Mechano-chemical oscillations of a gel bead

We present a formalism which describes the spatio-temporal evolution of a gel submitted to an autocatalytic chemical reaction to which it is responsive. This theory is based on an extension of a hydrodynamical multi-diffusional approach of the gel dynamics, which is plunged into a chemically active mixture. Emergent and autonomous volume self-oscillation dynamics of the gel are obtained from the nonlinear coupling of the elastic deformation, the chemical kinetics and the transport phenomena, that take place in the system. We apply this formalism to a spherical bead of gel plunged in a Belouzov-Zhabotinsky oscillatory chemical reaction, for which Yoshida et al. have obtained numerous experimental results. The case of a gel immersed in an autocatalytic bistable chemical reaction is also considered. We show that such formalism describes the autonomous volume self-oscillation dynamics of the gel beads.     

A BSDE-based approach for the optimal reinsurance problem under partial information

We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process. We propose a risk model with claim arrival intensity and claim sizes distribution affected by an unobservable environmental stochastic factor. By filtering techniques (with marked point process observations), we reduce the original problem to an equivalent stochastic control problem under full information. Since the classical Hamilton–Jacobi–Bellman approach does not apply, due to the infinite dimensionality of the filter, we choose an alternative approach based on Backward Stochastic Differential Equations (BSDEs). Precisely, we characterize the value process and the optimal reinsurance strategy in terms of the unique solution to a BSDE driven by a marked point process.     

弹性介质中受轴向冲击载荷作用的圆柱壳的屈曲临界载荷计算分析

建立并求解了弹性介质中圆柱壳的径向位移控制方程,考虑边界条件及相容条件,得到了应力波传播及反射过程中圆柱壳的动力屈曲分叉条件.通过计算得到了不同时间段屈曲临界载荷与应力波波阵面到达圆柱壳的位置、弹性介质的刚度、壳体未嵌入弹性介质部分的长度与总长之比的关系.数值计算结果表明,弹性介质中的圆柱壳发生轴对称屈曲和非轴对称屈曲趋势一致;嵌入弹性介质部分越深、弹性介质刚度越大圆柱壳越难屈曲;屈曲临界载荷随着弹性介质刚度的增大经历了增长缓慢、增长迅速以及增长较慢3个阶段;应力波反射前波阵面通过分界面后,屈曲仅发生在应力波传播区域,反射波波阵面通过分界面前,临界载荷较小时屈曲先发生在反射端部,随着轴向阶数增大,屈曲覆盖整个圆柱壳区域,反射波波阵面通过分界面后,壳体发生的屈曲始终覆盖整个圆柱壳区域.     

基于改进的粒子群算法求解供应链网络均衡问题

传统的供应链求解方法为投影法,针对其要对投影进行计算,十分复杂的缺点,提出用改进的粒子群算法求解供应链均衡问题,利用动态异步调整学习因子来有效的提高了算法搜索能力与精度。本文介绍了供应链网络均衡问题转变为无约束优化问题的方法,然后用改进的粒子群优化算法进行求解。通过四个数值算例,将实验结果与标准粒子群算法、蜂群算法、学习因子同步变化的粒子群算法进行比较,验证了改进的粒子群优化算法在解决供应链网络均衡问题中的有效性与优越性,为供应链网络求解提供了一种新的方法。     

Rotational tools for factor analytic models

Rotational ambiguity is a major problem in the application of factor analysis to a variety of multivariate mixture resolution problems and particularly important in the analysis of environmental data. As part of the development of an implementation of positive matrix factorization for the U.S. Environmental Protection Agency to distribute in support of airborne particle source identification and apportionment, several tools have been developed to control the rotations and explore the extent of rotational solution space. This discussion of the nature of the rotational tools provides an understanding of these rotational tools as well as the basis for their incorporation into other implementations of least‐squares based solutions to the factor analysis problem. Several example algorithms are presented. Copyright © 2008 John Wiley & Sons, Ltd.     

