抽样调查中最佳测量次数的确定

现场抽样调查中，由于测量误差的存在，使得所测变量实测值的方差增大，通过增加每个体的测量次数可以控制测量误差，但这样每个体调查费用增大。本文对测量信度Ｒ，每个体测量次数ｍ与相应所需的样本含量ｎｍ、调查费用Ｔｎ的关系进行了探讨，并介绍了如何根据Ｒ，及每个体测量费用占其总费用构成比Ｃ，确定最佳测量次数ｍ值，以达到最佳控制调查费用的目的，这对我们在大型现场调查中进行经济效益分析具有重大的理论指导意义。     

On the phase space approach to complexity

We elaborate in some detail on a new phase space approach to complexity, due to Y.-C. Zhang. We show in particular that the connection between maximal complexity and power law noise or correlations can be derived from a simple variational principle. For a 1D signal we find 1/f noise, in accordance with Zhang.     

教学质量的时齐马尔可夫链评估法

本文研究了教学质量评估中的一种定量分析方法──时齐马尔可夫链评估法．阐明了这种方法的理论依据及其实施程序、并指出它较之其他教学质量评估法更显合理．     

一种新的$1/f$过程小波模型

给出了一种新的二进小波1/f过程模型,从理论上证明了一类谱指数为H的近似1/f过程可通过一簇平稳随机过程产生.由于所提方法利用了1/f过程小波系数的相关性,因而有效地减少了合成1/f过程的谱误差.数值实验结果表明,新模型很好地改进了已有模型.     

Discrete duality finite volume schemes for Leray−Lions−type elliptic problems on general 2D meshes

Discrete duality finite volume schemes on general meshes, introduced by Hermeline and Domelevo and Omnès for the Laplace equation, are proposed for nonlinear diffusion problems in 2D with nonhomogeneous Dirichlet boundary condition. This approach allows the discretization of non linear fluxes in such a way that the discrete operator inherits the key properties of the continuous one. Furthermore, it is well adapted to very general meshes including the case of nonconformal locally refined meshes. We show that the approximate solution exists and is unique, which is not obvious since the scheme is nonlinear. We prove that, for general W^?1,p′(Ω) source term and W^1‐(1/p),p(?Ω) boundary data, the approximate solution and its discrete gradient converge strongly towards the exact solution and its gradient, respectively, in appropriate Lebesgue spaces. Finally, error estimates are given in the case where the solution is assumed to be in W^2,p(Ω). Numerical examples are given, including those on locally refined meshes. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

排球比赛中的二传最优过程

为了研究排球比赛中的二传最优过程 ,本文基于决策论的理论和方法建立了排球二传最优过程的数学模型 .通过对模型的分析研究分别给出了最大概率准则和最大期望准则下的最优传球方式 .本文所得到的结果对排球队的训练和比赛有一定的指导意义 .     

带干扰的Erlang(2)风险模型的不破产概率

本文讨论了带干扰的Erlang(2)风险模型,通过构造一个延迟更新过程,我们得到了不破产概率满足的积分-微分方程,进而得到了不破产概率的明确表达式．     

Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error

Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, applied probabilists have achieved considerable success in developing efficient algorithms for some such simple but fundamental tail probabilities. Usually, unbiased importance sampling estimators of such tail probabilities are developed and it is proved that these estimators are asymptotically efficient or even possess the desirable bounded relative error property. In this paper, as an illustration, we consider a simple tail probability involving geometric sums of heavy tailed random variables. This is useful in estimating the probability of large delays in M/G/1 queues. In this setting we develop an unbiased estimator whose relative error decreases to zero asymptotically. The key idea is to decompose the probability of interest into a known dominant component and an unknown small component. Simulation then focuses on estimating the latter ‘residual’ probability. Here we show that the existing conditioning methods or importance sampling methods are not effective in estimating the residual probability while an appropriate combination of the two estimates it with bounded relative error. As a further illustration of the proposed ideas, we apply them to develop an estimator for the probability of large delays in stochastic activity networks that has an asymptotically zero relative error.      

Error estimate for the approximation of nonlinear conservation laws on bounded domains by the finite volume method

In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.