某常微分方程教材中的一个错例

针对东北师范大学微分方程教研室所编教材《常微分方程》中的一道例题,经过实际验算发现,原题所给向量函数并非如其所称是其所给微分方程组的基本解组；随后通过两种方法对该道例题给出正确求解．     

改进的函数系数自回归建模方法对上海股市实证分析

函数系数自回归模型(FAR)是一类更具有适应性的模型。本文利用函数系数自回归模型对上海股市日收益率进行建模及短期预测,改进现有建模对带宽、模型的依赖变量以及阶数确定方法。并与上海股市日收益率的自回归模型结果进行了比较,结果表明改进的函数系数模型具有很好的预测能力。     

张量封闭模型与三维取向分布对纤维悬浮槽流稳定性的影响

应用3种不同的纤维方向张量封闭模型,数值模拟了纤维悬浮槽流的流动稳定性问题,从而研究封闭模型和纤维的三维取向分布对稳定性分析的影响．结果发现,采用3种不同封闭模型所得到的流动稳定特性与纤维参数之间的关系是相同的,但采用三维混合封闭模型时,由于纤维的取向与流向的偏差程度较大,所以纤维对流动的不稳定性具有最强的抑制作用．而采用二维混合封闭模型时,由于纤维在平面取向条件下,其轴线整体上趋于呈流向排列,使得对流体的作用削弱,导致纤维对流动不稳定性抑制的作用最弱．     

An analysis of stress wave propagation in slender bars using a discrete particle approach

In this paper, a discrete particle approach is developed for the quantitative analysis of stress wave propagation in metal bars. Though linear forces are emphasized, nonlinear forces are also considered. Cylindrical, tapered, homogeneous, and nonhomogeneous bars are studied. Computer results show most favourable agreement with available theoretical and experimental results.     

L族END的多元部分和的精确大偏差下界

从保险的实际出发,研究服从长尾分布族(L族)上的多元风险模型中随机变量序列的部分和的精确大偏差,其中假设随机变量序列是一列延拓负相依(END)的、同分布的随机变量序列,利用基于求L族的精确大偏差的方法得到了随机变量部分和的渐近下界.     

An oracle based method to compute a coupled equilibrium in a model of international climate policy

This paper proposes a computational game-theoretic model for the international negotiations that should take place at the end of the period covered by the Kyoto protocol. These negotiations could lead to a self-enforcing agreement on a burden sharing scheme given the necessary global emissions limit that will be imposed when the real extent of climate change is known. The model assumes a non-cooperative behavior of the parties except for the fact that they will be collectively committed to reach a target on total cumulative emissions by the year 2050. The concept of normalized equilibrium, introduced by J.B. Rosen for concave games with coupled constraints, is used to characterize a family of dynamic equilibrium solutions in an m-player game where the agents are (groups of) countries and the payoffs are the welfare gains obtained from a Computable General Equilibrium (CGE) model. The model deals with the uncertainty about climate sensitivity by computing an S-adapted equilibrium. These equilibria are computed using an oracle-based method permitting an implicit definition of the payoffs to the different players, obtained through simulations performed with the global CGE model GEMINI-E3. Partly supported by GICC (French Ministry of Ecology), TOCSIN (EU-044287) and the Swiss-NSF NCCR-Climate program of the Swiss NSF. For helpful comments and discussions, we thank A. Bernard, P. Thalmann, and the anonymous referee.     

垂直管道中密相两相流动的解析解

本文依据文献[1]的密相两相流动的数学模型,对垂直圆管中密相两相流动进行了解析求解,分别得到了连续相和分散相的速度解析表达式.在相间阻力与相间速度差成比例时,除了在离管壁面很近的薄区之外,管道流动规律与达西渗流定律完全一致.本文验证了文献[1]的密相两相流动数学模型的假定在本文情形下是合理的.     

An Estimate for the <Emphasis Type="Italic">n</Emphasis>th Minimal Error of Linear Algorithms for One Problem in a Normed Vector Space

We find an estimate for the nth minimal error of linear algorithms for some problem defined in a finite-dimensional space with values in an arbitrary normed vector space.Original Russian Text Copyright © 2005 Sidorov S. P.The author was supported by the Russian Foundation for Basic Research (Grant 04-01-00060), the State Maintenance Programs for the Leading Scientific Schools of the Russian Federation (Grant 1295.2003.1), and the Program Universities of Russia (Grant 04.01.374).__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 3, pp. 673–678, May–June, 2005.     

