一致可逆性质与(ω)性质的判定

利用算子的一致可逆性质,定义了一个新的谱集,分别给出了有界线性算子满足(ω)性质的充分条件和必要条件,并在此基础上得到算子与其算子演算满足(ω)性质的判定条件。     

基于权重稳定区间的综合评价结论一致性研究

首先引入"加性方法"及"权重稳定区间"的概念,给出了"加性方法"保持方案排序稳定的"权重稳定区间".根据提出的"权重稳定区间"的分析方法,可以解释一类加性方法因权重设置方法不同而产生的评价结论非一致性,最后通过实例证明了上述思路的可行性.     

污染分布的近邻估计

本文研究了污染分布中污染系数和未知主体分布密度的估计问题.利用近邻估计法得到了它们的估计量,并且证明了此估计量均满足一致弱相合性,同时对污染系数的估计进行了统计模拟,并与用核密度估计得出的结果作比较.结果显示估计的好坏与样本量的多少和参数的选取有关.     

Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies

ABSTRACT

We compare optimal liquidation policies in continuous time in the presence of trading impact using numerical solutions of Hamilton–Jacobi–Bellman (HJB) partial differential equations (PDEs). In particular, we compare the time-consistent mean-quadratic-variation strategy with the time-inconsistent (pre-commitment) mean-variance strategy. We show that the two different risk measures lead to very different strategies and liquidation profiles. In terms of the optimal trading velocities, the mean-quadratic-variation strategy is much less sensitive to changes in asset price and varies more smoothly. In terms of the liquidation profiles, the mean-variance strategy is much more variable, although the mean liquidation profiles for the two strategies are surprisingly similar. On a numerical note, we show that using an interpolation scheme along a parametric curve in conjunction with the semi-Lagrangian method results in significantly better accuracy than standard axis-aligned linear interpolation. We also demonstrate how a scaled computational grid can improve solution accuracy.     

A heuristic approach for deriving the priority vector in AHP

This paper proposes an approach for deriving the priority vector from an inconsistent pair-wise comparison matrix through the nearest consistent matrix and experts judgments, which enables balancing the consistency and experts judgments. The developed algorithm for achieving a nearest consistent matrix is based on a logarithmic transformation of the pair-wise comparison matrix, and follows an iterative feedback process that identifies an acceptable level of consistency while complying with experts preferences. Three numerical examples are examined to illustrate applications and advantages of the developed approach.     

Power Variation of Subfractional Brownian Motion and Application

In this paper, we consider the power variation of subfractional Brownian motion. As an application, we introduce a class of estimators for the index of a subfractional Brownian motion and show that they are strongly consistent.     

Improved efficiency of focal point conformational analysis with truncated correlation consistent basis sets

It has been suggested that the computational cost of correlated ab initio calculations could be reduced efficiently by using truncated basis sets on hydrogen atoms (Mintz et al., J Chem Phys 2004, 121, 5629). We now explore this proposal in the context of conformational analysis of small molecules, such as hydrogen peroxide, dimethyl ether, ethyl methyl ether, formic acid, methyl formate, and several small alcohols. It is found that truncated correlation consistent basis sets that lack certain higher angular momentum functions on hydrogen atoms offer accuracy similar to traditional Dunning's basis sets for conformational analysis. Combination of such basis sets with the basis set extrapolation technique to estimate Hartree-Fock and M?ller-Plesset second order energies provides composite extrapolation model chemistries that are significantly more accurate and faster than analogous single point calculations with traditional correlation consistent basis sets. Root mean square errors of best composite extrapolation model chemistries on the used set of molecules are within 0.03 kcal/mol of traditional focal point conformational energies. The applicability of composite extrapolation methods is illustrated by performing conformational analysis of tert-butanol and cyclohexanol. For comparison, conformational energies calculated with popular molecular mechanics force fields are also given.     

Dynamically consistent discrete metapopulation model

In this paper we construct nonstandard difference schemes, which are dynamically consistent with a metapopulation model formulated by Keymer et al. in 2000, i.e. preserve all dynamical properties of the differential equations of the model. These properties are: monotone convergence, boundedness, local asymptotic stability and especially, global stability of equilibria and non-periodicity of solutions. Numerical examples confirm the obtained theoretical results of the properties of the constructed difference schemes.     

Comparison of the numerical stability of methods for anharmonic calculations of vibrational molecular energies

On model examples, we compare the performance of the vibrational self-consistent field, variational, and four perturbational schemes used for computations of vibrational energies of semi-rigid molecules, with emphasis on the numerical stability. Although the accuracy of the energies is primarily dependent on the quality of the potential energy surface, approximate approaches to the anharmonic vibrational problem often do not converge to the same results due to the approximations involved. For furan, the sensitivity to variations of the anharmonic potential was systematically investigated by adding random noise to the cubic and quartic constants. The self-consistent field methods proved to be the most resistant to the potential variations. The second order perturbational techniques are sensitive to random degeneracies and provided the least stable results. However, their stability could be significantly improved by a simple generalization of the perturbational formula. The variational configuration interaction is practically limited by the size of the matrix that can be diagonalized for larger molecules; however, relatively fewer states need to be involved than for smaller ones, in favor of the computing.     

A potential-hybrid/mixed finite element scheme for analysis of plates and cylindrical shells

Based on the potential-hybrid/mixed finite element scheme,4-node quadrilateralplate-bending elements MP4,MP4a and cylindrical shell element MCS4 are derived with,the inclusion of splitting rotations.All these elements demonstrate favorable convergencebehavior over the existing counterparts,free from spurious kinematic modes and do notexhibit locking phenomenon in thin plate/shell limit.Inter-connections between the existingmodified variational functionals for the use of formulating C~0-and C~1-continuous elementsare also indicated.Important particularizations of the present scheme include Prathap’sconsistent field formulation,the RIT/SRIT-compatible displacement model and so on.