HEAVY TRAFFIC LIMIT THEOREMS IN FLUID BUFFER MODELS

A fluid buffer model with Markov modulated input-output rates is considered.When traffic intensity is near its critical value, the system is known as in heavy traffic.It is shown that a suitably scaled sequence of the equilibrium buffer contents has a weakor distributional limit under heavy traffic conditions. This weak limit is a functional of adiffusion process determined by the Markov chain modulating the input and output rates.The first passage time of the reflected process is examined. It is shown that the mean firstpassage time can be obtained via a solution of a Dirichlet problem. Then the transitiondensity of the reflected process is derived by solving the Kolmogorov forward equation witha Neumann boundary condition. Furthermore, when the fast changing part of the generatorof the Markov chain is a constant matrix, the representation of the probability distributionof the reflected process is derived. Upper and lower bounds of the probability distributionare also obtained by means of asymptotic e     

ASYMPTOTIC STABILITY OF SOLUTION TO THE INITIAL-BOUNDARY VALUE PROBLEM FOR SCALAR VISCOUS CONSERVATION LAWS CORRESPONDING TO RAREFACTION WAVES

1.IntroductionWeconsidertheinitial-boundaryvalueproblem(IBVP)forscalarviscousconservationlaw(ut f(u).=uxx,xE(0, co)=R ,t>0,o,(n \--9,ifI~9,f~M(IBVP){u(0't)=u~(t)-1~i---t:7),[u(x,0)=u000={=:0)f:LO .,wheref"(u)>0foralluunderconsideration,andu--u (1.1),andu~(t)~u~EL'(R ),U'(t)EL'(R ).(1.2)Undercondition(1.l)or(l.l)',thecorrespondingRiemannproblem{;;ot:<:>;i,>=x{,:3'f:,:(13)yieldstherarefaCtionwavesolution(u~)x5f'(u~)t,r"(X,t)=17j,)~1(…     

基于量子进化算法的空区激光探测点布局设计

针对地下空区边界不规则并且可能包含多个遗留矿柱,如何布局合适的探测点以便三维激光探头能扫描空区内部全貌的工程难题,提出了在基于空区初步资料获得的水平特征截面图上预先布置待选探测点,设计探测点布局方案评价函数,采用量子进化算法进行探测点布局优化的方案.优化设计中,考虑了采空区边界的凸凹不规则性及内部包含多个边界不规则遗留矿柱,以及激光探测范围等因素,建立了通用优化模型,寻求探测点最少的技术及经济上的最优布局方案.实例运算及统计分析结果表明,和遗传算法相比,本文提出的量子进化算法优化模型可快速得出优化的探测点布局方案,保证三维激光探测法成功实施,为复杂空区三维激光探测提供科学决策依据.     

ANALYSIS OF BOUNDARY SHAPE OF SOLUTIONS OF NONLINEAR PERTURBATION PROBLEM

ＡＮＡＬＹＳＩＳＯＦＢＯＵＮＤＡＲＹＳＨＡＰＥＯＦＳＯＬＵＴＩＯＮＳＯＦＮＯＮＬＩＮＥＡＲＰＥＲＴＵＲＢＡＴＩＯＮＰＲＯＢＬＥＭ￥ＨＥＣｈｅｎｇ；ＺＨＡＮＧＷｅｉｔａｏ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ...     

解带Robin边界条件的变分不等式的区域分解算法

针对一类带Robin边界京件的椭圆型变分不等式问题，构造基于Robin内边界传输条件的非重叠加性区域分解算法，并建立了算法的收敛性。这类区域分解算法广泛应用于求解偏微分方程边值问题并取得了一系列收敛性结果。数值结果表明，基于Robin边界传输条件的区域分解法可通过调节内边界传输条件中的Robin参数，来加快算法的收敛速度。     

NON－EXISTENCE OF SINGULAR CYCLES IN A QUADRIC DIFFERENTIAL SYSTEM WITH FINE FOCUS OF ORDER THREE

ＮＯＮ－ＥＸＩＳＴＥＮＣＥＯＦＳＩＮＧＵＬＡＲＣＹＣＬＥＳＩＮＡＱＵＡＤＲＩＣＤＩＦＦＥＲＥＮＴＩＡＬＳＹＳＴＥＭＷＩＴＨＦＩＮＥＦＯＣＵＳＯＦＯＲＤＥＲＴＨＲＥＥ￥ＬＵＧａｎｇ；ＬＩＡＮＧＺｈａｏｊｕｎ（ＤｅｐｏｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃ...     

