A projection method of estimation for a subfamily of exponential families

Summary This paper is concerned with estimation for a subfamily of exponential-type, which is a parametric model with sufficient statistics. The family is associated with a surface in the domain of a sufficient statistic. A new estimator, termed a projection estimator, is introduced. The key idea of its derivation is to look for a one-to-one transformation of the sufficient statistic so that the subfamily can be associated with a flat subset in the transformed domain. The estimator is defined by the orthogonal projection of the transformed statistic onto the flat surface. Here the orthogonality is introduced by the inverse of the estimated variance matrix of the statistic on the analogy of Mahalanobis's notion (1936,Proc. Nat. Inst. Sci. Ind.,2, 49–55). Thus the projection estimator has an explicit representation with no iterations. On the other hand, the MLE and classical estimators have to be sought as numerical solutions by some algorithm with a choice of an initial value and a stopping rule. It is shown that the projection estimator is first-order efficient. The second-order property is also discussed. Some examples are presented to show the utility of the estimator.     

Exact solution of a class of nonlinear knapsack problems

We consider a class of nonlinear knapsack problems with applications in service systems design and facility location problems with congestion. We provide two linearizations and their respective solution approaches. The first is solved directly using a commercial solver. The second is a piecewise linearization that is solved by a cutting plane method.     

有资格限制的指派问题的求解方法

在实际的指派工作中，常会遇到某个人有没有资格去承担某项工作的问题，因此，本建立了有资格限制的指派问题的数学模型。在此数学模型中，将效益矩阵转化为判定矩阵，由此给出了判定此种指派问题是否有解的方法；在有解的情况下，进一步将效益矩阵转化为求解矩阵，从而将有资格限制的指派问题化为传统的指派问题来求解。最后给出了一个数值例子来说明这样的处理方法是有效的。     

Numerical computation of stability and detection of Hopf bifurcations of steady state solutions of delay differential equations

The characteristic equation of a system of delay differential equations (DDEs) is a nonlinear equation with infinitely many zeros. The stability of a steady state solution of such a DDE system is determined by the number of zeros of this equation with positive real part. We present a numerical algorithm to compute the rightmost, i.e., stability determining, zeros of the characteristic equation. The algorithm is based on the application of subspace iteration on the time integration operator of the system or its variational equations. The computed zeros provide insight into the system’s behaviour, can be used for robust bifurcation detection and for efficient indirect calculation of bifurcation points. This revised version was published online in June 2006 with corrections to the Cover Date.     

Coorbits of Quantum Homogeneous Spaces

The notion of coorbits for spaces with quantum group actions is introduced. A space with a quantum group action is given by a pair of algebras: an associative algebra which is the analog of a classical topological space, and a Hopf algebra which is the analog of a classical topological group. The Hopf algebra acts on the associative algebra via a comodule structure mapping which is also an algebra homomorphism. For a space with a quantum group action, a coorbit is a pair of spaces given by the image and the kernel of an algebra homomorphism from the associative algebra to the Hopf algebra. The coorbits of several types of quantum homogeneous spaces are discussed. In the case when the associative algebra is the group algebra of a group and the Hopf algebra is a quotient of the group algebra, the connection between the set of coorbits and the character group is established.     

Stabilization of the motion of a spherical robot using feedbacks

The paper is concerned with the problem of stabilizing a spherical robot of combined type during its motion. The focus is on the application of feedback for stabilization of the robot which is an example of an underactuated system. The robot is set in motion by an internal wheeled platform with a rotor placed inside the sphere. The results of experimental investigations for a prototype of the spherical robot are presented.     

