基于基2-FFT的伪码快速捕获实现新算法

讨论了基于基2-FFT的伪码快速捕获方法,论述了其中常见的数据内插处理算法并提出Sinc数据内插新方法。Sinc数据内插算法采用Sinc内插滤波器来实现数据的精确内插,以满足基2-FFT的数据点数需要。仿真表明,采用Sinc数据内插方法实现的基2-FFT伪码快速捕获系统,其捕获性能优于传统的补零法和线性内插法。Sinc内插算法更适合在低信噪比下工作和对捕获时间有严格要求的系统。     

Resultant elimination via implicit equation interpolation

It is well known that resultant elimination is an effective method of solving multivariate polynomial equations. In this paper, instead of computing the target resultants via variable by variable elimination, the authors combine multivariate implicit equation interpolation and multivariate resultant elimination to compute the reduced resultants, in which the technique of multivariate implicit equation interpolation is achieved by some high probability algorithms on multivariate polynomial interpolation and univariate rational function interpolation. As an application of resultant elimination, the authors illustrate the proposed algorithm on three well-known unsolved combinatorial geometric optimization problems. The experiments show that the proposed approach of resultant elimination is more efficient than some existing resultant elimination methods on these difficult problems.     

Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations

This paper studies the well-posedness of fully coupled linear forward-backward stochastic differential equations(FBSDEs). The authors introduce two main methods-the method of continuation under monotonicity conditions and the unified approach-to ensure the existence and uniqueness of solutions of fully coupled linear FBSDEs. The authors show that the first method(the method of continuation under monotonicity conditions) can be deduced as a special case of the second method(the unified approach). An example is given to illustrate it in linear FBSDEs case. And then, a linear transformation method in virtue of the non-degeneracy of transformation matrix is introduced for cases that the linear FBSDEs can not be dealt with by the the method of continuation under monotonicity conditions and the unified approach directly. As a powerful supplement to the the method of continuation under monotonicity conditions and the unified approach, linear transformation method overall develops the well-posedness theory of fully coupled linear forward-backward stochastic differential equations which have potential applications in optimal control and partial differential equation theory.     

信息不完全确定的PROMETHEE方法及应用

提出一种信息不完全确定的PROMETHEE方法,该方法根据偏好指数和优序关系,利用决策者对训练集的排序和准则权系数的不完全确定信息等构建非线性规划模型,然后将非线性规划模型转换成线性规划模型,求解线性规划,得到训练集中方案在各准则值的偏好函数值和准则权系数,通过线性插值或样条插值得到决策方案在各准则值的偏好函数值,进而得到方案集中每一方案的偏好指数,按优序关系进行排序,得到方案集的一个部分或整体排序,最后实例说明该方法的有效性和可行性。     

Viability criteria for differential inclusions

A method of verifying the viability criterion at a given point for a region with nonsmooth boundary, which is expressed by a quasidifferentiabl function, under a differential inclusion which is a convex hull of finitely many functions, is proposed. By this method, determining the viability is transformed into solving a number of systems of linear inequalities, or equivalently solving a number of linear programming problems. For the other differential inclusion, called the generalized convex process, it is shown that viability condition holds for a polytope if and only if it holds at all of its vertices. This result is an extension of corresponding one for a linear control system.     

Recent progress on controllability/observability for systems governed by partial differential equations

<正> The main purpose of this paper is to overview some recent methods and results on controllability/observability problems for systems governed by partial differential equations.First,the authorsreview the theory for linear partial differential equations,including the iteration method for the nullcontrollability of the time-invariant heat equation and the Rellich-type multiplier method for the exactcontrollability of the time-invariant wave equation,and especially a unified controllability/observabilitytheory for parabolic and hyperbolic equations based on a global Carleman estimate.Then,the authorspresent sharp global controllability results for both semi-linear parabolic and hyperbolic equations,based on linearization approach,sharp observability estimates for the corresponding linearized systemsand the fixed point argument.Finally,the authors survey the local null controllability resultfor a class of quasilinear parabolic equations based on the global Carleman estimate,and the localexact controllability result for general hyperbolic equations based on a new unbounded perturbationtechnique.     

