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111.
M. A. H. Dempster 《Journal of Mathematical Sciences》2006,133(4):1422-1444
This paper gives a comprehensive treatment of EVPI-based sequential importance sampling algorithms for dynamic (multistage)
stochastic programming problems. Both theory and computational algorithms are discussed. Under general assumptions it is shown
that both an expected value of perfect information (EVPI) process and the corresponding marginal EVPI process (the supremum
norm of the conditional expectation of its generalized derivative) are nonanticipative nonnegative supermartingales. These
processes are used as importance criteria in the class of sampling algorithms treated in the paper. When their values are
negligible at a node of the current sample problem scenario tree, scenarios descending from the node are replaced by a single
scenario at the next iteration. On the other hand, high values lead to increasing the number of scenarios descending from
the node. Both the small sample and asymptotic properties of the sample problem estimates arising from the algorithms are
established, and the former are evaluated numerically in the context of a financial planning problem. Finally, current and
future research is described. Bibliography: 49 titles.
__________
Published in Zapiski Nauchnykh Seminarov POMI, Vol. 312, 2004, pp. 94–129. 相似文献
112.
In this paper we study root system generalizations of the quantum Bose-gas on the circle with pair-wise delta-function interactions.
The underlying symmetry structures are shown to be governed by the associated graded algebra of Cherednik's (suitably filtered)
degenerate double affine Hecke algebra, acting by Dunkl-type differential-reflection operators. We use Gutkin's generalization
of the equivalence between the impenetrable Bose-gas and the free Fermi-gas to derive the Bethe ansatz equations and the Bethe
ansatz eigenfunctions. 相似文献
113.
We study oscillation in a gyrotron with allowance for reflections from an output horn. Regions with different system behaviors,
such as stationary oscillation, self-modulation, and complex-dynamics regimes are found in the parameter plane. The scenarios
of appearance of chaotic oscillations are considered. It is shown that they can emerge via either a sequence of period-doubling
bifurcations or destruction of quasiperiodic motion. For chaotic attractors, Lyapunov exponents are calculated and their dimensions
are estimated on the basis of the Kaplan-Yorke formula. The dimension values turn out to be anomalously large, which is stipulated
by the presence of a large number of high-Q eigenmodes in the gyrotron cavity due to operation near the cutoff frequency of
an electrodynamic system.
__________
Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 49, No. 10, pp. 887–899, October 2006. 相似文献
114.
115.
The quantitative rainbow schlieren deflectometry (RSD) technique was applied to measure temperature and oxygen concentration in an axisymmetric hydrogen gas-jet diffusion flame burning in quiescent air at fuel jet exit Reynolds number of 70. Schlieren measurements were compared with conventional measurements using a thermocouple and a gas-sampling probe. Good agreement between the two measurement techniques was achieved on the fuel-lean side of the flame. 相似文献
116.
A successful application of ultrasound Doppler velocimetry in liquid sodium flows is described. To obtain sufficient Doppler
signals, different problems had to be solved: the transmission of the ultrasonic beam through the channel wall made of stainless
steel, the acoustic coupling between the transducer and the channel wall, and the wetting of the inner surface of the wall
by the liquid metal, respectively. A sodium flow in a square duct exposed to a transverse magnetic field is investigated.
In accordance with the existing knowledge about MHD channel flows, we found that the velocity profiles modified to a M-shape
owing to the effect of an inhomogeneous magnetic field.
Received: 12 June 2001/Accepted: 27 October 2001 相似文献
117.
118.
Necessary conditions for the Gâteaux differentiability of the distance function to a set are considered. A series of characterizing results is obtained. 相似文献
119.
Mathematical Notes - 相似文献
120.
M. Zayed 《Archiv der Mathematik》2002,78(5):345-349
In this paper, the notions of f-injective and f*-injective modules are introduced. Elementary properties of these modules are given. For instance, a ring R is coherent iff any ultraproduct of f-injective modules is absolutely pure. We prove that the class S* \Sigma^* of f*-injective modules is closed under ultraproducts. On the other hand, S* \Sigma^* is not axiomatisable. For coherent rings R, S* \Sigma^* is axiomatisable iff every c0 \chi_0 -injective module is f*-injective. Further, it is shown that the class S \Sigma of f-injective modules is axiomatisable iff R is coherent and every c0 \chi_0 -injective module is f-injective. Finally, an f-injective module H, such that every module embeds in an ultraprower of H, is given. 相似文献