Empirical Likelihood Estimation for the Two-Sample Mean under Density Ratio Models Using Auxiliary Information

Auxiliary population information is often available in finite population inference problems, and the empirical likelihood (EL) approach has been demonstrated to be flexible and useful for such problems. The present paper concerns EL when interest centers on inference for the mean of the baseline distribution under two-sample density ratio models. Although dual EL is a convenient technical tool since it has the same maximum point and maximum likelihood as DRM-based EL, it can not combine such auxiliary information into the likelihood conveniently and may have loss of efficiency. By contrast, the classical EL approach of Qin and Lawless\ucite{21} does not have this problem and incorporate seamlessly auxiliary information. Based on the EL using auxiliary information and the dual EL methods, we construct both point and interval estimations and make a careful comparison. Though the point estimation efficiency gain obtained by the former is not noticeable, we find that they may have different performances in interval estimation. In terms of coverage accuracy, the two intervals are comparable for not or moderate skewed populations, and the EL interval using auxiliary information can be much superior for severely skewed populations.     

A modified model for isothermal homogeneous and heterogeneous reactions in the boundary-layer flow of a nanofluid

The homogeneous and heterogeneous reactions in the boundary-layer of a flat surface are considered. The autocatalysts are assumed to be of regular sizes, while the solution is a dilute nanofluid. The heat release due to the chemical reactions is taken into account. The Buongiorno's model is used to describe the behaviors of this reaction system. This configuration makes the current model be different from all previous publications. Multiple solutions are given numerically to the rescaled nonlinear system, whose stability is verified. The results show that the strength coefficients of the homogeneous and heterogeneous reactions are key factors to cause the appearance of the multiple solutions in the distribution of the chemical reactions. Nanofluids enhance the diffusion of heat and help maintain the stability of chemical reactions.     

过载作用下聚乙烯疲劳裂纹扩展行为研究

论文针对中密度聚乙烯材料(MDPE)，采用平板试样进行了I型疲劳裂纹扩展和单次过载下裂纹扩展试验．发现与金属材料类似，单次拉伸过载对聚乙烯(PE)的疲劳裂纹扩展有明显的迟滞作用，降低了裂纹扩展速率．试验还通过变载荷刻线法获取疲劳裂纹扩展前缘的实际形貌和变化规律，对常规变载荷刻线方法进行了调整和验证，其修正方法对高分子材料的疲劳裂纹扩展前缘刻线具有较好的效果．通过观察发现含楔形塑性区的裂尖钝化是裂纹迟滞的主要原因．过载引入的塑性区内残余应力对裂纹迟滞也起了重要作用．论文利用Dugdale模型计算了塑性区尺寸，使用基于残余应力的Wheeler模型对过载迟滞进行了很好的拟合．     

Assortment optimization under the multinomial logit model with product synergies

In synergistic assortment optimization, a product’s attractiveness changes as a function of which other products are offered. We represent synergy structure graphically. Vertices denote products. An edge denotes synergy between two products, which increases their attractiveness when both are offered. Finding an assortment to maximize retailer’s expected profit is NP-hard in general. We present efficient algorithms when the graph is a path, a tree, or has low treewidth. We give a linear program to recover the optimal assortment for paths.     

A mathematical model for the 3d location estimation of 2D echocardiography data

The recovery of 3D left ventricle(LV) shape using 2D echocardiography is very attractable topic in the field of ultrasound imaging. In this paper, we propose a mathematical model to determine the 3D position of LV contours extracted from multiple 2D echocardiography images. We formulate the proposed model as a non-convex constrained minimization problem. To solve it, we propose a proximal alternating minimization algorithm with a solver OPTI for quadratically constrained quadratic program. For validating the proposed model, numerical experiments are performed with real ultrasound data. The experimental results show that the proposed model is promising and available for real echocardiography data.     

