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61.
Numerical differentiation is a classical ill-posed problem. In this paper, we propose a wavelet-Galerkin method for high order numerical differentiation. By an appropriate choice of the regularization parameter an order optimal stability estimate of Hölder type is obtained. Some numerical examples show that the method is effective and stable. 相似文献
62.
Xuecang Zhang 《Applied mathematics and computation》2010,217(5):2266-2276
In this paper, using spectral differentiation matrix and an elimination treatment of boundary conditions, Sturm-Liouville problems (SLPs) are discretized into standard matrix eigenvalue problems. The eigenvalues of the original Sturm-Liouville operator are approximated by the eigenvalues of the corresponding Chebyshev differentiation matrix (CDM). This greatly improves the efficiency of the classical Chebyshev collocation method for SLPs, where a determinant or a generalized matrix eigenvalue problem has to be computed. Furthermore, the state-of-the-art spectral method, which incorporates the barycentric rational interpolation with a conformal map, is used to solve regular SLPs. A much more accurate mapped barycentric Chebyshev differentiation matrix (MBCDM) is obtained to approximate the Sturm-Liouville operator. Compared with many other existing methods, the MBCDM method achieves higher accuracy and efficiency, i.e., it produces fewer outliers. When a large number of eigenvalues need to be computed, the MBCDM method is very competitive. Hundreds of eigenvalues up to more than ten digits accuracy can be computed in several seconds on a personal computer. 相似文献
63.
This paper proposes a Conditional Value-at-Risk Minimization (CVaRM) approach to optimize an insurer’s product mix. By incorporating the natural hedging strategy of Cox and Lin (2007) and the two-factor stochastic mortality model of Cairns et al. (2006b), we calculate an optimize product mix for insurance companies to hedge against the systematic mortality risk under parameter uncertainty. To reflect the importance of required profit, we further integrate the premium loading of systematic risk. We compare the hedging results to those using the duration match method of Wang et al. (forthcoming), and show that the proposed CVaRM approach has a narrower quantile of loss distribution after hedging—thereby effectively reducing systematic mortality risk for life insurance companies. 相似文献
64.
Strashimir G. Popvassilev 《Topology and its Applications》2010,157(16):2553-2554
Generalizing results of Yang Gao, Lei Mou and Shangzhi Wang, as well as a result of the author, we prove that a topological space is locally compact and metacompact if and only if its product with every compact space is base-cover metacompact. 相似文献
65.
We consider a situation in which a manufacturer has to select the product(s) to sell as well as the selling price and production quantity of each selected product. There are two substitutable products in the consideration set, where product 2 has a higher quality and reservation price than that of product 1. By considering the cannibalization effect that depends on the selling price of each product, the manufacturer needs to evaluate the profit function associated with three different product line options: sell both products or only one of the 2 products. In order to examine the impact of costs, capacity, and competition on the optimal product line selection, optimal price, and optimal production quantity analytically, we present a stylized model in this paper so that we can determine the conditions under which a particular option is optimal. 相似文献
66.
This paper presents a framework for finding optimal modules in a delayed product differentiation scenario. Historical product sales data is utilized to estimate demand probability and customer preferences. Then this information is used by a multiple-objective optimization model to form modules. An evolutionary computation approach is applied to solve the optimization model and find the Pareto-optimal solutions. An industrial case study illustrates the ideas presented in the paper. The mean number of assembly operations and expected pre-assembly costs are the two competing objectives that are optimized in the case study. The mean number of assembly operations can be significantly reduced while incurring relatively small increases in the expected pre-assembly cost. 相似文献
67.
C.T. Ng M.S. Barketau T.C.E. Cheng Mikhail Y. Kovalyov 《European Journal of Operational Research》2010
Problem Product Partition differs from the NP-complete problem Partition in that the addition operation is replaced by the multiplication operation. Furthermore it differs from the NP-complete problem Subset Product in that it does not contain the product value B in its input. We prove that problem Product Partition and several of its modifications are NP-complete in the strong sense. Our results imply the strong NP-hardness of a number of scheduling problems with start-time-dependent job processing times and a problem of designing a reliable system with a series–parallel structure. It should be noticed that the strong NP-hardness of the considered optimization problems does not preclude the existence of a fully polynomial time approximation scheme (FPTAS) for them. We present a simple FPTAS for one of these problems. 相似文献
68.
Store-brand products are of increasing importance in retailing, often causing channel conflict as they compete with national brands. Focusing on the interactions that arise in single-manufacturer single-retailer settings, previous research suggests that one main driver of store-brand profitability to the retailer is that it leads to a reduction of the national-brand wholesale price. Under retail competition, the Robinson Patman Act then introduces an interesting trade-off: A retailer that introduces a store brand incurs the associated costs and risks, while sharing this benefit with its competition. We show that the resulting interactions can cause retailers to play “chicken”, either of them preferring a store-brand introduction by the competitor. Such interactions do not arise in channels with a single retailer, as has been the object of most previous research, and we show that some of the key insights derived from single-retailer models fail to hold when retailers compete. We conduct a numeric study, and our findings suggest that retailers are more likely to randomize their store-brand introduction strategies when customers have strong store preferences, and when the retailers’ store-brand products are similar to the national-brand product in terms of customer valuations and production cost. 相似文献
69.
Testing is an important activity in product development. Past studies, which are developed to determine the optimal scheduling of tests, often focused on single-stage testing of sequential design process. This paper presents an analytical model for the scheduling of tests in overlapped design process, where a downstream stage starts before the completion of upstream testing. We derive optimal stopping rules for upstream and downstream stages’ testing, together with the optimal time elapsed between beginning the upstream tests and beginning the downstream development. We find that the cost function is first convex then concave increasing with respect to upstream testing duration. A one-dimensional search algorithm is then proposed for finding the unique optimum that minimizes the overall cost. Moreover, the impact of different model parameters, such as the problem-solving capacity and opportunity cost, on the optimal solution is discussed. Finally, we compare the testing strategies in overlapped process with those in sequential process, and get some additional results. The methodology is illustrated with a case study at a handset design company. 相似文献
70.
Ample fields play an important role in possibility theory. These fields of subsets of a universe, which are additionally closed under arbitrary unions, act as the natural domains for possibility measures. A set provided with an ample field is then called an ample space. In this paper we generalise Wang's notions of product ample field and product ample space. We make a topological study of ample spaces and their products, and introduce ample subspaces, extensions and one-point extensions of ample spaces. In this way, a first step towards a mathematical theory of possibilistic processes is made. 相似文献