Initial boundary value problems for a quantum hydrodynamic model of semiconductors: Asymptotic behaviors and classical limits

The present paper proves the existence and the asymptotic stability of a stationary solution to the initial boundary value problem for a quantum hydrodynamic model of semiconductors over a one-dimensional bounded domain. We also discuss on a singular limit from this model to a classical hydrodynamic model without quantum effects. Precisely, we prove that a solution for the quantum model converges to that for the hydrodynamic model as the Planck constant tends to zero. Here we adopt a non-linear boundary condition which means quantum effect vanishes on the boundary. In the previous researches, the existence and the asymptotic stability of a stationary solution are proved under the assumption that a doping profile is flat, which makes the stationary solution also flat. However, the typical doping profile in actual devices does not satisfy this assumption. Thus, we prove the above theorems without this flatness assumption. Firstly, the existence of the stationary solution is proved by the Leray-Schauder fixed-point theorem. Secondly, we show the asymptotic stability theorem by using an elementary energy method, where the equation for an energy form plays an essential role. Finally, the classical limit is considered by using the energy method again.     

Convergence d'un modèle à vitesses discrètes pour l'équation de Boltzmann-BGK

We consider a conservative and entropie discrete-velocity model for the Bathnagar-Gross-Krook (BGK) equation. In this model, the approximation of the Maxwellian is based on a discrete entropy minimization principle. First, we prove a consistency result for this approximation. Then, we demonstrate that the discrete-velocity model possesses a unique solution. Finally, the model is written in a continuous equation form, and we prove the convergence of its solution toward a solution of the BGK equation.     

A free boundary problem for a class of nonlinear nonautonomous size-structured population model

In this paper, we study a free boundary problem for a class of nonlinear nonautonomous size-structured population model. Using the comparison principle and upper–lower solution methods, we establish the existence of the solution for such kind of a model.     

A model for housing allocation of a homeless population due to a natural disaster

In the present work we derive and analyze a model considering housing allocation of homeless families due to a natural disaster; we use data from the earthquake of September 1999, in Athens, Greece. We derive a non-linear system of ordinary differential equations and analyze the stability of this system. Also we find an approximate solution of the model for a case study as well as and a numerical solution. Finally we consider possible extensions and improvements of the model making it more realistic.     

Robust scheduling of parallel machines with sequence-dependent set-up costs

In this paper we propose a robust approach for solving the scheduling problem of parallel machines with sequence-dependent set-up costs. In the literature, several mathematical models and solution methods have been proposed to solve such scheduling problems, but most of which are based on the strong assumption that input data are known in a deterministic way. In this paper, a fuzzy mathematical programming model is formulated by taking into account the uncertainty in processing times to provide the optimal solution as a trade-off between total set-up cost and robustness in demand satisfaction. The proposed approach requires the solution of a non-linear mixed integer programming (NLMIP), that can be formulated as an equivalent mixed integer linear programming (MILP) model. The resulting MILP model in real applications could be intractable due to its NP-hardness. Therefore, we propose a solution method technique, based on the solution of an approximated model, whose dimension is remarkably reduced with respect to the original counterpart. Numerical experiments conducted on the basis of data taken from a real application show that the average deviation of the reduced model solution over the optimum is less than 1.5%.     

Discretization results for the Huff and Pareto-Huff competitive location models on networks

In this paper we prove that there always exists a finite set that includes an optimal solution for the Huff and the Pareto-Huff competitive models on networks with the assumption of a concave function of the distance. In the Huff model, there is always a vertex of the network that belongs to the solution set. For the Pareto-Huff model, we prove that there is always an optimal solution at, or an ε-optimal solution close to, a vertex or an isodistant point, a new concept introduced in this paper.     

一个多因子信用违约互换定价模型

考虑一个违约互换的多因子的简化模型,通过测度的转化并求解一个多变量Riccati常微分方程而得出了这个模型的解析解.此模型是Duffie-Pan-Singleton(2000)模型的特例,但是这个模型存在解析解,而Duffie-Pan-Singleton模型并不存在解析解.模型的解析解对获得直觉的判断和进行模型的计算都非常有帮助,而且模型的解析解对实证检验也是有帮助的.     

Large time behavior of a solution of carbon dioxide transport model in concrete carbonation process

In [7] we show the global existence and uniqueness of a solution of carbon dioxide transport model in concrete carbonation process. This model is governed by a parabolic-type equation which has a non-local term depending on the unknown function itself. In this paper, we show the large time behavior of that solution.     

一类界面化学反应模型的解的渐近性

本文建立了一个界面化学反应模型，这个模型是一个具有非线性边界条件的抛物型反应扩散方程组．通过建立并求解关于方程组的解的微分不等式，我们得到了解及其任意阶导数在Ｌ∞的收敛速率估计．     

Solving soliton equations with self-consistent sources by method of variation of parameters

Starting from the solutions of soliton equations and corresponding eigenfunctions obtained by Darboux transformation, we present a new method to solve soliton equations with self-consistent sources (SESCS) based on method of variation of parameters. The KdV equation with self-consistent sources (KdVSCS) is used as a model to illustrate this new method. In addition, we apply this method to construct some new solutions of the derivative nonlinear Schrödinger equation with self-consistent sources (DNLSSCS) such as phase solution, dark soliton solution, bright soliton solution and breather-type solution.     