Continuity in the parameter of the minimum value of an integral functional over the solutions of an evolution control system

The problem of minimization of an integral functional with an integrand that is nonconvex with respect to the control is considered. We minimize our functional over the solution set of a nonlinear evolution control system with a time-dependent subdifferential operator in a Hilbert space. The control constraint is given by a nonconvex closed bounded set. The integrand, the control constraint, the initial conditions and the operators in the equation describing the control system all depend on a parameter. We consider, along with the original problem, the problem of minimizing an integral functional with an integrand convexified with respect to the control over the solution set of the same system, but now subject to the convexified control constraint. By a solution of the control system we mean a “trajectory–control” pair. We prove that for each value of the parameter the convexified problem has a solution, which is the limit of a minimizing sequence of the original problem, and the minimum value of the functional of the convexified problem is a continuous function of the parameter.     

k-树的补图的最小填充和树宽

一个图的最小填充问题是寻求边数最少的弦母图,一个图的树宽问题是寻求团数最小的弦母图,这两个问题分别在稀疏矩阵计算及图的算法设计中有非常重要的作用．一个k-树G的补图G称为k-补树．本文给出了k-补树G的最小填充数f(G) 及树宽TW(G)．     

Asymptotically optimal rate of convergence of smoothed stochastic recursive algorithms

This work is concerned with smoothed stochastic approximation/optimization algorithms. The main emphasis is placed on the asymptotic optimality issues. An algorithm with averaging in both state variables and observations is studied. Under correlated noise processes, it is shown that a scaled sequence of the iterates converges weakly to a Browman motion. As a result the algorithm is asymptotically optimal Numerical experiments are carried out. Comparisons are made among several algorithms for both linear and nonlinear functions. The numerical results yield good agreement with our analytical findings     

The stress state of an elastic composite cone with centre of rotation at the apex

The torsion of a composite cone that has a centre of rotation at its apex is investigated in a spherical system of coordinates. A composite cone is a cone with one shear modulus, inserted into a conical funnel having another shear modulus and with ideal mechanical contact between its surface and the inner surface of the conical funnel. The auxiliary problem of a composite cone with its apex truncated by a spherical surface is considered first. The outer surface of such a conical body is not loaded, but a load that reduces to a torque is applied to its spherical surface. The auxiliary problem is reduced to a one-dimensional discontinuous boundary-value problem using a specially constructed integral transformation. The exact solution of this boundary-value problem is constructed. The limit is then taken in the solution obtained as the radius of the spherical surface tends to zero for the purpose of obtaining an exact solution of the problem of the torsion of a composite cone that has a centre of rotation at the apex.     

Application of the method of conditional moments to investigating the deformation properties of orthotropic composites with fiber microdamages

A model of deformation of stochastic composites subjected to microdamage is developed for the case of orthotropic materials with microdamages accumulating in the fibers. The composite is treated as a matrix strengthened with elliptic fibers with orthotropic elastic properties. The fractured microvolumes are modeled by a system of randomly distributed quasi-spherical pores. The porosity balance equation and relations for determining the effective elastic moduli for the case of a fibrous composite with orthotropic components are used as the fundamental relations. The fracture criterion is given as a limit value of the intensity of average shear stresses occurring in the undamaged part of the material, which is assumed to be a random function of coordinates and is described by the Weibull distribution. Based on an analytical and numerical approach, the algorithm for determining the nonlinear deformation properties of such a material is constructed. The nonlinearity of composite deformations is caused by the accumulation of microdamages in the fibers. By using a numerical solution, the nonlinear stress–strain diagrams for an orthotropic composite in uniaxial tension are obtained. Translated from Mekhanika Kompozitnykh Materialov, Vol. 45, No. 1, pp. 17–30, January–February, 2009.     

Monotonicity and stability of periodic polling models

This paper deals with the stability of periodic polling models with a mixture of service policies. Customers arrive according to independent Poisson processes. The service times and the switchover times are independent with general distributions. The necessary and sufficient condition for the stability of such polling systems is established. The proof is based on the stochastic monotonicity of the state process at the polling instants. The stability of only a subset of the queues is also analyzed and, in case of heavy traffic, the order of explosion of the queues is given. The results are valid for a model with set-up times, and also when there is a local priority rule at the queues.This work was supported in part by a Fellowship of the Netherlands Organization for Scientific Research NWO-ECOZOEK.     

