

We obtain a class of subsets of R2d such that the support of the short time Fourier transform (STFT) of a signal f∈L²(Rd) with respect to a window g∈L²(Rd) cannot belong to this class unless f or g is identically zero. Moreover we prove that the L²-norm of the STFT is essentially concentrated in the complement of such a set. A generalization to other Hilbert spaces of functions or distributions is also provided. To this aim we obtain some results on compactness of localization operators acting on weighted modulation Hilbert spaces.     

On a new 3D model for incompressible euler and navier-stokes equations

In this paper, we investigate some new properties of the incompressible Euler and Navier-Stokes equations by studying a 3D model for axisymmetric 3D incompressible Euler and Navier-Stokes equations with swirl. The 3D model is derived by reformulating the axisymmetric 3D incompressible Euler and Navier-Stokes equations and then neglecting the convection term of the resulting equations. Some properties of this 3D model are reviewed. Finally, some potential features of the incompressible Euler and Navier-Stokes equations such as the stabilizing effect of the convection are presented.     

有时间窗装卸问题的多策略分组编码遗传算法

根据有时间窗装卸问题(PDPTW)的数学模型,设计了多策略分组编码遗传算法,将禁忌思想用于产生可行解的启发式插入算法之中,对计算实例进行了求解,结果表明,此算法可以有效求得有时间窗装卸问题的近似最优解.