Problems, Models and Complexity. Part II: Application to the DLSP

In Part I of this study, we suggest to identify an operations research (OR) problem with the equivalence class of models describing the problem and enhance the standard computer-science theory of computational complexity to be applicable to this situation of an often model-based OR context. The Discrete Lot-sizing and Scheduling Problem (DLSP) is analysed here in detail to demonstrate the difficulties which can arise if these aspects are neglected and to illustrate the new theoretical concept. In addition, a new minimal model is introduced for the DLSP which makes this problem eventually amenable to a rigorous analysis of its computational complexity.     

Quantitative theory of living free‐radical polymerization. III. Calculation of copolymerization products' spinodal

The problem of finding conditions of the loss of thermodynamic stability by the reaction system was solved on the basis of the developed theory of living free‐radical copolymerization. The spinodal's calculations were carried out for a significant number of systems differing in the values of kinetic, stoichiometric, and thermodynamic parameters. Analysis of the results of such calculations revealed some regularities in the spinodal curves' behavior and permitted us to classify their possible topological types. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 892–902, 2003     

A computational study into the reactivity of epichlorohydrin and epibromohydrin under basic conditions in the gas phase and solution

Ab initio molecular orbital calculations were carried out on epibromohydrin (EBH) and epichlorohydrin (ECH) in an attempt to elucidate their reactivity with respect to a hard nucleophile, hydroxide. These systems were modeled in both the gas phase and a polar solvent under basic conditions. In the gas phase, it was determined that a direct displacement mechanism (nucleophilic attack at the C1 position) was operative for EBH, while an indirect pathway (nucleophilic attack at the C3 position and subsequent intramolecular displacement) was followed for ECH. In an acetone solution, only the indirect displacement mechanism was found to occur. An electrostatic argument is advanced to account for this behavior in polar solution. Copyright © 2007 John Wiley & Sons, Ltd.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

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.      

对期望理论的两个重要推进——损失厌恶系数λ及参考点研究

行为金融学是近20年来最为重要的新兴金融理论,期望理论更是其中的亮点,其运用领域之广超乎人们的想象,所以对它的完善改进具有非常重要的意义。本文对期望理论中的损失厌恶系数和参考点问题进行了深入研究,并且得出了创新性的结果:损失厌恶系数不是常数而是动态变量;得出了内生且纳入更多投资者行为特征的参考点。这些结果是对期望理论的重要改善和推进,对其在大量金融领域和涉及到财富偏好的问题的解决中都大有裨益。     

The effect of nanoparticle shape on polymer‐nanocomposite rheology and tensile strength

Nanoparticles can influence the properties of polymer materials by a variety of mechanisms. With fullerene, carbon nanotube, and clay or graphene sheet nanocomposites in mind, we investigate how particle shape influences the melt shear viscosity η and the tensile strength τ, which we determine via molecular dynamics simulations. Our simulations of compact (icosahedral), tube or rod‐like, and sheet‐like model nanoparticles, all at a volume fraction ? ≈ 0.05, indicate an order of magnitude increase in the viscosity η relative to the pure melt. This finding evidently can not be explained by continuum hydrodynamics and we provide evidence that the η increase in our model nanocomposites has its origin in chain bridging between the nanoparticles. We find that this increase is the largest for the rod‐like nanoparticles and least for the sheet‐like nanoparticles. Curiously, the enhancements of η and τ exhibit opposite trends with increasing chain length N and with particle shape anisotropy. Evidently, the concept of bridging chains alone cannot account for the increase in τ and we suggest that the deformability or flexibility of the sheet nanoparticles contributes to nanocomposite strength and toughness by reducing the relative value of the Poisson ratio of the composite. The molecular dynamics simulations in the present work focus on the reference case where the modification of the melt structure associated with glass‐formation and entanglement interactions should not be an issue. Since many applications require good particle dispersion, we also focus on the case where the polymer‐particle interactions favor nanoparticle dispersion. Our simulations point to a substantial contribution of nanoparticle shape to both mechanical and processing properties of polymer nanocomposites. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1882–1897, 2007     

艾滋病防治资源投入的效果分析

基于GOALS模型的基本思想,建立了效果分析模型,并针对两种不同的资金分配方案,模拟了两种方案对2006—2010年某地艾滋病流行的影响,并对模拟结果进行了分析.     

Investigation and reduction of variance of a weighted estimate in numerical statistical simulation

The efficiency of the “value” and “partial value” modeling related to the construction of a modeling distribution for an auxiliary random variable by multiplying the initial density by a value function is investigated. The value function usually corresponds to a solution of the adjoint equation. Conditions under which the value modeling of the initial distribution reduces the variance compared to the direct simulation are obtained. It is proved that the variance of the weighted estimate is bounded in the case of the partial value modeling. This proposition provides a basis for a method for determining whether or not the variance of the weighted estimate is bounded. This method uses the majorizing adjoint equation. Using a practically important problem in transport theory as an example, the asymptotic optimization of the distribution of the mean free path is presented. The application of the proposed method of the investigation of the variance boundedness for the analysis of the classical exponential transformation method of simulating the mean free path of a particle in the one-dimensional and the spherical variants is discussed.     

Large-scale effects on meso-scale modeling for scalar transport

The transport of scalar quantities passively advected by velocity fields with a component at small scale ℓ can be modeled at scales larger than ℓ by means of an effective drift and an effective diffusivity, which can be determined by means of multiple-scale techniques. We show that the presence of a weak flow at large scales Lℓ induces interesting effects on the scalar transport at the meso-scales (i.e. at scales intermediate between ℓ and L). In particular, it gives rise to non-isotropic and non-homogeneous corrections to the meso-scale drift and diffusivity. We discuss an approximation that allows us to retain the second-order effects caused by the large-scale flow. This provides a rather accurate meso-scale modeling for both asymptotic and pre-asymptotic scalar transport properties. Numerical simulations in model flows are used to illustrate the importance of such large-scale effects.     

财经类院校数学建模的教学与实践

针对经济、管理类专业学生的特点 ,介绍了在财经类院校开展数学建模活动的意义、方法和步骤 ,总结了开展数学建模竞赛的经验 .