Sensitivity Analysis of Multiple Eigenvalues (Ⅰ)

The technique described in [9] is used to discuss the sensitivity of multiple eigenvalues and corresponding eigenspaces of symmetric eigenproblems analytically dependent to several parameters. The results may be useful for investigating problems of stability and response analysis of linear structures.     

Sensitivity Analysis of Multiple Eigenvalues (Ⅱ)

This paper discusses the sensitivity of semisimple multiple eigenvalues and corresponding invariant subspaces of a complex (or real) $n\times n$ matrix analytically dependent on several parameters. Some results of this paper may be useful for investigating robust multiple eigenvalue assignment in control system design.     

成本最小问题与(弱)DEA有效性

在文[1]的基础上,本文证明了在一定条件下对所给的决策单元、其弱DEA有效性或DEA有效性能由成本最小问题的最优解来判断.     

Analysis of extrapolation cascadic multigrid method(EXCMG)

Based on an asymptotic expansion of finite element,a new extrapolation formula and extrapolation cascadic multigrid method(EXCMG)are proposed,in which the new extrapolation and quadratic interpolation are used to provide a better initial value on refined grid.In the case of triple grids,the error of the new initial value is analyzed in detail.A larger scale computation is completed in PC.     

On Diophantine Approximation and Approximate Analysis (Ⅰ)

<正> We use γ=(γ_(11),…γ_(t1),…γ_(15)…,γ_(ts))to denote a point in st-dimensionalEuclidean space R_(st).We use the notations γ_i=(γ_(li)…γ_(ti)(1≤i≤s)and γ_i=(γ_i1,…,γ_(is))(1≤j≤t).q=(q_1,…,q_t),k=(k_1,…,k_s)and m=(m_1,…,m_s)will be     

Methodological comparison between DEA (data envelopment analysis) and DEA–DA (discriminant analysis) from the perspective of bankruptcy assessment

This study compares DEA (data envelopment analysis) with DEA–DA (discriminant analysis) in terms of bankruptcy assessment. Recently, many DEA researchers propose a use of DEA as a quick-and-easy tool to assess corporate bankruptcy. Meanwhile, other DEA researchers discuss a use of DEA–DA for bankruptcy-based financial analysis. The two groups are very different from the conventional use of DEA because we have long applied DEA to the measurement of operational performance, or productivity analysis. The two research groups open up a new application area (bankruptcy-based financial assessment) for DEA. This study discusses methodological strengths and weaknesses of DEA and DEA–DA from the perspective of corporate failure. The proposed comparative analysis has the three main criteria: (a) how to handle negative data in financial variables, (b) how to handle data imbalance between default and non-default firms, and (c) how to identify a failure process over time. This study finds that DEA is a managerial tool for the initial assessment of corporate failure and DEA is useful for busy corporate leaders and financial managers. In contrast, DEA–DA is useful for researchers and individuals who are interested in the detailed assessment of bankruptcy and its failure process in a time horizon.     

Data envelopment analysis (DEA) – Thirty years on

This paper provides a sketch of some of the major research thrusts in data envelopment analysis (DEA) over the three decades since the appearance of the seminal work of Charnes et al. (1978) [Charnes, A., Cooper, W.W., Rhodes, E.L., 1978. Measuring the efficiency of decision making units. European Journal of Operational Research 2, 429–444]. The focus herein is primarily on methodological developments, and in no manner does the paper address the many excellent applications that have appeared during that period. Specifically, attention is primarily paid to (1) the various models for measuring efficiency, (2) approaches to incorporating restrictions on multipliers, (3) considerations regarding the status of variables, and (4) modeling of data variation.     

只有输出(入)的DEA改进模型及其应用

研究了只有输出(入)的DEA分析方法,针对只有输出(入)DEA模型的不足,重新定义了只有输出(入)的DEA评价方法的有效性,并改进了模型。相对已有的只有输出(入)的DEA模型,该模型充分利用了决策单元的诸输出(入),提高了DEA评价的效果。作为应用,运用新模型对武警防暴队形优选问题进行了有效性分析。     

A New Condition and Applications in Fourier Analysis (Ⅱ)

Aswealreadymentionedin[6],inFourieranalysis,sinceFouriercoefficientsarecomputableandapplicable,peoplehaveestablishedmanyniceresultsbyassumingmonotonictyofthecoefficients.Generallyspeaking,itbecameanimportanttopichowtogeneralizemonotonicity.Inmanystudiesthegeneralizationfollowsbythisway:(coefficients)nonincreasing(？)quasimonotone(？)regularlyvaryingquasimonotone(？)O-regularlyvaryingquasimonotone     

利润最大问题与弱DEA有效(C2GS2)

对利润最大问题[1]本文用不同于文[1]的方法来讨论.通过解这一个问题,不但知道在一定条件下有最大利润的决策单元的弱DEA有效性(C2GS2),而且找到所有有最大利润的决策单元.     

