On error operators related to the arbitrary functions principle

The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator does not depend on the probability law of Y as soon as this law possesses a continuous density. This feature is related to the “arbitrary functions principle” (Poincaré, Hopf). We give extensions of this property to Rd and to the Wiener space for some approximations of the Brownian motion. This gives new approximations of the Ornstein-Uhlenbeck gradient. These results apply to the discretization of some stochastic differential equations encountered in mechanics.     

价格波动对进出初级产品行业的影响

初级产品生产行业有两大特点：一是其初级投资有较大的不可逆转性，二是其产品价格具有较大的随机性（不确定性）。这两点的同时存在，给进入和退出初级产品行业造成壁垒。     

Sample-path optimization of convex stochastic performance functions

In this paper we propose a method for optimizing convex performance functions in stochastic systems. These functions can include expected performance in static systems and steady-state performance in discrete-event dynamic systems; they may be nonsmooth. The method is closely related to retrospective simulation optimization; it appears to overcome some limitations of stochastic approximation, which is often applied to such problems. We explain the method and give computational results for two classes of problems: tandem production lines with up to 50 machines, and stochastic PERT (Program Evaluation and Review Technique) problems with up to 70 nodes and 110 arcs. Sponsored by the National Science Foundation under grant number CCR-9109345, by the Air Force Systems Command, USAF, under grant numbers F49620-93-1-0068 and F49620-95-1-0222, by the U.S. Army Research Office under grant number DAAL03-92-G-0408, and by the U.S. Army Space and Strategic Defense Command under contract number DASG60-91-C-0144. The U.S. Government has certain rights in this material, and is authorized to reproduce and distribute reprints for Governmental purposes notwithstanding any copyright notation thereon. Sponsored by a Wisconsin/Hilldale Research Award, by the U.S. Army Space and Strategic Defense Command under contract number DASG60-91-C-0144, and the Air Force Systems Command, USAF, under grant number F49620-93-1-0068. Sponsored by the National Science Foundation under grant number DDM-9201813.     

Stochastic algorithms with armijo stepsizes for minimization of functions

Stochastic algorithms for optimization problems, where function evaluations are done by Monte Carlo simulations, are presented. At each iteratex _i, they draw a predetermined numbern(i) of sample points from an underlying probability space; based on these sample points, they compute a feasible-descent direction, an Armijo stepsize, and the next iteratex _i+1. For an appropriate optimality function , corresponding to an optimality condition, it is shown that, ifn(i) , then (x _i) 0, whereJ is a set of integers whose upper density is zero. First, convergence is shown for a general algorithm prototype: then, a steepest-descent algorithm for unconstrained problems and a feasible-direction algorithm for problems with inequality constraints are developed. A numerical example is supplied.     

Kinetic limit of a conservative lattice gas dynamics showing long-range correlations

An anisotropic lattice gas dynamics is investigated for which particles on ^d jump to empty nearest neighbor sites with (fast) rate ^–2 in a specified direction and some particular configuration-dependent rates in the other directions. The model is translation and reflection invariant and is particle conserving. The space coordinate in the fast-rate direction is rescaled by ^–1. It follows that the density field converges in probability, as 0, to the corresponding solution of a nonlinear diffusion-type equation. The microscopic fluctuations about the deterministic macroscopic evolution are determined explicitly and it is found that the stationary fluctuations decay via a power law (1/r ^d ) with the direction dependence of a quadrupole field.     

Solution of a class of stochastic linear-convex control problems using deterministic equivalents

In this paper, we identify a new class of stochastic linearconvex optimal control problems, whose solution can be obtained by solving appropriate equivalent deterministic optimal control problems. The term linear-convex is meant to imply that the dynamics is linear and the cost function is convex in the state variables, linear in the control variables, and separable. Moreover, some of the coefficients in the dynamics are allowed to be random and the expectations of the control variables are allowed to be constrained. For any stochastic linear-convex problem, the equivalent deterministic problem is obtained. Furthermore, it is shown that the optimal feedback policy of the stochastic problem is affine in its current state, where the affine transformation depends explicitly on the optimal solution of the equivalent deterministic problem in a simple way. The result is illustrated by its application to a simple stochastic inventory control problem.This research was supported in part by NSERC Grant A4617, by SSHRC Grant 410-83-0888, and by an INRIA Post-Doctoral Fellowship.     

Stochastic flows on a countable set: Convergence in distribution

Consider a sequenceF ₁,F ₂,... of i.i.d. random transformations from a countable setV toV. Such a sequence describes a discrete-time stochastic flow onV, in which the position at timen of a particle that started at sitex isM _n(x), whereM _n =F _n F _n–1 F ₁. We give conditions on the law ofF ₁ for the sequence (M _n) to be tight, and describe the possible limiting law. an example called the block charge model is introduced. The results can be formulated as a statement about the convergence in distribution of products of infinite-dimensional random stochastic matrices. In practical terms, they describe the possible equilibria for random motions of systems of particles on a countable set, without births or deaths, where each site may be occupied by any number of particles, and all particles at a particular site move together.     

Stochastic simulation of reactive separations in capillary electrophoresis

A stochastic (Monte Carlo) simulation is used to investigate thermodynamic and kinetic contributions from the reversible A <--> B reaction in capillary electrophoresis (CE). The effects of equilibrium constant, rate constant, and electrophoretic mobility on the molecular zone profiles and the corresponding statistical moments are evaluated. As the reaction approaches steady state, the velocity of the zone is governed by the equilibrium constant and the electrophoretic mobilities of the reacting molecules. When the equilibrium constant is less than unity, the mean zone velocity is more similar to that of the reactant A. Conversely, when the equilibrium constant is greater than unity, the velocity is more similar to that of the product B. The extent of zone-broadening and asymmetry at steady state is dependent upon the equilibrium constant, the characteristic reaction lifetime, and the electrophoretic mobility difference between reacting molecules. If all other parameters are held constant, the plate height is greatest and skew is least when the equilibrium constant is unity. The plate height increases linearly with the characteristic reaction lifetime and electrophoretic mobility difference, whereas the skew is independent of these parameters. These conclusions have important implications for the elucidation of thermodynamic and kinetic information from experimental data.     

Synthesis of zirconium titanate with an ordered M-fergusonite (beta) structure

We report a new zirconium titanate compound (Zr,Ti)O₂ with 27.5-35 mol% titania (TiO₂) formed from the oxides at 35-38 kbar, 1400-1500 °C. Crystal structure investigations at atmospheric conditions with powder X-ray diffraction (XRD) and transmission electron microscopy (TEM) revealed a monoclinic structure related to that of M-fergusonite (beta). Unit-cell dimensions (from 27.5 to 35 mol% TiO₂): a=7.267(20)-7.340(2) Å, b=10.435(3)-10.429(1) Å, c=5.023(11)-5.040(1) Å, β=136.45(12)-137.55(1)°, V=262.44(92)-260.40(12) Å³, Z=4. Rietveld refinement (R_F=1.55) of a sample with 32.8 mol% TiO₂ indicates that site A is 8-fold coordinated, mostly occupied by Zr, while site B has 6-fold average coordination, occupied by Ti and Zr. Site B is at least partly ordered, as indicated by superstructure reflections 0 0 1 and −2 0 1 detected with TEM, reducing the space group from C2/c to C2. Pronounced streaking of selected diffraction spots is linked to the boundaries of lamellar domains in twin orientation, with twin planes either (200) or (20−2). Adjacent lamellae differ slightly in composition, causing subtle asymmetry of the twin diffraction patterns.