Gradient type noises II - Systems of stochastic partial differential equations

The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE's. For typical examples, such as spatially one-dimensional stochastic heat equations with additive or multiplicative perturbations of fractional Brownian type, we recover and extend known results. In addition, we propose to consider partial noises of low order.     

概率约束下最优解的统计影响函数

本文把稳健统计的影响函数概念引入到了概率约束下的随机规划模型中．在一定条件下,得到了三个模型最优解的影响函数表达式．     

基于可靠度的结构优化的序列近似规划算法

基于可靠度的优化的最直观解法是把可靠度和优化的各自算法搭配一起形成嵌套两层次迭代。为改善其收敛性提高计算效率,人们提出了功能测度法、半无限规划法、单层次算法等多种改进方法。本文对传统结构优化界的经典序列近似规划法改造并扩展应用于求解基于可靠度的结构优化问题,构造该问题的序列近似规划模型和求解过程;其核心思想是在每个近似规划子问题中采用近似可靠度指标对设计变量的线性近似,在优化迭代过程中同步更新设计变量和随机空间中的近似验算点坐标,以达到可靠度分析和优化迭代同步收敛的目标。为了算法的实施,还推导出近似可靠度指标的半解析灵敏度计算公式,编制了程序,最终实现与通用软件的连接。论文用算例证实算法的有效性。     

Propagation of Lorentz and Lorentz-Gauss beams through an apertured fractional Fourier transform optical system

By expanding the hard-aperture function into a finite sum of complex Gaussian functions, we derive approximate analytical formulae for Lorentz and Lorentz-Gauss beams propagating through an apertured fractional Fourier transform (FRT) optical system. As an application example, properties of a Lorentz-Gauss beam in the FRT plane after propagating through a squarely or annularly apertured FRT optical system are studied numerically. The results obtained using the approximate analytical formula are in good agreement with those obtained using numerical integral calculation. The FRT optical system provides a convenient way for laser beam shaping.     

Comment on the paper: H.-E. Hwang, P. Han, Theoretical analysis for surface tilt and translation detection based on speckle photography in the Fresnel domain, Opt. Commun. 282 (2009) 351-354

In a recent paper [H.-E. Hwang, P. Han, Opt. Commun. 282 (2009) 351] a speckle based metrology system is proposed which it is claimed provides significant advantages over existing systems. In this paper, we show that the discussion presented in [H.-E. Hwang, P. Han, Opt. Commun. 282 (2009) 351] is deficient, and that several of the statements made are incorrect and/or misleading.     

Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators

We investigate the small ball problem for d-dimensional fractional Brownian sheets by functional analytic methods. For this reason we show that integration operators of Riemann–Liouville and Weyl type are very close in the sense of their approximation properties, i.e., the Kolmogorov and entropy numbers of their difference tend to zero exponentially. This allows us to carry over properties of the Weyl operator to the Riemann–Liouville one, leading to sharp small ball estimates for some fractional Brownian sheets. In particular, we extend Talagrand's estimate for the 2-dimensional Brownian sheet to the fractional case. When passing from dimension 1 to dimension d2, we use a quite general estimate for the Kolmogorov numbers of the tensor products of linear operators.     

A fractional derivative model for single-link mechanism vibration

A model for a flexible pinned-free link is defined, which is based on a set of linear uncoupled equations and which is even valid for large rotations. A stress-strain relationship based on fractional derivatives is used to define the material properties. Experimental findings and numerical results are compared.

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Sommario Viene definito un modello matematico lineare per lo studio della dinamica di un meccanismo a membro unico deformabile. Tale modello é costituito da equazioni disaccoppiate che rappresentano sia il moto del corpo rigido di riferimento sia i contributi modali alla vibrazione. La relazione tensione deformazione del materiale considerato é definita a mezzo di derivoidi. I risultati ottenuti numericamente sono confrontati con registrazioni sperimentali.

     

A Goal Programming model of the reference point method

Real-life decision problems are usually so complex they cannot be modeled with a single objective function, thus creating a need for clear and efficient techniques of handling multiple criteria to support the decision process. The most commonly used technique is Goal Programming. It is clear and appealing, but in the case of multiobjective optimization problems strongly criticized due to its noncompliance with the efficiency (Pareto-optimality) principle. On the other hand, the reference point method, although using similar control parameters as Goal Programming, always generates efficient solutions. In this paper, we show how the reference point method can be modeled within the Goal Programming methodology. It allows us to simplify implementations of the reference point method as well as shows how Goal Programming with relaxation of some traditional assumptions can be extended to a multiobjective optimization technique meeting the efficiency principle.     

Finding an efficient solution to linear bilevel programming problem: An effective approach

Multilevel programming is developed to solve the decentralized problem in which decision makers (DMs) are often arranged within a hierarchical administrative structure. The linear bilevel programming (BLP) problem, i.e., a special case of multilevel programming problems with a two level structure, is a set of nested linear optimization problems over polyhedral set of constraints. Two DMs are located at the different hierarchical levels, both controlling one set of decision variables independently, with different and perhaps conflicting objective functions. One of the interesting features of the linear BLP problem is that its solution may not be Paretooptimal. There may exist a feasible solution where one or both levels may increase their objective values without decreasing the objective value of any level. The result from such a system may be economically inadmissible. If the decision makers of the two levels are willing to find an efficient compromise solution, we propose a solution procedure which can generate effcient solutions, without finding the optimal solution in advance. When the near-optimal solution of the BLP problem is used as the reference point for finding the efficient solution, the result can be easily found during the decision process.