Solution of the hyperbolic mild‐slope equation using the finite volume method

A finite volume solver for the 2D depth‐integrated harmonic hyperbolic formulation of the mild‐slope equation for wave propagation is presented and discussed. The solver is implemented on unstructured triangular meshes and the solution methodology is based upon a Godunov‐type second‐order finite volume scheme, whereby the numerical fluxes are computed using Roe's flux function. The eigensystem of the mild‐slope equations is derived and used for the construction of Roe's matrix. A formulation that updates the unknown variables in time implicitly is presented, which produces a more accurate and reliable scheme than hitherto available. Boundary conditions for different types of boundaries are also derived. The agreement of the computed results with analytical results for a range of wave propagation/transformation problems is very good, and the model is found to be virtually paraxiality‐free. Copyright © 2003 John Wiley & Sons, Ltd.     

The application of spectral distribution of product of two random matrices in the factor analysis

In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted.     

Duality theorems for convex problems with time delay

In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

A note on scheduling to meet two min-sum objectives

We consider a single machine scheduling problem with two min-sum objective functions: the sum of completion times and the sum of weighted completion times. We propose a simple polynomial time (1+(1/γ),1+γ)-approximation algorithm, and show that for γ>1, there is no (x,y)-approximation with 1<x<1+(1/γ) and 1<y<1+(γ-1)/(2+γ).     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

TDI线扫相机光学通道建模与仿真

卫星相机建模与仿真研究不论在民用还是军事领域都具有重要的理论研究和实际应用价值。根据TDI线扫相机的工作原理建立了一个TDI线扫相机光学通道的数学模型,该模型包括从景物到TDI CCD离散图像的几何投影关系和能量传递关系两部分,对于确定的成像系统,给定景物参数和光学系统参数,就可以确定对应图像传感器上的离散图像。为了验证模型,对一幅卫星图像进行了计算机仿真。建立的模型可以用来研究当成像条件改变时对图像的影响,进一步还可以用来发展虚拟卫星相机系统。     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

Ψ(2S)粒子及粲夸克偶素物理实验研究——2001年度国家自然科学奖获奖项目介绍

文章介绍2001年度国家自然科学奖二等奖获奖成果，在北京正负电子对撞机上采集了Ψ（2S）粒子大数据样本，开展了粲偶素物理的广泛研究：完成了6个粲偶素涉及质量，宽度和衰变化支比等大批重要参数的首次测量或高精度测量；通过对Ψ（2S）和J／Ψ强衰变性质的比较研究，观察到一系列反常现象，挑战现有理论图像。该项研究成果对量子色动力学的检验与发展具有重要意义，为我国粲偶素物理实验研究的继续发展并保持先进水平奠定坚实基础。     

Online weighted flow time and deadline scheduling

In this paper we study some aspects of weighted flow time. We first show that the online algorithm Highest Density First is an O(1)-speed O(1)-approximation algorithm for P|r_i,pmtn|∑w_iF_i. We then consider a related Deadline Scheduling Problem that involves minimizing the weight of the jobs unfinished by some unknown deadline D on a uniprocessor. We show that any c-competitive online algorithm for weighted flow time must also be c-competitive for deadline scheduling. We then give an O(1)-competitive algorithm for deadline scheduling.