On kernels by monochromatic paths in the corona of digraphs

In this paper we derive necessary and sufficient conditions for the existence of kernels by monochromatic paths in the corona of digraphs. Using these results, we are able to prove the main result of this paper which provides necessary and sufficient conditions for the corona of digraphs to be monochromatic kernel-perfect. Moreover we calculate the total numbers of kernels by monochromatic paths, independent by monochromatic paths sets and dominating by monochromatic paths sets in this digraphs product.      

On the convergence of policy iteration for controlled diffusions

The convergence of an approximation scheme known as policy iteration has been demonstrated for controlled diffusions by Fleming, Puterman, and Bismut. In this paper, we show that this approximation scheme is equivalent to the Newton-Kantorovich iteration for solving the optimality equation and exploit this equivalence to obtain a new proof of convergence. Estimates of the rate of convergence of this procedure are also obtained.This research was partially supported by NRC Grant No. A-3609.     

我国能源-环境-经济系统的区域间建模

本研究试图探讨用“自上而下”和“自下而上”相结合的建模方法,对我国二氧化硫和二氧化碳减排进行区域间建模.本研究以一个用于分析硫税的区域间波及影响、以及评价电力部门的脱硫技术的区域间可计算一般均衡模型为基础平台;从理论上探讨了如何对该模型进行扩展和改进.首先本研究对该模型的要点进行了阐述,强调了把能源技术模型融合在区域间可计算一般均衡模型中的建模方法.然后本研究对于实行环境税和排放权交易的环境经济效果进行了比较,用成本收益法分析了工业部门对减排技术的选择,并以前述模型为基础建立了区域间模型.本研究所提出的模型可以被用来从区域统筹的观点,对我国能源-环境-经济系统的可持续发展进行预测和分析.最后本研究提出应该从更新数据、研究环境政策和技术进步之间的关系等方面,进一步发展该模型.     

Truncation of scales by time relaxation

We study a time relaxation regularization of flow problems proposed and tested extensively by Stolz and Adams. The aim of the relaxation term is to drive the unresolved fluctuations in a computational simulation to zero exponentially fast by an appropriate and often problem dependent choice of its coefficient; this relaxation term is thus intermediate between a tunable numerical stabilization and a continuum modeling term. Our aim herein is to understand how this term, by itself, acts to truncate solution scales and to use this understanding to give insight into parameter selection.     

Input dynamics and nonstandard riccati equations with applications to boundary control of damped wave and plate equations

An optimization problem for a control system governed by an analytic generator with unbounded control actions is considered. The solution to this problem is synthesized in terms of the Riccati operator, arising from a nonstandard Riccati equation. Solvability and uniqueness of the solutions to this Riccati equation are established. This theory is applied to a boundary control problem governed by damped wave and plate equations.Research of this author partially supported by NSF Grant DMS 9204338.     

A procedure for the evaluation of vibrations induced by the passing of a train and its application to real railway traffic

In recent years, ground vibrations have become an important issue due to the growing awareness of the society about environmental living conditions. In this way, vibrations caused by trains running near houses or workplaces are considered disturbing for residents. Within this framework, this paper presents a procedure to estimate the vibration path caused by the passing of a train. In order to achieve this, the equations which describe the physical phenomenon are set in the frequency and wavenumber domain and solved by using the Fourier Transform. The obtained analytical solution is transformed back into the time and space domain by means of the Fourier series. The obtained theoretical results are compared with experimental measurements carried out in the Madrid–Barcelona High Speed Line in order to analyse the performance of this procedure.     

Nonsymmetric Lanczos and finding orthogonal polynomials associated with indefinite weights

The nonsymmetric Lanczos algorithm reduces a general matrix to tridiagonal by generating two sequences of vectors which satisfy a mutual bi-orthogonality property. The process can proceed as long as the two vectors generated at each stage are not mutually orthogonal, otherwise the process breaks down. In this paper, we propose a variant that does not break down by grouping the vectors into clusters and enforcing the bi-orthogonality property only between different clusters, but relaxing the property within clusters. We show how this variant of the matrix Lanczos algorithm applies directly to a problem of computing a set of orthogonal polynomials and associated indefinite weights with respect to an indefinite inner product, given the associated moments. We discuss the close relationship between the modified Lanczos algorithm and the modified Chebyshev algorithm. We further show the connection between this last problem and checksum-based error correction schemes for fault-tolerant computing.The research reported by this author was supported in part by NSF grant CCR-8813493.The research reported by this author was supported in part by ARO grant DAAL03-90-G-0105 and in part by NSF grant DCR-8412314.     