我国A股房地产板块羊群效应研究

借助CSAD模型、马尔科夫转换模型和GARCH模型的研究结果表明我国A股房地产板块存在明显的羊群效应且存在如下特点:非对称性,扩张期较衰退期更为显著;规模差异性,大盘股较中小盘股更为显著;房地产调控政策影响的非对称性,紧缩政策较之宽松政策会诱发更加明显的羊群效应;产业链传染性,上下游行业中的羊群效应产生影响.非系统性风险和系统性风险都对A股房地产板块羊群效应产生了促进影响,且系统性风险的影响较大.     

不确定环境下基于时间、费用及鲁棒性权衡的多目标项目调度优化

项目调度中的时间和费用是两个重要的指标,而在不确定环境下进度计划的鲁棒性则是保证项目平稳实施的关键。本文研究不确定环境下的多目标项目调度优化问题,以优化项目的工期、鲁棒值和成本为目标安排各活动的开始时间。基于此,作者构建多目标项目调度优化模型,将模型分解为三个子模型分析目标间的权衡关系,然后设计非劣排序遗传算法进行求解,应用精英保留策略和基于子模型权衡关系的优化策略优化算法,进行算法测试和算例参数敏感性分析。最后,应用上述方法研究一个项目实例,计算得到非劣解集,实例的敏感性分析结果进一步验证了三个目标间的权衡关系,据此提出资源的有效利用策略。本文的研究可以为多目标项目调度制定进度计划提供定量化决策支持。     

政府奖励对报废汽车回收模式选择的作用机制研究——基于企业社会责任视角

随着我国报废汽车数量的增多,由其造成的交通隐患、环境污染和资源浪费已成为重要社会问题,而如何设计合理可行的回收模式成为解决问题的关键。以制造商主导为前提,提出了基于企业社会责任的报废汽车回收模型,构建了制造商回收、销售商回收和第三方回收模式下的回收流程和数学模型,通过实例对考虑和不考虑企业社会责任两种情况下的回收模型进行了分析,探讨了不同政府奖励下报废汽车回收模式的策略选择。通过研究发现:(1)不论是否考虑企业社会责任,随着政府奖励的增加,制造商最终都会选择由自己进行回收;(2)当考虑企业社会责任时,政府奖励和决策者经济责任偏好都会导致决策的改变,随着政府奖励和赋予经济责任权重的同步增加,制造商的决策由第三方企业回收模式或销售商回收模式变成了制造商回收模式,表明政府奖励和企业社会责任对报废汽车回收模式选择具有显著影响。     

Salen–Mg-doped NH2–MIL-101(Cr) for effective CO2 adsorption under ambient conditions

A novel metal-doped metal–organic framework (MOF) was developed by incorporating salen–Mg into NH₂–MIL-101(Cr) structure under ambient conditions. The Schiff base complex was successfully prepared by condensing salicylaldehyde with a free amino group and then coordinating metal ions. Such a structure can endow the sample with higher CO₂ adsorption performance. At 0°C and 1 bar, the salen–Mg-modified sample achieves the maximum adsorption capacity of 2.18 mmol g⁻¹ for CO₂, which was 5.8% higher than the pristine salen–MOF under the same conditions. Notably, the Freundlich model indicates that the CO₂ adsorption process of all samples conforms to reversible adsorption. However, the correlation coefficients (R²) of the Mg-doped sample are lower than that of the pristine sample. Besides, the CO₂/N₂ adsorption selectivity and isosteric heat also show a similar trend. These results indicate that the salen–Mg can enhance the interaction between the material and CO₂ molecules.     

BSDE approach to utility maximization with square-root factor processes

We consider the utility-based portfolio selection problem in a continuous-time setting. We assume the market price of risk depends on a stochastic factor that satisfies an affine-form, square-root, Markovian model. This financial market framework includes the classical geometric Brownian motion, CEV model, and Heston’s model as special cases. Adopting the BSDE approach, we obtain closed-form solutions for the optimal portfolio strategies and value functions for the logarithmic, power, and exponential utility functions.