广义大系统的Lyapunov稳定性分析

广义大系统的稳定性是一个非常重要的问题 ,由于广义大系统的复杂性 ,对其稳定性的研究也是一件相当困难的事情 .本文利用 Lyapunov方程 ,应用 Lyapunov函数法 ,研究了广义线性大系统和广义非线性大系统的稳定性和不稳定性 ,得到了系统的关联稳定参数域和不稳定域 .给出例子说明该方法的可行性 .     

非线性时滞奇摄动系统的稳定性分析(英文)

研究非线性时滞奇摄动系统的输入-状态稳定性质.藉助于和小增益定理相结合的Lyapunov-Razumikhin方法,基于其简化系统的输入-状态稳定,得到了非线性时滞奇摄动系统的一类半全局和实用输入-状态稳定性.     

中立型线性时滞系统全时滞ε-稳定的实用代数方法

的零点分布.对于式中 A=0所确定的滞后型系统稳定性问题,已有许多结论;而对于 A(?)0的中立型系统稳定问题,则文献较少.虽然文献[4,5]均进行了这方面的研究,但均没有能给出一般情况下的(1)式系统稳定的实用代数充要判别方法.本文在文献[3,5]基础上,首先给出了(1)全时滞ε-稳定性的定义;然后导出了关于其稳定性的几     

θ-方法求解广义延时微分方程系统的GP-稳定性

本文研究了用θ方法求解广义延时微分方程系统的GP 稳定性,分析了θ方法的稳定性型态.证明了基于Lagrange插值的θ方法是GP 稳定的当且仅当1/2≤θ≤1.单支θ方法是GP 稳定的当且仅当θ=1.     

双参数对广义Hamilton系统稳定性的影响

研究双参数对带附加项的广义Hamilton系统稳定性的影响.首先将该系统在一定条件下化成梯度系统.其次利用梯度系统的特性来研究这类系统的稳定性及其对双参数的依赖关系.再次在参数平面给出稳定性区域.结果表明,该系统的平衡稳定性随双参数变化可能是稳定的,或渐近稳定的,也可能是不稳定的,相应给出各种稳定性对应的参数变化范围.     

离散时滞奇异摄动控制系统的稳定性分析

对含不确定性结构的奇异摄动时滞离散控制系统进行稳定性研究.通过设计一种新的Lyapunov-Krasovskii泛函,基于Lyapunov稳定性理论,在时滞依赖情形下,采取交叉项界定技术、线性矩阵分析方法并运用引理,推出在零到奇异摄动上界的整个区间范围内系统渐近稳定,给出充分性的稳定性判据.之后,再对其进行理论加深和推...     

时滞正系统全时滞稳定性的简单代数判别及其性质

在社会经济系统中,广泛地存在着多重时滞的正系统.对于连续型时滞正系统的全时滞稳定问题,文献[1]已给出简单而实用的代数判别方法.本文通过对离散型多重时滞正系统的深入研究,给出一个全时滞稳定的简单代数充要判别方法,并建立了时滞系统渐近稳定与时滞系统全时滞稳定之间的等价关系,避免了在稳定性判别中由于大量状态扩展所带来的困难.此外本文还建立了稳定性与正平衡点之间的等价关系,并讨论了系数     

多时滞退化Lurie控制系统的绝对稳定性

本文研究退化Lurie直接控制时滞系统和退化Lurie间接控制时滞系统的绝对稳定性,基于Lyapunov稳定性理论和线性矩阵不等式得到绝对稳定的判据,即绝对稳定性仅仅依赖于时滞导数的大小.特别地,时滞可以是无界的函数,仿真示例同时说明了此方法的有效性.     

一类非定常经济系统的Lyapunov稳定性

讨论了一类非定常经济系统的Lyapunov稳定性,给出了经济系统稳定和渐进稳定的充分条件和稳定的必要条件,同时得到与系统稳定性有关的临界积累率的解析表达式.结果可为经济政策的制定提供理论依据.     

初始时刻不同的奇异系统的稳定性

给出了初始时刻不同的奇异系统实用稳定性的定义,利用比较原理和Lyapunov函数方法研究了初始时刻不同的奇异系统的实用稳定问题,并得到了系统实用稳定性的判定准则.     

信用传染违约Aalen加性风险模型

本文考虑了基于加性风险模型的信用风险违约预报模型,不但考虑了宏观因素和公司个体因素,并且通过引入行业因素来刻画公司间可能存在的不同于宏观因素的信用传染效应,由此克服了以往模型对违约相关性的低估.本文在参数加性风险模型下给出极大似然估计及渐近性,提出两种估计方法并比较二者表现,得到最优权估计更加有效.同时本文还考虑了半参数的风险模型,并基于鞅的估计方程得到其估计及渐近性,均得到不错的结果.     

