Semi-parametric estimation of covariate effects using the positive stable frailty model

Many biological and medical studies have as a response of interest the time to occurrence of some event, such as the occurrence of a particular symptom or disease, remission, relapse, death due to some specific disease, or simply death. In this paper we study the problem of assessing the effect of potential risk factors on the outcome event of interest through a parametric or semi-parametric frailty model where the lifetimes have a reason to be considered dependent. This dependence may arise because of multiple endpoints within the same individual or because, when studying a single endpoint, there are natural groupings between study subjects. The objective of this paper is to extend both parametric and semi-parametric approaches to regression analysis in which the lifetimes of individuals in a group are effected by the same random frailty which follows a positive stable distribution. Some comparisons of the properties of this frailty distribution with other frailty distributions are made and an example which assesses the effect of a treatment in a litter-matched tumorigenesis study is presented.     

Sigma Models and Minimal Surfaces

Correspondence is established between sigma models, minimal surfaces and the Monge–Ampére equation. The Lax pairs of the minimality condition of the minimal surfaces and the Monge–Ampére equations are given. Existence of infinitely many nonlocal conservation laws is shown and some Bäcklund transformations are also given.     

Asymmetric invariants for a class of strictly hyperbolic systems including the Timoshenko beam

We introduce a set of conserved quantities of energy‐type for a strictly hyperbolic system of two coupled wave equations in one space dimension. The system is subject to mechanical boundary conditions. Some of these invariants are asymmetric in the sense that their defining quadratic form contains second order derivatives in only one of the unknowns. We study their independence with respect to the usual energies and characterize their sign. In many cases, our results provide sharp well‐posedness and stability results. Finally, we apply some of our conservation laws to the study of a singular perturbation problem previously considered by J. Lagnese and J. L. Lions. Copyright © 2007 John Wiley & Sons, Ltd.     

Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems

A new definition for the approximate symmetries of Itô dynamical system is given. Determining systems of approximate symmetries for Itô and Stratonovich dynamical systems have been obtained. It has been shown that approximate conservation laws can be found from the approximate symmetries of stochastic dynamical systems which do not arise from a Hamiltonian. The results have been applied to an example.     

On the Global Stability of Solutions of Moment Systems in Nonequilibrium Thermodynamics

In this paper, we study the linearization of the Cauchy problem and the mixed problem for the system of Grad--Hermite moments in nonequilibrium thermodynamics in the neighborhood of the equilibrium state. Stability conditions for solutions of the Cauchy problem are proved as a generalization of the classical Hermite--Biller theorem on stable polynomials. For the mixed problem, we prove an analog of the Vishik--Lyusternik theorem on small singular perturbations of general elliptic problems. The last observation allows us to introduce the Shapiro--Lopatinskii condition, which implies the well-posedness of the mixed problem.     

技术联盟的共生演化分析

企业组建技术联盟的根本目的,就是基于自己能力缺陷,分散风险,降低研发成本,共享技术收益,是一个典型的利益共生体.Logistic生物种群共生进化模型给技术联盟共生体提供了一个分析框架.分析结果表明:对于主体不均等的技术联盟,主导企业从合作伙伴中获得的收益是非常有限的,远远低于自己对伙伴企业的贡献,并且这种联盟方式要求企业之间的分工程度要高;而对于主体均等的技术联盟而言,双方的贡献相差不大,都相对比较小.技术联盟企业通过分工形式形成各种关系,以激烈的竞争维持着共生模式的稳定性.     

Calibration of a basket option model applied to company valuation

Applying real options thinking to company valuation seems theoretically and intuitively appealing. However, the real option analogy of a single European option as well as the compound option proxy perform poorly when applied to company valuation. We therefore suggest to rework the building blocks of real option applications to corporate valuation.  We introduce a framework to delineate the distribution of the underlying asset in the risk neutral world, which is important in order to value any derivative. This is achieved by an algorithm to calibrate a basket option model using real world data of observed share prices. The fitting takes account of the class of stable distributions. The index of stability of asymmetric α stable distribution serves as an over-all parameter to characterise the specific distribution.     

A graph theory approach to subcontracting, machine duplication and intercell moves in cellular manufacturing

We address in this paper the problem of finding an optimal strategy for dealing with bottleneck machines and bottleneck parts in the cell formation process in group technology. Three types of economic decisions are considered: subcontracting, machine duplication and intercell moves. The problem is formulated as a minimum weighted node covering problem in a hypergraph, and we show that it can be solved in polynomial time by finding a maximum weighted stable set in a bipartite graph. We extend this result to cellular manufacturing systems in which the sequence of operations of each part is known in advance.     

求解P0函数互补问题的一种微分方程方法

本针对P0函数互补问题，给出了一种微方程方法，并且证明了P0函数互补问题的解是微分方程系统的渐进稳定平衡点。在适当的假设条件下，证明了所给出的算法具有二次收敛速度。几个数值例子表明了该算法的有效性。     

变换中含有孤立稳定点的第二积分换元定理

在不定积分第二积分换元定理的条件中,要求变换x=φ(t)不含有稳定点,即:φ′(t)≠0.当变换x=φ(t)中含有孤立稳定点时,给出了变换中含有孤立稳定点的第二积分换元定理.拓宽了第二积分换元定理的应用范围.