A Structure Preserving Index Reduction Method For MNA

Transient analysis in industrial chip design leads to very large systems of differential-algebraic equations (DAEs). The numerical solution of these DAEs strongly depends on the so called index of the DAE. In general, the higher the index of the DAE is, the more sensitive the numerical solution will be to errors in the computation. So, it is advisable to use mathematical models with small index or to reduce the index. This paper presents an index reduction method that uses information based on the topology of the circuit. In addition, we show that the presented method retains structural properties of the DAE. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Optimal Ascent Trajectories and Feasibility of Next-Generation Orbital Spacecraft

This paper deals with the optimization of the ascent trajectories for single-stage-to-orbit (SSTO) and two-stage-to-orbit (TSTO) rocket-powered spacecraft. The maximum payload weight problem is studied for various combinations of initial thrust-to-weight ratio, engine specific impulse, and spacecraft structural factor. For TSTO rocket-powered spacecraft, two cases are studied: uniform structural factor and nonuniform structural factor between stages.The main conclusions are that: the design of SSTO configurations might be comfortably feasible, marginally feasible, or unfeasible, depending on the parameter values assumed; the design of TSTO configurations is not only feasible, but the payload appears to be considerably larger than that of SSTO configurations; for the case of a nonuniform structural factor, the most attactive TSTO design appears to be a first-stage structure made of only tanks and a second-stage structure made of engines, tanks, electronics, and so on.Improvements in engine specific impulse and spacecraft structural factor are desirable and crucial for SSTO feasibility; indeed, aerodynamic improvements do not yield significant improvements in payload weight.For SSTO configurations, the maximum payload weight behaves almost linearly with respect to the engine specific impulse and the spacecraft structural factor. The same property holds for TSTO configurations as long as the ratio of the structural factors of Stage 2 and Stage 1 is held constant. With reference to the specific impulse/structural factor domain, this property leads to the construction of a zero-payload line separating the feasibility region (positive payload) from the unfeasibility region (negative payload).     

Characterizations of Optimal Trajectories for Nonconvex Control Systems under State Constraints

We consider an optimal control problem for a nonconvex control system under state constraints and the associated value function, which in general is not differentiable. We provide some characterizations of optimal trajectories using contingent derivatives. For this aim, we derive a costate satisfying the adjoint equation, the maximum principle, and a transversality condition linked to the superdifferential of the value function.Communicated by F. ZirilliThis paper is dedicated by the author to her children.     

Numerical Computation of Optimal Trajectories for Coplanar, Aeroassisted Orbital Transfer

This paper is concerned with the problem of the optimal coplanaraeroassisted orbital transfer of a spacecraft from a high Earth orbitto a low Earth orbit. It is assumed that the initial and final orbits arecircular and that the gravitational field is central and is governed by theinverse square law. The whole trajectory is assumed to consist of twoimpulsive velocity changes at the begin and end of one interior atmosphericsubarc, where the vehicle is controlled via the lift coefficient.The problem is reduced to the atmospheric part of the trajectory, thusarriving at an optimal control problem with free final time and liftcoefficient as the only (bounded) control variable. For this problem,the necessary conditions of optimal control theory are derived. Applyingmultiple shooting techniques, two trajectories with different controlstructures are computed. The first trajectory is characterized by a liftcoefficient at its minimum value during the whole atmospheric pass. For thesecond trajectory, an optimal control history with a boundary subarcfollowed by a free subarc is chosen. It turns out, that this secondtrajectory satisfies the minimum principle, whereas the first one fails tosatisfy this necessary condition; nevertheless, the characteristicvelocities of the two trajectories differ only in the sixth significantdigit.In the second part of the paper, the assumption of impulsive velocitychanges is dropped. Instead, a more realistic modeling with twofinite-thrust subarcs in the nonatmospheric part of the trajectory isconsidered. The resulting optimal control problem now describes the wholemaneuver including the nonatmospheric parts. It contains as controlvariables the thrust, thrust angle, and lift coefficient. Further,the mass of the vehicle is treated as an additional state variable. For thisoptimal control problem, numerical solutions are presented. They are comparedwith the solutions of the impulsive model.     

