基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

Some Theorems on Leibniz n-Algebras from the Category Un(Lb)

We study the Leibniz n-algebra Un(∑),whose multiplication is defined viathe bracket of a Leibniz algebra ∑ as[x1,...,xn]=[x1,[...,[xn-2,[xn-1,xn]]...]].Weshow that Un(∑) is simple if and only if ∑ is a simple Lie algebra.An analog of Levi'stheorem for Leibniz algebras in Un(Lb) is established and it is proven that the Leibnizn-kernel of Un(Σ) for any semisimple Leibniz algebra Σ is the n-algebra Un(Σ).     

von Neumann’s trace inequality for Hilbert–Schmidt operators

von Neumann’s inequality in matrix theory refers to the fact that the Frobenius scalar product of two matrices is less than or equal to the scalar product of the respective singular values. Moreover, equality can only happen if the two matrices share a joint set of singular vectors, and this latter part is hard to find in the literature. We extend these facts to the separable Hilbert space setting, and provide a self-contained proof of the “latter part”.     

Numerical study of unsteady flow and heat transfer of circular tangential direction jets flowing over the inner cylinder surface in the annular chamber

In order to understand the dynamics of vortices on heat transfer, the unsteady flow field of tangential direction jets flowing in the annular chamber is numerically investigated by scale-adaptive simulation (SAS). The jet Reynolds number is 332,000 based on the jet’s diameter and inflow velocity for a specific geometric model. The analogy theory is used to obtain the convective heat transfer coefficient distribution on the hub surface. Spectral analysis via fast Fourier transform (FFT) is used to analyze frequency information that flows inside the chamber. The proper orthogonal decomposition (POD) method is performed on the velocity field in the chamber and the convective heat transfer coefficient on the hub surface using a snapshot method. The fast Fourier transform helps find the dominant frequency of the unsteady flow in the chamber. The time sequence of velocity fields on the radial plane shows the presence of cyclic flapping of the jet. The proper orthogonal decomposition analysis indicates that the unsteady periodic flow phenomenon in the chamber and unsteady heat transfer on the hub surface are mainly related to the dynamics of the counter-rotating vortices caused by the jet.     

基于CEEMD的重大事件对香港住宅价格影响的实证分析

应用互补集成经验模态分解（CEEMD）方法对香港1997―2018年的住宅价格月度数据进行了分解，将经过重构后的数据分成高频序列、低频序列与残差项。将BP多断点检测应用于低频序列，并结合样本时段内的重大事件进行实证分析。结果表明：1997年亚洲金融风暴对房价的影响大于2008年金融危机；外部经济体的救市政策间接地影响香港房价；在经济不景气的大环境下“孙九招”政策没有立即见效；资本投资者入境计划、住房供给调整与按揭贷款调整对房价的影响较为显著；税收调整对房价影响不显著、对交易量影响显著；SARS爆发使住宅价格下降约1%。     

三维位势问题的梯度边界积分方程的新解法

三维位势问题的边界元分析中,关于坐标变量的边界位势梯度的计算是一个困难的问题. 已有一些方法着手解决这个问题,然而,这些方法需要复杂的理论推导和大量的数值计算. 本文提出求解一般边界位势梯度边界积分方程的辅助边值问题法. 该方法构造了与原边界值问题具有相同解域的辅助边值问题,该辅助边值问题具有已知解,因此通过求解此辅助边值问题,可获得梯度边界积分方程对应的系统矩阵,然后将此系统矩阵应用于求解原边值问题,求解过程非常简单,只需求解一个线性系统即可获得原边值问题的解. 值得注意的是,在求解原边值问题时,不再需要重新计算系统矩阵,因此辅助边值问题法的效率并不很差. 辅助边值问题法避免了强奇异积分的计算,具有数学理论简单、程序设计容易、计算精度高等优点,为坐标变量梯度边界积分方程的求解提供了一个新的途径. 3个标准的数值算例验证了方法的有效性.