FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME

The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.     

A solution procedure for the discrete time, cost and quality tradeoff problem using electromagnetic scatter search

Decisions concerning a project’s expedition, traditionally involved considerations regarding time and cost tradeoff. It was recently suggested that the quality of a project should also be taken into considerations. In this paper, we propose a meta-heuristic solution procedure for the discrete time, cost and quality tradeoff problem. This problem involves the scheduling of project activities in order to minimize the total cost of the project while maximizing the quality of the project and also meeting a given deadline. We apply a so called electromagnetic scatter search to solve this problem. In this process, we initially generate a population of feasible solutions. In so doing, we use frequency memory to well sample the feasible region. A number of these solutions are then selected and improved locally. The improved solutions are then combined to generate new set of solutions. The combination process utilizes attraction–repulsion mechanisms borrowed from the electromagnetism theory. The whole process is stopped when no significant improvement in the set of solutions are observed. The validity of the proposed solution procedure is demonstrated, and its applicability is tested on a randomly generated large and complex problem having 19,900 activities.     

Global and exploding solutions in a model of self-gravitating systems

We study asymptotic properties of solutions to an extension to arbitrary dimensions of the astrophysical model proposed by Chavanis et al. to explain phenomena of gravitational collapse in clouds of self-gravitating particles. In particular, we show that in the two-dimensional case the solutions can be continued to global ones, while in three space dimensions large data of negative energy blow up in a finite time. Relations between isothermal, Streater's energy-transport and the present models are also studied.     

开放式基金投资者赎回行为的模拟

应用停止理论（shopping theory)的概念和方法模拟开放式基金投资的赎回行为发现，投资者的赎回行为可用停时（stopping time)来描述，并给出了完全随机型赎回行为的概率分布和其收益现值和期望。     

聚能射流的断裂时间

从描述聚能射流失稳的一维近似方程出发，导出了聚能射流断裂时间的近似公式。这个近似公式定量显示了屈服应力、本构关系、粘度和径向收缩效应等对射流断裂时间的影响，在４个不同的特殊近似下，可以自然演化为近１０年来所发表的几个半经验解析公式，并且在合理的参数范围内，公式给出的断裂时间曲线覆盖了射流断裂时间的全部实验点。     

发酵监控系统上位计算机软件编程研究

提出了利用上位机参与实时控制,综合分析在线参数、离线参数和间接参数,辅助发酵过程工艺研究和优化控制,并给出了上位机软件包的部分源程序及框图。该软件包对发酵工艺人员进一步了解菌种的遗传特性、细胞代谢调节和反应器工程特性方面有较大帮助。     

A note on conservation laws for a multiclass service queueing system with setup times

This paper derives a conservation law for mean waiting times in a single-server multi-class service queueing system (M ^X/G/1 type queue) with setup times which may be dependent on multiple customer classes and its arrival batch size by using the work decomposition property in the queueing system with vacations.     

托卡马克能量约束及自举电流效应的初步考虑

基于Lee等人的离子温度梯度模导致的反常热能输运系数,本文研究了辅助加热托卡马克等离子体的能量约束行为,并对自举电流的效应作了初步考虑。结果表明,计算得到的能量约束时间随等离子体电流I_p和托卡马克大半径R增大而增长,随注入功率P_t、环向场B_t以及等离子体小半径α的增大而缩短。这些结果与Kaye-Goldston的经验约束定标具有相同的趋势。自举电流的存在总是导致能量约束时间的增加,当自举电流与总电流的比值γ较小时,能量约束时间的增加率约为γ/2。此外,自举电流将造成锯齿反转半径的减小。     

DA_1-100型多级自吸离心泵的研制

阐述了多级自吸泵在节能与操作简便方面的实用意义,并且利用外混式自吸原理,将一台普通节段式多级离心泵改造成一台多级自吸离心泵,同时保持了原有的性能和安装尺寸。还分析了两端轴封漏气的原因,并提出了解决的方法。     

Classical limit of relativistic quantal system with attractive Coulomb interaction

Using the appropriate harmonic oscillator states and reasonable approximations, we construct coherent wavepackets corresponding to the solutions of the Klein-Gordon equation for the attractive potentialV(r)=−k/r, k>0, in two and three space dimensions. We deduce the corresponding classical limit in two dimension by requiring that the expectation value 〈r〉 of the radial variable is large. In the case of three dimensions, besides the condition of large 〈r〉, we make the uncertainty Δr=[〈r ²〉 − 〈r〉²]^1/2 a minimum with respect to certain parameter of the wavepacket. We then investigate the trajectory traversed by the wavepacket in the classical limit. We find that the classical limit of this relativistic quantal problem gives, in the leading order, the same expression for the rate of motion of the perihelion as that given by the solution of the corresponding special relativistic classical dynamical problem. We also briefly discuss some of the subtle aspects of the classical limit of the relativistic quantal system, in general.