GDDP: Generalized Dual Dynamic Programming Theory

This document presents theoretical considerations about the solution of dynamic optimization problems integrating the Benders Theory, the Dynamic Programming approach and the concepts of Control Theory. The so called Generalized Dual Dynamic Programming Theory (GDDP) can be considered as an extension of two previous approaches known as Dual Dynamic Programming (DDP): The first is the work developed by Pereira and Pinto [3–5], which was revised by Velásquez and others [8,9]. The second is the work developed by Read and others [2,6,7].     

高动态范围微通道板

导出微通道板动态范围的表达式,给出提高动态范围的几种可行途径,简要介绍一种高动态范围微通道板的主要特性。     

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     

一类三参数混沌动力学系统模型及其在经济增长研究中的应用

从非线性自回归模型Xt+1=-αXtλ+1+βXt+γ出发,通过变量替换Xt=aYt,推出三参数混沌动力学系统模型Yt+1=kYt(1-Ytλ)+c;采用线性回归与非线性回归相结合的改进的混合法,对模型参数作了估计;实际研究表明,该模型可以用于对国内生产总值GDP增长的研究.     

On acoustic and electric waves diffraction in piezoelectric medium by a permeable half-plane crack

The problem of electric and acoustic waves diffraction by a half-plane crack in a transversal isotropic piezoelectric medium is investigated. The crack is assumed to be electric permeable and free of tractions. The so-called “quasi-hyperbolic approximation” [15] is adopted. Applying Laplace transformations and Wiener–Hopf technique a closed form solution is obtained. By the means of Cagniard–de Hoop method a detailed dynamic full electroacoustic wavefield’s investigation is conducted. Mode conversion between electric and acoustic waves, effect of electroacoustic head wave, Bleustein–Gulyaev surface wave and the wavefield structure depending on the type of the incident wave (acoustic or electric) and its angle of incidence are analyzed in details. The dynamic field intensity factors at the crack tip depending on the angle of incidence and on time are derived explicitly. Numerical analysis is presented.     

PET-云母复合体系的双重Tg转变

本文用粘弹谱仪、x射线衍射、DSC研究了PET—云母复合物的Tg区域的多重转变等松驰转变行为,探讨了加工、云母填充对PET—云母材料性能影响的分子运动机理。不同热历史(如不同成型条件、热处理等)使聚合物分子形成不同链段运动;处于高温位的Tg(u)其运动单元是受结晶、内应力、填料作用影响的非晶区链段。     

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.

     

Colliding stacks: A large deviations analysis

We analyze the performance of a prototypical scheme for shared storage allocation: two initially empty stacks evolving in a contiguous block of memory of size m. We treat the case in which the stacks are more likely to shrink than grow, but with the probabilities of insertion and deletion allowed to depend arbitrarily on stack height as a fraction of m. New results are obtained on the m → ∞ asymptotics of the stack collision time, and of the final stack heights. The results of Wentzell and Freidlin on the large deviations of Markov chains are used, and the relation of their formalism to the Hamiltonian formulation of classical mechanics is emphasized. Certain results on higher-order asymptotics follow from WKB expansions.