时空Chaos研究中的CML模型

通过对有关差分格式的稳定性分析，我们提出了一类新的格点耦合映射（ＣＭＬ）模型。数值试验表明：我们提出的ＣＭＬ模型是一类有效的研究时空复杂性的模型，特别是对于强耦合系统。     

具有磁场效应的非线性Schroedinger方程组的拟谱方法

考察一类具有磁场效应的非线性Ｓｃｈｒｏｅｄｉｎｇｅｒ方程组的周期初值问题，构造了全离散地Ｆｏｕｒｉｅｒ拟谱格式，利用有界延拓法，证明了其格式的收敛性与稳定性，并给出了误差估计及其算法分析，为对此模型的数值分析提供了理论基础和一个有效的算法，最后，通过数值例子，检验了理论结果的可信性。     

随机固定资产模型有限元降维格式的数值解

将特征正交分解(Proper Orthogonal Decomposition,简记为POD)方法应用于固定资产模型,简化其为一个具有较低维数和较高精度的有限元格式,并给出简化的有限元解的误差分析.数值例子表明在简化格式解和通常格式解之间的误差足够小的情况下,简化格式能大大的降低维数,提高计算速度和计算精度,从而验证固定资产模型的简化格式是可行和有效的.     

具有磁场效应的非线性Schrdinger方程组的拟谱方法

考察一类具有磁场效应的非线性Ｓｃｈｒｏｄｉｎｇｅｒ方程组的周期初值问题，构造了全离散的Ｆｏｕｒｉｅｒ拟谱格式，利用有界延拓法，证明了其格式的收敛性与稳定性，并给出了误差估计及其算法分析，为对此模型的数值分析提供了理论基础和一个有效的算法．最后，通过数值例子，检验了理论结果的可信性．     

时空离散FitzHugh-Nagumo方程解的渐近行为

本文用有限差分格式对FitzHugh-Nagumo方程的时间变量和空间变量同时离散，给出了离散模型整体吸引子存在的条件。     

一维气液两相漂移模型全隐式AUSMV算法研究

气液两相漂移模型显式AUSMV（advection upstream splitting method combined with flux vector splitting method）算法的时间步长受限于CFL（Courant-Friedrichs-Lewy）条件，为了提高计算效率，建立了一种全隐式AUSMV算法求解气液两相漂移模型.采用AUSM格式结合FVS（flux vector splitting）格式构造连续方程和运动方程的对流项数值通量，AUSM格式构造压力项数值通量.离散控制方程是非线性方程组，采用六阶Newton(牛顿)法结合数值Jacobi矩阵求解.计算经典算例Zuber-Findlay激波管问题和复杂漂移关系变质量流动问题，结果分析表明:全隐式AUSMV算法，色散效应小，无数值震荡，计算精度高.在压力波波速高的条件下，可以显著提高计算效率，耗散效应小.     

规定水平下重置期权的有限差分解

利用Black—Scholes偏微分方程,结合重置期权与关卡期权的关系,建立了规定水平下的重置期权定价模型,最后运用C—N格式和θ法构造该模型的有限差分格式．     

粘弹性本构模型的准静力位移识别

对一类边界条件，建立粘弹性准静力位移与本构参数的显式关系，给出优化识别的叠代格式，从二阶微分模型出发，识别粘弹性本构模式，讨论了信息误差对反演结果的影响     

时间分数阶期权定价模型的一类有效差分方法

时间分数阶期权定价模型(时间分数阶Black-Scholes方程)数值解法的研究具有重要的理论意义和实际应用价值.对时间分数阶Black-Scholes方程构造了显-隐格式和隐-显差分格式,讨论了两类格式解的存在唯一性,稳定性和收敛性.理论分析证实,显-隐格式和隐-显格式均为无条件稳定和收敛的,两种格式具有相同的计算量.数值试验表明:显-隐和隐-显格式的计算精度与经典Crank-Nicolson(C-N)格式的计算精度相当,其计算效率(计算时间)比C-N格式提高30%.数值试验验证了理论分析,表明本文的显-隐和隐-显差分方法对求解时间分数阶期权定价模型是高效的,证实了时间分数阶Black-Scholes方程更符合实际金融市场.     

广义非线性Sin-Gordon方程的整体解及数值计算

本文考察了一类广义非线性Sin-Gordon方程的周期初值问题，利用非线性Galerkin方法，证明了其整体解的存在性和唯一性，并给出了其有界吸引集的存在性．构造了全离散的Fourier拟谱显格式，利用有界延拓法证明了其格式的收敛性与稳定性，并给出了误差估计、算法分析及计算复杂度，最后，通过数值例子，检验了理论结果的可信性．为对此模型的数值分析提供了理论基础和一个有效的算法．     

Nonlinear and Geometric Programming – Current Status

Great strides have been made in nonlinear programming (NLP) in the last 5 years. In smooth NLP, there are now several reliable and efficient codes capable of solving large problems. Most of these implement GRG or SQP methods, and new software using interior point algorithms is under development. NLP software is now much easier to use, as it is interfaced with many modeling systems, including MSC/NASTRAN, and ANSYS for structural problems, GAMS and AMPL for general optimization, Matlab and Mathcad for general mathematical problems, and the widely used Microsoft Excel spreadsheet. For mixed integer problems, branch and bound and outer approximation codes are now available and are coupled to some of the above modeling systems, while search methods like Tabu Search and Genetic algorithms permit combinatorial, nonsmooth, and nonconvex problems to be attacked.     

