Distribution of size,structure and number of vacant regions in a high-intensity mosaic

Summary A mosaic is formed by centring independent and identically distributed random sets at points of a Poisson process in Euclidean space. We derive high-intensity approximations to the distributions of size, structure and number of uncovered regions in a mosaic. A limit theorem is proved for vacancy, and leads to a general approximation to the probability that a given region is completely covered by random shapes.     

Simulation of certain multivariate generalized Pareto distributions

The investigation of multivariate generalized Pareto distributions (GPDs) has begun only recently. For further progress with these distributions simulation methods are an important part. We describe several methods of simulating GPDs, beginning with an efficient method for the logistic GPD. The algorithm is based on the Shi transformation, which was already used for the simulation of multivariate extreme value distributions (EVDs) of logistic type. In the sequel another algorithm is presented simulating a broader class of GPDs. Due to its numerical complexity it is only practicably applicable in low dimensions. A method is given to generate unconditional GPD random vectors from conditionally GPD distributed random vectors. A short application of the simulation methods in the analysis of a real hydrological data set concludes the article. The simulation algorithms are available on the author’s home page .      

A modified algorithm for statistical simulation of random-structure systems with distributed transitions

An algorithm for statistical simulation of random-structure systems with distributed transitions is constructed. The algorithm is based on numerical methods for solving stochastic differential equations, and uses a modified maximum cross-section method when the transition intensity depends on the vector of state.     

Modelling redundancy allocation for a fuzzy random parallel-series system

Due to subjective judgment, imprecise human knowledge and perception in capturing statistical data, the real data of lifetimes in many systems are both random and fuzzy in nature. Based on the fuzzy random variables that are used to characterize the lifetimes, this paper studies the redundancy allocation problems to a fuzzy random parallel-series system.Two fuzzy random redundancy allocation models (FR-RAM) are developed through reliability maximization and cost minimization, respectively. Some properties of the FR-RAM are obtained, in which an analytical formula of reliability with convex lifetimes is derived and the sensitivity of the reliability is discussed. To solve the FR-RAMs, we first address the computation of reliability. A random simulation method based on the derived analytical formula is proposed to compute the reliability with convex lifetimes. As for the reliability with nonconvex lifetimes, the technique of fuzzy random simulation together with the discretization method of fuzzy random variable is employed to compute the reliability, and a convergence theorem of the fuzzy random simulation is proved. Subsequently, we integrate the computation approaches of the reliability and genetic algorithm (GA) to search for the approximately optimal redundancy allocation of the models. Finally, some numerical examples are provided to illustrate the feasibility of the solution algorithm and quantify its effectiveness.     

Balanced random interval arithmetic in market model estimation

The possibility of estimating bounds for the econometric likelihood function using balanced random interval arithmetic is experimentally investigated. The experiments on the likelihood function with data from housing starts have proved the assumption that distributions of centres and radii of evaluated balanced random intervals are normal. Balanced random interval arithmetic can therefore be used to estimate bounds for this function and global optimization algorithms based on this arithmetic are applicable to optimize it. The interval branch and bound algorithms with bounds calculated using standard and balanced random interval arithmetic were used to optimize the likelihood function. Results of the experiments show that when reliability is essential the algorithm with standard interval arithmetic should be used, but when speed of optimization is more important, the algorithm with balanced random interval arithmetic should be used which in this case finishes faster and provides good, although not always optimal, values.     

Asymptotic solution of a quasistatic thermoelasticity problem for a slender rod

An asymptotic expansion is constructed for solving a quasistatic thermo-elasticity problem for a slender cylindrical rod in the presence of mass forces and non-linear heat sources. The algorithm for constructing the asymptotic form, based on the method of boundary functions, is fairly simple and convenient for carrying out numerical calculations. A deduction is made on the basis of the asymptotic form constructed on how to select correctly a simplified one-dimensional model so as to obtain a better approximation for the solution of the initial two-dimensional problem. An existence theorem for the solution is proved under certain conditions.     

含H-单调映象的完全广义非线性变分包含

引入和研究了一类新的完全广义非线性变分包含.在Hilbert空间中利用与H-单调映象相联系的预解算子的性质,对完全广义非线性变分包含建立了解的存在性定理和构造了一种新的迭代算法,证明了由此算法生成的迭代序列强收敛于精确解.其算法和结果是最近文献中相应算法和结果的改进和推广.     

求解非线性互补问题的微分方程方法

本文构造了一种求解非线性互补问题的微分方程方法.在一定条件下,证明了微分方程系统的平衡点是非线性互补问题的解并且基于一般微分方程系统的数值积分建立了一个数值算法.在适当的条件下,证明了此算法产生的序列解是收敛的.本文最后给出了数值结果,该结果表明了此微分方程方法的有效性.     

人力资源多维分配问题的混合算法

针对已有多维分配问题求解算法复杂、耗时长及精度低等问题,本文将二部图中寻求最优匹配的方法进行推广,运用试分配、饱和路调整和增广路调整对多维分配问题的最优解进行搜索,提出了求解人力资源多维分配问题的最小零面优先分配混合算法和随机试分配混合算法,对算法的有效性进行了理论证明,并分析了算法的时间和空间复杂度;同时通过这两种混合算法对初始零元素数不同的代价矩阵求解时间的计算,以及与Lagrangian松弛算法和剪枝法的耗时、精度的对比,分别得到了两种混合算法的适用性和高效性,最后通过算例验证了算法的有效性。     

On a Numerical Algorithm for the Modeling of Processes in the Development of a Holographic Relief Image

We construct an algorithm for solving the problem of relief dynamics on the surface of a Newtonian fluid. The risk function is determined by the upper-relaxation method. The velocity field is found by using a two-step difference algorithm that allows one to simplify the calculations and increase the dimension of the system of finite-difference equations. A theorem on stability of the algorithm with respect to the initial data and on convergence of the numerical solution to an exact solution is proved.     

