期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

Linear absorbing boundary conditions for surface water wave propagation

Summary The meaning of linear absorbing boundary conditions for periodic water waves in elliptical approaches is discussed. It is found that the direction of propagation of the waves must be known for reliable boundary conditions and that the energy dissipation of waves running parallel to a boundary in general cannot be modelled in the framework of a linear theory. Work presented at the Euromech Colloquium 240 on ?Dispersive waves in dissipative fluids?, Bologna, August 30–September 2, 1988.     

Thermal expansion of a rig

Summary We have estimated and measured the daily thermal expansion of an oceanographic platform. This has been found negligible as far as the calibration of a satellite altimeter is concerned.     

Letter: Differential Invariants of the Kerr Vacuum

The norms associated with the gradients of the two non-differential invariants of the Kerr vacuum are examined. Whereas both locally single out the horizons, their global behavior is more interesting. Both reflect the background angular momentum as the volume of space allowing a timelike gradient decreases with increasing angular momentum becoming zero in the degenerate and naked cases. These results extend directly to the Kerr-Newman geometry.     

The polarization property and irradiance distribution of incoherent and coherent Gaussian beam combinations

Based on the beam coherence-polarization (BCP) matrix, the polarization property of coherent and incoherent Gaussian beam combinations is studied in detail. The general expressions for the degree of polarization P of the resulting beam in case of incoherent and coherent combinations are derived. It is shown that P is dependent on the incoherent or coherent combination, propagation distance, separation, azimuth of the polarization plane and numbers of beamlets in general. The irradiance distribution of the resulting beam for the coherent cases depends on the azimuth of the polarization plane of beamlets. However, for the incoherent case it does not.     

Banach空间非线性混合型微分-积分方程整体解的存在性和唯一解

研究了Banach空间中非线性混合型微分-积分方程初值问题u′=f(t,u,Tu,Su),u(0)=x0的整体解,完全没有要求f的任何增性,利用Mnch不动点定理和比较结果得到了初值问题整体解的存在性和唯一解,并且给出了一致收敛于唯一解的迭代序列,改进推广和统一了已有的许多结果.     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.     

Minimum Distance Between the Faces of Two Convex Polyhedra: A Sufficient Condition

The problem of finding the Euclidean distance between two convex polyhedra can be reduced to the combinatorial optimization problem of finding the minimum distance between their faces. This paper presents a global optimality criterion for this problem. An algorithm (QLDPA) for the fast computation of the distance between convex and bounded polyhedra is proposed as an application of it. Computer experiments show its fast performance, especially when the total number of vertices is large.     

社会经济管理系统和谐性模型的构建与分析

本文从非线性自然观的视野。引用与分析了社会经济系统功能模型与效应模型。构建了系统和谐状态模型与和谐状态可信度模型，形象地说明了企业系统的和谐既是一个随机不确定状态。又是企业和谐力量与不和谐力量相互抗争干涉的过程。依据协同学原理提出了企业系统和谐演进的机制，表明企业系统的和谐发展是子系统和谐协同的过程。即子系统竞争合作的过程。文中所构建的模型，从理论上清晰地说明了企业系统和谐有序运行的机理，为如何构建和谐企业。提供了建设性的思考。