A NEW STEPSIZE FOR THE STEEPEST DESCENT METHOD

The steepest descent method is the simplest gradient method for optimization. It is well known that exact line searches along each steepest descent direction may converge very slowly. An important result was given by Barzilar and Borwein, which is proved to be superlinearly convergent for convex quadratic in two dimensional space, and performs quite well for high dimensional problems. The BB method is not monotone, thus it is not easy to be generalized for general nonlinear functions unless certain non-monotone techniques being applied. Therefore, it is very desirable to find stepsize formulae which enable fast convergence and possess the monotone property. Such a stepsize αk for the steepest descent method is suggested in this paper. An algorithm with this new stepsize in even iterations and exact line search in odd iterations is proposed. Numerical results are presented, which confirm that the new method can find the exact solution within 3 iteration for two dimensional problems. The new method is very efficient for small scale problems. A modified version of the new method is also presented, where the new technique for selecting the stepsize is used after every two exact line searches. The modified algorithm is comparable to the Barzilar-Borwein method for large scale problems and better for small scale problems.     

浮体与自由面交线附近流场的奇异性

本文研究了浮体与自由面交线附近势流流场的奇异性。结果表明,线性时域解在交线附近的奇异特征是d2lnd.线性频域解在交线附近的奇异特征也是d2lnd,但若采用无穷大频率自由面条件φ=0,交线附近流场的奇异特征是d1nd,这里的d表示交线上的点与场点的距离。     

Dual simplex method for GUB problems

The dual simplex method for generalized upper bound (GUB) problems is presented. One of the major operations in the dual simplex method is to update the elements of therth row, wherer is the index for the leaving basic variable. Those updated elements are used for the ratio test to determine the entering basic variabble. A very simple formula for therth row update for the dual simplex method for a GUB problem is derived, which is similar to the formula for the standard linear program. This derivation is based on the change key operation, which is to exchange the key column and its counterpart in the nonkey section. The change key operation is possible because of a theorem that guarantees the existence of such a counterpart.     

SU(1,1)对称量子系统时间最优控制

基于李群分解,讨论了控制不受限情况下SU(1,1)对称量子控制系统的时间最优控制问题.针对系统控制哈密顿项为椭圆型和抛物型这两种情形,分别给出了实现任意演化矩阵所需要的最短时间.针对系统控制哈密顿项为双曲型情形,给出了实现任意演化矩阵所需要最短时间的一个上界.     

Central intertwining lifting,maximum entropy and their permanence

The central intertwining lifting is used to establish a maximum principle for the commutant lifting theorem. This maximum principle is used to prove that the central intertwining lifting is also a maximal entropy solution for the commutant lifting theorem, when T is a unilateral shift of finite multiplicity. The maximum principle is based on the residual spaces for intertwining liftings, and is motivated by Robinson's minimum energy delay principle for outer functions. A permanence property for the central intertwining lifting is also given.     

直径不超过4的树的割宽

§ 1　IntroductionThe cutwidth problem for graphs,as well as a class of optimal labeling and embed-ding problems,have significant applications in VLSI designs,network communicationsand other areas (see [2 ] ) .We shall follow the graph-theoretic terminology and notation of [1 ] .Let G=(V,E)be a simple graph with vertex set V,| V| =n,and edge set E.A labeling of G is a bijec-tion f:V→ { 1 ,2 ,...,n} ,which can by regarded as an embedding of G into a path Pn.Fora given labeling f of G,th…     

The Schwarz problem for analytic functions in torus-related domains

The Cauchy kernel is one of the two significant tools for solving the Riemann boundary value problem for analytic functions. For poly-domains, the Cauchy kernel is modified in such a way that it corresponds to a certain symmetry of the boundary values of holomorphic functions in poly-domains. This symmetry is lost if the classical counterpart of the one-dimensional form of the Cauchy kernel is applied. It is also decisive for the establishment of connection between the Riemann–Hilbert problem and the Riemann problem. Thus, not only the Schwarz problem for holomorphic functions in poly-domains is solved, but also the basis is established for solving some other problems. The boundary values of functions, holomorphic in poly-domains, are classified in the Wiener algebra. The general integral representation formulas for these functions, the solvability conditions and the solutions of the corresponding Schwarz problems are given explicitly. A necessary and sufficient condition for the boundary values of a holomorphic function for arbitrary poly-domains is given. At the end, well-posed formulations of the torus-related problems are considered.     

