求解对称鞍点问题的修正Uzawa方法

本文基于两个非线性逼近逆的非线性Uzawa方法,给出了一种新的修正非线性Uzawa方法,并对其收敛性进行了分析以及与已有算法的收敛性进行了比较.最后由数值试验说明了算法的正确性和有效性.     

Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

In Pang and Fukushima (Comput Manage Sci 2:21–56, 2005), a sequential penalty approach was presented for a quasi-variational inequality (QVI) with particular application to the generalized Nash game. To test the computational performance of the penalty method, numerical results were reported with an example from a multi-leader-follower game in an electric power market. However, due to an inverted sign in the penalty term in the example and some missing terms in the derivatives of the firms’ Lagrangian functions, the reported numerical results in Pang and Fukushima (Comput Manage Sci 2:21–56, 2005) are incorrect. Since the numerical examples of this kind are scarce in the literature and this particular example may be useful in the future research, we report the corrected results. The online version of the original article can be found under doi:.     

Quick assessment methodology for reliability of solder joints in ball grid array (BGA) assembly—Part I: Creep constitutive relation and fatigue model

In this study, a new unified creep constitutive relation and a modified energy-based fatigue model have been established respectively to describe the creep flow and predict the fatigue life of Sn−Pb solders. It is found that the relation successfully elucidates the creep mechanism related to current constitutive relations. The model can be used to describe the temperature and frequency dependent low cycle fatigue behavior of the solder. The relation and the model are further employed in part II to develop the numerical simulation approach for the long-term reliability assessment of the plastic ball grid array (BGA) assembly. The project supported by the National Natural Science Foundation of China (59705008)     

Heavy-traffic limits for an infinite-server fork–join queueing system with dependent and disruptive services

We study an infinite-server fork–join queueing system with dependent services, which experiences alternating renewal service disruptions. Jobs are forked into a fixed number of parallel tasks upon arrival and processed at the corresponding parallel service stations with multiple servers. Synchronization of a job occurs when its parallel tasks are completed, i.e., non-exchangeable. Service times of the parallel tasks of each job can be correlated, having a general continuous joint distribution function, and moreover, the service vectors of consecutive jobs form a stationary dependent sequence satisfying the strong mixing (\(\alpha \)-mixing) condition. The system experiences renewal alternating service disruptions with up and down periods. In each up period, the system operates normally, but in each down period, jobs continue to enter the system, while all the servers will stop working, and services received will be conserved and resume at the beginning of the next up period. We study the impact of both the dependence among service times and these down times upon the service dynamics, the unsynchronized queueing dynamics, and the synchronized process, assuming that the down times are asymptotically negligible. We prove FWLLN and FCLT for these processes, where the limit processes in the FCLT possess a stochastic decomposition property and the convergence requires the Skorohod \(M_1\) topology.     

A stochastic portfolio optimization model with complete memory

In this article, we consider a portfolio optimization problem of the Merton’s type with complete memory over a finite time horizon. The problem is formulated as a stochastic control problem on a finite time horizon and the state evolves according to a process governed by a stochastic process with memory. The goal is to choose investment and consumption controls such that the total expected discounted utility is maximized. Under certain conditions, we derive the explicit solutions for the associated Hamilton–Jacobi–Bellman (HJB) equations in a finite-dimensional space for exponential, logarithmic, and power utility functions. For those utility functions, verification results are established to ensure that the solutions are equal to the value functions, and the optimal controls are also derived.     

一类微分-差分方程组的内禀对称和等价群变换

研究一类微分-差分方程组的对称和等价群变换.采取内禀的无穷小算子方法,给出了方程组的内禀对称和等价群变换.为结合抽象Lie代数结构,给方程完全分类提供了理论基础.     

A normal criterion about two families of meromorphic functions concerning shared values

In this paper, we mainly discuss the normality of two families of functions concerning shared values and proved: Let F and G be two families of functions meromorphic on a domain D■C,a1, a2, a3, a4 be four distinct finite complex numbers. If G is normal, and for every f ∈ F , there exists g ∈ G such that f(z) and g(z) share the values a1, a2, a3, a4, then F is normal on D.     

A Review of the Integration of Science and Mathematics: Implications for Further Research

Building on the earlier analysis by Berlin (1991) , this paper reviews various studies on integrating mathematics and science in the 1990s and provides some implications for further research. The areas identified for further exploration include comparison of the nature of mathematics and science, epistemological debates in mathematics and in science education, the bases used to emphasize science over mathematics or vice versa, empirical evidence of effectiveness of integration, connections between teacher education programs for integration and teachers' subsequent classroom teaching practices, perceptions of integration on the part of teacher educators, contextual difficulties in implementing integrated approaches and possible solutions, and rationales of integrating mathematics and science through technology. In order to help all students become scientifically literate, which most reform documents call for, more focused attention on integration of curriculum and instruction is necessary.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

The uv-Decomposition on a Class of D.C. Functions and Optimality Conditions

In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given.