Problems, Models and Complexity. Part II: Application to the DLSP

In Part I of this study, we suggest to identify an operations research (OR) problem with the equivalence class of models describing the problem and enhance the standard computer-science theory of computational complexity to be applicable to this situation of an often model-based OR context. The Discrete Lot-sizing and Scheduling Problem (DLSP) is analysed here in detail to demonstrate the difficulties which can arise if these aspects are neglected and to illustrate the new theoretical concept. In addition, a new minimal model is introduced for the DLSP which makes this problem eventually amenable to a rigorous analysis of its computational complexity.     

A real options approach for entering the Internet securities trading businesses with start‐up time

This paper uses a real options approach to establish a new evaluation model under uncertainty of both the volume of Internet securities transactions and the total transaction volume of a securities firm. The proposed approach can assist securities firms in evaluating the optimal thresholds for entering the Internet securities trading business and withdrawing from the conventional securities trading business. This paper assumes that the annual number of Internet securities transactions and the total annual number of securities transactions both follow a geometric Brownian motion. Besides, this model considers a start‐up time to complete the entry project's procedure. Accordingly, a decision model based on the real options approach is introduced, and the closed form solutions for the optimal threshold values of the entry or withdrawal models are determined. The conclusions provide some valuable references to help strategic managers of securities firms in making decisions on entering the Internet securities trading business or withdrawing from the conventional trading business. Copyright © 2003 John Wiley & Sons, Ltd.     

On Uniform Laws of Large Numbers for Ergodic Diffusions and Consistency of Estimators

Consider a regular diffusion process X with finite speed measure m. Denote the normalized speed measure by μ. We prove that the uniform law of large numbers holds if the class has an envelope function that is μ-integrable, or if is bounded in L _p(μ) for some p>1. In contrast with uniform laws of large numbers for i.i.d. random variables, we do not need conditions on the ‘size’ of the class in terms of bracketing or covering numbers. The result is a consequence of a number of asymptotic properties of diffusion local time that we derive. We apply our abstract results to improve consistency results for the local time estimator (LTE) and to prove consistency for a class of simple M-estimators. This revised version was published online in June 2006 with corrections to the Cover Date.     

One-dimensional non-nearest-neighbor random walks in the presence of traps

A one-dimensional lattice random walk in the presence ofm equally spaced traps is considered. The step length distribution is a symmetric exponential. An explicit analytic expression is obtained for the probability that the random walk will be trapped at thejth trapping site.     

Fluorescence anisotropy decay study of self-association of bacterial luciferase intermediates

The fluorescence dynamics parameters of the fluorescent transient flavin-luciferase species from the typesVibrio fischeri andPhotobacterium leiognathi are presented. The fluorescence anisotropy decay is a single exponential function for both types. The correlation time is 70 ns for theP. leiognathi fluorescent transient intermediate (2°C, aqueous buffer, pH 7.0), consistent with the rotational correlation time of the luciferase macromolecule (77 kD) to which the flavin fluorophore is rigidly attached. In contrast, for theV. fischeri species the observed correlation time for the anisotropy decay function is 133 ns. This suggests that protein self-association occurs in theV. fischeri case and this is confirmed by filtration, where the fluorescent transient fromV. fischeri does not pass through a 100,000 molecular weight cutoff membrane, whereas theP. leiognathi species does. The filtration method also demonstrates self-association in the luciferase peroxyflavin and photoflavin fromV. fischeri. A monomer-dimer equilibrium also explains the previously reported high correlation times for theV. harveyi luciferase-flavin species. It is proposed that the self-association competes with the lumazine protein interaction in the bioluminescence reaction.     

KNbO3：Fe晶体的时间微分效应及图像追踪

本文观察到了KNbO_3:Fe晶体的时间微分效应,并用这个微分效应进行了图像追踪的演示,为KNbO_3:Fe晶体在光折变器件领域的应用进行了有益的探索。     

二维空间中半线性摄动波动方程初值问题解的渐近理论

研究二维空间中具初值问题的半线性波动方程解的渐近理论,在二次连续的古典空间中得到了形式近似解的渐近合理性在长时间范围内成立,这一结果描述了渐近解的长时间存在性.作为所得到的渐近理论的应用,对二维空间中的一个特殊波动方程作出了分析.     

Discrete groups actions and corresponding modules

We address the problem of interrelations between the properties of an action of a discrete group on a compact Hausdorff space and the algebraic and analytical properties of the module of all continuous functions over the algebra of invariant continuous functions . The present paper is a continuation of our joint paper with M. Frank and V. Manuilov. Here we prove some statements inverse to the ones obtained in that paper: we deduce properties of actions from properties of modules. In particular, it is proved that if for a uniformly continuous action the module is finitely generated projective over , then the cardinality of orbits of the action is finite and fixed. Sufficient conditions for existence of natural conditional expectations are obtained.

     

双间隙输出腔开放腔的高频特性分析

 建立了S波段相对论速调管放大器双间隙输出腔开放腔的3维模型。采用时域有限差分法,通过监测激励电流源的响应计算了该双间隙输出腔的谐振频率、有载Q值、场分布以及特性阻抗,并分析了腔体结构尺寸对谐振频率、有载Q值和特性阻抗的影响。研究表明：腔体半径对开放腔的谐振频率影响很大,耦合孔尺寸对腔体谐振频率的影响较小;随着耦合孔张角增加,有载Q值逐渐减小;随着腔体半径增大、间隙的减小,腔体特性阻抗降低。研究结果可为S波段强流相对论速调管放大器双间隙输出腔的设计提供理论依据。     

Stochastic radiative transfer model for mixture of discontinuous vegetation canopies

Modeling of the radiation regime of a mixture of vegetation species is a fundamental problem of the Earth's land remote sensing and climate applications. The major existing approaches, including the linear mixture model and the turbid medium (TM) mixture radiative transfer model, provide only an approximate solution to this problem. In this study, we developed the stochastic mixture radiative transfer (SMRT) model, a mathematically exact tool to evaluate radiation regime in a natural canopy with spatially varying optical properties, that is, canopy, which exhibits a structured mixture of vegetation species and gaps. The model solves for the radiation quantities, direct input to the remote sensing/climate applications: mean radiation fluxes over whole mixture and over individual species. The canopy structure is parameterized in the SMRT model in terms of two stochastic moments: the probability of finding species and the conditional pair-correlation of species. The second moment is responsible for the 3D radiation effects, namely, radiation streaming through gaps without interaction with vegetation and variation of the radiation fluxes between different species. We performed analytical and numerical analysis of the radiation effects, simulated with the SMRT model for the three cases of canopy structure: (a) non-ordered mixture of species and gaps (TM); (b) ordered mixture of species without gaps; and (c) ordered mixture of species with gaps. The analysis indicates that the variation of radiation fluxes between different species is proportional to the variation of species optical properties (leaf albedo, density of foliage, etc.) Gaps introduce significant disturbance to the radiation regime in the canopy as their optical properties constitute major contrast to those of any vegetation species. The SMRT model resolves deficiencies of the major existing mixture models: ignorance of species radiation coupling via multiple scattering of photons (the linear mixture model) or overestimation of this coupling due to neglecting spatial clumping of species (the TM approach). Thus, based on the former experience with mixture modeling, this study establishes an advanced theoretical basis for future mixture applications.