整数规划中割平面法的研究

割平面法是求解整数规划问题常用方法之一.用割平面法求解整数规划的基本思路是:先用单纯形表格方法去求解不考虑整数约束条件的松弛问题的最优解,如果获得的最优解的值都是整数,即为所求,运算停止.如果所得最优解不完全是整数,即松弛问题最优解中存在某个基变量为非整数值时,就从最优表中提取出关于这个基变量的约束等式,再从这个约束式出发构造一个割平面方程加入最优表中,再求出新的最优解,这样不断重复的构造割平面方程,直到找到整数解为止.主要研究以下四个关键点:一是研究从最优表中提取出的、关于基变量的约束等式出发,通过将式中的系数进行整数和非负真分数的分解,从而得到一个小于等于0的另外一个不等式的推导过程;二是总结出从小于等于0的那个约束不等式出发构造割平面方程的四种方法;三是分析构造割平面方程的这四种方法相互之间的区别和联系;四是探讨割平面法的几何意义.通过对这四个方面的分析和研究,对割平面法进行透彻的剖析,使读者能够全面把握割平面法.     

马氏环境中可数马氏链的Poisson极限率

研究了马氏环境中的可数马氏链,主要证明了过程于小柱集上的回返次数是渐近地服从Poisson分布。为此,引入熵函数h,首先给出了马氏环境中马氏链的Shannon-Mc Millan-Breiman定理,还给出了一个非马氏过程Posson逼近的例子。当环境过程退化为一常数序列时,便得到可数马氏链的Poisson极限定理。这是有限马氏链Pitskel相应结果的拓广。     

Empirical likelihood for semiparametric regression model with missing response data

A bias-corrected technique for constructing the empirical likelihood ratio is used to study a semiparametric regression model with missing response data. We are interested in inference for the regression coefficients, the baseline function and the response mean. A class of empirical likelihood ratio functions for the parameters of interest is defined so that undersmoothing for estimating the baseline function is avoided. The existing data-driven algorithm is also valid for selecting an optimal bandwidth. Our approach is to directly calibrate the empirical log-likelihood ratio so that the resulting ratio is asymptotically chi-squared. Also, a class of estimators for the parameters of interest is constructed, their asymptotic distributions are obtained, and consistent estimators of asymptotic bias and variance are provided. Our results can be used to construct confidence intervals and bands for the parameters of interest. A simulation study is undertaken to compare the empirical likelihood with the normal approximation-based method in terms of coverage accuracies and average lengths of confidence intervals. An example for an AIDS clinical trial data set is used for illustrating our methods.     

Analysis of a mathematical model for tumor growth under indirect effect of inhibitors with time delay in proliferation

In this paper, a mathematical model for tumor growth with time delay in proliferation under indirect effect of inhibitor is studied. The delay represents the time taken for cells to undergo mitosis. Nonnegativity of solutions is investigated. The steady-state analysis is presented with respect to the magnitude of the delay. Existence of Hopf bifurcation is proved for some parameter values. Local and global stability of the stationary solutions are proved for other ones. The analysis of the effect of inhibitor's parameters on tumor's growth is presented. The results show that dynamical behavior of solutions of this model is similar to that of solutions for corresponding non-retarded problems for some parameter values.     

Determination/estimation of an optimal replacement interval under minimal repair

In this paper the problem of estimation of an optimal replacement interval for a system which is minimally repaired at failures is studied. The problem is investigated both under a parametric and a nonparametric form of the failure intensity of the system. It is assumed that observational data from n systems are available. Some asymptotic results are shown. A graphical procedure for determining/estimating an optimal replacement interval is presented. The procedure is particularly valuable for sensitivity analyses, for example with respect to the costs involved.     

Half Space and Quarter Space Dirichlet Problems for the Partial Differential Equation

A customary, heuristic, method, by which the Poisson integral formula for the Dirichlet problem, for the half space, for Laplace's equation is obtained, involves Green's function, and Kelvin's method of images. Although this heuristic method leads one to guess the correct result, this Poisson formula still has to be verified directly, independently of the method by which it was arrived at, in order to be absolutely certain that a solution of the Dirichlet problem for the half space, for Laplace's equation, has been actually obtained. A similar heuristic method, as seems to be generally known, could be followed in solving the Dirichlet problem, for the half space, for the equation where is a real constant. However, in Part 1, a different, labor-saving, method is used to study Dirichlet problems for the equation. This method is essentially based on what Hadamard called the method of descent. Indeed, it is shown that he who has solved the half space Dirichlet problem for Laplace's equation has already solved the half space Dirichlet problem for the equation In Part 2, the solution formula for the quarter space Dirichlet problem for Laplace's equation is obtained from the Poisson integral formula for the half space Dirichlet problem for Laplace's equation. A representation theorem for harmonic functions in the quarter space is deduced. The method of descent is used, in Part 3, to obtain the solution formula for the quarter space Dirichlet problem for the equation by means of the solution formula for the quarter space Dirichlet problem for Laplace's equation. So that, indeed, it is also shown that he who has solved the quarter space Dirichlet problem for Laplace's equation has already solved the quarter space Dirichlet problem for the " equation" For the sake of completeness and clarity, and for the convenience of the reader, the appendix, at the end of Part 3, contains a detailed proof that the Poisson integral formula solves the half space Dirichlet problem for Laplace's equation. The Bibliography for Parts 1,2, 3 is to be found at the end of Part 1.     

