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21.
The nature of hydrologic parameters in reservoir management models is uncertain. In mathematical programming models the uncertainties are dealt with either indirectly (sensitivity analysis of a deterministic model) or directly by applying a chance-constrained type of formulation or some of the stochastic programming techniques (LP and DP based models). Various approaches are reviewed in the paper. Moran's theory of storage is an alternative stochastic modelling approach to mathematical programming techniques. The basis of the approach and its application is presented. Reliability programming is a stochastic technique based on the chance-constrained approach, where the reliabilities of the chance constraints are considered as extra decision variables in the model. The problem of random event treatment in the reservoir management model formulation using reliability programming is addressed in this paper. 相似文献
22.
23.
J.-Q. Shen H.-Y. Zhu P. Chen 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2003,23(2):305-313
There exist a number of typical and interesting systems and/or models, which possess three-generator Lie-algebraic structure,
in atomic physics, quantum optics, nuclear physics and laser physics. The well-known fact that all simple 3-generator algebras
are either isomorphic to the algebra sl (2, C) or to one of its real forms enables us to treat these time-dependent quantum systems in a unified way. By making use of
both the Lewis-Riesenfeld invariant theory and the invariant-related unitary transformation formulation, the present paper
obtains exact solutions of the time-dependent Schr?dinger equations governing various three-generator Lie-algebraic quantum
systems. For some quantum systems whose time-dependent Hamiltonians have no quasialgebraic structures, it is shown that the exact solutions can also be obtained by working in a
sub-Hilbert-space corresponding to a particular eigenvalue of the conserved generator (i.e., the time-independent invariant that commutes with the time-dependent Hamiltonian). The topological property of geometric phase factors and its adiabatic limit in time-dependent systems is briefly
discussed.
Received 6 July 2002 / Received in final form 21 October 2002 Published online 11 February 2003 相似文献
24.
Ya.G. Groda P. Argyrakis G.S. Bokun V.S. Vikhrenko 《The European Physical Journal B - Condensed Matter and Complex Systems》2003,32(4):527-535
The selfconsistent diagram approximation (SCDA) is generalized for three-dimensional lattice gases with nearest neighbor repulsive
interactions. The free energy is represented in a closed form through elementary functions. Thermodynamical (phase diagrams,
chemical potential and mean square fluctuations), structural (order parameter, distribution functions) as well as diffusional
characteristics are investigated. The calculation results are compared with the Monte Carlo simulation data to demonstrate
high precision of the SCDA in reproducing the equilibrium lattice gas characteristics. It is shown that similarly to two-dimensional
systems the specific statistical memory effects strongly influence the lattice gas diffusion in the ordered states.
Received 7 August 2002 / Received in final form 22 January 2003 Published online 24 April 2003 相似文献
25.
Kenji Handa 《Journal of statistical physics》1996,83(3-4):555-571
Entropy production per site in a (nonreversible) spin-flip process is studied. We give it a useful expression, from which a property stronger than affinity of the entropy production per site follows. Furthermore, quasi-invariance of nonequilibrium measures in the spin-flip processes is discussed via entropy production. 相似文献
26.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
27.
Consider a queueing system where customers arrive at a circle according to a homogeneous Poisson process. After choosing their positions on the circle, according to a uniform distribution, they wait for a single server who travels on the circle. The server's movement is modelled by a Brownian motion with drift. Whenever the server encounters a customer, he stops and serves this customer. The service times are independent, but arbitrarily distributed. The model generalizes the continuous cyclic polling system (the diffusion coefficient of the Brownian motion is zero in this case) and can be interpreted as a continuous version of a Markov polling system. Using Tweedie's lemma for positive recurrence of Markov chains with general state space, we show that the system is stable if and only if the traffic intensity is less than one. Moreover, we derive a stochastic decomposition result which leads to equilibrium equations for the stationary configuration of customers on the circle. Steady-state performance characteristics are determined, in particular the expected number of customers in the system as seen by a travelling server and at an arbitrary point in time. 相似文献
28.
J.-L. Garden 《Thermochimica Acta》2007,452(2):85-105
What is really measured in dynamic calorimetric experiments is still an open question. This paper is devoted to this question, which can be usefully envisaged by means of macroscopic non-equilibrium thermodynamics. From the pioneer work of De Donder on chemical reactions and with other authors along the 20th century, the question is tackled under an historical point of view. A special attention is paid about the notions of frequency dependent complex heat capacity and entropy production due to irreversible processes occurring during an experiment. This phenomenological approach based on thermodynamics, not widely spread in the literature of calorimetry, could open significant perspectives on the study of macro-systems undergoing physico-chemical transformations probed by dynamic calorimetry. 相似文献
29.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of
a string. We derive the general condition that the partial differential equations governing the motion of such string must
obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a
fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation
fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial
(possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate
derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation
of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation.
Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998 相似文献
30.
Torbjörn Kolsrud 《Journal of Theoretical Probability》1989,2(4):399-418
We derive explicit isomorphism formulas between weighted Dirichlet integrals for harmonic functions and boundary Dirichlet forms. Applications yield results on traces of Markov processes and convergence quasieverywhere of harmonic functions. 相似文献