线性生成的完全模糊线性微分系统

基于模糊结构元方法, 定义了模糊数和模糊值函数的乘法运算, 研究了由对称模糊结构元线性生成的完全模糊线性微分系统的求解问题, 给出了系统解存在的充要条件, 得到了结构元线性生成的齐次、 非齐次的完全模糊线性微分系统求解方法．同时, 给出了这类模糊线性微分系统在经济、军事领域的实际应用．     

定数截尾时正态分布可靠度下限的中转插值方法

对基于以BLIE(最好线性不变估计)及BLUE(最好线性无偏估计)为基础的正态分布,对数正态分布的可靠性下限的数表,工程上常用线性插值方法,但线性插值方法的精度往往很差,难以满足工程实践的需要。针对这个问题,本文对这两种数表,专门分别设计了一种中转特值方法,它既方便易行,还可使插值精度提高一个数量级以上,适用于在工程上推广使用。并用数值例说明了这些方法。     

B样条插值曲线的快速算法

６０年代以来，样条函数特别是Ｂ样条函数的理论有了很大发展，已经成为计算机辅助几何设计（ＣＡＧＤ）工作中的主要数学工具。在利用Ｂ样条函数构造插值曲线时，往往需要求解高阶线性方程组，给计算带来了一定困难。本文针对这一问题提出了一种快速算法，避免了对方程组的直接求解，从而简化了Ｂ样条插值曲线的计算。     

Weibull分布可靠度下限的中转插值方法

对基于以BLIE(最好线性不变估计)及BLUE(最好线性无偏估计)为基础的Weibull分布的可靠度下限的数表,习惯上常用线性插值方法,但是这种插值方法精度很差,满足不了工程实践的需要。本文针对这种情况,为基于BLIE及BLUE的Weibull分布可靠性下限的两种数表,分别设计了一种中转插值方法,它既方便易行,又可将插值精度提高一个数量级以上,适用于在工程上推广使用。最后,并用数值例说明了这些方法。     

一类非线性系统的模糊建模与仿真

将模糊推理建模法应用于一阶非线性系统，推导出基于该方法建模后得到的数学模型，即变系数线性微分方程。首先根据模糊逻辑系统的插值机理将被控对象的模糊推理规则库归结为某种线性插值函数，然后将这些插值函数转化为变系数线性微分方程，从而得到控制系统的数后将这些插值函数转化为变系数线性微分方程，从而得到控制系统的数学模型。仿真结果表明，用模糊推理建模法得到的模型关于真实模型具有较高的逼近精度。     

Robust Estimation for Partial Functional Linear Regression Model Based on Modal Regression

This paper presents a robust estimation procedure by using modal regression for the partial functional linear regression, which combines the common linear model with the functional linear regression model. The outstanding merit of the new method is that it is robust against outliers or heavy-tail error distributions while performs no worse than the least-square-based estimation method for normal error cases. The slope function is fitted by B-spline. Under suitable conditions, the authors obtain the convergence rates and asymptotic normality of the estimators. Finally, simulation studies and a real data example are conducted to examine the finite sample performance of the proposed method. Both the simulation results and the real data analysis confirm that the newly proposed method works very well.     

含直觉模糊弹性约束的模糊线性规划求解

本文基于模糊结构元方法构建并讨论了一类含有直觉模糊弹性约束的新型模糊线性规划问题. 通过引入模糊数的加权特征数, 定义了一种序关系并拓展了Verdegay的模糊线性规划方法, 将新型模糊线性规划问题转化成两个等价的含参数约束条件的清晰线性规划模型, 给出了此类线性规划模型对比最优可行解的求法. 最后通过一个数值实例来说明此类问题的一般求解方法.     

非线性随机延迟微分方程Euler-Maruyama方法的收敛性

首先利用附近已有节点上的值通过插值对延迟项进行数值逼近,这是一种崭新的尝试;然后针对较一般情形下的一类非线性随机延迟微分方程初值问题,得到了带线性插值的Euler-Maruyama方法在均方意义下是收敛的理论结果,它部分推广了已有文献中的相关结论。     

具有二次函数的多准则层次分类方法

提出了一种集成函数是二次函数且有训练集的多准则层次分类决策方法。该方法利用决策者对训练集的分类结果(属于最高分类和不属于最高分类)构建非线性规划模型,然后采用一系列处理方法将非线性规划模型转换成线性规划模型,求解线性规划,得到训练集中各方案准则值的偏好值和相应参数,通过线性插值或样条插值得到方案在各准则下的偏好值,并计算方案集中方案的与该分类一致性指标值和与低于该分类一致性指标值的差,以确定方案是否属于该分类,然后对不属于最高分类的训练集中的方案进行分类,并构建模型。继续上述过程,直到方案集中所有方案均进行分类为止。最后实例说明该方法的有效性和可行性。     