Conservation laws via the partial Lagrangian and group invariant solutions for radial and two-dimensional free jets

The conservation laws for Prandtl’s boundary layer equations for an incompressible fluid governing the flow in radial and two-dimensional jets are investigated. For both radial and two-dimensional jets the partial Lagrangian method is used to derive conservation laws for the system of two differential equations for the velocity components. The Lie point symmetries are calculated for both cases and a symmetry is associated with the conserved vector that is used to establish the conserved quantity for the jet. This associated symmetry is then used to derive the group invariant solution for the system governing the flow in the free jet.     

RC_Link: Genetic linkage analysis using Bayesian networks

Genetic linkage analysis is a statistical method for mapping genes onto chromosomes, and is useful for detecting and predicting diseases. One of its current limitations is the computational complexity of the problems of interest. This research presents methods for mapping genetic linkage problems as Bayesian networks and then addresses novel techniques for making the problems more tractable. The result is a new tool for solving these problems called RC_Link, which in many cases is orders of magnitude faster than existing tools.     

Identification of a dissipation coefficient by a variational method

A generalized inverse problem for the identification of the absorption coefficient for a hyperbolic system is considered. The well-posedness of the problem is examined. It is proved that the regular part of the solution is an L ₂ function, which reduces the inverse problem to minimizing the error functional. The gradient of the functional is determined in explicit form from the adjoint problem, and approximate formulas for its calculation are derived. A regularization algorithm for the solution of the inverse problem is considered. Numerical results obtained for various excitation sources are displayed.     

非定常不可压Navier-Stokes方程两重网格方法的稳定性和L2误差估计

讨论了二维非定常不可压Navier-Stokes方程的两重网格方法．此方法包括在粗网格上求解一个非线性问题,在细网格上求解一个Stokes问题．采用一种新的全离散(时间离散用Crank-Nicolson格式,空间离散用混合有限元方法)格式数值求解N-S方程．证明了该全离散格式的稳定性．给出了L2误差估计．对比标准有限元方法,在保持同样精度的前提下,TGM能节省大量的计算量．     

Cubature Formulas of a Nonalgebraic Degree of Precision

We deal with cubature formulas that are exact for polynomials and also for polynomials multiplied by r, where r is the Euclidean distance to the origin. A general lower bound for the number of nodes for a specified degree of precision is given. This bound is improved for centrally symmetric integrals. A set of constraints (consistency conditions) is introduced for the construction of fully symmetric formulas. For one dimension and arbitrary degree, it is shown that the lower bound is sharp for centrally symmetric integrals. For higher dimensions, as an illustration, cubature formulas are only constructed for low degrees. March 6, 2000. Date revised: April 30, 2001. Date accepted: May 31, 2001.     

Methodological Issues in Studying Effects of Networks in Organizations

Three methodological issues are discussed that are important for the analysis of data on networks in organizations. The first is the two-level nature of the data: individuals are nested in organizations. This can be dealt with by using multilevel statistical methods. The second is the complicated nature of statistical methods for network analysis. The third issue is the potential of mathematical modeling for the study of network effects and network evolution in organizations. Two examples are given of mathematical models for gossip in organizations. The first example is a model for cross-sectional data, the second is a model for longitudinal data that reflect the joint development of network structure and individual behavior tendencies.     

Proportional Mean Residual Life Model with Varying Coefficients for Length-Biased and Right-Censored Data

Length-biased data are encountered in many fields,including economics,engineering and epidemiological cohort studies.There are two main challenges in the analysis of such data:the assumption of independent censoring is violated and the assumed model for the underlying population is no longer satisfied for the observed data.In this paper,a proportional mean residual life varyingcoefficient model for length-biased data is considered and a local pseudo likelihood method is proposed for estimating the coefficient functions in the model.Asymptotic properties are investigated for the proposed estimators.The finite sample performance of the proposed methodology is demonstrated by simulation studies.Finally,the method is applied to a real data set concerning the Academy Awards.