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971.
Given α ∈ [0, 1], let h α (z):= z/(1 - αz), z ∈ D:= {z ∈ D: |z| < 1}. An analytic standardly normalized function f in D is called close-to-convex with respect to h α if there exists δ ∈ (-π/2, π/2) such that Re{eiδ zf′(z)/h α (z)} > 0, z ∈ D. For the class ? (h α ) of all close-to-convex functions with respect to h α , the Fekete-Szegö problem is studied. 相似文献
972.
The aim of this paper is to present a new graphical approach to the shape design of the active magnetic bearing (AMB) stator. The AMB is a tool to levitate the rotor without contact. The standard design method uses a computer-aided design (CAD) software in the modeling process. Therefore the designed AMB shape consists of graphical primitives like lines and arcs with fixed properties. For the advanced interdisciplinary analysis of the AMB construction the shape generation and modifications ought to be done automatically. The proposed method is based on mathematical analysis and representation of the AMB stator by curves. Second and third order Bézier curves given in polynomial and rational form are compared to the circle and arc based arcs. The fitting quality is considered for the selection of the appropriate arc representation. The obtained shapes are ready to be used in the magnetic field analysis and optimization procedures to find an optimal form of the AMB construction. The author’s experience in modeling and vector graphics was a motivation to look at the AMB construction from mathematical and programming point of view. The AMB components are modeled with parametric curves under constraints defined by the AMB static and dynamic properties. Such a described 2D or 3D model can be generated automatically in a programming way for a wide range of AMB configurations in further research. Selected configurations are presented to show features of the proposed method and realized algorithm. The selected features of the proposed solution as well as feedback from industry are discussed. 相似文献
973.
Adam J. Prze?dziecki 《Advances in Mathematics》2010,225(4):1893-1913
We construct a functor F:Graphs→Groups which is faithful and “almost” full, in the sense that every nontrivial group homomorphism FX→FY is a composition of an inner automorphism of FY and a homomorphism of the form Ff, for a unique map of graphs f:X→Y. When F is composed with the Eilenberg-Mac Lane space construction K(FX,1) we obtain an embedding of the category of graphs into the unpointed homotopy category which is full up to null-homotopic maps.We provide several applications of this construction to localizations (i.e. idempotent functors); we show that the questions:
- (1)
- Is every orthogonality class reflective?
- (2)
- Is every orthogonality class a small-orthogonality class?
974.
In this paper we introduce the concepts of exponential exponents of discrete linear time varying systems. It is shown that these exponents describe the possible changes in the Lyapunov exponents under perturbation decreasing at infinity at exponential rate. Finally we present formulas for the exponential exponents in terms of the transition matrix of the system. 相似文献
975.
In Oman and Salminen [19], the authors introduce and study residually small rings, defined as follows: an infinite commutative ring R with identity is residually smallif for every r∈R?{0}, there exists an ideal Ir of R such that r?Ir and |R∕Ir|<|R|. The purpose of this note is to extend our study. In particular, we continue our investigation of residually small rings and then generalize this notion to modules. 相似文献
976.
Adam Krzemienowski Włodzimierz Ogryczak 《Computational Optimization and Applications》2005,32(1-2):133-160
A mathematical model of portfolio optimization is usually quantified with mean-risk models offering a lucid form of two criteria with possible trade-off analysis. In the classical Markowitz model the risk is measured by a variance, thus resulting in a quadratic programming model. Following Sharpe’s work on linear approximation to the mean-variance model, many attempts have been made to linearize the portfolio optimization problem. There were introduced several alternative risk measures which are computationally attractive as (for discrete random variables) they result in solving linear programming (LP) problems. Typical LP computable risk measures, like the mean absolute deviation (MAD) or the Gini’s mean absolute difference (GMD) are symmetric with respect to the below-mean and over-mean performances. The paper shows how the measures can be further combined to extend their modeling capabilities with respect to enhancement of the below-mean downside risk aversion. The relations of the below-mean downside stochastic dominance are formally introduced and the corresponding techniques to enhance risk measures are derived.The resulting mean-risk models generate efficient solutions with respect to second degree stochastic dominance, while at the same time preserving simplicity and LP computability of the original models. The models are tested on real-life historical data.The research was supported by the grant PBZ-KBN-016/P03/99 from The State Committee for Scientific Research. 相似文献
977.
We prove that every Kirchberg algebra in the UCT class has nuclear dimension 1. We first show that Kirchberg 2-graph algebras with trivial K0 and finite K1 have nuclear dimension 1 by adapting a technique developed by Winter and Zacharias for Cuntz algebras. We then prove that every Kirchberg algebra in the UCT class is a direct limit of 2-graph algebras to obtain our main theorem. 相似文献
978.
Maywald Jacob D. Reiman Adam D. Overstreet Robert E. Johnson Alan W. 《Annals of Operations Research》2019,274(1-2):425-445
Annals of Operations Research - We consider the use of the new C-130J-30 aircraft for long distance (strategic) cargo movement. Currently, only large aircraft, the C-5 and the C-17, are identified... 相似文献
979.
The velocity–vorticity formulation of the 3D Navier–Stokes equations was recently found to give excellent numerical results for flows with strong rotation. In this work, we propose a new regularization of the 3D Navier–Stokes equations, which we call the 3D velocity–vorticity-Voigt (VVV) model, with a Voigt regularization term added to momentum equation in velocity–vorticity form, but with no regularizing term in the vorticity equation. We prove global well-posedness and regularity of this model under periodic boundary conditions. We prove convergence of the model's velocity and vorticity to their counterparts in the 3D Navier–Stokes equations as the Voigt modeling parameter tends to zero. We prove that the curl of the model's velocity converges to the model vorticity (which is solved for directly), as the Voigt modeling parameter tends to zero. Finally, we provide a criterion for finite-time blow-up of the 3D Navier–Stokes equations based on this inviscid regularization. 相似文献
980.