On designing experiments for a dynamic response modeled by regression splines

Dynamic response systems are often found in science, engineering, and medical applications, but the discussion on experimental design for such a system is relatively rare in literature. For an experimenter, designing such experiments requires making decisions on (1) when or where to take response measurements along the dynamic variable and (2) how to choose the combination of experimental factors and their levels. The first consideration is unique for such experiments, especially when the measurement cost is high. In this paper, we present a design approach through the mixed‐effect linear model, which is based on a hierarchical B‐spline function for the dynamic response. We develop several theorems that can assist in finding a statistically efficient sampling plan and propose an algorithm for searching the D‐optimal design of a dynamic response system.     

道德风险影响下的保险最优投资研究

在考虑道德风险的情况下,以均值方差准则为目标研究保险人最优投资问题.假设保险盈余过程服从C-L模型,金融市场上存在一种无风险资产和一种风险资产可供投资,其中风险资产的价格过程服从几何布朗运动.在纯道德风险保险契约设计中,借鉴相关研究对努力水平和效用化努力成本的假设,量化道德风险对盈余过程的影响.在均值方差目标下,建立保险人最优投资问题的广义Hamilton-Jacobi-Bellman(HJB)方程,给出保险人时间一致的均衡投资策略和价值函数.结果显示累计索赔比例参数越大,公司对最优努力水平越敏感,采取措施降低道德风险有利于公司收益提升;努力成本参数越大,公司会降低努力水平减少支出,避免损失.     

热光伏能量转换器件的热力学极限与优化性能预测

受不可逆损失的影响,热光伏能量转换器件在高品位热能回收与利用方面受到限制.本文揭示不可逆损失来源,提供热光伏能量转换器件性能提升方案.利用半导体物理和普朗克热辐射理论,确定热光伏能量转换器件在理想条件下的最大效率.进而考虑Auger与Shockley-Reed-Hall非辐射复合和不可逆传热损失对光伏电池的电学、光学和热学特性的影响,预测热光伏器件优化性能.确定功率密度、效率和光子截止能量的优化区间.结果表明:相比于理想热光伏器件,非理想热光伏器件的开路电压、短路电流密度和效率有所降低;优化热光伏电池电压、光子截止能量和热源温度,可提升器件的功率密度和效率.通过对比发现理论与实验结果较一致,所得结果可为实际热光伏能量转换器件的研制提供理论指导.     

产业转移下的海上丝绸之路沿线集装箱港口的投资决策研究

在产业转移背景下,考虑港口服务货运需求与刺激货运需求的双重功效,研究海上丝绸之路沿线产业承接地的港口投资建设问题。首先,在现实交通运输网络中加入虚拟链接构建超级网络,用以刻画制造业的转移、生产和运输过程。其次,建立制造业承接地港口投资决策优化模型,用运输阻抗、地价和工资三个内生变量描述港口投资、产业转移与区域经济之间均衡关系。模型以产业承接地港口收益最大为目标,确定承接地港口的投资规模及费率水平。最后,以斯里兰卡的科伦坡口为例进行数值分析,计算海上丝绸之路沿线港口需求与供给间正向反馈的数量关系及上确界,为优化沿线港口投资实现投资利益最大化提供依据。     

Numerical optimisation of chemotherapy dosage under antiangiogenic treatment in the presence of drug resistance

We consider a two-compartment model of chemotherapy resistant tumour growth under angiogenic signalling. Our model is based on the one proposed by Hahnfeldt et al. (1999), but we divide tumour cells into sensitive and resistant subpopulations. We study the influence of antiangiogenic treatment in combination with chemotherapy. The main goal is to investigate how sensitive are the theoretically optimal protocols to changes in parameters quantifying the interactions between tumour cells in the sensitive and resistant compartments, that is, the competition coefficients and mutation rates, and whether inclusion of an antiangiogenic treatment affects these results. Global existence and positivity of solutions and bifurcations (including bistability and hysteresis) with respect to the chemotherapy dose are studied. We assume that the antiangiogenic agents are supplied indefinitely and at a constant rate. Two optimisation problems are then considered. In the first problem a constant, indefinite chemotherapy dose is optimised to maximise the time needed for the tumour to reach a critical (fatal) volume. It is shown that maximum survival time is generally obtained for intermediate drug dose. Moreover, the competition coefficients have a more visible influence on survival time than the mutation rates. In the second problem, an optimal dosage over a short, 30-day time period, is found. A novel, explicit running penalty for drug resistance is included in the objective functional. It is concluded that, after an initial full-dose interval, an administration of intermediate dose is optimal over a broad range of parameters. Moreover, mutation rates play an important role in deciding which short-term protocol is optimal. These results are independent of whether antiangiogenic treatment is applied or not.     

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??In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent.     

基于噪声误差模型的不规则区域室内定位和锚点分布优化

结合实际工业背景,研究了一类在不规则区域且误差不服从高斯分布的室内无线定位问题.给出了噪声误差模型,在对多个传统定位算法进行性能分析的基础上,研究了待定位区域内锚点阵列的分布,改进了多锚点阵列下的定位方法,并提出基于Delaunay三角剖分锚点分布优化模型和求解方法.     

On the solutions of the equation AXB = C under Toeplitz‐like and Hankel matrices constraint

In this paper, we are mainly concerned with 2 types of constrained matrix equation problems of the form AXB=C, the least squares problem and the optimal approximation problem, and we consider several constraint matrices, such as general Toeplitz matrices, upper triangular Toeplitz matrices, lower triangular Toeplitz matrices, symmetric Toeplitz matrices, and Hankel matrices. In the first problem, owing to the special structure of the constraint matrix , we construct special algorithms; necessary and sufficient conditions are obtained about the existence and uniqueness for the solutions. In the second problem, we use von Neumann alternating projection algorithm to obtain the solutions of problem. Then we give 2 numerical examples to demonstrate the effectiveness of the algorithms.     

The theta‐Galerkin finite element method for coupled systems resulting from microsensor thermistor problems

This paper is devoted to the analysis of a linearized theta‐Galerkin finite element method for the time‐dependent coupled systems resulting from microsensor thermistor problems. Hereby, we focus on time discretization based on θ‐time stepping scheme with including the standard Crank‐Nicolson ( ) and the shifted Crank‐Nicolson ( , where δ is the time‐step) schemes. The semidiscrete formulation in space is presented and optimal error bounds in L²‐norm and the energy norm are established. For the fully discrete system, the optimal error estimates are derived for the standard Crank‐Nicolson, the shifted Crank‐Nicolson, and the general case where with k=0,1 . Finally, numerical simulations that validate the theoretical findings are exhibited.     

One‐level and two‐level finite element methods for the Boussinesq problem

Previous works on the convergence of numerical methods for the Boussinesq problem were conducted, while the optimal L²‐norm error estimates for the velocity and temperature are still lacked. In this paper, the backward Euler scheme is used to discrete the time terms, standard Galerkin finite element method is adopted to approximate the variables. The MINI element is used to approximate the velocity and pressure, the temperature field is simulated by the linear polynomial. Under some restriction on the time step, we firstly present the optimal L² error estimates of approximate solutions. Secondly, two‐level method based on Stokes iteration for the Boussinesq problem is developed and the corresponding convergence results are presented. By this method, the original problem is decoupled into two small linear subproblems. Compared with the standard Galerkin method, the two‐level method not only keeps good accuracy but also saves a lot of computational cost. Finally, some numerical examples are provided to support the established theoretical analysis.