The PageRank model of minimal irreducible adjustment and its lumping method

In this paper, based on the original PageRank model with usual adjustment and computation, we propose a minimal irreducible adjustment model of PageRank. It is proved that the solution of this model is unique. Furthermore, an effective blocking and lumping algorithm is used for speeding up the process of obtaining this solution. Three numerical examples are given to verify the argues being correct and proper.     

The design of reverse distribution networks: Models and solution procedures

Reverse distribution, or the management of product return flows, induced by various forms of reuse of products and materials, has received growing attention throughout this decade. In this paper we discuss reverse distribution, and propose a mathematical programming model for a version of this problem. Due to the complexity of the proposed model, we introduce a heuristic solution methodology for this problem. The solution methodology complements a heuristic concentration procedure, where sub-problems with reduced sets of decision variables are iteratively solved to optimality. Based on the solutions from the sub-problems, a final concentration set of potential facility sites is constructed, and this problem is solved to optimality. The potential facility sites are then expanded in a greedy fashion to obtain the final solution. This “heuristic expansion” was also performed using the solution found with a greedy heuristic to provide a short-list of potential facility sites. Computational tests demonstrate a great deal of promise for this solution method, as high-quality solutions are obtained while expending modest computational effort.     

指派问题的多重最优解的择优方法

在某些情况下,经典指派问题的最优解不唯一．不同的最优解对参与人的影响不同,导致每个参与人会争取最有利于自身的最优解．为解决这个问题,通过研究允许合作指派问题的合作对策解的形成,提出允许合作指派问题的讨价还价模型和个体理性激励函数．在此基础上,提出了一个考虑个体理性的指派问题多重最优解的择优方法,从而保证了指派问题最优解的唯一性．     

Calibration of the default probability model

In this paper, we study the calibration problem for the Merton–Vasicek default probability model [Robert Merton, On the pricing of corporate debt: the risk structure of interest rate, Journal of Finance 29 (1974) 449–470]. We derive conditions that guarantee existence and uniqueness of the solution. Using analytical properties of the model, we propose a fast calibration procedure for the conditional default probability model in the integrated market and credit risk framework. Our solution allows one to avoid numerical integration problems as well as problems related to the numerical solution of the nonlinear equations.     

具有可选服务的M／M／1排队模型的一个特征值及其应用

证明0是具有可选服务的M／M／1排队模型的主算子及其共轭算子的几何重数为1的特征值,由此推出该模型的时间依赖解强收敛于该模型的稳态解．     

A Pseudo-rigid model for the inverse dynamics of an Euler beam

Inversion technique has been very successful in the tracking control of nonlinear dynamical systems. However, when applied to manipulators constructed with elastic links, inverse dynamics through direct integration in temporal space causes unbounded controller command. It has been suggested that seeking an inverse dynamics solution for a given tip trajectory with given initial conditions is an ill-posed problem. It has also been suggested that increasing model accuracy by including more terms in a truncated beam model worsens the controller’s ability to stabilize the system dynamics. In this paper, we seek to understand the nature of the inverse dynamics instability and to find an alternative solution. We appeal to the notion of a pseudo-rigid model which describes the beam deflection by a homogeneous displacement field. Particularly, we derive the mode shape in order to yield a bounded inverse dynamics solution. Different from most of the existing solutions where solution stability was achieved through modifying the output function, we modified the inverse dynamics model. A bounded inverse solution and model simplicity provide much needed ease in the design and implementation of an inversion controller. Numerical simulations and experiments have both been conducted to prove the validity of the proposed method.     

工作休假和休假中止的M/G/1排队模型的适定性

主要研究工作休假和休假中止的M/G/1排队系统,首先将对应于此系统的数学模型转化为抽象Cauchy问题,其次证明对应于此排队模型的主算子生成正压缩C0半群T(t),然后证明T(t)是局部等距的,最后证明此模型存在唯一的非负时间依赖解。     

Propagation of nonlinear thermoelastic waves in porous media within the theory of heat conduction with memory: physical derivation and exact solutions

In this paper, we study a mathematical model of nonlinear thermoelastic wave propagation in fluid‐saturated porous media, considering memory effect in the heat propagation. In particular, we derive the governing equations in one dimension by using the Gurtin–Pipkin theory of heat flux history model and specializing the relaxation function in such a way to obtain a fractional Erdélyi–Kober integral. In this way, we obtain a nonlinear model in the framework of time‐fractional thermoelasticity, and we find an explicit analytical solution by means of the invariant subspace method. A second memory effect that can play a significant role in this class of models is parametrized by a generalized time‐fractional Darcy law. We study the equations obtained also in this case and find an explicit traveling wave type solution. Copyright © 2016 John Wiley & Sons, Ltd.     

Norm behaviour of solutions to a parabolic–elliptic system modelling chemotaxis in a domain of ℝ3

In this paper, we study a parabolic–elliptic system defined on a bounded domain of ?³, which comes from a chemotactic model. We first prove the existence and uniqueness of local in time solution to this problem in the Sobolev spaces framework, then we study the norm behaviour of solution, which may help us to determine the blow‐up norm of the maximal solution. Copyright © 2004 John Wiley & Sons, Ltd.     

Existence and exponential convergence of the positive almost periodic solution for a model of hematopoiesis

In this work, we study the existence and global exponential convergence of positive almost periodic solutions for the generalized model of hematopoiesis. Under appropriate conditions, we employ a novel proof to establish some criteria for ensuring that all solutions of this model converge exponentially to the positive almost periodic solution.