首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

Time Series Prediction Based on Chaotic Attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is thatit can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. Atime-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the timeevolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate thelocal dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is testedfor the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this predictiontechnique can improve the prediction of chaotic time series.     

Scheduling data transfers in a network and the set scheduling problem

In this paper we consider the online ftp problem. The goal is to service a sequence of file transfer requests given bandwidth constraints of the underlying communication network. The main result of the paper is a technique that leads to algorithms that optimize several natural metrics, such as max-stretch, total flow time, max flow time, and total completion time. In particular, we show how to achieve optimum total flow time and optimum max-stretch if we increase the capacity of the underlying network by a logarithmic factor. We show that the resource augmentation is necessary by proving polynomial lower bounds on the max-stretch and total flow time for the case where online and offline algorithms are using same-capacity edges. Moreover, we also give polylogarithmic lower bounds on the resource augmentation factor necessary in order to keep the total flow time and max-stretch within a constant factor of optimum.     

Cu~+、Ag~+、Au~+与乙硫醇的气相化学反应

利用激光溅射 分子束的技术 ,结合反射飞行时间质谱计 ,研究了Cu+、Ag+、Au+与乙硫醇的气相化学反应。结果显示这三种金属离子与 (CH3 CH2 SH) n 反应形成一系列团簇离子M+(CH3 CH2 SH) n,且团簇离子尺寸不一样。Ag+、Au+与乙硫醇的反应还生成了 (CH3 CH2 SH) +n ,由此推测Cu+、Ag+、Au+与乙硫醇团簇的反应存在两种通道 ,一种通道是生成M+(CH3 CH2 SH) n,另一种是生成 (CH3 CH2 SH) +n 。Cu+、Au+与乙硫醇的反应还生成了M+(H2 S) (M =Cu、Au) ,但是实验中没有观察到Ag+(H2 S) ,理论计算表明Ag+(H2 S)很不稳定。另外 ,分析产物离子M+(CH3 CH2 SH) n 的强度发现 ,n =1～ 2之间存在明显的强度突变现象     

资源有限的加权总完工时间单机排序问题

本讨论资源有限的加权总工时间单机排序问题，对现在仍为OPEN问题1｜pj=bj-ajuj，∑uj≤U｜∑wjCj给出了一个有关最优解中最优资源分配的重要性质，并利用该性质分别给出了三种情况bj=b,wj=w,aj=a；bj=b,wj=w,uj=u；aj=a,wj=w,uj=u的最优算法。     

多重休假的带启动--关闭期的Geom/G/1排队

本研究多重休假的带启动——关闭期的Geom／G／1离散时间排队，给出稳态队长，等待时间分布的母函数及其随机分解结果，推导出忙期的全假期的母函数，给出该模型的几个特例。     

Survivability in IP-over-WDM Networks: WDM Lightpath Protection versus IP LSP Protection

This article compares the performance of WDM lightpath protection and IP LSP protection schemes for IP-over-WDM networks. A mathematical formulation of the maximum throughput problem is presented and analytical expressions for recovery time are derived for both schemes. The throughputs and recovery times are analyzed and compared. Results show that the IP LSP protection scheme presents higher throughputs then WDM lightpath protection. The IP LSP protection scheme, providing individual IP LSP protection has, however, scalability problems. This scheme presents high recovery times when a failure affects many lightpaths and many hops are allowed for the primary routes of IP LSPs.     

Bounds to optimal burn‐in and optimal work size

Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd.     

多气隙电阻板室的宇宙线测量结果

介绍了20多个多气隙电阻板室的宇宙线测量结果.测量所用的宇宙线平台可以同时测量同一个电阻板室的多个cell,其参考时间的时间分辨为70ps.在宇宙线的测量条件下,用国产材料制作的多气隙电阻板室的时间分辨可达到90ps.利用这套宇宙线测量系统,还对多气隙电阻板室的探测效率和cell间的相互串扰进行了研究.     

用于强磁场的快响应真空规的研制进展

研制了能在强磁场、强干扰环境下工作的快响应真空电离规(快规),用于对HL 2A装置偏滤器室和等离子体附近的中性粒子密度和通量进行原位测量。介绍了快规的结构、工作原理、设计要点以及实验结果。在无磁场的情况下,快规对气体压强的测量范围为6.4×10-6～0.15Pa,在1×10-5～0.15Pa范围内,快规收集极离子流与发射电子流之比与气压保持良好线性关系;在0 15T的磁场下,快规的规管常数未发生显著变化,在规管对称轴与磁力线的夹角小于15o时,规管常数的变化小于10%。