求解全局最优问题的多重点样本水平值估计的相对熵算法

研究有界闭箱约束下的全局最优化问题,利用相对熵及广义方差函数方程的最大根与全局最小值之间的等价关系,设计求解全局最优值的积分型水平值估计算法.对采用重点样本采样技巧产生的函数值按一定规则进行聚类,从而在各聚类中产生的若干新重点样本,结合相对熵算法,构造出多重点样本进行全局搜索的新算法.该算法的优点在于每次迭代选用当前较好的函数值信息,以达到随机搜索到更好的函数值信息.同时多重点样本可有利挖掘出更好的全局信息.一系列的数值实验表明该算法是非常有效的.     

一种基于物体质心的图像自动化校准方法

图像校准是将任意相邻两图像都具有公共部分的一列图像合成一副全图的图像处理过程.而图像自动化校准的难点在于对一组图像公共部分特征信息的提取和自动匹配,尤其是自动匹配和图像校准的误差分析.本文基于放射变换不变性,给出了一种基于特征信息质心的自动匹配方法,与目前国际上主流特征提取和特征校准方法相比,本文方法较准确,且适用于卫星图片及一些MRI和CT 图片.本文方法的另一优点是具有线性计算复杂度.     

Binary functions,degeneracy, and alternating dimaps

This paper continues the study of combinatorial properties of binary functions — that is, functions $f:2^E\to ?$ such that $f(0?)=1$, where $E$ is a finite set. Binary functions have previously been shown to admit families of transforms that generalise duality, including a trinity transform, and families of associated minor operations that generalise deletion and contraction, with both these families parameterised by the complex numbers. Binary function representations exist for graphs (via the indicator functions of their cutset spaces) and indeed arbitrary matroids (as shown by the author previously). In this paper, we characterise degenerate elements – analogues of loops and coloops – in binary functions, with respect to any set of minor operations from our complex-parameterised family. We then apply this to study the relationship between binary functions and Tutte’s alternating dimaps, which also support a trinity transform and three associated minor operations. It is shown that only the simplest alternating dimaps have binary representations of the form we consider, which seems to be the most direct type of representation. The question of whether there exist other, more sophisticated types of binary function representations for alternating dimaps is left open.     

Non-singular Green’s functions for the unbounded Poisson equation in one,two and three dimensions

In this paper, we derive the non-singular Green’s functions for the unbounded Poisson equation in one, two and three dimensions using a spectral cut-off function approach to impose a minimum length scale in the homogeneous solution. The resulting non-singular Green’s functions are relevant to applications which are restricted to a minimum resolved length scale (e.g. a mesh size $h$) and thus cannot handle the singular Green’s function of the continuous Poisson equation. We furthermore derive the gradient vector of the non-singular Green’s function, as this is useful in applications where the Poisson equation represents potential functions of a vector field.     

Stationary distribution of a stochastic food chain chemostat model with general response functions

In this paper, we focus on a food chain chemostat model with general response functions, perturbed by white noise. Under appropriate assumptions, we establish sufficient conditions for the existence of a unique ergodic stationary distribution by using stochastic Lyapunov analysis method. Our main effort is to construct the suitable Lyapunov function.     

New classes of second order difference equations solvable by factorization method

Under some assumptions we find a general solution of the factorization problem for a family of second order difference equations.     

{Well-posedness of degenerate differential equations with infinite delay in Holder continuous function spaces

Using operator-valued $\dot{C}^\alpha$-Fourier multiplier results on vector- valued H\"older continuous function spaces, we give a characterization for the $C^\alpha$-well-posedness of the first order degenerate differential equations with infinite delay $(Mu)"(t) = Au(t) + \int_{-\infty}^t a(t-s)Au(s)ds + f(t)$ ($t\in\R$), where $A, M$ are closed operators on a Banach space $X$ such that $D(A)\cap D(M)\neq \{0\}$, $a\in L^1_{\rm{loc}}(\R_+)\cap L^1(\mathbb{R}_+; t^\alpha dt)$.     

Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan

A continuous time stochastic model is used to study a hybrid pension plan, where both the contribution and benefit levels are adjusted depending on the performance of the plan, with risk sharing between different generations. The pension fund is invested in a risk-free asset and multiple risky assets. The objective is to seek an optimal investment strategy and optimal risk-sharing arrangements for plan trustees and participants so that this proposed hybrid pension system provides adequate and stable income to retirees while adjusting contributions effectively, as well as keeping its sustainability in the long run. These goals are achieved by minimizing the expected discount disutility of intermediate adjustment for both benefits and contributions and that of terminal wealth in finite time horizon. Using the stochastic optimal control approach, closed-form solutions are derived under quadratic loss function and exponential loss function. Numerical analysis is presented to illustrate the sensitivity of the optimal strategies to parameters of the financial market and how the optimal benefit changes with respect to different risk aversions. Through numerical analysis, we find that the optimal strategies do adjust the contributions and retirement benefits according to fund performance and model objectives so the intergenerational risk sharing seem effectively achieved for this collective hybrid pension plan.