A New Estimation for Informed Trading Based on SSNF Method

This paper estimates the information-based trading using spatially selective noise filtration (SSNF) method. The SSNF method is a kind of filtration technique based on the different spatial correlation of the wavelet transform at several adjacent scales. Using SSNF method, the information shock caused by the informed traders could be extracted from the prices effectively, then the PINs at different scales could be calculated. The measure of informed trading can capture some asymmetric information properties, which is consistent with some empirical consensuses. Furthermore, compared with the MLE method in EKOP model, the method has computational facilities in avoiding the overflow or underflow problem, the boundary solutions problem and the initial values problem. And the method could be applied to the high-frequency world in both order-driven and quote-driven market.     

CREDIBLE SETS FOR SYSTEM PARAMETERS ANDTRANSFER FUNCTIONS

1.IntroductionBayesestimation(forexample,themaximum"aposteriori"estimate)hasbeenintroducedintothesystemidentification(see[l]and12]).Thecrediblesetisawell-knownconceptinBayesiananalysisbutitisdifferentfromtheconceptoftheconfidenceregion(orset)ofclassicalstatistics.Thedetailsofthedifferencewillbeshownlater.Inthispaper,weintendtointroducetheconceptofcrediblesetintothesystemidentification.Inthecredibleset,theparametersareconsideredasarandomvector.Theprobabilitytwithwhichtheparametersareinthecred…     

Boundary Control of Coupled Non-Constant Parameter Systems of Time Fractional PDEs with Different-Type Boundary Conditions

This paper addresses a boundary state feedback control problem for a coupled system of time fractional partial differential equations(PDEs) with non-constant(space-dependent) coefficients and different-type boundary conditions(BCs). The BCs could be heterogeneous-type or mixed-type.Specifically, this coupled system has different BCs at the uncontrolled side for heterogeneous-type and the same BCs at the uncontrolled side for mixed-type. The main contribution is to extend PDE backstepping to the ...     

A Multistep Finite Volume Method with Penalty for Thermal Convection Problems in Two or Three Dimensions

The author considers a thermal convection problem with infinite Prandtl number in two or three dimensions. The mathematical model of such problem is described as an initial boundary value problem made up of three partial differential equations. One equation of the convection-dominated diffusion type for the temperature, and another two of the Stokes type for the normalized velocity and pressure. The approximate solution is obtained by a penalty finite volume method for the Stokes equation and a multistep upwind finite volume method for the convection-diffusion equation. Under suitable smoothness of the exact solution, error estimates in some discrete norms are derived.     

基于可靠性的软件构件费用分配最优模型

针对软件系统可靠性和费用分配问题,给出了一种基于可靠性的软件构件费用分配最优模型。将软件系统可靠性定义为软件构件失效率、操作剖面、构件使用矩阵以及软件无失效运行的规定任务时间的函数,详细描述了费用最优模型的建立和利用非线性规划理论求解模型的步骤。在求解过程中,将费用最优模型转化为Kuhn-Tucker方程,有效地处理了带有复杂计算的目标函数和约束条件的可靠性和费用最优分配问题。计算实例表明利用该模型进行可靠性和费用分配是可行的。     

THE MORSE INDEX OF A SADDLE POINT

This paper is devoted to clarifying the relationship between the classical Morse theory andthe Mountain Pass Lemma via the local linking concept.It is shown that for a C~1-function f with alocal linking,the m-thcritical group is nontrivial,where m is the Morse index.Combined with thebehavior of f at infinity,this result can be used to offer the existence of nontrivial critical points.     

ASYMPTOTIC PROPERTY OF THE TIME-DEPENDENT SOLUTION OF A RELIABILITY MODEL

We discuss a transfer line consisting of a reliable machine, an unreliable machine and a storage buffer. This transfer line can be described by a group of partial differential equations with integral boundary conditions. First we show that the operator corresponding to these equations generates a positive contraction C0-semigroup T(t), and prove that T(t) is a quasi-compact operator. Next we verify that 0 is an eigenvalue of this operator and its adjoint operator with geometric multiplicity one. Last, by using the above results we obtain that the time-dependent solution of these equations converges strongly to their steady-state solution.     