Parallel vector analysis based soft resolution of spectral data from pH‐metric titration using symmetry constraint

In this study, a soft method is proposed to calculate concentration and spectral profiles for the two‐way spectral data from dissociation equilibria of polyprotic acids (H_nA). This method has four main distinct steps: (i) a fixed size moving window evolving factor analysis (FSMWEFA) was used to identify the local rank map, (ii) WFA was applied to calculate the concentration profiles of H_nA and Aⁿ⁻ (selection of the window for application of WFA was performed using EFA), (iii) PVA was used to calculate H_{n − 1}A to HA spectral profiles, and (iv) a symmetry constraint, in addition to the non‐negativity constraint, was utilized to obtain the unique concentration and spectral profiles from different acceptable sets of profiles. In the absence of any selective region in the spectral data, the proposed soft method resulted in unique solution without rotational ambiguity. This study is the first application of symmetry constraint on concentration profiles. The rotational ambiguity drastically decreased on considering the constraint of symmetry of the H_{n − 1}A and HA concentration profiles, in addition to non‐negativity of profiles. Simulated examples were used to confirm these approaches. Effect of closeness of dissociation constants on the estimated values of constants was investigated. The results showed that when the difference between pK_a values is more than 1.2, the obtained errors in the estimation of pK_a values are less than about 6.5%. The considered real data were from pH‐metric titration of fluorescein. The obtained spectral and concentration profiles and the estimated pK_a values for fluorescein were in good agreement with the previously reported data. Copyright © 2009 John Wiley & Sons, Ltd.     

供需模型在众包平台定价中的应用

以众包平台为对象,基于已有数据,考虑供求关系,通过因子分析法对原始数据加以处理,建立任务的定价模型.在实际应用中,可以对分布密集的任务进行打包,并给出针对这种情况的定价模型.结果表明:提出的模型不仅考虑了会员人数与任务数量的关系,还考虑了个人需求的差异,提高了任务的完成度,对众包平台定价的发展与完善有着重要的意义.     

不良贷款约束下我国上市商业银行全要素生产率时序演变及其驱动因素研究——基于非期望产出的Malmquist-luenberger和Tobit模型

基于我国上市商业银行2007~2013年面板数据,构建包括不良贷款约束条件下我国上市商业银行投入产出指标体系,采用基于非期望产出的M-L生产率指数方法对我国上市商业银行全要素生产率跨期动态变化进行实证测度,并应用Tobit回归分析方法对影响我国上市商业银行全要素生产率的因素进行实证分析,实证结果显示:我国上市商业银行全要素生产率平均增长率为2.4%,上市城市商业银行全要素生产率高于股份制上市商业银行,而股份制商业银行高于国有商业银行,其主要来源与规模效率提升;此外,银行规模和存贷比对商业银行技术效率提升产生显著的正向驱动影响;而银行集中度对其产生显著的负向驱动影响;资产收益率和所有权结构对其影响不显著。     

On the optimal convergence factor of the accelerated parameterized inexact Uzawa method with three parameters for augmented systems

Under the assumption that all eigenvalues of the preconditioned Schur complement are real, we present an analytical proof for obtaining the optimal convergence factor of the real accelerated parameterized inexact Uzawa (APIU) method when P=A. It is proved that the optimal convergence factor is the same as that of the generalized successive overrelaxation method, which was published at the same time, and that it can be attained only at the unique optimum point of parameters, regardless of whether m>n or m=n. In addition, we generalize the APIU method and analyze the relationship between the APIU method and 10 additional Uzawa‐like methods.     

On the Equation n_1n_2= n_3n_4 Restricted to Factor Closed Sets

We study the number of solutions N(B,F) of the diophantine equation n_1n_2 = n_3 n_4,where 1 ≤ n_1 ≤ B,1 ≤ n_3 ≤ B,n_2,n_4 ∈ F and F[1,B] is a factor closed set.We study more particularly the case when F={m = p_1~(ε1)···p_k~(εk),ε_j∈{0,1},1 ≤ j ≤ k},p_1,...,p_k being distinct prime numbers.