一类供应链中考虑公平关切的学习效应行为实验研究

大量经济学实验研究证实了公平关切和学习效应对决策者行为的影响力。本文研究三人组供应链系统,通过区别设计个体自我学习以及社会学习的实验环境,对比考察备用供应商的公平关切程度,以及制造商和备用供应商学习曲线的特点。实验结果支持了学习效应存在的假设:随着实验期数的增加,单期决策时间逐渐减少,备用供应商的整体拒绝率逐渐降低,制造商的策略逐渐集中。进一步构建了引入公平关切的强化学习模型。通过参数估计发现在个体自我学习和社会学习实验环境下,备用供应商的横向公平关切程度均较为显著,信息共享对备用供应商的横向公平关切偏好无明显影响。     

排列组合中一类分组分配问题的统一球盒模型

本文研究了排列组合中一类分组分配问题,形式化成三个球盒模型,引入三个符号既表示这三种模型又表示模型对应的方案数.三模型可以统一快捷地解答平均分组和不定向分配等问题,为实际应用的分析理解和解答带来方便.     

Available-To-Promise modeling for multi-plant manufacturing characterized by lack of homogeneity in the product: An illustration of a ceramic case

Lack of homogeneity in the product (LHP) appears in some production processes which incorporate raw materials that originate directly from nature and/or production processes with operations that confer heterogeneity to the characteristics of the outputs obtained, even when the inputs used are homogeneous. Poor LHP management may have a very negative impact on the customer service level and on the supply chains’ operation costs, especially when the customer needs to be served with homogeneous units of one same product. One of the key processes for suitable LHP management is the order-promising process. This work presents a mathematical programming order-promising model for make-to-stock environments with LHP. The model considers two objectives placed within a single objective by the weighted sum method. For the purpose of testing the validity of the proposed model and to evaluate the characteristics of the solutions obtained in different scenarios, numerical experiments based on realistic data from a ceramic tile company have been conducted. The results show that better results are obtained for the defined performance measures if multiple objectives are considered when promising orders than the single objective of maximizing profits. Furthermore, the superiority of the results obtained from the proposed model, if compared with current company practice, proves the model’s utility.     

An Analysis of the Decay of Saint-Venant End Effects in a Transversely Isotropic Matrix with an Isotropic Covering

A calculation model is proposed for a numerical analysis of the decay of Saint-Venant end effects in a laminate material of irregular structure to which corresponds a transversely isotropic matrix with an isotropic covering. The elastic properties of the matrix correspond to those of a unidirectional glass-fiber-reinforced plastic. The problem is investigated within the framework of the concept of a representative element of the material. The decay of the end effect in the direction perpendicular to the isotropy plane of a transversely isotropic matrix for the case of symmetric deformation of the material is considered. The source of the end effect is simulated by a piecewise-constant periodic surface load. This load is local for the calculated region and changes within a part of the boundary comparable with the typical size of the structural heterogeneity of the material. The equations of the linear elasticity theory of orthotropic bodies, a model of piecewise-homogeneous media, and quantitative criteria of decay of the end effect are used. Starting from the base system of equations, a discrete problem is constructed and solved. The results of a computing experiment for the choice of a representative element and the results of determining the maximum extent of the end-effect zone for this element are presented.     

甲型H1N1流感的死亡率高吗——Bayes计量分析框架下的建模与估算

在全球甲型H1N1流感大流行背景下,本文在充分考虑各国甲流感死亡率可能存在个体混合效应、独立效应、相关效应及空间相关效应基础上,运用Bayes计量分析框架下的模型选择标准确定描述各国甲流感死亡率的最优模型,并基于该模型对不同国家甲流感死亡率进行估算。结果显示:个体独立、空间相关效应模型能很好拟合各国甲流感疫情统计数据,利用该模型估算的全球甲流感平均死亡率为0.577%。     

基于便利收益视角的投机与大宗商品价格波动分析——以天然橡胶为例

从便利收益视角来分析投机与大宗商品价格波动的关系,首先导出了基于IGARCH模型的动态便利收益近似计算式,并据此来判断投机行为是否引起价格与供需基本面的脱离;然后构建了包含动态便利收益的投机套利模型来度量投机行为对价格的影响强度.最后对天然橡胶市场的投机情况进行了实证分析.结果表明,总体上看,短期价格对投机者的预期反应敏感,使市场产生"自我实现的预言"效应;投机行为引起天然橡胶价格与供需基本面脱离,起到了推涨助跌的作用,加剧天然橡胶价格波动.