A mean value theorem for metric spaces

We present a form of the Mean Value Theorem (MVT) for a continuous function f between metric spaces, connecting it with the possibility to choose the relation of f in a homeomorphic way. We also compare our formulation of the MVT with the classic one when the metric spaces are open subsets of Banach spaces. As a consequence, we derive a version of the Mean Value Propriety for measure spaces that also possesses a compatible metric structure.     

Variable sampling interval Shewhart control charts for monitoring the multivariate coefficient of variation

In many industrial manufacturing processes, the ratio of the variance to the mean of a quantity of interest is an important characteristic to ensure the quality of the processes. This ratio is called the coefficient of variation (CV). A lot of control charts have been designed for monitoring the CV of univariate quantity in the literature. However, the CV control charts for multivariate quantity have not received much attention yet. In this paper, we investigate a variable sampling interval (VSI) Shewhart control chart for monitoring multivariate CV. The time between two consecutive samples is allowed to vary according to the previous value of the multivariate CV, which will help the chart to detect the process shifts faster. The comparison with the fixed sampling interval Shewhart chart is implemented to highlight the advantage of the VSI method. Finally, an illustrative example is demonstrated on real data.     

高温辐射场作用下的原子过程

等离子体中辐射能量密度与物质能量密度的比值是区分等离子体原子过程性质的重要参量. 根据这个参量, 等离子体中的原子过程可分为碰撞占优和辐射占优两种典型类型. 数值模拟发现碰撞占优和辐射占优的原子过程有不同的性质: 碰撞占优的等离子体能够很快达到LTE状态; 辐射占优等离子体的束缚电子温度、电离度和自由电子温度存在不同的弛豫时间尺度, 存在某种形式的准平衡状态.     

监测L\'{e}vy稳定过程均值变点的平均运行时间估计

平均运行长度(时间) (ARL)是判断一控制图监测变点效果好坏的一个重要工具\bd 本文主要研究L\'{e}vy 稳定过程的均值变点监测问题\bd 我们给出了三个控制图, 即EWMA, GEWMA和GLR的ARL 估计, 并通过数值模拟比较了4个控制图监测均值变点的效果和差异.     

监测Lévy稳定过程均值变点的平均运行时间估计

平均运行长度(时间)(ARL)是判断一控制图监测变点效果好坏的一个重要工具.本文主要研究Lévy稳定过程的均值变点监测问题.我们给出了三个控制图,即EWMA,GEWMA和GLR的ARL估计,并通过数值模拟比较了4个控制图监测均值变点的效果和差异.     

液态结构与性质关系Ⅱ——Mg-9Al熔体的运动黏度及与熔体微观结构的关系

采用坩埚扭摆振动法测量Mg-9Al熔体的运动黏度,得到890—1190 K温区内高精度的黏度-温度关系曲线ν(T),发现升温过程中黏度随温度升高发生异常变化,当温度升高至1000—1075 K时,黏度由快速增大转变为逐渐减小,即发生转折变化;在随后的降温和第二次升温过程中,黏度随温度变化呈指数规律单调递增(减),符合Arrhenius方程式.在实验研究基础上,采用剩余键结构模型和"平均原子集团"演变行为的计算模型讨论Mg-9Al熔体的黏度与微观结构之间的相关性,结果表明:类关键词： 合金熔体 结构与黏度相关性 剩余键结构 平均原子集团模型     

Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems

A smoothing method for solving stochastic linear complementarity problems is proposed. The expected residual minimization reformulation of the problem is considered, and it is approximated by the sample average approximation (SAA). The proposed method is based on sequential solving of a sequence of smoothing problems where each of the smoothing problems is defined with its own sample average approximation. A nonmonotone line search with a variant of the Barzilai–Borwein (BB) gradient direction is used for solving each of the smoothing problems. The BB search direction is efficient and low cost, particularly suitable for nonmonotone line search procedure. The variable sample size scheme allows the sample size to vary across the iterations and the method tends to use smaller sample size far away from the solution. The key point of this strategy is a good balance between the variable sample size strategy, the smoothing sequence and nonmonotonicity. Eventually, the maximal sample size is used and the SAA problem is solved. Presented numerical results indicate that the proposed strategy reduces the overall computational cost.     

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

We consider anr-dimensional multivariate time series {y_t, tZ} which is generated by an infinite order vector autoregressive process. We show that a bootstrap procedure which works by generating time series replicates via an estimated finitek-order vector autoregressive process (k→∞ at an appropriate rate with the sample size) gives asymptotically valid approximations to the joint distribution of the growing set of estimated autoregressive coefficients and to the corresponding set of estimated moving average coefficients (impuls responses).     

2D Ising Model with Layers of Quenched Spins

The model considered is a d=2 disordered Ising system on a square lattice with nearest neighbor interaction. The disorder is induced by layers (rows) of spins, randomly located, which are frozen in an antiferromagnetic order. It is assumed that all the vertical couplings take the same positive value J _v, while all the horizontal couplings take the same positive value J _h. The model can be exactly solved and the free energy is given as a simple explicit expression. The zero-temperature entropy can be positive because of the frustration due to the competition between antiferromagnetic alignment induced by the quenched layers and ferromagnetic alignment due to the positive couplings. No phase transition is found at finite temperature if the layers of frozen spins are independently distributed, while for correlated disorder one finds a low-temperature phase with some glassy properties.     

麦克斯韦速率分布的特色推导方法

大学物理教学的一个基本点是培养学生的空间想象力.麦克斯韦速率分布律是气体分子运动论的中心内容,是大学物理气体运动理论中讲授的一个难点,其公式抽象、繁难,学生不易理解.本文根据速度空间概念,给出速度球的表面积相当于气体分子微观状态数的观点,利用拉郎格日函数,推导理想气体平衡态下气体分子的速率分布函数.这种推导方法相对比较...