平衡规划问题的熵函数方法及其在混合交通流中的应用

将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题．     

一类Lagrangian对偶问题的零对偶间隙性质及其最优路径的收敛性

针对一般的非线性规划问题,利用某些Lagrange型函数给出了一类Lagrangian对偶问题的一般模型,并证明它与原问题之间存在零对偶间隙．针对具体的一类增广La- grangian对偶问题以及几类由非线性卷积函数构成的Lagrangian对偶问题,详细讨论了零对偶间隙的存在性．进一步,讨论了在最优路径存在的前提下,最优路径的收敛性质．     

动态随机弹性在期权定价中的应用

给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释.     

Erosion and Sediment Production in Small Watershed in Purple Hilly Areas and Prevention Techniques

Purple Soil distributes extensively and mainly in China. Because of abundant easily weatherable parent rocks/materials and unstable soil structure, and also influenced by parent materials, usage systems, and slope gradients, erosion and sediment production of purple soils are very severe with main fashions of water erosion and gravitational erosion. Basing on observed data in small watersheds, rainfall erosivity,vegetation coverage, previous soil water content, flow and relating factors such as climate, topograph of small watershed,land usage, and soil kinds are all the influence factors of erosion and erodibility of purple soil as well as sediment production and transport in small watershed of purple hilly areas.The effective technological countermeasures of ecosystem restoration, agricultural tillage for water conservation and erosion prevention, agriculture project, and soil changing for fertility and anti-erosion were provided.     

解约束优化问题的QP-free可行域方法

本文利用一个新的分片线性NCP函数提出一个新的可行的QP-free方法解非线性不等式约束优化问题.不同于其他的QP-free方法,这个方法只考虑在工作集中的约束函数,工作集是积极集的一个估计,因此子问题的维数不是满秩的.这个方法可行的并且不需假定严格互补条件、聚点的孤立性得到算法的全局收敛性,并且积极约束函数的梯度不要求线性独立的,其中由拟牛顿法得到的子矩阵不需要求一致正定性.     

不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

带有无限到达源的Re-entrant Line的稳定性

用Foster判别准则,Weiss[13]给出了带有无限到达源的两站三步re-entrant line的稳定性的充分条件．本文用两种不同的方法得到了其稳定性的充分必要条件,即: 二维随机游动方法和Foster判别准则．同时,我们又用流体模型方法得到了系统稳定的充分条件,大大地简化了Weiss[13]的证明．     

稀土化学与灯用三基色荧光粉的发展

本文简要介绍了稀土概况及发光机理，概述了灯用稀土三基色蒌光粉的发展应用情况，及其市场发展现状与前景。     

A new model for the life prediction of GH4133 under TMF conditions

Thermal mechanical cyclic strain tests were carried out under in-phase and out-of-phase conditions on a Nickel-base Superalloy GH4133 in the temperature range of 571-823℃. Based on analyzing the present models of TMF (thermal mechanical fatigue) life prediction, a new model for predicting nickel-base superalloy TMF lifetime was proposed.TMF life of superalloy GH4133 was calculated accurately based on the new model. Experimental TMF life has been compared with the calculatedresults and all results fall in the scatter band of 1.5. The calculating results show that the new model is not only simple, but also precise. This model will play great roles in life prediction of the metal materials and the engineering components subjected to non-isothermal service conditions.