Converging Marriage in Honey-Bees Optimization and Application to Stochastic Dynamic Programming

In this paper, we first refine a recently proposed metaheuristic called “Marriage in Honey-Bees Optimization” (MBO) for solving combinatorial optimization problems with some modifications to formally show that MBO converges to the global optimum value. We then adapt MBO into an algorithm called “Honey-Bees Policy Iteration” (HBPI) for solving infinite horizon-discounted cost stochastic dynamic programming problems and show that HBPI also converges to the optimal value.     

One-dimensional stochastic Burgers equation driven by Lévy processes

In this paper, we proved the global existence and uniqueness of the strong, weak and mild solutions for one-dimensional Burgers equation perturbed by a Poisson form process, a Poisson form and Q-Wiener process with the Dirichlet bounded condition. We also proved the existence of the invariant measure of these models.     

Near-Field and Polarized Evanescent Field Excited Fluorescence of Self-Organized Particle Arrays of Organic Dye

A wetting/dewetting process was utilized to prepare self-organized organic dye particles of micrometer and submicrometer size. Near-field scanning optical microscopy successfully identified near-field excited near-field fluorescence from single particles. The majority of the small particles with diameters around 2 mm or less, however, did not show fluorescence under near-field observation. In contrast, far-field fluorescence, when excited by a polarized evanescent field, was observed, with the intensity depending on the excitation polarization, indicating that molecules' transition moment within dye particles was oriented parallel to the substrate surface. Single particle fluorescence spectrum consistently showed an identical sharp peak with a large redshift, indicating that the particles were composed of identical dye aggregates similar to J-aggregates. These observations suggest that the near-field at the probe tip was polarized parallel to the probe axis. Another observation, that molecules were oriented in a similar direction among adjacent particles, suggests that the dewetting process contributed to the alignment of the molecular direction among adjacent particles, which further proves that the present specimen was formed by a self-organizing mechanism.     

Structural, morphological, wettability and thermal resistance properties of hydro-oleophobic thin films prepared by a wet chemical process

The structural properties of fluorine containing polymer compounds make them highly attractive materials for hydro-oleophobic applications. However, most of these exhibit low surface energy and poor adhesion on the substrates. In the present investigation, crack free, smooth and uniform thin films of poly[4,5-difluoro-2,2-bis(trifluoromethyl)-1,3-dioxole]-co-tetrafluoroethylene (TFD-co-TFE) with good adhesion have been deposited by wet chemical spin-coating technique on polished AISI 440C steel substrates. The as-deposited films (xerogel films) have been subjected to annealing for 1 h at different temperatures ranging from 100 to 500 °C in an argon atmosphere. The size growth of the nano-hemispheres increased from 8 nm for xerogel film to 28 nm for film annealed at 400 °C. It was found that as the annealing temperature increased from 100 to 400 °C, nano-hemisphere-like structures were formed, which in turn have shown increase in the water contact angle from 122° to 147° and oil (peanut) contact angle from 85° to 96°. No change in the water contact angle (122°) has been observed when the films deposited at room temperature were heated in air from 30 to 80 °C as well as exposed to steam for 8 days for 8 h/day indicating thermal stability of the film.     

Algorithmic analysis of theMAP/PH/1 retrial queue

In this paper the distribution of the maximum number of customers in a retrial orbit for a single server queue with Markovian arrival process and phase type services is studied. Efficient algorithm for computing the probability distribution and some interesting numerical examples are presented.     

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

Moments of claims in a Markovian environment

This paper considers discounted aggregate claims when the claim rates and sizes fluctuate according to the state of the risk business. We provide a system of differential equations for the Laplace–Stieltjes transform of the distribution of discounted aggregate claims under this assumption. Using the differential equations, we present the first two moments of discounted aggregate claims in a Markovian environment. We also derive simple expressions for the moments of discounted aggregate claims when the Markovian environment has two states. Numerical examples are illustrated when the claim sizes are specified.     

Two Ergodic Sample-Path Properties of the Poisson Process

For increasing sequences of real numbers we consider two types of asymptotic behavior that remind of the defining property of a (homogeneous) Poisson process according to which the numbers of points in disjoint intervals are independent and follow Poisson distributions with specified parameters. We prove that almost all paths of a Poisson process show this asymptotic behavior, and characterize the Poisson process by these properties. Further we discuss the connection to equidistribution notions.     

超快光电测量技术

本文综述了近年来趔快光电测量技术的新进展，其中包括扭快光电材料的特性、高速光电器件的基本原理，着重介绍了若干主要的用快光电测量技术．     

Gating processes in Na-channel of biological membrane from the standpoint of superionic phase transition

The method of condensed matter physics is applied to reason out the problem of Na transport through a biological membrane. A similiarity of gating process in Na ion channel to the superionic phase transition is discussed. A possible microscopic mechanism is suggested.