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.     

Quantitative theory of living free‐radical polymerization. III. Calculation of copolymerization products' spinodal

The problem of finding conditions of the loss of thermodynamic stability by the reaction system was solved on the basis of the developed theory of living free‐radical copolymerization. The spinodal's calculations were carried out for a significant number of systems differing in the values of kinetic, stoichiometric, and thermodynamic parameters. Analysis of the results of such calculations revealed some regularities in the spinodal curves' behavior and permitted us to classify their possible topological types. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 892–902, 2003     

A computational study into the reactivity of epichlorohydrin and epibromohydrin under basic conditions in the gas phase and solution

Ab initio molecular orbital calculations were carried out on epibromohydrin (EBH) and epichlorohydrin (ECH) in an attempt to elucidate their reactivity with respect to a hard nucleophile, hydroxide. These systems were modeled in both the gas phase and a polar solvent under basic conditions. In the gas phase, it was determined that a direct displacement mechanism (nucleophilic attack at the C1 position) was operative for EBH, while an indirect pathway (nucleophilic attack at the C3 position and subsequent intramolecular displacement) was followed for ECH. In an acetone solution, only the indirect displacement mechanism was found to occur. An electrostatic argument is advanced to account for this behavior in polar solution. Copyright © 2007 John Wiley & Sons, Ltd.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory

In apparel industry, manufacturers developed standard allowed minutes (SAMs) databases on various manufacturing operations in order to facilitate better scheduling, while effective production schedules ensure smoothness of downstream operations. As apparel manufacturing environment is fuzzy and dynamic, rigid production schedules based on SAMs become futile in the presence of any uncertainty. In this paper, a fuzzification scheme is proposed to fuzzify the static standard time so as to incorporate some uncertainties, in terms of both job-specific and human related factors, into the fabric-cutting scheduling problem. A genetic optimisation procedure is also proposed to search for fault-tolerant schedules using genetic algorithms, such that makespan and scheduling uncertainties are minimised. Two sets of real production data were collected to validate the proposed method. Experimental results indicate that the genetically optimised fault-tolerant schedules not only improve the operation performance but also minimise the scheduling risks.     

对期望理论的两个重要推进——损失厌恶系数λ及参考点研究

行为金融学是近20年来最为重要的新兴金融理论,期望理论更是其中的亮点,其运用领域之广超乎人们的想象,所以对它的完善改进具有非常重要的意义。本文对期望理论中的损失厌恶系数和参考点问题进行了深入研究,并且得出了创新性的结果:损失厌恶系数不是常数而是动态变量;得出了内生且纳入更多投资者行为特征的参考点。这些结果是对期望理论的重要改善和推进,对其在大量金融领域和涉及到财富偏好的问题的解决中都大有裨益。     

The effect of nanoparticle shape on polymer‐nanocomposite rheology and tensile strength

Nanoparticles can influence the properties of polymer materials by a variety of mechanisms. With fullerene, carbon nanotube, and clay or graphene sheet nanocomposites in mind, we investigate how particle shape influences the melt shear viscosity η and the tensile strength τ, which we determine via molecular dynamics simulations. Our simulations of compact (icosahedral), tube or rod‐like, and sheet‐like model nanoparticles, all at a volume fraction ? ≈ 0.05, indicate an order of magnitude increase in the viscosity η relative to the pure melt. This finding evidently can not be explained by continuum hydrodynamics and we provide evidence that the η increase in our model nanocomposites has its origin in chain bridging between the nanoparticles. We find that this increase is the largest for the rod‐like nanoparticles and least for the sheet‐like nanoparticles. Curiously, the enhancements of η and τ exhibit opposite trends with increasing chain length N and with particle shape anisotropy. Evidently, the concept of bridging chains alone cannot account for the increase in τ and we suggest that the deformability or flexibility of the sheet nanoparticles contributes to nanocomposite strength and toughness by reducing the relative value of the Poisson ratio of the composite. The molecular dynamics simulations in the present work focus on the reference case where the modification of the melt structure associated with glass‐formation and entanglement interactions should not be an issue. Since many applications require good particle dispersion, we also focus on the case where the polymer‐particle interactions favor nanoparticle dispersion. Our simulations point to a substantial contribution of nanoparticle shape to both mechanical and processing properties of polymer nanocomposites. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1882–1897, 2007     

艾滋病防治资源投入的效果分析

基于GOALS模型的基本思想,建立了效果分析模型,并针对两种不同的资金分配方案,模拟了两种方案对2006—2010年某地艾滋病流行的影响,并对模拟结果进行了分析.     

煤矿瓦斯和煤尘监控的数学模型

结合2006年全国大学生数学建模竟赛D题,借助Matlab软件,通过数学建模,计算出有关煤矿瓦斯和煤尘的3个主要安全指标,从而为解决煤矿实际安全生产提供了参考.     

Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.