使决策单元变为DEA有效(C~2R)的探讨

分别讨论了在不同的规模收益情况下使决策单元变为 DEA有效的方法     

技术有效的决策单元与DEA有效性(C~2GS~2)

对李光金、阎洪先生所定义的技术有效的决策单元,证明了它是DEA有效(C~2GS~2)的,而且讨论了将非有效的决策单元转变为有效.     

Variational Analysis of Toda Systems(To Ham with admiration and gratitude)

The author surveys some recent progress on the Toda system on a twodimensional surface Σ, arising in models from self-dual non-abelian Chern-Simons vortices,as well as in differential geometry. In particular, its variational structure is analysed, and the role of the topological join of the barycentric sets of Σ is shown.     

Professor V. Lakshmikantham,Editor Stochastic Analysis and Applications (1983–2012)

We use the stochastic calculus of variations for the fractional Brownian motion to derive formulas for the replicating portfolios for a class of contingent claims in a Bachelier and a Black–Scholes markets modulated by fractional Brownian motion. An example of such a model is the Black–Scholes process whose volatility solves a stochastic differential equation driven by a fractional Brownian motion that may depend on the underlying Brownian motion.     

Generalized Inverse Analysis on the Domain Ω(A,A+) in B(E,F)

Let B(E,F) be the set of all bounded linear operators from a Banach space E into another Banach space F,B~+(E, F) the set of all double splitting operators in B(E, F)and GI(A) the set of generalized inverses of A ∈ B~+(E, F). In this paper we introduce an unbounded domain ?(A, A~+) in B(E, F) for A ∈ B~+(E, F) and A~+∈GI(A), and provide a necessary and sufficient condition for T ∈ ?(A, A~+). Then several conditions equivalent to the following property are proved: B = A+(IF+(T-A)A~+)~(-1) is the generalized inverse of T with R(B)=R(A~+) and N(B)=N(A~+), for T∈?(A, A~+), where IF is the identity on F. Also we obtain the smooth(C~∞) diffeomorphism M_A(A~+,T) from ?(A,A~+) onto itself with the fixed point A. Let S = {T ∈ ?(A, A~+) : R(T)∩ N(A~+) ={0}}, M(X) = {T ∈ B(E,F) : TN(X) ? R(X)} for X ∈ B(E,F)}, and F = {M(X) : ?X ∈B(E, F)}. Using the diffeomorphism M_A(A~+,T) we prove the following theorem: S is a smooth submanifold in B(E,F) and tangent to M(X) at any X ∈ S. The theorem expands the smooth integrability of F at A from a local neighborhoold at A to the global unbounded domain ?(A, A~+). It seems to be useful for developing global analysis and geomatrical method in differential equations.     

DEA与数据挖掘

使用Wei和Yan给出的凸多面体的"和形式"与"交形式"相互转化的方法,得到"交形式"的生产可能集TWY,以及由此判别相对效率的方法,研究DEA用于数据挖掘,处理具有"海量"决策单元的相对效率评价(包括技术有效性和规模收益递增、不变、递减以及"拥挤"迹象).给出的方法只需使用一个"交形式"的生产可能集,与本作者先前的"DEA评测机"相比,可以节省很多计算量.方法是对DEA评测机的一种新的改进,是对数据挖掘领域的一个补充.     

国内外DEA网站

本文给出国内外重要的 DEA网站及其内容简介 ,目的是促进 DEA领域的学术交流 .     

用超效率综合DEA模型来研究DEA有效性

对超效率综合DEA模型,有三个定理来判断其不可行性,其中一个定理基于加性模型来判断,并证明:当模型不可行时被评决策单元的扩展DEA有效性,由此给出了对扩展DEA有效的决策单元排序的方法,此外,对不含非阿基米德无穷小的基于输入(输出)的超效率综合DEA模型,当其最优值为1时,有一个定理来判断被评单元的DEA有效性.     

链式网络DEA模型

数据包络分析(DEA)是评价决策单元(DMU)相对有效性的一种工具,现已得到广泛的应用.传统的DEA不考虑系统内部结构,而是将系统作为一个"黑箱"来度量效率.针对多阶段网络结构提出一个新的网络DEA模型—链式网络DEA模型.研究网络决策单元的网络DEA有效性及各个阶段的弱DEA有效性之间的关系,给出了网络DEA有效的充分必要条件.若网络决策单元不是网络DEA有效的,根据模型可以指出系统在哪些阶段是无效的.