STANDARDIZATION OF CATCH-PER-UNIT-EFFORT FOR SHORT-TERM TRENDS IN CATCHABILITY

Examination of daily catch–per–unit–effort (CPUE) information on Pacific halibut revealed sharp declines that could not be explained by natural and fishing mortality. Catchability may have decreased during a fishing period because of local depletions of fish, changes in fish behavior, and other causes. Mathematical models of CPUE with a short–term catchability function of time or effort were based on a generalization of the DeLury method. A method of standardization was developed to account for the length of a fishing period and to correct for catchability. The effort model was best for Pacific halibut data and the application showed that standardization of CPUE is necessary to have a valid index of abundance when short–term changes in catchability occur.     

Filtrations for the two parameter jump process

A process which has just one jump, and whose time parameter is the positive quadrant [0, ∞] × [0, ∞], is considered. Following Merzbach, related stopping lines are introduced, and the filtration {$\text{F}$_t1,t2³} considered in this paper is such that, modulo completion, the σ-field $\text{F}$_t1,t2³ is the Borel field on the region

$\text{L}{}_{\mathrm{t1,t2}}\text{={(s}{}_1\text{,s}{}_2\text{); 0?s}{}_1\text{?t}{}_1\text{or}\text{0?s}{}_2\text{?t}{}_2\text{}}$

, together with the atom which is the complement in Ω = [0, ∞]² of L_t1,t2. Optional and predictable projections of related processes are defined, together with their dual projections, and an integral representation for martingales is obtained.     

Sensitivity analysis applied to a variational data assimilation of a simulated pollution transport problem

Understanding the impact of the changes in pollutant emission from a foreign region onto a target region is a key factor for taking appropriate mitigating actions. This requires a sensitivity analysis of a response function (defined on the target region) with respect to the source(s) of pollutant(s). The basic and straightforward approach to sensitivity analysis consists of multiple simulations of the pollution transport model with variations of the parameters that define the source of the pollutant. A more systematic approach uses the adjoint of the pollution transport model derived from applying the principle of variations. Both approaches assume that the transport velocity and the initial distribution of the pollutant are known. However, when observations of both the velocity and concentration fields are available, the transport velocity and the initial distribution of the pollutant are given by the solution of a data assimilation problem. As a consequence, the sensitivity analysis should be carried out on the optimality system of the data assimilation problem, and not on the direct model alone. This leads to a sensitivity analysis that involves the second‐order adjoint model, which is presented in the present work. It is especially shown theoretically and with numerical experiments that the sensitivity on the optimality system includes important terms that are ignored by the sensitivity on the direct model. The latter shows only the direct effects of the variation of the source on the response function while the first shows the indirect effects in addition to the direct effects. Copyright © 2016 John Wiley & Sons, Ltd.     

Maximum principle for optimal control of some parabolic systems with two point boundary conditions *

This paper deals with the maximum principle for optimal control problems of linear parabolic system with two point state constraint. Appliations to some boundary periodic and distributed control problems are given.     

Monotone iterative methods for nonlinear operator equations ∗)

We give general affine invariant conditions for the monotone convergence of a class of iterative procedures for solving nonlinear operator equations. The theorems obtained in the paper generalize and unify many known results and provide a convenient framework for studying new iterative procedures     

单一生产商单一零售商供应链中最优生产与运输协调策略研究

在供应链背景下,易腐品的生产运输协调决策具有非常重要的现实意义,也是近几年研究的热点问题。本文在前人研究的基础上,通过引入安全库存并将其作为决策变量,拓展了易腐品生产运输协调决策模型;并证明了最佳运输批量序列一定是单调不减的及第一次补货时一定要清空库存;进而证明了最佳运输批量序列的具体形式并提出了一种运输策略。本文的目标是在新的运输策略下最大化单一生产商单一零售商供应链系统的利润,找到最佳运输批量、最佳生产时间以及运输次数。最后,本文进行了算例分析,用来验证本文提出的模型。     

Design analysis for optimal calibration of diffusivity in reactive multilayers

Calibration of the uncertain Arrhenius diffusion parameters for quantifying mixing rates in Zr–Al nanolaminate foils have been previously performed in a Bayesian setting [M. Vohra, J. Winokur, K.R. Overdeep, P. Marcello, T.P. Weihs, and O.M. Knio, Development of a reduced model of formation reactions in Zr–Al nanolaminates, J. Appl. Phys. 116(23) (2014): Article No. 233501]. The parameters were inferred in a low-temperature, homogeneous ignition regime, and a high-temperature self-propagating reaction regime. In this work, we extend the analysis to determine optimal experimental designs that would provide the best data for inference. We employ a rigorous framework that quantifies the expected information gain in an experiment, and find the optimal design conditions using Monte Carlo techniques, sparse quadrature, and polynomial chaos surrogates. For the low-temperature regime, we find the optimal foil heating rate and pulse duration, and confirm through simulation that the optimal design indeed leads to sharp posterior distributions of the diffusion parameters. For the high-temperature regime, we demonstrate the potential for increasing the expected information gain concerning the posteriors by increasing the sample size and reducing the uncertainty in measurements. Moreover, posterior marginals are also obtained to verify favourable experimental scenarios.     

连续可导函数类的最优拉格朗日插值

在构造拉格朗日插值算法时,插值结点的选择是十分重要的.给定一个足够光滑的函数,如果结点选择的不好,当插值结点个数趋于无穷时,插值函数不收敛于函数本身.例如龙格现象:对于龙格函数f(x)=1/1+25x^2,如果拉格朗日插值的结点取[-1,1]上的等距结点,那么逼近的误差会随着结点个数增多而趋于无穷大⑴,由此可知插值结点的选择尤为重要.     

Bias optimality of admission control in a non-stationary repairable queue

We study a non-stationary repairable queue with a single server and multiple customers’ types. The difference between types of customers is defined by the offered rewards. We show that the bias optimal policy has the trunk reservation (threshold) form. Furthermore, under some given conditions, we also prove that the control level of the bias optimal policy is monotone about time.