Scenario Reduction Algorithms in Stochastic Programming

We consider convex stochastic programs with an (approximate) initial probability distribution P having finite support supp P, i.e., finitely many scenarios. The behaviour of such stochastic programs is stable with respect to perturbations of P measured in terms of a Fortet-Mourier probability metric. The problem of optimal scenario reduction consists in determining a probability measure that is supported by a subset of supp P of prescribed cardinality and is closest to P in terms of such a probability metric. Two new versions of forward and backward type algorithms are presented for computing such optimally reduced probability measures approximately. Compared to earlier versions, the computational performance (accuracy, running time) of the new algorithms has been improved considerably. Numerical experience is reported for different instances of scenario trees with computable optimal lower bounds. The test examples also include a ternary scenario tree representing the weekly electrical load process in a power management model.     

严格渐进伪压缩映象之修正型Mann迭代算法的强收敛性

本文利用CQ方法获得了k-严格渐进伪压缩映象修正型迭代算法的强收敛结果.此结果推广并改进了T.H.Kim和徐洪坤2006年获得的相应的一主要结果.即,从渐进非扩张映象推广到k-严格渐进伪压缩映象,并且去掉了闭凸子集C的有界性假设条件.     

A Model with Exact Inflationary Solution in Finsler Universe

In this paper, using the Gravity’s Rainbow theory, we introduce rainbow metric into rainbow Robertson-Walker metric, and obtain a model which depends on the energy of probe particles. Furthermore, we research on an exact inflationary solution of the model, and it can be consistent with the conclusions of observation. The results of our research show that some details in inflation depend on the energy of particles which are observed by observers.     

The Weil–Petersson Isometry Group

We prove that, for 3g–3+n>1 and (g,n)(1,2), the group of Weil–Petersson isometries of the Teichmüller space T _g,n coincides with the extended mapping class group.     

On Short Time Asymptotic Behavior of Some Symmetric Diffusions on General State Spaces

For conservative symmetric diffusions on a general state space (X,m), the short time asymptotic behavior of tlog _X 1 _A T _t 1 _B dm is investigated, where T _t is the associated semigroup and A and B are measurable subsets of X. It is proved that the superior limit is dominated by the inferior limit up to some absolute constant. When ₂ of the associated Dirichlet form is lower bounded, it is shown that the limit exists for any A and B, and is described by the intrinsic metric between them. Applications to infinite-dimensional spaces and fractals are given.     

Chaos in Black Holes Surrounded by Electromagnetic Fields

In this paper we study the occurrence of chaos for charged particles moving around a Schwarzschild black hole, perturbed by uniform electric and magnetic fields. The appearance of chaos is analyzed resorting to the Poincaré-Melnikov method.     

Brane Cosmology, Varying Speed of Light and Inflation in Models with One or More Extra Dimensions

We summarize the approach to brane cosmology known as mirage cosmology and use it to determine the Friedmann equation on a 3-brane embedded in different bulk spacetimes all with one or more extra dimensions. Usually, when there is more than one extra dimension the junction conditions, central to the usual brane world scenarios, are difficult to apply. This problem does not arise in mirage cosmology because the brane is treated as a test particle in the background spacetime. We discuss in detail the dynamics of a brane embedded in two specific 10D bulk spacetimes, namely Sch-AdS₅ × S₅ and a rotating black hole, and from the dynamics—which are now rather more complicated since the brane can move in all the extra dimensions—determine the new dark fluid terms in the brane Friedmann equation. Some of these, such as the cosmological constant term, are seen to be bulk dependent. We then show explicitly how this mirage cosmology approach matches with the familiar junction condition approach when there is just one extra dimension. The issue of a varying speed of light in mirage cosmology is addressed and we find a scenario in which c _eff always increases, tending asymptotically to c ₀ as the universe expands. Finally some comments are made regarding brane inflation and limitations of the mirage cosmology approach are also discussed.     

Bergman kernel and metric on non-smooth pseudoconvex domains

A stability theorem of the Bergman kernel and completeness of the Bergman metric have been proved on a type of non-smooth pseudoconvex domains defined in the following way:D = {z∈U|r(z)} <whereU is a neighbourhood of andr is a continuous plurisubharmonic function onU. A continuity principle of the Bergman Kernel for pseudoconvex domains with Lipschitz boundary is also given, which answers a problem of Boas.     

Integrability of superharmonic functions, uniform domains, and Hölder domains

Let denote the space of all positive superharmonic functions on a domain . Lindqvist showed that is a bounded subset of . Using this, we give a characterization of finitely connected -dimensional uniform domains and remarks on Hölder domains.