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11.
Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
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Patrick Guidotti 《Mathematische Nachrichten》2004,272(1):32-45
We consider elliptic and parabolic problems in unbounded domains. We give general existence and regularity results in Besov spaces and semi‐explicit representation formulas via operator‐valued fundamental solutions which turn out to be a powerful tool to derive a series of qualitative results about the solutions. We give a sample of possible applications including asymptotic behavior in the large, singular perturbations, exact boundary conditions on artificial boundaries and validity of maximum principles. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
14.
In this paper, a generalized anti–maximum principle for the second order differential operator with potentials is proved. As an application, we will give a monotone iterative scheme for periodic solutions of nonlinear second order equations. Such a scheme involves the Lp norms of the growth, 1 ≤ p ≤ ∞, while the usual one is just the case p = ∞. 相似文献
15.
工程施工中运输网络优化方案 总被引:5,自引:0,他引:5
施工工地运输方案的优化设计可以归结为 :按施工期要求设计运输线路或验证已有线路通行能力 ,计算总线路中影响提高流量的关键路段 ,取得最小费用最大流 .本文运用图论理论这一数学工具把实际问题抽象为有向网络 ,进而建立数学模型 .此方法理论上严密 ,解题步聚直观清晰 ,对水利、公路、水路、铁路等其它运输系统有普遍意义 . 相似文献
16.
汪更生 《数学物理学报(B辑英文版)》2005,25(1):7-22
This paper deals with maximum principle for some optimal control problem governed by some elliptic variational inequalities. Some state constraints are discussed. The basic techniques used here are based on those in [1] and a new penalty functional defined in this paper. 相似文献
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18.
Hidetoshi Shimodaira 《Annals of the Institute of Statistical Mathematics》1997,49(3):395-410
The asymptotic error probability of Linhart's model selection test isevaluated, and compared with the nominal significance level. We examine thecase where the expected discrepancies of the candidate models from the truemodel are asymptotically equal. The local alternatives method is employed inthe limiting operation of the asymptotic evaluation. Although the errorprobability under the null hypothesis is actually shown to be equal to orless than the level for most situations, intolerable violations of the errorcontrol are observed for nested models: It is often erroneously concludedthat the smaller model is significantly better than the larger model. Toprevent this violation, a modification of Linhart's test statistic isproposed. The effectiveness of the proposed test is confirmed throughtheoretical analysis and numerical simulations. 相似文献
19.
属性区间识别理论模型研究及其应用 总被引:15,自引:3,他引:12
根据程乾生教授创立的属性识别理论模型[1] ,提出了属性测度区间的概念 ,建立了属性区间识别理论模型 ,并在自然科学学术期刊质量评价中进行了应用 . 相似文献
20.
We consider a Bolza optimal control problem with state constraints. It is well known that under some technical assumptions every strong local minimizer of this problem satisfies first order necessary optimality conditions in the form of a constrained maximum principle. In general, the maximum principle may be abnormal or even degenerate and so does not provide a sufficient information about optimal controls. In the recent literature some sufficient conditions were proposed to guarantee that at least one maximum principle is nondegenerate, cf. [A.V. Arutyanov, S.M. Aseev, Investigation of the degeneracy phenomenon of the maximum principle for optimal control problems with state constraints, SIAM J. Control Optim. 35 (1997) 930–952; F. Rampazzo, R.B. Vinter, A theorem on existence of neighbouring trajectories satisfying a state constraint, with applications to optimal control, IMA 16 (4) (1999) 335–351; F. Rampazzo, R.B. Vinter, Degenerate optimal control problems with state constraints, SIAM J. Control Optim. 39 (4) (2000) 989–1007]. Our aim is to show that actually conditions of a similar nature guarantee normality of every nondegenerate maximum principle. In particular we allow the initial condition to be fixed and the state constraints to be nonsmooth. To prove normality we use J. Yorke type linearization of control systems and show the existence of a solution to a linearized control system satisfying new state constraints defined, in turn, by linearization of the original set of constraints along an extremal trajectory. 相似文献