Convexity of degree sequences

We explore the convexity of the set of vectors consisting of degree sequences of subgraphs of a given graph. Results of Katerinis and Fraisse, Hell and Kirkpatrick concerning vertex deleted f‐factors are generalized. © 1999 John Wiley & Sons, Inc. J Graph Theory 30: 147–156, 1999     

股票价格服从跳-扩散过程的下降敲出买入期权定价模型

本文讨论了一种新型期权-下降敲出买入期权定价问题.建立了由Possion跳-扩散过程驱动下的股票价格行为模型.在此模型下,推导出一种欧式下降敲出买入期权的定价公式.     

有向跳图的生成欧拉子有向图

一个有向多重图D的跳图$J(D)$是一个顶点集为$D$的弧集,其中$(a,b)$是$J(D)$的一条弧当且仅当存在有向多重图$D$中的顶点$u_1$, $v_1$, $u_2$, $v_2$,使得$a=(u_1,v_1)$, $b=(u_2,v_2)$ 并且$v_1\neq u_2$.本文刻画了有向多重图类$\mathcal{H}_1$和$\mathcal{H}_2$,并证明了一个有向多重图$D$的跳图$J(D)$是强连通的当且仅当$D\not\in \mathcal{H}_1$.特别地, $J(D)$是弱连通的当且仅当$D\not\in \mathcal{H}_2$.进一步, 得到以下结果: (i) 存在有向多重图类$\mathcal{D}$使得有向多重图$D$的强连通跳图$J(D)$是强迹连通的当且仅当$D\not\in\mathcal{D}$. (ii) 每一个有向多重图$D$的强连通跳图$J(D)$是弱迹连通的,因此是超欧拉的. (iii) 每一个有向多重图D的弱连通跳图$J(D)$含有生成迹.     

临界点二级相变的有限时间热力学逼近

应用内可逆卡诺循环的方法,导出了各种物质在临界点附近可逆与不可逆二级相变普遍适用的比热跃变公式以及广义的受伦菲斯特方程。对简单（P,V,T）系统、超导、电介质顺电一铁电二级相变进行了应用讨论。     

The Periodic BMAP/PH/c Queue

In queueing theory, most models are based on time-homogeneous arrival processes and service time distributions. However, in communication networks arrival rates and/or the service capacity usually vary periodically in time. In order to reflect this property accurately, one needs to examine periodic rather than homogeneous queues. In the present paper, the periodic BMAP/PH/c queue is analyzed. This queue has a periodic BMAP arrival process, which is defined in this paper, and phase-type service time distributions. As a Markovian queue, it can be analysed like an (inhomogeneous) Markov jump process. The transient distribution is derived by solving the Kolmogorov forward equations. Furthermore, a stability condition in terms of arrival and service rates is proven and for the case of stability, the asymptotic distribution is given explicitly. This turns out to be a periodic family of probability distributions. It is sketched how to analyze the periodic BMAP/M _t /c queue with periodically varying service rates by the same method.     

The differential perturbative method applied to the sensitivity analysis for waterhammer problems in hydraulic networks

The differential perturbative method was applied to the sensitivity analysis for waterhammer problems in hydraulic networks. Starting from the classical waterhammer equations in a single-phase liquid with friction (the direct problem) the state vector comprising the piezometric head and the velocity was defined. Applying the differential method the adjoint operator, the adjoint equations with the general form of their boundary conditions, and the general form of the bilinear concomitant were calculated for a single pipe. Considering that any hydraulic network can be built by connecting different components (reservoirs, valves, pumps, tees, etc.) through pipes, the adjoint relationships for any component, as well as the final contribution to the bilinear concomitant, were calculated. Moreover, an analogy was established in which transmission and reflection coefficients can be derived for any adjoint component. The importance or adjoint function was analyzed when the piezometric head or velocity at a given position and time is chosen as the response functional. In this case, it is shown that the importance function is represented by delta-functions travelling along the hydraulic network with the propagation speed. The calculation of the sensitivity coefficients takes into account the cases in which the parameters under consideration influence the initial condition. For these cases, the calculation can be performed by solving sequentially two perturbative problems: the first one is non-steady, while the second one is steady, with an appropriate selection of a weight function coming from the unsteady perturbative problem. The discretized adjoint equations and the corresponding boundary conditions were programmed and solved by using the method of characteristics. As an example, a constant-level tank connected through a pipe to a valve discharging to atmosphere was considered. The corresponding sensitivity coefficients due to the variation of different parameters by using both the differential method and the response surface generated by the computer code WHAT, solver of the direct problem, were also calculated. The results obtained with these methods show excellent agreement.     

跳-扩散过程下具有目标杠杆比率的违约风险模型

本文在研究公司债务违约风险时,假设公司价值的动态变化服从跳-扩散过程;假设公司可以根据公司价值的变化调整其债务水平,因而存在公司的目标杠杆比率,违约边界定义为公司历史价值的对数加权平均;当公司价值下降到违约边界时发生债务违约.数值模拟表明公司债务的信用利差对公司的目标杠杆比率和跳过程的强度具有高度的敏感性.本文的模型解决了在长期和短期信用利差预测时结构化模型和约化模型存在的缺陷.     

耗散两态系统的动力学特性

利用Born-Oppenheimer近似研究了零温时耗散两态系统的动力学特性.在不同环境谱分布下,给出了两态之间的跃迁几率随时间的变化.数值结果表明:当环境的谱分布为Ohmic形式时,跃迁几率是一个衰减的函数;而当谱分布为随机取值时,跃迁几率具有“量子跳跃”的特性.与之相对比,我们还给出了当把环境等价成无穷多个谱振子的集合时,跃迁几率随时间的变化.     

Electrical conductivity and stimulated thermocurrent studies in dicalcium lead propionate single crystal

Electrical conductivity and stimulated thermocurrent (stc) studies are carried out in dicalcium lead propionate (dlp) in pure, Cu²⁺, Fe³⁺ and acetate doped single crystals over a temperature range of 303° to 503° K. Conductivity measurements on pure and doped single crystals ofdlp indicate that both propionate anions and metallic cations are responsible for the transition occurring at 333°K. Thermoelectric power measurements from 340° to 500°K indlp (pure) indicate that the transport charge carriers are electrons. A model for the conduction mechanism is proposed on the basis of hopping ofπ or resonating electrons of carboxyl groups through tunnel paths involving metal ions (Pb²⁺ and Ca²⁺). From activation energies estimated from conductivity andstc measurements, thestc peak indlp (Fe³⁺) occurring at 513°K is attributed to impurity vacancy jump mechanism.     

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic τ-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems.