微米及纳米丝光沸石分子筛上二甲醚羰基化反应的积碳分析

对比研究了在传统微米尺寸和新结构纳米丝光沸石催化剂上二甲醚羰基化合成乙酸甲酯的反应行为.结果表明,通过减小分子筛的尺寸到纳米水平,可以有效提高反应物和产物到达或者脱离反应活性位的效率,从而提高了二甲醚的转化率;更重要的是,抑制了硬积碳的生成,使催化剂保持了更高的稳定性.     

逆向环形分布射流迴流特性的数值计算

数值计算表明,逆向多环形分布射流可造成颗粒能直接进入,并能进行强烈的动量、能量交換的理想的迴流区结构。多环形结构可在大范围內造成所需尺寸的迴流区。逆向射流和主流速度比、环直径、射流直径和孔数、环的结构形式及离燃烧室进口的距离是影响迴流特性的主要参数。     

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints introduced by Birbil et al. (Math Oper Res 31:739–760, 2006). Firstly, by means of a Monte Carlo method, we obtain a nonsmooth discrete approximation of the original problem. Then, we propose a smoothing method together with a penalty technique to get a standard nonlinear programming problem. Some convergence results are established. Moreover, since quasi-Monte Carlo methods are generally faster than Monte Carlo methods, we discuss a quasi-Monte Carlo sampling approach as well. Furthermore, we give an example in economics to illustrate the model and show some numerical results with this example. The first author’s work was supported in part by the Scientific Research Grant-in-Aid from Japan Society for the Promotion of Science and SRF for ROCS, SEM. The second author’s work was supported in part by the United Kingdom Engineering and Physical Sciences Research Council grant. The third author’s work was supported in part by the Scientific Research Grant-in-Aid from Japan Society for the Promotion of Science.     

混合约束不可微非线性规划的L_1－精确罚函数法

在［１］中，我们提出了只含不等式约束的不可微非线性规划问题的Ｌ１精确罚函数法，给出了收敛性分析。本文提出解既含不等式约束又含等式约束的不可微规划问题的Ｌ１－精确罚函数算法，在目标函数上约束函数为半光滑的条件下给出了收敛性结果．     

不可微非线性规划的 L_1-精确罚函数法

本文提出求解不可微非线性不等式约束极小化问题的 L_1-精确罚函数算法。在有关函数为半光滑的假设下,给出了收敛性结果。     

A two stage stochastic equilibrium model for electricity markets with two way contracts

This paper investigates generators’ strategic behaviors in contract signing in the forward market and power transaction in the electricity spot market. A stochastic equilibrium program with equilibrium constraints (SEPEC) model is proposed to characterize the interaction of generators’ competition in the two markets. The model is an extension of a similar model proposed by Gans et al. (Aust J Manage 23:83–96, 1998) for a duopoly market to an oligopoly market. The main results of the paper concern the structure of a Nash–Cournot equilibrium in the forward-spot market: first, we develop a result on the existence and uniqueness of the equilibrium in the spot market for every demand scenario. Then, we show the monotonicity and convexity of each generator’s dispatch quantity in the spot equilibrium by taking it as a function of the forward contracts. Finally, we establish some sufficient conditions for the existence of a local and global Nash equilibrium in the forward-spot markets. Numerical experiments are carried out to illustrate how the proposed SEPEC model can be used to analyze interactions of the markets.     

A note on uniform exponential convergence of sample average approximation of random functions

Shapiro and Xu (2008) [17] investigated uniform large deviation of a class of Hölder continuous random functions. It is shown under some standard moment conditions that with probability approaching one at exponential rate with the increase of sample size, the sample average approximation of the random function converges to its expected value uniformly over a compact set. This note extends the result to a class of discontinuous functions whose expected values are continuous and the Hölder continuity may be violated for some negligible random realizations. The extension entails the application of the exponential convergence result to a substantially larger class of practically interesting functions in stochastic optimization.     

Approximating Stationary Points of Stochastic Mathematical Programs with Equilibrium Constraints via Sample Averaging

We investigate sample average approximation of a general class of one-stage stochastic mathematical programs with equilibrium constraints. By using graphical convergence of unbounded set-valued mappings, we demonstrate almost sure convergence of a sequence of stationary points of sample average approximation problems to their true counterparts as the sample size increases. In particular we show the convergence of M(Mordukhovich)-stationary point and C(Clarke)-stationary point of the sample average approximation problem to those of the true problem. The research complements the existing work in the literature by considering a general constraint to be represented by a stochastic generalized equation and exploiting graphical convergence of coderivative mappings.     

Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Computational Management Science - The risk measure of utility-based shortfall risk (SR) proposed by Föllmer and Schied (Finance Stoch 6:429–447, 2002) has been well studied in risk...