Interval analysis method and convex models for impulsive response of structures with uncertain-but-bounded external loads

Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories of interval mathematics and convex models. The uncertain-but-bounded impulses are assumed to be a convex set, hyper-rectangle or ellipsoid. For the two non-probabilistic methods, less prior information is required about the uncertain nature of impulses than the probabilistic model. Comparisons between the interval analysis method and the convex model, which are developed as an anti-optimization problem of finding the least favorable impulsive response and the most favorable impulsive response, are made through mathematical analyses and numerical calculations. The results of this study indicate that under the condition of the interval vector being determined from an ellipsoid containing the uncertain impulses, the width of the impulsive responses predicted by the interval analysis method is larger than that by the convex model; under the condition of the ellipsoid being determined from an interval vector containing the uncertain impulses, the width of the interval impulsive responses obtained by the interval analysis method is smaller than that by the convex model.The project supported by the National Outstanding Youth Science Foundation of China (10425208), the National Natural Science Foundation of China and Institute of Engineering Physics of China (10376002) The English text was polished by Keren Wang.     

(∈,∈∨ q(λ,μ))-凸模糊集

给出(∈,∈∨q(λ,μ))-凸模糊集的定义,讨论它们的一些基本性质。     

大口径离轴凸非球面的加工和检测

将光学系统波像差检验技术与子孔径拼接测试技术相融合提出了凸非球面系统拼接检测方法,对该方法的原理和实现步骤进行了分析和研究,并建立了合理的子孔径拼接数学模型.依次利用计算机控制光学表面成形技术和磁流变抛光技术对一包含大口径凸非球面的离轴三反光学系统的各反射镜进行加工,并对整个系统进行装调和测试.测定光学系统各视场的波像差分布,通过综合优化子孔径拼接算法和全口径面形数据插值求解得到大口径凸非球面全口径的面形信息.结合工程实例,对一口径为292mm×183 mm的离轴非球面次镜进行了系统拼接测试和加工,其最终面形分布的均方根值为0.017λ(λ=632.8 nm).     

Convexifactors,generalized convexity and vector optimization

In this article we study a recently introduced notion of non-smooth analysis, namely convexifactors. We study some properties of the convexifactors and introduce two new chain rules. A new notion of non-smooth pseudoconvex function is introduced and its properties are studied in terms of convexifactors. We also present some optimality conditions for vector minimization in terms of convexifactors.     

Reconstruction of n-dimensional convex bodies from surface tensors

In this paper, we derive uniqueness and stability results for surface tensors. Further, we develop two algorithms that reconstruct shape of n-dimensional convex bodies. One algorithm requires knowledge of a finite number of surface tensors, whereas the other algorithm is based on noisy measurements of a finite number of harmonic intrinsic volumes. The derived stability results ensure consistency of the two algorithms. Examples that illustrate the feasibility of the algorithms are presented.     

L~p空间中的Fejér和Hermite-Hadamard型不等式

给出了二阶导数属于Lp空间时Fejér和Hermite-Hadamard型不等式的推广,得到两个新结果.     

On safe tractable approximations of chance constraints

A natural way to handle optimization problem with data affected by stochastic uncertainty is to pass to a chance constrained version of the problem, where candidate solutions should satisfy the randomly perturbed constraints with probability at least 1 − ?. While being attractive from modeling viewpoint, chance constrained problems “as they are” are, in general, computationally intractable. In this survey paper, we overview several simulation-based and simulation-free computationally tractable approximations of chance constrained convex programs, primarily, those of chance constrained linear, conic quadratic and semidefinite programming.     

Hjelmslev quadrilateral central configurations

A Hjelmslev quadrilateral is a quadrilateral with two right angles at opposite vertices. Using mutual distances as coordinates, we show that any four-body central configuration forming a Hjelmslev quadrilateral must be a right kite configuration.     

Automorphisms of Hilbert schemes of points on a generic projective K3 surface

We study automorphisms of the Hilbert scheme of n points on a generic projective K3 surface S, for any . We show that is either trivial or generated by a non‐symplectic involution and we determine numerical and divisorial conditions which allow us to distinguish between the two cases. As an application of these results we prove that, for any , there exist infinitely many admissible degrees for the polarization of the K3 surface S such that admits a non‐natural involution. This provides a generalization of the results of [7] for .     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