单件小批生产系统下模糊优化的动态随机投入产出模型

本文针对单件小批量生产系统 ,建立了模糊优化的动态随机投入产出模型 ,同时给出了该模型的递推解法 ,并用此模型对某单件小批企业在生产计划期的商品量进行了规划     

A molecular network model to describe the nonlinear viscoelastic behavior of polymers

A transient molecular network model is built to describe the nonlinear viscoelasticity of polymers by considering the effect of entanglement loss and regeneration on the relaxation of molecular strands. It is an extension of previous network theories. The experimental data on three thermoplastic polymers (ABS, PVC and PA6) obtained under various loading conditions are used to test the model. Agreement between the theoretical and experimental curves shows that the suggested model can describe successfully the relaxation behavior of the thermoplastic polymers under different loading rates by using relatively few relaxation modes. Thus the micromechanism responsible for strain-rate dependence of relaxation process and the origin of nonlinear viscoelasticity may be disclosed. The project supported by the National Natural Science Foundation of China and Doctorial Fund     

Some time change representations of stable integrals, via predictable transformations of local martingales

From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle.     

Poisson单和—类广义Poisson单的刻划

讨论了Ｐｏｉｓｓｏｎ单和一类广义Ｐｏｉｓｓｏｎ单的基本刻划问题。     

Frequency domain measurements on Na2B4O7−V2O5 semiconducting glass

Summary Dielectric measurements on Na₂B₄O₇(99.5%)−V₂O₅(0.5%) glass system, in the frequency range 10⁻³ to 10⁴ Hz and temperature range 300 to 500 K, have been carried out. The normalized plots of complex capacitance have shown a single mechanism responsible for conduction for both volume and surface measurements with their close values of activation energies (0.67±0.03) eV and (0.64±0.03) eV, respectively. The low-frequency dispersion (LFD) behaviour has been observed to be perturbed by the presence of more than one competing process. The impedance plots have shown a parallel combination of a capacitor (C) and a resistor (R), with some contribution of a dispersive element due to charge accumulation in the vicinity of the electrodes. The values ofR andC were found to be of the same order of magnitude, for both surface and volume measurements. The observedR has shown a decrease with an increase in temperature due to an increase in mobility of Na⁺ ions, whereasC remains practicaly constant. The complex capacitance surface behaviour is dominated by volume, due to hygroscopy of this glass system.     

轴拉杆随机分析的域外奇点法

采用随机域外奇点法对轴拉杆件进行了分析．考虑杨氏模量的不确定性，得到了不同相关类型、不同相关长度下的解析解，并分析了相关类型、相关长度以及随机场中点离散法对位移方差的影响．     

General Information

In this paper, we propose and analyze an SQP-type method for solving linearly constrained convex minimization problems where the objective functions are too complex to be evaluated exactly. Some basic results for global convergence and local superlinear convergence are obtained according to the properties of the approximation sequence. We illustrate the applicability of our approach by proposing a new method for solving two-stage stochastic programs with fixed recourse.     

随机Benjamin-Ono 方程初值问题及对河口区域生物分布的应用

该文对具梯度耦合噪声的随机Benjamin-Ono 方程（以下简记为B-O方程）的初值问题导出了解得积分表达式，并将它应用于河口区域生物分布问题，得到了一维空间的分布表达式。     

欧氏空间上的随机覆盖及其应用

运用Borel—Cantelli引理，改进并推广了Jean-Pierre Kahane在单位圆周上关于随机覆盖的结果，得到了在高维欧氏空间上关于随机覆盖的类似结果。且运用这些结果研究了多指标复Fourier-Redemacher级数与某些函数空间的关系，得到了多指标复Fourier—Redemacher级数几乎处处属于L^∞及几乎处处属于C的等价性。     

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.