基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

The coupled-cluster formalism – a mathematical perspective

ABSTRACT

The Coupled-Cluster (CC) theory is one of the most successful high precision methods used to solve the stationary Schrödinger equation. In this article, we address the mathematical foundation of this theory with focus on the advances made in the past decade. Rather than solely relying on spectral gap assumptions (non-degeneracy of the ground state), we highlight the importance of coercivity assumptions – Gårding type inequalities – for the local uniqueness of the CC solution. Based on local strong monotonicity, different sufficient conditions for a local unique solution are suggested. One of the criteria assumes the relative smallness of the total cluster amplitudes (after possibly removing the single amplitudes) compared to the Gårding constants. In the extended CC theory the Lagrange multipliers are wave function parameters and, by means of the bivariational principle, we here derive a connection between the exact cluster amplitudes and the Lagrange multipliers. This relation might prove useful when determining the quality of a CC solution. Furthermore, the use of an Aubin–Nitsche duality type method in different CC approaches is discussed and contrasted with the bivariational principle.     

Surfaces of Constant Mean Curvature Bounded by Two Planar Curves

In this paper we study constant mean curvature compact surfaces with two Jordan curves in parallel planes as boundary and we investigate the point at which the surface inherits the symmetries of its boundary.     

具Hardy-Sobolev临界指数的奇异椭圆方程多解的存在性

运用变分方法研究了下面问题-Δpu=μupx(s)s-2u f(x,u),x∈Ω,u=0,x∈Ω,多重解的存在性,其中Ω是一个具有光滑边界的有界区域.     

Analysis of G/D/1 Queueing Systems with Inputs Satisfying Large Deviation Principle under Weak* Topology

The large deviation principle (LDP) which has been effectively used in queueing analysis is the sample path LDP, the LDP in a function space endowed with the uniform topology. Chang [5] has shown that in the discrete-time G/D/1 queueing system under the FIFO discipline, the departure process satisfies the sample path LDP if so does the arrival process. In this paper, we consider arrival processes satisfying the LDP in a space of measures endowed with the weak^* topology (Lynch and Sethuraman [12]) which holds under a weaker condition. It is shown that in the queueing system mentioned above, the departure processes still satisfies the sample path LDP. Our result thus covers arrival processes which can be ruled out in the work of Chang [5]. The result is then applied to obtain the exponential decay rate of the queue length probability in an intree network as was obtained by Chang [5], who considered the arrival process satisfying the sample path LDP.     

(Anti-)de Sitter Black Hole Entropy and Generalized Uncertainty Principle

We generalize the method that is used to study corrections to Cardy-Verlinde formula due to generalized uncertainty principle and discuss corrections to Cardy-Verlinde formula due to generalized uncertainty principle in (anti)-de Sitter space. Because in de Sitter black hole spacetime the radiation temperature of the black hole horizon is different from the one of the cosmological horizon, this spacetime is a thermodynamical non-equilibrium spacetime.     

场协同理论在椭圆型流动中的数值验证

本文用数值模拟的方法，通过四个椭圆型流动传热的例子验证了场协同理论的正确性．结果表明，场协同理论不仅适合于抛物型流动，亦适合于复杂的有回流的椭圆型流动．     

具有扩散的Lotka-Volterra系统的持续性

利用最大值原理结合上、下解的方法，讨论了一类具有扩散的竞争－捕食的Lotka-Volterra系统静态解的存在性与持续生存。