A Structure Preserving Embedding of Semigroups Into Regular Semigroups

For any semigroup S a regular semigroup 𝒞(S) that embeds S can be constructed as the direct limit of a sequence of semigroups each of which contains a copy of its predecessor as a subsemigroup whose elements are regular. The construction is modified here to obtain an embedding of S into a regular semigroup R such that the nontrivial maximal subgroups of R are isomorphic to the Schützenberger groups of S and such that the restriction to S of any of Green's relations on R is the corresponding Green's relation on S.     

A Structure Preserving Generalization of Independence,Domination and Irredundance

Abstract

The now famous inequality chain ir≤γ≤i≤β ≤ Γ ≤ IR, where ir and IR denote the lower and upper irredundance numbers of a graph, γ and Γ the lower and upper domination numbers, i the independent domination number and β the independence number of a graph, may be seen as the culmination of a process by which we start with independence (a hereditary property of vertex sets); we characterize maximal independence by domination (a superhereditary property of vertex sets), and then characterize minimal domination by irredundance (again a hereditary property). In this paper we generalize independent, dominating and irredundant sets of a graph G to what we will call s-dominating, s-independent and s-irredundant functions (for s a positive integer), which are functions of the type f : V (G) → N, in such a way that the maximal 1-independent, the minimal 1- dominating and the maximal 1-irredundant functions are the characteristic functions of the maximal independent, the minimal dominating and the maximal irredundant sets of G respectively. In addition, we would want to preserve those properties of and relationships between independence, domination and irredundance needed to extend the inequality chain ir≤γ≤i≤β ≤ Γ ≤ IR to one for s-dominating, s-independent and s-irredundant functions by a process similar to that described above.     

On the Group of Diffeomorphisms Preserving a Locally Conformal Symplectic Structure

The automorphism group of a locally conformal symplectic structure is studied. It is shown that this group possesses essential features of the symplectomorphism group. By using a special type of cohomology the flux and Calabi homomorphisms are introduced. The main theorem states that the kernels of these homomorphisms are simple groups (for the precise statement, see Section 7). Some of the methods used may also be interesting in the symplectic case.     

Existence of Neighboring Feasible Trajectories: Applications to Dynamic Programming for State-Constrained Optimal Control Problems

In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint.     

基于Copula-TGARCH模型的股指期货最佳套期保值比研究

本文基于一种新的Copula-TGARCH模型估计股指期货的最佳套期保值比,根据现货和期货收益率序列不同的尾部相依性,用不同的Copula函数形式(Gumbel,Clayton,Gaussian)拟合两者的相关性,并与其它的动态套期保值模型(ECM-CCC-GARCH和ECM-DVEC-GARCH)比较其套期保值的有效性。通过对香港恒生指数现货和期货的实证分析发现:无论样本期内、外,Copula-TGARCH模型的套期保值效果均优于其它模型,而基于非对称Gumbel Copula的套期保值比最佳。     

非系统风险与公司最优资本结构

公司经常面临巨大的非系统风险,而现行的资本结构理论很少涉及非系统风险对融资决策的影响.由此,基于效用无差别定价原理,运用随机控制和最优停时理论,研究由股权资本持有人决定违约时间的股权价值和债权价值,分析最优资本结构,计算最优破产策略.结果表明:适当的股权和债权的融资组合可以分散公司非系统风险,而对于谨慎型投资者,债权分散公司风险的作用减弱;投资者的风险态度对破产选择、股权价值有显著影响,对债权价值影响较小;通过实证估计绝对风险厌恶系数是一个可行的计量方法.     

