转移概率流图的概率理论基础与应用方法(Ⅴ)——中止规则对调整型抽样方案复合OC函数的影响

本文运用转移概率流向图及其粘接方法，首次证明了当检查始于正常抽样方案时，不带中止规则的调整型抽样方案与带中止规则的相应的调整型抽样方案，两者的复合ＯＣ函数不相同，且前者小于后者本文运用转移概率流向图及其粘接方法，首次证明了当检查始于正常抽样方案时，不带中止规则的调整型抽样方案与带中止规则的相应的调整型抽样方案，两者的复合ＯＣ函数不相同，且前者小于后者     

线性微分方程系特征根理论

本文将常系数线性微分方程的特征根理论推广到变系数线性微分方程上去,从而建立了线性微分方程系统一的特征根理论。常系数线性微分方程的特征根理论实质是矩阵的特征根理论,因此,我们建立的理论也可以看成将矩阵的特征根理论平移到线性微分方程系上去。矩阵的特征根分简单特征根(初等因子次数为1)与复杂特征根(初等因子次数大于1)两类。本文先推广前者并称之为“方程的特征根”;然后推广后者,并称之为“方程的特征阵”。     

线性微分方程系特征根理论

本文将常系数线性微分方程的特征根理论推广到变系数线性微分方程上去,从而建立了线性微分方程系统一的特征根理论。 常系数线性微分方程的特征根理论实质是矩阵的特征根理论,因此,我们建立的理论也可以看成将矩阵的特征根理论平移到线性微分方程系上去。 矩阵的特征根分简单特征根(初等因子次数为1)与复杂特征根(初等因子次数大于1)两类。本文先推广前者并称之为“方程的特征根”;然后推广后者,并称之为“方程的特征阵”。     

转移概率流图的概率理论基础与应用方法（Ⅴ）：中止规则对调整形抽样方案 …

本文运用转移概率流向图及其粘接方法，首次证明当检查始于正常抽样方案时，不带中止规则的调整型抽样方案与中止规则的相应的调整型抽样方案，两者的复合ＯＣ函数不相同，且前者小于后者。     

对“概率”概念教学的一处释疑

新教材中概率这一概念是用概率统计定义给出的 .文 [1 ]第 1 4 8页指出“不可能事件的概率为 0 ,必然事件的概率为 1 ,随机事件的概率大于 0而小于 1 .”这段文字的最后一句具有科学性错误 ,下面举出一反例 :向平面内投一质点 ,该质点落在平面内任一点都是等可能的 ,分别求质点落在平面内点A的概率和落在平面内除点A处的概率 .显然他们都是求随机事件概率问题 ,但前者的概率为0 ,后者的概率为 1 .这是一个典型的几何概型问题 .用几何型概率的定义[2 ] 可加以说明 .随机事件A的概率应该是 0≤P(A)≤1 .这是概率所具备的规范性[2 ] ,在高中…     

非线性阻尼作用下标准线性固体粘弹性Ⅲ型破裂的解析解

把非线性Rayleigh阻尼引入标准线性固体粘弹性介质的Ⅲ型破裂的控制方程中,此方程是一个偏微分积分方程;首先设法消去积分项,得到一个三阶非线性偏微分方程,然后用小参数摄动法,得出线性化的各阶渐近控制方程;把每一个具有变系数的三阶线性控制方程分解为弹性部分及剩余部份,而前者的解析解为已知,后者是一个二阶变系数线性偏微分方程;它化不成Mathieu方程,也化不成Hill方程,故采用WKBJ的方法得出其渐近的解析解。     

广义保险模型的破产概率问题研究

本文对于广义保险模型，利用鞅的表示性，随机Thiele微分方程，计数过程以及随机积分的有关理论，研究了保险的破产概率问题，得到了破产概率上界的理论形式以及Lunberg指数。     

附加信息下的p分位数光滑经验似然置信区间

Chen和Hall在1993年使用光滑的经验似然方法建立了p分位数置信区间.本文在有部分附加信息的情况下使用了光滑的经验似然方法建立了p分位数的置信区间,从渐近功效函数方面对置信区间做了比较,后者优于前者.并且置信概率误差的阶为n-1,证明了本文所建立的置信区间是可以Bartlett修正的.     

