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51.
Marie-Laurence Mazure 《Advances in Computational Mathematics》2007,26(1-3):305-322
In order to ensure existence of a de Boor algorithm (hence of a B-spline basis) in a given spline space with (n+1)-dimensional sections, it is important to be able to generate each spline by restriction to the diagonal of a symmetric function of n variables supposed to be pseudoaffine w.r. to each variable. We proved that a way to obtain these three properties (symmetry, n-pseudoaffinity, diagonal property) is to suppose the existence of blossoms on the set of admissible n-tuples, given that blossoms are defined in a geometric way by means of intersections of osculating flats. In the present paper, we examine the converse: do symmetry, n-pseudoaffinity, and diagonal property imply existence of blossoms? 相似文献
52.
Andrea Vietri 《Graphs and Combinatorics》2007,23(1):111-121
We analyse 3-subset difference families of Z2d+1⊕Z2d+1 arising as reductions (mod 2d+1) of particular families of 3-subsets of Z⊕Z. The latter structures, namely perfect d-families, can be viewed as 2-dimensional analogues of difference triangle sets having the least scope. Indeed, every perfect d-family is a set of base blocks which, under the natural action of the translation group Z⊕Z, cover all edges {(x,y),(x′,y′)} such that |x−x′|, |y−y′|≤d. In particular, such a family realises a translation invariant (G,K3)-design, where V(G)=Z⊕Z and the edges satisfy the above constraint. For that reason, we regard perfect families as part of the hereby defined translation designs, which comprise and slightly generalise many structures already existing in the literature. The geometric context allows
some suggestive additional definitions. The main result of the paper is the construction of two infinite classes of d-families. Furthermore, we provide two sporadic examples and show that a d-family may exist only if d≡0,3,8,11 (mod 12). 相似文献
53.
A scheme for vehicle density and velocity estimation in a stretch of highway based on a modified cell transmission model [C.
F. Daganzo, Transportation Research, Part B, 28B(4),269–287, 1994. Elsevier is presented. The scheme is intended for use with on-ramp metering control algorithms, providing
local knowledge of densities and velocities that is helpful to improve on-ramp metering control performance. Estimation of
density is obtained by nonlinear estimators, while velocity estimation is obtained by gradient algorithms. There is one density–velocity
estimator for free traffic flow and other for congested traffic flow. Both estimator schemes work in parallel. The final estimation
of density and velocity results from a convex combination of the predictions of the two estimators. This combination depends
on occupancy or density measurements at the boundaries of the stretch and is produced by a fuzzy inference system. Stability
and convergence of the density and velocity estimation scheme is proved by Lyapunov based techniques. Simulation results comparing
measured and estimated traffic data are presented. They confirm good performance of the estimators.
Research sponsored by grants UNAM PAPIIT IN110403 and CONACYT 47583. 相似文献
54.
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.
相似文献
55.
We examine the problem of building or fortifying a network to defend against enemy attacks in various scenarios. In particular,
we examine the case in which an enemy can destroy any portion of any arc that a designer constructs on the network, subject
to some interdiction budget. This problem takes the form of a three-level, two-player game, in which the designer acts first
to construct a network and transmit an initial set of flows through the network. The enemy acts next to destroy a set of constructed
arcs in the designer’s network, and the designer acts last to transmit a final set of flows in the network. Most studies of
this nature assume that the enemy will act optimally; however, in real-world scenarios one cannot necessarily assume rationality
on the part of the enemy. Hence, we prescribe optimal network design algorithms for three different profiles of enemy action:
an enemy destroying arcs based on capacities, based on initial flows, or acting optimally to minimize our maximum profits
obtained from transmitting flows. 相似文献
56.
电力市场中合同电量与竞争电量交易比例的研究 总被引:1,自引:0,他引:1
在单边开放的区域电力市场中,合理的合同电量与竞争电量交易比例是保证电力市场有效运行的一个重要环节。竞争电量所占的比例将主要取决于当前发电公司的市场行为。首先使用BP神经网络对电力需求弹性系数进行了预测,然后以长期电力市场均衡为目标函数,考虑贵州电网发电机组的可用容量与负荷预测的误差,以及贵州输电线路的可靠性诸因素,推导出合同电量与竞争电量交易比例,经过与南方区域电力市场目前运营规则规定的交易比例比较,该比例是合理的,可以规避电力市场价格波动等带来的风险。 相似文献
57.
Simone Alfarano Iván Barreda-Tarrazona Eva Camacho-Cuena 《Central European Journal of Operations Research》2006,14(4):417-433
In this paper, we analyze the behavior of a group of heterogeneously informed investors in an laboratory asset market. Our experimental setting is inspired by Huber et al. (On the benefit of information in markets with heterogeneously informed traders: an experimental study, 2004). However, instead of their system of cumulative and exogenously given information structure, we introduce an information market where the traders can buy an imperfect prediction of the future value of the dividend with a maximum anticipation of four periods. The accuracy of the prediction decreases with the chosen time horizon, whereas its price remains constant. Our results confirm a non-strictly monotonic increasing value of the information. 相似文献
58.
59.
We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献
60.
Masaaki Harada 《Designs, Codes and Cryptography》2006,38(1):5-16
In this paper, we show that the code generated by the rows of a block-point incidence matrix of a self-orthogonal 3-(56,12,65)
design is a doubly-even self-dual code of length 56. As a consequence, it is shown that an extremal doubly-even self-dual
code of length 56 is generated by the codewords of minimum weight. We also demonstrate that there are more than one thousand
inequivalent extremal doubly-even self-dual [56,28,12] codes. This result shows that there are more than one thousand non-isomorphic
self-orthogonal 3-(56,12,65) designs.
AMS Classification: 94B05, 05B05 相似文献