Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

Development of the mechanics of underground and special structures in Kazakhstan over the last 40 years

Some results on underground structures obtained by Kazakh mechanicians are reviewed. The review covers a period of the last forty years. Also results on the mechanics of special objects are discussed.Translated from Prikladnaya Mekhanika, Vol. 40, No. 10, pp. 3–36, October 2004.     

带惩罚项与随机输入的BP神经网络在线梯度学习算法的收敛性

本文对三层BP神经网络中带有惩罚项的在线梯度学习算法的收敛性问题进行了研究,在网络训练每一轮开始执行之前,对训练样本随机进行重排,以使网络学习更容易跳出局部极小,文中给出了误差函数的单调性定理以及该算法的弱收敛和强收敛性定理。     

Analysis on Shack–Hartmann wave-front sensor with Fourier optics

In Shack–Hartmann wavefront sensor (SHWS), the behavior of the irradiance pattern produced by the micro-lens array is important for an accurate centroid estimation. In this paper, the behavior of a micro-lens array in SHWS is analyzed using Fourier optics, and reveals that in addition to the main, expected spots, secondary spots with smaller intensities also appeared as a result of diffraction by the small dimensions of the micro-lens and interference from the different micro-lenses. This result is confirmed by comparing with a irradiance pattern taken from an actual SHWS. The additional error in centroid estimation caused by these secondary spots is discussed and relationship to the parameters of the micro-lens of SHWS is analyzed.     

合作联盟资源集成计划一种新方法

合作联盟里，资源集成计划往往是联盟成员群体谈判博弈的结果。本以两人博弈为例，对联盟的资源集成计划给出一个谈判博弈模型，能够较好地模仿和反映合作联盟资源整合计划的制订过程。     

对流扩散方程的一种新型差分格式

对流扩散方程可以描述众多的物理化学现象，因而对其寻求稳定的，实用的数值解法有着重要的现实意义。本文针对形式较一般的一维非定常对流扩散方程，构造了对角元严格占优的Crank-Nicholson差分格式，然后对其分别用分离变量的方法以及能量估计的方法作了稳定性的分析，最后给出了数值试验的结果，数值结果表明本文构造的格式能够较好的处理经典的Crank-Nicholson格式所不能处理的对流项系数较大的对流扩散方程，并具有较好的精度。     

ON THE RATE OF WEIGHTED Lp CONVERGENCE BY THE GRUENWALD INTERPOLATORY OPERATORS

This paper gives the weighted Lp convergence rate estimations of the Gruenwald interpolatory polynomials based on the zeros of Chebyshev polymomials of the first kind,and proves that the order of the estimations is optimal for p≥1.     

A transform method for linear evolution PDEs on a finite interval

We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series.     

Fractional Brownian Heavy Traffic Approximations of Multiclass Feedforward Queueing Networks

We consider multiclass feedforward queueing networks under first in first out and priority service disciplines driven by long-range dependent arrival and service time processes. We show that in critical loading the normalized workload, queue length and sojourn time processes can converge to a multi-dimensional reflected fractional Brownian motion. This weak heavy traffic approximation is deduced from a deterministic pathwise approximation of the network behavior close to constant critical load in terms of the solution of a Skorokhod problem. Since we model the doubly infinite time interval, our results directly cover the stationary case.AMS subject classification: primary 90B15, secondary 60K25, 68M20     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.