Exploring an unknown graph

We wish to explore all edges of an unknown directed, strongly connected graph. At each point, we have a map of all nodes and edges we have visited, we can recognize these nodes and edges if we see them again, and we know how many unexplored edges emanate from each node we have visited, but we cannot tell where each leads until we traverse it. We wish to minimize the ratio of the total number of edges traversed divided by the optimum number of traversals, had we known the graph. For Eulerian graphs, this ratio cannot be better than two, and two is achievable by a simple algorithm. In contrast, the ratio is unbounded when the deficiency of the graph (the number of edges that have to be added to make it Eulerian) is unbounded. Our main result is an algorithm that achieves a bounded ratio when the deficiency is bounded. © 1999 John Wiley & Sons, Inc. J Graph Theory 32: 265–297, 1999     

Optimal control of nonlinear evolution inclusions

In this paper, we study the optimal control of nonlinear evolution inclusions. First, we prove the existence of admissible trajectories and then we show that the set that they form is relatively sequentially compact and in certain cases sequentially compact in an appropriate function space. Then, with the help of a convexity hypothesis and using Cesari's approach, we solve a general Lagrange optimal control problem. After that, we drop the convexity hypothesis and pass to the relaxed system, for which we prove the existence of optimal controls, we show that it has a value equal to that of the original one, and also we prove that the original trajectories are dense in an appropriate topology to the relaxed ones. Finally, we present an example of a nonlinear parabolic optimal control that illustrates the applicability of our results.This research was supported by NSF Grant No. DMS-88-02688.     

Estimation of error variance in ANOVA model and order restricted scale parameters

We consider the estimation of error variance in the analysis of experiments using two level orthogonal arrays. We address the estimator which is the minimum of all the estimators which we obtain by pooling some sums of squares for factorial effects. Under squared error loss, we discuss whether or not this estimator uniformly improves upon the best positive multiple of error sum of squares. We show that when we have two factorial effects, we obtain uniform improvement. However, we show that when we have more than two factorial effects, we cannot necessarily obtain uniform improvement. Further, the above results are applied to the problem of estimating the smallest scale parameter of chi-square distributions.     

Hereditary atomicity in integral domains

If every subring of an integral domain is atomic, we say that the latter is hereditarily atomic. In this paper, we study hereditarily atomic domains. First, we characterize when certain direct limits of Dedekind domains are Dedekind domains in terms of atomic overrings. Then we use this characterization to determine the fields that are hereditarily atomic. On the other hand, we investigate hereditary atomicity in the context of rings of polynomials and rings of Laurent polynomials, characterizing the fields and rings whose rings of polynomials and rings of Laurent polynomials, respectively, are hereditarily atomic. As a result, we obtain two classes of hereditarily atomic domains that cannot be embedded into any hereditarily atomic field. By contrast, we show that rings of power series are never hereditarily atomic. Finally, we make some progress on the still open question of whether every subring of a hereditarily atomic domain satisfies ACCP.     

Nonlinear elliptic differential equations with multivalued nonlinearities

In this paper we study nonlinear elliptic boundary value problems with monotone and nonmonotone multivalued nonlinearities. First we consider the case of monotone nonlinearities. In the first result we assume that the multivalued nonlinearity is defined on all ℝ. Assuming the existence of an upper and of a lower solution, we prove the existence of a solution between them. Also for a special version of the problem, we prove the existence of extremal solutions in the order interval formed by the upper and lower solutions. Then we drop the requirement that the monotone nonlinearity is defined on all of ℝ. This case is important because it covers variational inequalities. Using the theory of operators of monotone type we show that the problem has a solution. Finally in the last part we consider an eigenvalue problem with a nonmonotone multivalued nonlinearity. Using the critical point theory for nonsmooth locally Lipschitz functionals we prove the existence of at least two nontrivial solutions (multiplicity theorem).     

Asymptotic behaviour of a closed‐loop thermosyphon with linear friction and viscoelastic binary fluid

Viscoelastic fluids represent a major challenge both from an engineering and from a mathematical point of view. Recently, we have shown that viscoelasticity induces chaos in closed‐loop thermosyphons even when we consider binary fluids, this is, when we consider a solute in the fluid, as water and antifreezes, for example. In this work, we consider a linear friction law, and we show that in this case with the addition of a solute to the fluid we can prove, under some conditions, chaotic asymptotic behavior for suitable geometry of the circuit and heat flux or ambient temperature functions.     

The value of foresight

Suppose you have one unit of stock, currently worth 1, which you must sell before time $T$. The Optional Sampling Theorem tells us that whatever stopping time we choose to sell, the expected discounted value we get when we sell will be 1. Suppose however that we are able to see $a$ units of time into the future, and base our stopping rule on that; we should be able to do better than expected value 1. But how much better can we do? And how would we exploit the additional information? The optimal solution to this problem will never be found, but in this paper we establish remarkably close bounds on the value of the problem, and we derive a fairly simple exercise rule that manages to extract most of the value of foresight.     

基于跳扩散过程的可转换债券的定价

本文标的股票的方程采用跳扩散方程,首先规定一个跳跃的涨跌区间,这样就可以很快的找出跳跃点,我们根据跳跃点将股价聚类,然后把各个类看成是总体中抽取出来的一个样本,我们就可以估计出跳扩散方程中的所有参数.由于我们的标的股票的方程是含跳过程,因此无法找出完全保值的自融资策略,但我们可以根据风险最小化的原理给出可转换债券的价格,最后运用Monte Carlo模拟计算出了南京水运转债在0时刻的价格。     

Forecasting the integration of immigrants

In this research, we develop and introduce a theoretical and mathematical forecasting framework of immigrant integration using immigrant density as a single driver. First, we introduce the integration concepts we aim at forecasting. Thereafter, we introduce a theoretical and mathematical model of the relationship between integration and immigrant density. Based on this model, we develop a methodological forecasting framework. We test the framework using immigrant integration data from Spain. We produce the forecasts, and conduct the proper evaluation of them. Finally, we conclude with a brief discussion of the wider implications of our results.