Composition constants for raising the orders of unconventional schemes for ordinary differential equations

Many models of physical and chemical processes give rise to ordinary differential equations with special structural properties that go unexploited by general-purpose software designed to solve numerically a wide range of differential equations. If those properties are to be exploited fully for the sake of better numerical stability, accuracy and/or speed, the differential equations may have to be solved by unconventional methods. This short paper is to publish composition constants obtained by the authors to increase efficiency of a family of mostly unconventional methods, called reflexive.

     

A continuity property of multivariate Lagrange interpolation

Let be a sequence of interpolation schemes in of degree (i.e. for each one has unique interpolation by a polynomial of total degree and total order . Suppose that the points of tend to as and the Lagrange-Hermite interpolants, , satisfy for all monomials with . Theorem: for all functions of class in a neighborhood of . (Here denotes the Taylor series of at 0 to order .) Specific examples are given to show the optimality of this result.

     

Large deviations and the generalized processor sharing scheduling for a two-queue system

We establish the optimal asymptotic decay rate of per-session queue length tail distributions for a two-queue system where a single constant rate server serves the two queues using the Generalized Processor Sharing (GPS) scheduling discipline. The result is obtained using the sample-path large deviation principle and has implications in call admission control for high-speed communication networks. This revised version was published online in June 2006 with corrections to the Cover Date.     

On the Dealer's Randomness Required in Secret Sharing Schemes

In this paper we provide upper and lower bounds on the randomness required by the dealer to set up a secret sharing scheme for infinite classes of access structures. Lower bounds are obtained using entropy arguments. Upper bounds derive from a decomposition construction based on combinatorial designs (in particular, t-(v,k,) designs). We prove a general result on the randomness needed to construct a scheme for the cycle Cn; when n is odd our bound is tight. We study the access structures on at most four participants and the connected graphs on five vertices, obtaining exact values for the randomness for all them. Also, we analyze the number of random bits required to construct anonymous threshold schemes, giving upper bounds. (Informally, anonymous threshold schemes are schemes in which the secret can be reconstructed without knowledge of which participants hold which shares.)     

Reliability modelling incorporating load share and frailty

The stochastic behaviour of lifetimes of a two component system is often primarily influenced by the system structure and by the covariates shared by the components. Any meaningful attempt to model the lifetimes must take into consideration the factors affecting their stochastic behaviour. In particular, for a load share system, we describe a reliability model incorporating both the load share dependence and the effect of observed and unobserved covariates. The model includes a bivariate Weibull to characterize load share, a positive stable distribution to describe frailty, and also incorporates effects of observed covariates. We investigate various interesting reliability properties of this model using cross ratio functions and conditional survivor functions. We implement maximum likelihood estimation of the model parameters and discuss model adequacy and selection. We illustrate our approach using a simulation study. For a real data situation, we demonstrate the superiority of the proposed model that incorporates both load share and frailty effects over competing models that incorporate just one of these effects. An attractive and computationally simple cross‐validation technique is introduced to reconfirm the claim. We conclude with a summary and discussion.     

内部交易者会进行信息共享吗？

在Kyle模型中引入两个异质的内部交易者,利用理论模型推导的方式探讨他们是否会进行信息共享.研究发现在均衡状态下,内部交易者的期望利润是关于信息共享数量的减函数.当两个内部交易者不分享任何信息时,他们的期望利润能达到最大值;内部交易者没有动机进行信息共享.     

Superconvergent estimates of conforming finite element method for nonlinear time‐dependent Joule heating equations

In this article, we study the superconvergence analysis of conforming bilinear finite element method (FEM) for nonlinear Joule heating equations. Based on the rigorous estimates together with high accuracy analysis of this element, mean value technique and interpolation postprocessing approach, the superclose and superconvergent estimates about the related variables in H¹‐norm are derived for semidiscrete and a linearized backward Euler fully discrete schemes, which extends the results of optimal estimates obtained for conforming FEMs in the previous literature. At last, a numerical experiment is performed to verify the theoretical analysis.     

联邦滤波器理论研究

应用矩阵理论和信息分配原理导出集中卡尔曼滤波、分散化滤波和联邦滤波之间的等价关系，证明联邦滤波器的全局滤波精度和集中卡尔曼滤波的滤波精度相同，并用信号流程图直观清晰地说明联邦滤波比分散化滤波结构更简单，计算量小。提出一种动态最优信息分配系数确定的方法，该方法使联邦滤波局部滤波器的设计也成为最优，并从理论上证明其具有最高的软故障检测灵敏度。