Measuring the strength of trade unions and identifying the privileged groups: A two-dimensional approach and its implementation

Trade unions were important actors in the advanced capitalist countries until the late 1970s, but since the 1980s, union membership is declining. Whether this decline has been homogenous is crucial. Because unions may still have power and non-homogenous decline implies that some groups benefit from this power disproportionately. However, we don’t have instruments to scrutinize this dynamic properly. To fill the gap, this study develops a model that identifies privileged groups within trade unions by informing us about the relative strength of a group within trade unions, the ability of this group to use the union power, and the extent to which union members belonging to the group would advance the interests of the entire group by using this power.     

On the formulation and theory of the Newton interior-point method for nonlinear programming

In this work, we first study in detail the formulation of the primal-dual interior-point method for linear programming. We show that, contrary to popular belief, it cannot be viewed as a damped Newton method applied to the Karush-Kuhn-Tucker conditions for the logarithmic barrier function problem. Next, we extend the formulation to general nonlinear programming, and then validate this extension by demonstrating that this algorithm can be implemented so that it is locally and Q-quadratically convergent under only the standard Newton method assumptions. We also establish a global convergence theory for this algorithm and include promising numerical experimentation.The first two authors were supported in part by NSF Cooperative Agreement No. CCR-8809615, by Grants AFOSR 89-0363, DOE DEFG05-86ER25017, ARO 9DAAL03-90-G-0093, and the REDI Foundation. The fourth author was supported in part by NSF DMS-9102761 and DOE DE-FG02-93ER25171. The authors would like to thank Sandra Santos for painstakingly proofreading an earlier verion of this paper.     

Characterization of some convergent bivariate subdivision schemes with nonnegative masks

Knowing that the convergence of a multivariate subdivision scheme with a nonnegative mask can be characterized by whether or not some finite products of row-stochastic matrices induced by this mask have a positive column. However, the number of those products is exponential with respect to the size of matrices. For nonnegative univariate subdivision, this problem is completely solved. Thus, the convergence in this case can be checked in linear time with respect to the size of a square matrix. This paper will demonstrate the necessary and sufficient conditions for the convergence of some nonnegative bivariate subdivision schemes by means of the so-called connectivity of a square matrix, which is derived by a given mask. Moreover, the connectivity can be examined in linear time with respect to the size of this matrix.     

Stochastic regression and its application to hedging in finance

In this paper we investigate how to employ stochastic regression to hedge risks in finance, where the risk of a security is measured by its quadratic variation process. Mykland and Zhang used this technique to demonstrate how to reduce the risk of a given security by introducing another security. In this paper, we investigate how to further reduce the remaining unhedgable risk by adding more hedging securities. Some practical guidelines on how to choose those hedging securities in practice is also given. Jing’s research was partially supported by Hong Kong RGC (Grant Nos. HKUST6011/07P, HKUST6015/08P), and Zhang’s research was supported in part by National Natural Science Foundation of China (Grant No. 10771214)     

Numerical transformation methods: Blasius problem and its variants

Blasius problem is the simplest nonlinear boundary-layer problem. We hope that any approach developed for this epitome can be extended to more difficult hydrodynamics problems. With this motivation we review the so called Töpfer transformation, which allows us to find a non-iterative numerical solution of the Blasius problem by solving a related initial value problem and applying a scaling transformation. The applicability of a non-iterative transformation method to the Blasius problem is a consequence of its partial invariance with respect to a scaling group. Several problems in boundary-layer theory lack this kind of invariance and cannot be solved by non-iterative transformation methods. To overcome this drawback, we can modify the problem under study by introducing a numerical parameter, and require the invariance of the modified problem with respect to an extended scaling group involving this parameter. Then we apply initial value methods to the most recent developments involving variants and extensions of the Blasius problem.     