Sparse pseudorandom distributions

The existence of sparse pseudorandom distributions is proved. These are probability distributions concentrated in a very small set of strings, yet it is infeasible for any polynomial-time algorithm to distinguish between truly random coins and coins selected according to these distributions. It is shown that such distributions can be generated by (nonpolynomial) probabilistic algorithms, while probabilistic polynomial-time algorithms cannot even approximate all the pseudorandom distributions. Moreover, we show the existence of evasive pseudorandom distributions which are not only sparse, but also have the property that no polynomial-time algorithm may find an element in their support, except for a negligible probability. All these results are proved independently of any intractability assumption.     

Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution

The paper studies a multiserver retrial queueing system withm servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon arrival all servers are busy, then the customer goes to the secondary queue, orbit, and after some random time retries more and more to occupy a server. A service time of each customer is exponentially distributed random variable with parameter μ₁. A time between retrials is exponentially distributed with parameter μ₂ for each customer. Using a martingale approach the paper provides an analysis of this system. The paper establishes the stability condition and studies a behavior of the limiting queue-length distributions as μ₂ increases to infinity. As μ₂→∞, the paper also proves the convergence of appropriate queue-length distributions to those of the associated “usual” multiserver queueing system without retrials. An algorithm for numerical solution of the equations, associated with the limiting queue-length distribution of retrial systems, is provided. AMS 2000 Subject classifications: 60K25 60H30.     

周期摄动守恒系统的数值解

讨论了周期摄动非线性守恒系统。利用Hadamard定理证明了在适当的条件下连续问题解的存在唯一性。并在均匀网格上对方程作了离散化,给出了相应的离散问题具有唯一解的结果。最后讨论了数值解的精度及有关算法。     

The multilevel principle applied to sorting

Sorting algorithms are developed in the setting of iterative multilevel methods. These algorithms borrow aggregation techniques from algorithms used for the numerical solution of elliptic partial differential equations which are of optimal order in running time and storage space for structured problems. A computationally inexpensive preconditioner drives random data chosen from known distributions towards a special case for which the new sorting algorithms are of optimal order.     

A distributed replicator system corresponding to a bimatrix game

Reaction–diffusion type replicator systems are investigated for the case of a bimatrix. An approach proposed earlier for formalizing and analyzing distributed replicator systems with one matrix is applied to asymmetric conflicts. A game theory interpretation of the problem is described and the relation between dynamic properties of systems and their game characteristics is determined. The stability of a spatially homogeneous solution for a distributed system is considered and a theorem on maintaining stability is proved. The results are illustrated with two-dimensional examples in the case of distribution.     

A Comparison of Stochastic Systems with Different Types of Delays

In this article, we investigate the effects of different types of delays, a fixed delay and a random delay, on the dynamics of stochastic systems as well as their relationship with each other in the context of a just-in-time network model. The specific example on which we focus is a pork production network model. We numerically explore the corresponding deterministic approximations for the stochastic systems with these two different types of delays. Numerical results reveal that the agreement of stochastic systems with fixed and random delays depend on the population size and the variance of the random delay, even when the mean value of the random delay is chosen the same as the value of the fixed delay. When the variance of the random delay is sufficiently small, the histograms of state solutions to the stochastic system with a random delay are similar to those of the stochastic model with a fixed delay regardless of the population size. We also compared the stochastic system with a Gamma distributed random delay to the stochastic system constructed based on the Kurtz's limit theorem from a system of deterministic delay differential equations with a Gamma distributed delay. We found that with the same population size the histogram plots for the solution to the second system appear more dispersed than the corresponding ones obtained for the first case. In addition, we found that there is more agreement between the histograms of these two stochastic systems as the variance of the Gamma distributed random delay decreases.     

非线性超抛物型方程广义渐近解的研究

讨论了一类超抛物型方程的非线性奇摄动问题.首先引入了相应问题的比较定理,然后利用奇摄动方法构造了问题的形式渐近解,最后利用比较定理,证明了问题广义解的存在性及其渐近性态.     

Approximation of the Jacobian matrix in (<Emphasis Type="Italic">m</Emphasis>, 2)-methods for solving stiff problems

An initial value problem for stiff systems of first-order ordinary differential equations is considered. In the class of (m, k)-methods, two integration algorithms with a variable step size based on second (m = k = 2) and third (k = 2, m = 3) order-accurate schemes are constructed in which both analytical and numerical Jacobian matrices can be frozen. A theorem on the maximum order of accuracy of (m, 2)-methods with a certain approximation of the Jacobian matrix is proved. Numerical results are presented.     

一类非线性奇摄动系统的可解性及渐近解

研究了一类非线性微分系统的奇摄动边值问题.利用边界层校正法构造了形式渐近解和用微分不等式理论,证明了解的渐近展开式的一致有效性,得到了相应的定理,从而得到了原问题的可解性条件.     

A parametrization method for solving nonlinear two-point boundary value problems

A sharper version of the local Hadamard theorem on the solvability of nonlinear equations is proved. Additional parameters are introduced, and a two-parameter family of algorithms for solving nonlinear two-point boundary value problems is proposed. Conditions for the convergence of these algorithms are given in terms of the initial data. Using the right-hand side of the system of differential equations and the boundary conditions, equations are constructed from which initial approximations to the unknown parameters can be found. A criterion is established for the existence of an isolated solution to a nonlinear two-point boundary value problem. This solution is shown to be a continuous function of the data specifying the problem.