Delay-dependent stochastic stability of delayed Hopfield neural networks with Markovian jump parameters

In this paper, the problem of stochastic stability for a class of time-delay Hopfield neural networks with Markovian jump parameters is investigated. The jumping parameters are modeled as a continuous-time, discrete-state Markov process. Without assuming the boundedness, monotonicity and differentiability of the activation functions, some results for delay-dependent stochastic stability criteria for the Markovian jumping Hopfield neural networks (MJDHNNs) with time-delay are developed. We establish that the sufficient conditions can be essentially solved in terms of linear matrix inequalities.     

New Branch-and-Cut Algorithm for Bilevel Linear Programming

Linear mixed 0–1 integer programming problems may be reformulated as equivalent continuous bilevel linear programming (BLP) problems. We exploit these equivalences to transpose the concept of mixed 0–1 Gomory cuts to BLP. The first phase of our new algorithm generates Gomory-like cuts. The second phase consists of a branch-and-bound procedure to ensure finite termination with a global optimal solution. Different features of the algorithm, in particular, the cut selection and branching criteria are studied in details. We propose also a set of algorithmic tests and procedures to improve the method. Finally, we illustrate the performance through numerical experiments. Our algorithm outperforms pure branch-and-bound when tested on a series of randomly generated problems. Work of the authors was partially supported by FCAR, MITACS and NSERC grants.     

Analysis of heterojunction resonant cavity-enhanced Schottky photodiodes by using two-valley transport model

The article concerns heterojunction resonant cavity-enhanced (RCE) Schottky photodiodes with GaAs in the absorption layer. The quantum efficiency and linear pulse response have thoroughly been analysed. For the first time, the response of a heterojunction photodiode has been modelled by the phenomenological model for a two-valley semiconductor. The results obtained have shown that the satellite valleys, as well as the parasitic time constant, significantly influence the response and, accordingly, have to be taken into account when analysing and optimizing RCE photodetectors.     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

Pattern Search Method for Discrete <Emphasis Type="Italic">L</Emphasis><Subscript>1</Subscript>–Approximation

We propose a pattern search method to solve a classical nonsmooth optimization problem. In a deep analogy with pattern search methods for linear constrained optimization, the set of search directions at each iteration is defined in such a way that it conforms to the local geometry of the set of points of nondifferentiability near the current iterate. This is crucial to ensure convergence. The approach presented here can be extended to wider classes of nonsmooth optimization problems. Numerical experiments seem to be encouraging. This work was supported by M.U.R.S.T., Rome, Italy.     

带框形约束的线性规划问题的鞍点法

根据作者最近提出的求解线性规划问题的鞍点法[3],本文对带框形约束的问题 min c~Tx, s,t A_x=b, l≤x≤h,给出简单的迭代公式.该法的主要优点是它的强收敛性和它的迭代公式非常容易实现.     

苯对N,N-二甲基甲酰胺化合物~1H NMR的影响研究

本文研究了N,N-二甲基甲酰胺(DMF)在四氯化碳和苯混合溶剂中的~1H NMR。观察到N,N-二甲基甲酰胺(DMF)分子中两个甲基和混合溶剂中苯的共振吸收峰的化学位移随苯的摩尔分数增加而逐渐移向高场,而且两个甲基共振吸收峰向高场移动的程度不同,α甲基较β甲基为甚。DMF分子中两个甲基和混合溶剂中苯的化学位移可以用线性方程表示(δ=A+Bx),这里x是混合溶剂中苯的摩尔分数。相关系数R接近于-1。     

Anisotropic elastodynamics in a half space: An analytic method for polynomial data

An initial boundary value problem for the dynamic system of anisotropic elasticity in a half space is studied in the paper. A novel method of finding an exact solution of this problem for a special polynomial form of initial data and inhomogeneous term of the system is described. On the base of this method the simulation of elastic waves in different homogeneous anisotropic half spaces is implemented.     

动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Scroll codes

We study algebraic geometric codes obtained from rational normal scrolls. We determine the complete weight hierarchy and spectrum of these codes.