Split fields and direction of propagation for the solution to first-order systems of equations

The standard wave-splitting approach for the wave equation in inhomogeneous media is first reexamined. Next, by analogy with the theory of wave propagation through singular surfaces, a characterization is given for a function in space-time to represent a wave propagating in a direction. The condition is applied in connection with a simple example and found to be quite restrictive. The same problem is then considered in the Fourier-transform domain where the unknown function is an n-tuple satisfying a system of ordinary differential equations. The condition for propagation in a direction is established for the Fourier components. Next, some physical problems are considered which are expressed by partial differential equations or by integro-differential equations. The associated first-order system of equations is examined in terms of the eigenvalues of a matrix. This shows that, for any eigenvalue, the direction of propagation may change with the frequency and that arguments about the dominance of the principal part of the operator may cease to hold.     

Method of elastic solutions of problems of thermoviscoelasticity

The quasi-static mixed boundary value problem is considered for a viscoelastic body with time-dependent properties and a singular nondegenerate relaxation kernel. The existence of a time-temperature (or similar) analogy is not assumed. A method of reducing the viscoelastic problem to the solution of a series of uniform elastic problems is proposed and its convergence proved. The method is illustrated with reference to examples of solutions of specific viscoelastic problems.Lomonosov Moscow State University. Translated from Mekhanika Polimerov, No. 4, pp. 603–614, July–August, 1970.     

Time discretization via Laplace transformation of an integro-differential equation of parabolic type

We consider the discretization in time of an inhomogeneous parabolic integro-differential equation, with a memory term of convolution type, in a Banach space setting. The method is based on representing the solution as an integral along a smooth curve in the complex plane which is evaluated to high accuracy by quadrature, using the approach in recent work of López-Fernández and Palencia. This reduces the problem to a finite set of elliptic equations with complex coefficients, which may be solved in parallel. The method is combined with finite element discretization in the spatial variables to yield a fully discrete method. The paper is a further development of earlier work by the authors, which on the one hand treated purely parabolic equations and, on the other, an evolution equation with a positive type memory term. The authors acknowledge the support of the Australian Research Council.     

Numerical Approximation of the Spectra of Phan-Thien Tanner Liquids

The linear stability of the linear Phan-Thien Tanner (PTT) fluid model is investigated for plane Poiseuille flow. The PTT model involves parameters that can be used to fit shear and extensional data, which makes it suitable for describing both polymer solutions and melts. The base flow is determined using a Chebyshev-tau method. The linear stability equations are also discretized using Chebyshev approximations to furnish a generalized eigenvalue problem. The spectrum is shown to comprise a continuous part and a discrete part. The theoretical and numerical results are validated for the UCM and Oldroyd-B models, which are special cases of the PTT model, by comparing with results in the literature. It is demonstrated that the linear PTT fluid is stable to infinitesimal disturbances with respect to the range of shear-thinning, extensional and elasticity parameters considered. The computational efficiency and accuracy of the numerical method are also investigated.     

分位数回归方法在资本结构影响因素分析中的应用

传统的OLSE回归只能得到一组系数估计值,因此无法深入分析不同财务杠杆程度下资本结构的影响因素.为此本文尝试着将分位数回归理论引入到回归模型中,通过对我国上市公司的相关数据进行分位数回归分析后发现,不同资产负债率水平下,企业股权结构、企业产生内部资源的能力对资本结构的影响效果不同:低负债率水平下,两者均与债务水平正相关;而高负债率水平下,又均与债务水平负相关.研究还发现,企业的成长性、企业规模以及财务困境成本与债务水平正相关,而盈利能力、非债务税盾则与债务水平负相关。     

Mathematical modeling of marine sounding by the field of a high-power distant source in the presence of a complex coastline

The article considers a method for three-dimensional mathematical modeling of the effect of a bending coastline on the electromagnetic field. A sea with a peninsula and with a bay is examined. The effect of the peninsula and the bay on the coast skin effect is investigated. The problem is solved by the integral equation method.