光子结构猜想的仿真验证

从龚祖同院士的类氢光子结构模型和北大学者的电磁场粒子模型出发,提出了等效作用和动态光子层的概念,并在此基础上,利用蒙特卡罗法和伽尔顿板法,对光的干涉、衍射现象进行了定量分析和仿真实验,验证了光子结构猜想的正确性.     

计算Hamilton矩阵特征值的一个稳定的有效的保结构的算法

提出了一个稳定的有效的保结构的计算Hamilton矩阵特征值和特征不变子空间的算法,该算法是由SR算法改进变形而得到的。在该算法中,提出了两个策略,一个叫做消失稳策略,另一个称为预处理技术。在消失稳策略中,通过求解减比方程和回溯彻底克服了Bunser Gerstner和Mehrmann提出的SR算法的严重失稳和中断现象的发生,两种策略的实施的代价都非常低。数值算例展示了该算法比其它求解Hamilton矩阵特征问题的算法更有效和可靠。     

随机利率模型下养老基金的最优化管理

本讨论带有收益保障的养老计划在随机利率模型下的优化管理问题。通过分解养老基金，将有下限约束的退休收益优化问题转化为无约束的自融资基金优化问题，并在Vasicek利率模型下得到显示解。     

Optimal Control of the Viscous Burgers Equation Using an Equivalent Index Method

We develop a technique to utilize the Cole–Hopf transformation to solve an optimal control problem for Burgers' equation. While the Burgers' equation is transformed into a simpler linear equation, the performance index is transformed to a complicated rational expression. We show that a simpler performance index, that retains the behavior of the original performance index near optimal values of the functional, can be used.     

Existence and Structure of Optimal Solutions of Infinite-Dimensional Control Problems

In this work we analyze the structure of optimal solutions for a class of infinite-dimensional control systems. We are concerned with the existence of an overtaking optimal trajectory over an infinite horizon. The existence result that we obtain extends the result of Carlson, Haurie, and Jabrane to a situation where the trajectories are not necessarily bounded. Also, we show that an optimal trajectory defined on an interval [0,τ] is contained in a small neighborhood of the optimal steady-state in the weak topology for all t ∈ [0,τ] \backslash E , where E \subset [0,τ] is a measurable set such that the Lebesgue measure of E does not exceed a constant which depends only on the neighborhood of the optimal steady-state and does not depend on τ . Accepted 26 July 2000. Online publication 13 November 2000.     

基于切比雪夫最佳逼近意义下的CPI指数变化通道的原理与方法

中国2000-2015年的186组CPI指数所体现的变化规律,可以用通道原理来描述.通道类似于交通图中的道路,依据切比雪夫最佳逼近原理,以CPI函数为中心线,以极小化最大正负误差为边界线,包含了所有的CPI数据,是一条具有最大安全范围意义的数据通道.假设端点数据是建立在零误差基础上的最大权重数据,未来短期内CPI指数的变化不存在突变,或存在突变但其误差不大于通道内的最大正负误差,则通道的延伸可以预测未来CPI指数的变化,以及变化的波动范围.介绍了CPI通道的基本原理与方法、适用范围、判别法则、具体算法等.通过多个数据处理实例,说明了直线通道具有简单易懂、直观性强、计算方便、适用范围广、符合性较好等特点,验证了未来短期CPI指数变化基本是可知与可控的.     

Local Minimum Principle for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two

Necessary conditions in terms of a local minimum principle are derived for optimal control problems subject to index-2 differential-algebraic equations, pure state constraints, and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which arise frequently in practical applications. The local minimum principle is based on the necessary optimality conditions for general infinite optimization problems. The special structure of the optimal control problem under consideration is exploited and allows us to obtain more regular representations for the multipliers involved. An additional Mangasarian-Fromowitz-like constraint qualification for the optimal control problem ensures the regularity of a local minimum. An illustrative example completes the article.The author thanks the referees for careful reading and helpful suggestions and comments.