基于隐式基因混合遗传算法的多脉冲交会导引

针对航天器交会远程导引段时间非固定多脉冲轨道转移问题,研究多约束条件下且脉冲数未知的共面椭圆交会燃料最省导引律设计。因不同脉冲数将造成多脉冲优化问题求解变量和约束条件个数随之变化,为此在遗传算法中引入隐式基因使得种群中样本个体的基因具有长度可变特性,在单层迭代框架下可同时解出最优脉冲数和脉冲矢量。为进一步改善性能指标还将端点滑行时间作为优化变量,使得在最佳转移时刻进行离轨脉冲作用。寻优过程首先由遗传算法给出设计变量估计值,再由序列二次规划(sequential quadratic programming,SQP)求解全局最优解。最后基于主矢量和最优控制判据,表明所设计的含隐式基因混合遗传算法是求解复杂问题的有效全局优化方法,可解决一类优化变量个数可变的最优多脉冲远程导引律设计问题。     

An integro-differential parabolic variational inequality arising from the valuation of double barrier American option

This paper studies the nonlinear variational inequality with integro-differential term arising from valuation of American style double barrier option. First, the authors use the penalty method to transform the variational inequality into a nonlinear parabolic initial boundary problem (i.e., penalty problem). Second, the existence and uniqueness of solution to the penalty problem are proved by using the Scheafer fixed point theory. Third, the authors prove the existence of variational inequality’ solution by showing the fact that the penalized PDE converges to the variational inequality. The uniqueness of solution to the variational inequality is also proved by contradiction.     

Backstepping approach to the adaptive regulator design for a one-dimensional wave equation with general input harmonic disturbance

This paper considers the parameter estimation and stabilization of an unstable one-dimensional wave equation with matched general harmonic disturbance at the controlled end. The backstepping method for infinite-dimensional system is adopted in the design of the adaptive regulator. It is shown that the resulting closed-loop system is asymptotically stable. Meanwhile, the estimated parameter is shown to be convergent to the unknown parameter as time goes to infinity.     

冲击信号处理芯片设计、实现及应用

基于可编程门阵列(FPGA)完成了三通道冲击信号处理芯片的设计与实现。芯片采用流水运算完成最大绝对冲击加速度响应谱计算。由于冲击信号采样频率可在线更改,因此该芯片可以满足不同冲击信号处理器对峰值检测误差的要求和处理器功耗的限制。采用该芯片设计的数据预处理器已成功用于各种试验。试验表明,该芯片能实时完成三路冲击信号处理并将处理结果代替冲击波原始测量数据输出,能在大幅度压缩冲击信号传输带宽的同时,减小冲击信号峰值检测误差,扩大信号测量动态范围,并为识别数据“真”“伪”创造了条件。     

Boundary Value Problems for Singular and Time-delay Measure Differential Systems with Impulsive Effects

ＢｏｕｎｄａｒｙＶａｌｕｅＰｒｏｂｌｅｍｓｆｏｒＳｉｎｇｕｌａｒａｎｄＴｉｍｅｄｅｌａｙＭｅａｓｕｒｅＤｉｆｅｒｅｎｔｉａｌＳｙｓｔｅｍｓｗｉｔｈＩｍｐｕｌｓｉｖｅＥｆｅｃｔｓＷＡＮＧＷｅｉＬＩＵＹｏｎｇｑｉｎｇＤｅｐａｒｔｍｅｎｔｏｆＡｕｔｏｍ...     

数值波浪水槽构建与二阶Stokes波仿真

近年来,数值波浪水槽在海洋工程研究中发挥着越来越为重要的作用,成为了水波动力学研究的焦点之一。为此,基于Navier-Stokes(N-S)方程组,首先完成了二维数值波浪水槽的构建。对于N-S方程,采用FVM(Finite Volume Method)法进行离散求解;在入口边界处,模拟活塞推板运动产生了入射波;同时,利用VOF(Volume of Fluid)法对波浪自由面进行了捕捉;在数值波浪水槽尾部,通过设置人工阻尼区实现了消波。利用该二维数值波浪水槽,对典型非线性二阶Stokes波进行了仿真模拟,通过设置虚拟波高监测仪,获取了非线性二阶Stokes波发生、发展和消亡的全过程。对比校验表明,所有仿真结果均与理论精确解相吻合。     

可伸缩的重复流数据检测方法

流数据具有实时、连续、有序及无限等特点,一般使用近似方法检测重复,从而存在漏检等缺点。针对一类连续分时段的流数据序列,介绍了一个应用时序区间确定数据存在性的方法,设计了一个时序区间链表结构,给出了一个精确检测重复数据与动态更新时序区间链表的算法,分析了算法复杂度及影响复杂度的几个因素。该方法具有自适应性、可伸缩性及精确性等特点,方法简单且与时间无关,还可应用于遗漏流数据判断及查询过程优化,弥补了近似算法的不足。