A characteristic set method for solving boolean equations and applications in cryptanalysis of stream ciphers*

This paper presents a characteristic more efficient and has better properties than the set method for solving Boolean equations, which is general characteristic set method. In particular, the authors give a disjoint and monic zero decomposition algorithm for the zero set of a Boolean equation system and an explicit formula for the number of solutions of a Boolean equation system. The authors also prove that a characteristic set can be computed with a polynomial number of multiplications of Boolean polynomials in terms of the number of variables. As experiments, the proposed method is used to solve equations from cryptanalysis of a class of stream ciphers based on nonlinear filter generators. Extensive experiments show that the method is quite effective.     

An augmented BV setting for feedback switching control

<正> This paper considers dynamical systems under feedback with control actions limited toswitching.The authors wish to understand the closed-loop systems as approximating multi-scale problemsin which the implementation of switching merely acts on a fast scale.Such hybrid dynamicalsystems are extensively studied in the literature,but not much so far for feedback with partial stateobservation.This becomes in particular relevant when the dynamical systems are governed by partialdifferential equations.The authors introduce an augmented BV setting which permits recognition ofcertain fast scale effects and give a corresponding well-posedness result for observations with such minimalregularity.As an application for this setting,the authors show existence of solutions for systemsof semilinear hyperbolic equations under such feedback with pointwise observations.     

Self-evident Automated Proving Based on Point Geometry from the Perspective of Wu’s Method Identity

The algebraic methods represented by Wu’s method have made significant breakthroughs in the field of geometric theorem proving. Algebraic proofs usually involve large amounts of calculations, thus making it difficult to understand intuitively. However, if the authors look at Wu’s method from the perspective of identity,Wu’s method can be understood easily and can be used to generate new geometric propositions. To make geometric reasoning simpler, more expressive, and richer in geometric meaning, the authors establish a geometric algebraic system (point geometry built on nearly 20 basic properties/formulas about operations on points) while maintaining the advantages of the coordinate method, vector method, and particle geometry method and avoiding their disadvantages. Geometric relations in the propositions and conclusions of a geometric problem are expressed as identical equations of vector polynomials according to point geometry. Thereafter, a proof method that maintains the essence of Wu’s method is introduced to find the relationships between these equations. A test on more than 400 geometry statements shows that the proposed proof method, which is based on identical equations of vector polynomials, is simple and effective. Furthermore, when solving the original problem, this proof method can also help the authors recognize the relationship between the propositions of the problem and help the authors generate new geometric propositions.

     

Interest rate risk premium and equity valuation

<正> The authors employ the recent stochastic-control-based approach to financial mathematicsto solve a problem of determination of the risk premium for a stochastic interest rate model,andthe corresponding problem of equity valuation.The risk premium is determined explicitly,by meansof solving a corresponding partial differential equation (PDE),in two forms:one,time-dependent,corresponding to a finite time contract expiration,and the simpler version corresponding to perpetualcontracts.As stocks are perpetual contracts,when solving the problem of equity valuation,the latterform of the risk premium is used.By means of solving the general pricing PDE,an efficient equityvaluation method was developed that is a combination of some sophisticated explicit formulas,and anumerical procedure.     

Optimal control using microscopic models for a pollutant elimination problem

Optimal control problem with partial derivative equation (PDE) constraint is a numerical-wise difficult problem because the optimality conditions lead to PDEs with mixed types of boundary values. The authors provide a new approach to solve this type of problem by space discretization and transform it into a standard optimal control for a multi-agent system. This resulting problem is formulated from a microscopic perspective while the solution only needs limited the macroscopic measurement due to the approach of Hamilton-Jacobi-Bellman (HJB) equation approximation. For solving the problem, only an HJB equation (a PDE with only terminal boundary condition) needs to be solved, although the dimension of that PDE is increased as a drawback. A pollutant elimination problem is considered as an example and solved by this approach. A numerical method for solving the HJB equation is proposed and a simulation is carried out.