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.     

Metabolomics techniques applied in the investigation of phenolic acids from the agro-industrial by-product of Carapa guianensis Aubl

Processing of Carapa guianensis seeds to obtain oil on an industrial scale generates a significant amount of by-product, approximately 66% w/w, which is called cake and is a potential source of biomolecules, including simple phenolic structures. For this reason, studies were carried out on the chemical profiles of hydrolyzed extract from this agro-industrial by-product through High Performance Thin-Layer Chromatography (HPTLC) and Gas Chromatography coupled to Mass Spectrometry (GC–MS). These techniques were used to detect metabolic classes and/or groups, and to identify, for the first time, thirteen simple phenolic acids in this by-product. The sample antioxidant capacity was determined by methods of 2,2-diphenyl-1-picrylhydrazyl (DPPH)and 2,2′-azino-bis(3-ethylbenzothiazoline-6-sulfonic acid) diammonium salt (ABTS⁺) radicals direct sequestration. The hydrolyzed fraction showed a total of 63.47% in the relative abundance of the total of compounds, standing out: p-hydroxybenzoic acid (39.19%) and protocatechuic acid (3,4-dihydroxybenzoic acid) (5.62%), both from hydroxybenzoic acids and 3-(3,4-dihydroxyphenyl)lactic acid, (7.76%) hydroxycinnamic acids derivatives. In these results, the fraction rich in simple phenolic acids was obtained, attributing the prominent behavior of this matrix antioxidant activity, expressed by (IC₅₀: of 16.42 µg/mL and 6.52 µg/mL for DPPH and ABTS⁺ radicals, respectively). The research demonstrated an alternative to applicability that involves sustainability from agro-industrial. These techniques were used to detect metabolic classes and/or groups, and to identify, for the first time, thirteen simple phenolic acids in this by-product, generating a process capable of converting biomass into a bioproduct, consisting of bioactive compounds, in addition to adding value to the industrial chain.     

基于串联两阶段网络DEA模型的供应链规模收益分析

数据包络分析(DEA)是评价供应链系统(Supply chain system)间相对有效性的一种重要的工具,但是传统的DEA不考虑供应链的内部结构,对系统效率评价偏高;而本文所研究两阶段串联供应链系统,考虑把部分中间产品作为最终产品输出,增加额外中间投入的情形.基于所提出的供应链系统结构,本文建立相应的串联结构下的网络DEA模型,并针对所建立模型进行相关理论的研究,给出了串联结构下的生产可能集和规模收益情况判定方法.最后,进行数值实验,以验证我们提出的结论.     

Sobolev Stability of Plane Wave Solutions to the Nonlinear Schrödinger Equation

This article explores the questions of long time orbital stability in high order Sobolev norms of plane wave solutions to the NLSE in the defocusing case.     

基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

ESTIMATING EXTREME-VALUE INDEX FROM RECORDS

1.IntroductionLet{X.,n21}beasequenceoflidry'swithanondegeneratedistributionfunctionF(x).Supposethereexistsomeconstantsan>0,b.6RandsomeacERsuchthatwhereG.standsforoneoftheextremevaluedistributions:Heretheindex7ERisarealparameter(interpret(1 box)--'/ryase--"for7~0).Theestimationoftheextreme-valueindex7isveryimportantbothintheextremevaluetheoryandinpractice.Manystatistics,suchasHillestimator(forcaseac>0),PickandsestimatorandDekkers-EinmahLdeHaan'smomentestimatorwhicharebasedonafinitesample,…     

Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

关于混合型多项式Hammerstein积分方程正解迭代求法

本文给出了混合型多项式Ｈａｍｍｅｒｓｔｅｉｎ积分方程正解的迭代求法，并将所得结果应用到二阶非线性常微分方程的边值问题