Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector

We consider two-stage recourse models with integer restrictions in the second stage. These models are typically non-convex and hence, hard to solve. There exist convex approximations of these models with accompanying error bounds. However, it is unclear how these error bounds depend on the distributions of the second-stage cost vector q. In this paper, we derive parametric error bounds whose dependence on the distribution of q is explicit: they scale linearly in the expected value of the ${?}_1$-norm of q.     

Error analysis of idealized nanopore sequencing

This numerical study provides an error analysis of an idealized nanopore sequencing method in which ionic current measurements are used to sequence intact single‐stranded DNA in the pore, while an enzyme controls DNA motion. Examples of systematic channel errors when more than one nucleotide affects the current amplitude are detailed, which if present will persist regardless of coverage. Absent such errors, random errors associated with tracking through homopolymer regions are shown to necessitate reading known sequences (Escherichia coli K‐12) at least 140 times to achieve 99.99% accuracy (Q40). By exploiting the ability to reread each strand at each pore in an array, arbitrary positioning on an error rate versus throughput tradeoff curve is possible if systematic errors are absent, with throughput governed by the number of pores in the array and the enzyme turnover rate.     

A Simple Approach for Multi‐fidelity Experimentation Applied to Financial Engineering

In practical applications, information about the accuracy or ‘fidelity’ of alternative surrogate systems may be ambiguous and difficult to determine. To address this problem, we propose to treat surrogate system fidelity level as a categorical factor in optimal response surface design. To design the associated experiments, we apply the Expected Integrated Mean Squared Error optimal design criterion, which takes into account both variance and bias errors. The performance of the proposed design was compared using three test cases to four types of alternatives using the Empirical Integrated Squared Error. Because of its ability to foster relatively accurate predictions, the proposed design is recommended in fidelity experimental design, particularly when the experimenters lack sufficient information about the fidelity levels of surrogate systems. The method was applied to the case of intraday trading optimization in which data were collected from the Taiwan Futures Exchange. We also calculated the implied volatility from the Merton's Jump‐diffusion model via the fast Fourier transform algorithm with three different models of varying fidelity levels. Copyright © 2014 John Wiley & Sons, Ltd.     

Hartree-Fock variational bounds for ground state energy of chargeless fermions with finite magnetic moment in the presence of a hard core potential: A stable ferromagnetic state

We use different determinantal Hartree-Fock (HF) wave functions to calculate true variational upper bounds for the ground state energy of N spin-half fermions in volume V ₀, with mass m, electric charge zero, and magnetic moment μ, interacting through magnetic dipole-dipole interaction. We find that at high densities when the average interparticle distance r ₀ becomes small compared to the magnetic length r _m ≡ 2mμ²/ħ², a ferromagnetic state with spheroidal occupation function n _↑(), involving quadrupolar deformation, gives a lower upper bound compared to the variational energy for the uniform paramagnetic state or for the state with dipolar deformation. This system is unstable towards infinite density collapse, but we show explicitly that a suitable short-range repulsive (hard core) interaction of strength U ₀ and range a can stop this collapse. The existence of a stable equilibrium high density ferromagnetic state with spheroidal occupation function is possible as long as the ratio of coupling constants Γ_cm ≡ (U ₀ a ³/μ²) is not very small compared to 1.      

数值误差对能斯特方程计算结果的影响

电势和浓度通过能斯特方程相互计算时,计算结果受对方数值误差的影响。本文通过误差传递和实例研究了这种影响。结果表明：浓度误差对电势计算值的影响小,而电势误差对浓度计算值的影响大;这种现象在电子转移数较多、电势较大时更加显著。浓度为计算目标时需要重视数值误差的影响,所以代入能斯特方程的电势值应该有足够精度,或者避免使用能斯特方程,而是通过平衡常数进行计算。电势为计算目标时,浓度误差的影响较小,因此可以通过近似手段估算浓度,然后代入能斯特方程,既简化计算,又保证精度。     

双层PLS算法及其在近红外光谱分析中的应用

针对近红外光谱数据局部效应显著,变量个数多,且彼此间常存在严重的复共线性,并与样品组分含量呈非线性关系,构建了一种双层非线性偏最小二乘回归 (DNPLSR)算法。它将非线性回归和偏最小二 乘(PLS)相结合,先在外层由PLS从样本数据中提取成分,并实现每对成分间的非线性映射,再在内层实施PLS算法,将外层因变量成分的拟合误差反馈计算转换权向量的增量,进一步修正转换权向量,以使外层所提取的成分对因变量具有更优的解释能力。最后,将该法应用于80个谷物样品的水组分含量与其近红外光谱的定量关系建模,效果良好,显示出很强的学习能力,所建模型的预报性能也优于其他方法。     

迈克尔逊风场干涉仪基准光程差及步长误差容限分析

迈克尔逊干涉仪风场探测是在一定的基准光程差的基础上,通过动镜步进或四分区镀膜的方法,获得一个波长范围内步进间隔为λ/4的四步干涉强度.在此过程中存在的基准光程差误差及步长误差将对结果产生影响.对在一定的结果不确定度允许范围内的误差变量的容限值进行了讨论.在可以预知的误差存在情况下的精确结果的得出给出了计算方法.     

Minc H和Sathre L不等式最好的界

给出了函数f(x)和g(x)单调性的证明.据此,得到了著名的Minc H和Sathre L不等式最好的界.