Existence of the uniformly minimum risk equivariant estimators of parameters in a class of normal linear models

In this paper, we study the existence of the uniformly minimum risk equivariant (UMRE) estimators of parameters in a class of normal linear models, which include the normal variance components model, the growth curve model, the extended growth curve model, and the seemingly unrelated regression equations model, and so on. The necessary and sufficient conditions are given for the existence of UMRE estimators of the estimable linear functions of regression coefficients, the covariance matrixV and (trV)^α, where α > 0 is known, in the models under an affine group of transformations for quadratic losses and matrix losses, respectively. Under the (extended) growth curve model and the seemingly unrelated regression equations model, the conclusions given in literature for estimating regression coefficients can be derived by applying the general results in this paper, and the sufficient conditions for non-existence of UMRE estimators ofV and tr(V) are expanded to be necessary and sufficient conditions. In addition, the necessary and sufficient conditions that there exist UMRE estimators of parameters in the variance components model are obtained for the first time.     

On the Local Uniqueness of Solutions of Variational Inequalities Under H-Differentiability

In this paper, we give some sufficient conditions for the local uniqueness of solutions to nonsmooth variational inequalities where the underlying functions are H-differentiable and the underlying set is a closed convex set/polyhedral set/box/polyhedral cone. We show how the solution of a linearized variational inequality is related to the solution of the variational inequality. These results extend/unify various similar results proved for C ¹ and locally Lipschitzian variational inequality problems. When specialized to the nonlinear complementarity problem, our results extend/unify those of C ² and C ¹ nonlinear complementarity problems.     

非线性互补问题的一种全局收敛的显式光滑Newton方法

本针对Po函数非线性互补问题，给出了一种显式光滑Newton方法，该方法将光滑参数μ进行显式迭代而不依赖于Newton方向的搜索过程，并在适当的假设条件下，证明了算法的全局收敛性。     

一阶最优性条件研究

本对由Botsko的关于多变量函数取极值的一阶导数检验条件定理^[1]进行了分析研究，给出了更实用而简捷的差别条件。最后，举出若干例子予以说明。     

Pulse radiolysis study of the initial steps of the polymerization of cyclohexyl acrylate and cyclohexyl methacrylate

Pulse radiolysis with kinetic spectroscopic detection was applied to study the kinetics of the first steps of radiation induced polymerization of cyclohexyl acrylate and cyclohexyl methacrylate in cyclohexane solvent. The reactions were initiated by cyclohexyl radicals produced in the radiolysis of the solvent. The transient absorption spectra of the -carboxyalkyl type radicals produced in addition reaction show maxima around 300 nm. This shifts to longer wavelength with time after the pulse. This phenomenon was explained by the oligomerization reaction. From the kinetic curves average rate coefficients of termination for the oligomer radicals (2k_t) were determined as a function of time elapsed after the electron pulse. The values obtained were compared with those calculated for other (acrylate and methacrylate type) monomers.     

电路过渡过程的计算机辅助分析

电路过渡过程所列方程是微分方程，本文中采用的是方框图模型分析法，即将微分方程的复杂示解分解成最基本的加（减）、乘（除）、积分（微分）、增益等运算，采用VB设计用户界面产进行计算，并给出了一算例。     

静脉滴注的临床决策

提出了静脉滴注的动力学一般模型，讨论了模型的性质，在给药剂量确定的条件下，探讨了调整滴注速率使治疗效果达到最佳的临床决策方法。     

Inner derivations and norm equality

We characterize when the norm of the sum of two bounded operators on a Hilbert space is equal to the sum of their norms.

     

Heisenberg群上Laplace算子的离散谱

本文证明了Heisenberg群上Laplace算子的Dirichlet特征值的存在性，给出了特征值的估计     

扩宽OMA-Ⅵ同时谱宽的新方法

OMA－Ⅵ存在同时谱宽窄的缺点，本文用一种新方法大幅度地扩宽了它的同时谱宽，且不降低其系统分辨率，应用效果甚佳。