马尔可夫调制中立型随机时滞微分方程比较原理

本文考虑马尔可夫调制中立型随机时滞微分方程，利用比较原理研究其依概率稳定及依概率一致稳定。     

B—模糊集合代数和广义互信息公式

基于两种概率的区分，推导出了一个广义Shannon熵公式和一个广义互信息公式。后者和模糊性有关，并且柯用于语言和感觉中的信息度量。为了由原子语句为真的条件概率求出合语句为真的条件概率，提出了一个遵循存尔运算的模糊集合代数。所谓的模糊信息被还原为概率信息。新的理论在经典理论－概率论，集合论及Shannon信息论－的基础上容易理解。     

Probabilistic approach to the strong Feller property

A new probabilistic method, based on the Girsanov theorem, for establishing the strong Feller property of diffusion processes in both finite and infinite dimensional spaces is proposed. Applications to second order stochastic differential equations, stochastic delay equations and stochastic partial differential equations of parabolic type are discussed, with a twofold aim: both to extend some older results, usually by weakening the assumptions on the drift term, and to obtain simpler proofs of them. Received: 13 December 1999 / Published online: 5 September 2000     

Reciprocal diffusions and stochastic differential equations of second order ∗

We develop a theory of second order diffusion processes and associated stochastic differential equations of second order. We show that equations of evolution of the density, mean velocity and momentum flux are a family of first order conservation laws similar to those of continuum mechanics. We verify that the theory is satisfied for a large class of reciprocal Gaussian processes     

Connection colligations of the second order

The paper deals with a study of connection colligations of the second order, that is the colligations for which not only the connection, but also the curvature operator satisfies the colligation condition. The gyration operators in the coupling space and the coupling system of partial differential equations are introduced and used for investigations of the basic problem of finding all regular connection colligations with vanishing curvature.     

Stochastic partial differential equations for some measure-valued diffusions

Summary We consider two classes of measure-valued diffusion processes; measure-valued branching diffusions and Fleming-Viot diffusion models. When the basic space is R ¹, and the drift operator is a fractional Laplacian of order 1<α≦2, we derive stochastic partial differential equations based on a space-time white noise for these two processes. The former is the expected one by Dawson, but the latter is a new type of stochastic partial differential equation.     

Probabilistic interpretation of a system of quasilinear parabolic PDEs

Using a forward–backward stochastic differential equations (FBSDE) associated to a transmutation process driven by a finite sequence of Poisson processes, we obtain a probabilistic interpretation for a non-degenerate system of quasilinear parabolic partial differential equations (PDEs). The novetly is that the linear second order differential operator is different on each line of the system.     

On meromorphic solutions of linear partial differential equations of second order

This paper is concerned with entire and meromorphic solutions of linear partial differential equations of second order with polynomial coefficients. We will characterize entire solutions for a class of partial differential equations associated with the Jacobi differential equations, and give a uniqueness theorem for their meromorphic solutions in the sense of the value distribution theory, which also applies to general linear partial differential equations of second order. The results are complemented by various examples for completeness.     

New theory of spatio-temporal chaos in nonlinear systems of partial differential equations

It is shown that there exists one universal scenario of transition to chaos in three considered systems of nonlinear partial differential equations of diffusion type. It is the subharmonic cascade of bifurcations of two-dimensional tori along one or both frequencies. So, it is shown that the new universal Feigenbaum-Sharkovskii-Magnitskii theory of dynamical chaos in nonlinear differential equations is applicable also for nonlinear partial differential equations of diffusion type. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

三维热传导型半导体器件瞬态模拟问题的Crank-Nicolson差分-流线扩散有限元法及其数值分析

本文研究三维热传导型半导体器件瞬态模拟问题的数值方法.针对数学模型中各方程不同的特点,分别提出不同的有限元格式.特别针对浓度方程组是对流为主扩散问题的特点,使用Crank-Nicolson差分-流线扩散计算格式,提高了数值解的稳定性.得到的L2误差估计关于空间剖分步长是拟最优的,关于时间步长具有二阶精度.     

On some fractal differential equations of mathematical models of catastrophic situations

On the basis of the Pearson and Kolmogorov equations, we suggest and study nonlocal differential equations that permit one to obtain evolution laws for the distribution density of random variables, determine the transition function of densities of non-Markov processes and Brownian motion via the fundamental solution of the fractal diffusion equation, introduce the notion of density of a generalized Pearson distribution as an analog of the equation of exponential growth in fractional calculus, and derive a power law for catastrophic processes (in particular, floods) as the solution of a modified Cauchy problem for a loaded fractional partial differential equation of order less than unity.     

Overrelaxation methods for hybrid systems of first order partial differential equations

The classical overrelaxation method, applicable to second order elliptic partial differential equations, is extended to hybrid systems of first order equations. It is shown both by theory and by an example that the method has first order convergence rate.