雷测数据处理的误差压缩

通过对单脉冲雷达的系统误差分析。本文建立了误差模型。在此基础上利用光测数据对雷测数据进行校准，大幅度地降低了雷测数据的测量系统误差，仿真结果验证了模型的正确性和误差压缩方法的有效性。     

基于产品质量控制的设备维修优化模型

根据产品质量和生产该产品的设备退化状态之间的相关性,设计了周期性设备检测与产品质量控制相结合的设备维修策略。该策略是在对设备进行周期性检测的基础上,利用控制图进行产品质量异常波动的检测,结合对设备退化状态的检测选择设备应采取的维修活动。根据这一设备维修策略,利用更新过程理论和统计过程控制方法,构建了基于产品质量控制的设备维修优化模型,并用遗传算法对其进行求解。通过实例仿真验证了该模型的可行性与有效性。     

有理函数积分的公式解法

被积函数为有理函数的不定积分求解通常是采用待定系数法。本文提出了这类积分的非待定系数公式解法，较完美地解决了这类积分问题。在实际应用中显示了这种新型方法是简捷的和有效的。它的优点还在于不仅对一些常规方法极为困难或无法解决的问题给以简明的解，而且借助于电子计算机可解决更复杂的问题。     

Long time behavior of a mean-field model of interacting neurons

We study the long time behavior of the solution to some McKean–Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the asymptotic dynamic of the membrane potential of a spiking neuron in a large network. We prove that for a small enough interaction parameter, any solution converges to the unique (in this case) invariant probability measure. To this aim, we first obtain global bounds on the jump rate and derive a Volterra type integral equation satisfied by this rate. We then replace temporary the interaction part of the equation by a deterministic external quantity (we call it the external current). For constant current, we obtain the convergence to the invariant probability measure. Using a perturbation method, we extend this result to more general external currents. Finally, we prove the result for the non-linear McKean–Vlasov equation.     

An interdisciplinary approach to coalition formation

A stable government is by definition not dominated by any other government. However, it may happen that all governments are dominated. In graph–theoretic terms this means that the dominance graph does not possess a source. In this paper we are able to deal with this case by a clever combination of notions from different fields, such as relational algebra, graph theory and social choice theory, and by using the computer support system RelView for computing solutions and visualizing the results. Using relational algorithms, in such a case we break all cycles in each initial strongly connected component by removing the vertices in an appropriate minimum feedback vertex set. In this way we can choose a government that is as close as possible to being un-dominated. To achieve unique solutions, we additionally apply the majority ranking recently introduced by Balinski and Laraki. The main parts of our procedure can be executed using the RelView tool. Its sophisticated implementation of relations allows to deal with graph sizes that are sufficient for practical applications of coalition formation.     

积分通用计划下零售商的联盟与利润分配

会员积分策略如今已经成为零售商普遍的促销手段,许多行业的零售商形成同业联盟或异业联盟,利用积分通用计划来提高业绩。在积分通用计划的背景下,考虑到零售商各自的促销与联盟之间零售商的竞争,本文旨在研究同业联盟零售商之间的积分转换比例与促销水平决策问题,使联盟总利润最大化,并在此基础上利用积分成本共担机制解决集中决策下利润分配不合理的问题。通过数值算例验证了所得结论的重要性,为零售商进行联盟合作伙伴的选择提供了参考意见。     

Solution of nonlinear optimal control problems in Hilbert spaces by means of linear programming techniques

Optimal control problems in Hilbert spaces are considered in a measure-theoretical framework. Instead of minimizing a functional defined on a class of admissible trajectory-control pairs, we minimize one defined on a set of measures; this set is defined by the boundary conditions and the differential equation of the problem. The new problem is an infinite-dimensionallinear programming problem; it is shown that it is possible to approximate its solution by that of a finite-dimensional linear program of sufficiently high dimensions, while this solution itself can be approximated by a trajectory-control pair. This pair may not be strictly admissible; if the dimensionality of the finite-dimensional linear program and the accuracy of the computations are high enough, the conditions of admissibility can be said to be satisfied up to any given accuracy. The value given by this pair to the functional measuring the performance criterion can be about equal to theglobal infimum associated with the classical problem, or it may be less than this number. It appears that this method may become a useful technique for the computation of optimal controls, provided the approximations involved are acceptable.     

开源教学平台的可用性研究——以Sakai为例

越来越多的国内外高校开始考虑使用基于开源软件的网络教学平台,在投入使用之前,开源教学平台一般需要进行二次开发过程,其中需要重点解决平台的可用性问题,因为网络教学平台的可用性是影响学习效果的重要因素.发现并解决网络教学环境中的可用性问题,是促进人机交互、提高学习效率的重要途径.开源教学平台的可用性指的是系统的有效性、效率和满意度,分析了网络教学平台的可用性诉求,并以浙江大学Sakai开放学习平台为例,进行个案研究.使用了ThinkAloud、观察法和访谈法等可用性测试方法,研究结果发现,浙江大学Sakai开放学习平台主要功能人机交互设计合理,但是由于文化差异和用户使用习惯问题,部分功能存在一定的可用性问题,值得学习平台设计者借鉴.