基于模糊FNN-ELECTRE法的国有商业银行竞争力评价

随着金融业全方位开放,国有商业银行已成为国家经济命脉的核心,其竞争力强弱关系着国家经济的繁荣与衰退。本文基于模糊FNN-ELECTRE方法建立国有商业银行竞争力评价模型,以因素神经网络理论(FNN)与ELECTRE融合方法为基础,以现有商业银行竞争力评价指标为着眼,把国有商业银行竞争力的评价体系从现实竞争力和潜在竞争力两个因素抽取为一级指标,以规模、质量、业务结构、效率、成长性五个因素设为二级指标。从实证的角度对银行A、银行B、银行C、银行D、银行E五大国有银行进行分析验证,对其属性值进行和谐性与非和谐性检验得出,银行B竞争能力最强,银行E竞争能力最弱,五大国有银行均有改进空间。     

On Methods of Computer Graphics for Visualizing Densities

This article focuses on visualizing densities and density approximators. We develop the relationship between the isopleths, the gradient, and the surface normals for a density with two-dimensional support. We show that these form a trihedron. We also develop the algorithm for computing the surface normal for the isopleths of a density with three-dimensional support. With this information in hand, we discuss rendering and lighting models, contouring algorithms, stereoscopic display algorithms, and visual design considerations. We conclude with some examples and a discussion of our experiences in using rendering and lighting, transparency, stereoscopy, dynamic rotation, and dynamic thresholding techniques to visualize densities.     

双元领导与员工追随行为的匹配机制研究:一个模糊专家系统模型

基于模糊专家系统模型,探讨了三种视角下双元领导组合(交易-变革双元领导、开放-闭合双元领导和松式-紧式双元领导)与员工尊敬学习、忠诚奉献、权威维护、意图领会、有效沟通和积极执行等6种追随行为的匹配机制。并以DR集团为例,研究发现: 当DR集团部门主管展现较多的松式-紧式领导特质,较少地展现交易-变革领导特质和开放-闭合领导特质时,员工更容易产生积极执行追随行为,结论验证了模型的有效性。该研究对不同情境下多重视角双元领导组合的有效性进行了探索,为管理实践中领导力发展提供了参考与启示。     

金融风险在股票市场的传染效应及联动行为分析

近年来金融危机频发并表现出了易传染性,引起了众多学者的高度关注。以动态条件相关模型研究美欧股市与中、日、韩股市间的时变相关性,并结合内生多重结构突变模型划分危机传染阶段,选用溢出指数模型分析股市间的风险溢出特性;随后,定义股市间相互影响的联动模式并构建不同传染阶段的加权有向网络图分析股市间的联动行为。研究表明:美欧股市对中日韩股市有明显的传染效应,被传染的速度和持续时间均不相同;金融传染和风险溢出展现出一定的不一致性,危机期间日股的风险溢出效应强于美股;传染效应在联动网络中表现为联动模式的高聚类性和高联动性,相比欧债危机,次贷危机时期股市间展现出更强的联动行为;日股与美欧股市在两次危机中均表现出最强的联动性,其所受影响也最大。     

PROMETHEE: A comprehensive literature review on methodologies and applications

In recent decades, several Multi-Criteria Decision Aid (MCDA) methods have been proposed to help in selecting the best compromise alternatives. In the meantime, the PROMETHEE (Preference Ranking Organization Method for Enrichment Evaluations) family of outranking methods and their applications has attracted much attention from academics and practitioners. In this paper, a classification scheme and a comprehensive literature review are presented in order to uncover, classify, and interpret the current research on PROMETHEE methodologies and applications. Based on the scheme, 217 scholarly papers from 100 journals are categorized into application areas and non-application papers. The application areas include the papers on the topics of Environment Management, Hydrology and Water Management, Business and Financial Management, Chemistry, Logistics and Transportation, Manufacturing and Assembly, Energy Management, Social, and Other Topics. The last area covers the papers published in several fields: Medicine, Agriculture, Education, Design, Government and Sports. The scholarly papers are also classified by (1) year of publication, (2) journal of publication, (3) authors’ nationality, (4) PROMETHEE as applied with other MCDA methods, and (5) PROMETHEE as applied with GAIA (Geometrical Analysis for Interactive Aid) plane. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of PROMETHEE methodologies and applications, and hence promote the future of PROMETHEE research.     

Manufacturing flow line systems: a review of models and analytical results

The most important models and results of the manufacturing flow line literature are described. These include the major classes of models (asynchronous, synchronous, and continuous); the major features (blocking, processing times, failures and repairs); the major properties (conservation of flow, flow rate-idle time, reversibility, and others); and the relationships among different models. Exact and approximate methods for obtaining quantitative measures of performance are also reviewed. The exact methods are appropriate for small systems. The approximate methods, which are the only means available for large systems, are generally based on decomposition, and make use of the exact methods for small systems. Extensions are briefly discussed. Directions for future research are suggested.