On the Evaluation of Uncertain Courses of Action

We consider the problem of decision making under uncertainty. The fuzzy measure is introduced as a general way of representing available information about the uncertainty. It is noted that generally in uncertain environments the problem of comparing alternative courses of action is difficult because of the multiplicity of possible outcomes for any action. One approach is to convert this multiplicity of possible of outcomes associated with an alternative into a single value using a valuation function. We describe various ways of providing a valuation function when the uncertainty is represented using a fuzzy measure. We then specialize these valuation functions to the cases of probabilistic and possibilistic uncertainty.     

A linearized vector radiative transfer model for atmospheric trace gas retrieval

We present a plane parallel radiative transfer model for polarized light, that provides the intensity vector as well as the derivatives of the four Stokes parameters with respect to atmospheric trace gas profiles. These derivatives are essential for retrieval of height resolved trace gas information from satellite measurements of backscattered sunlight. The model uses the Gauss-Seidel iteration technique for solving the radiative transfer equation. For the first time, the forward-adjoint radiative perturbation theory is applied for the linearization of a radiative transfer model including polarization. The accuracy of the model is better than 0.025% for all four Stokes parameters and better than 0.03% for the derivatives.     

First-passage times in a critical stochastic model

Average first-passage times for a single-variable stochastic model with a critical fixed point at the origin are computed by exact enumeration. The numerical measurements show excellent agreement with analytical results. The scaling function approaches the predicted asymptotic dependence.     

Skein related links in 3-manifolds

This paper addresses two problems in the skein theory of homotopy spheres first posed by P. Traczyk. Solutions to both problems are obtained for a large class of manifolds and, since one of the basic techniques used requires the first homology group of the ambient manifold to be torsion free, the extent to which this hypothesis is actually necessary is further explored.     

矩孔金属光栅矢量模式理论的数值计算

根据矩孔金属光栅的矢量模式理论，计算了不同入射方向，波长及偏振态情况下衍射场的分布，研究了不同光栅结构对衍射效率，偏振态变化的影响；同时，根据实际需要，加工制作了一批不同深度的矩孔光栅样品，进行了实验测量，并将计算值与实验值进行了比较，两者基本相符。     

Enumerating disjunctions and conjunctions of paths and cuts in reliability theory

Let G=(V,E) be a (directed) graph with vertex set V and edge (arc) set E. Given a set P of source-sink pairs of vertices of G, an important problem that arises in the computation of network reliability is the enumeration of minimal subsets of edges (arcs) that connect/disconnect all/at least one of the given source-sink pairs of P. For undirected graphs, we show that the enumeration problems for conjunctions of paths and disjunctions of cuts can be solved in incremental polynomial time. Furthermore, under the assumption that P consists of all pairs within a given vertex set, we also give incremental polynomial time algorithm for enumerating all minimal path disjunctions and cut conjunctions. For directed graphs, the enumeration problem for cut disjunction is known to be NP-complete. We extend this result to path conjunctions and path disjunctions, leaving open the complexity of the enumeration of cut conjunctions. Finally, we give a polynomial delay algorithm for enumerating all minimal sets of arcs connecting two given nodes s₁ and s₂ to, respectively, a given vertex t₁, and each vertex of a given subset of vertices T₂.     

Time Asymptotic Behaviour for a One-Velocity Transport Operator with Maxwell Boundary Condition

This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in L ₁-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C ₀-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will be estimated for smooth initial data is given.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.