Centroidal Voronoi tessellations(CVTs) have become a useful tool in many applications ranging from geometric modeling,image and data analysis,and numerical partial differential equations,to problems in physics,astroph...Centroidal Voronoi tessellations(CVTs) have become a useful tool in many applications ranging from geometric modeling,image and data analysis,and numerical partial differential equations,to problems in physics,astrophysics,chemistry,and biology. In this paper,we briefly review the CVT concept and a few of its generalizations and well-known properties.We then present an overview of recent advances in both mathematical and computational studies and in practical applications of CVTs.Whenever possible,we point out some outstanding issues that still need investigating.展开更多
This study used the marginal likelihood and Bayesian posterior model probability for evaluation of model complexity in order to avoid using over-complex models for numerical simulations. It focused on investigation of...This study used the marginal likelihood and Bayesian posterior model probability for evaluation of model complexity in order to avoid using over-complex models for numerical simulations. It focused on investigation of the impacts of prior parameter distributions(involved in calculating the marginal likelihood) on the evaluation of model complexity. We argue that prior parameter distributions should define the parameter space in which numerical simulations are made. New perspectives on the prior parameter distribution and posterior model probability were demonstrated in an example of groundwater solute transport modeling with four models, each simulating four column experiments. The models had different levels of complexity in terms of their model structures and numbers of calibrated parameters. The posterior model probability was evaluated for four cases with different prior parameter distributions. While the distributions substantially impacted model ranking, the model ranking in each case was reasonable for the specific circumstances in which numerical simulations were made. For evaluation of model complexity, it is thus necessary to determine the parameter spaces for modeling, which can be done by conducting numerical simulation and usineg engineering judgment based on understanding of the system being studied.展开更多
This paper studies the global behavior of the spread of HBV using a SEIR model with a constant vaccination rate. The infectivity during the incubation period is considered as a second way of transmission. The basic re...This paper studies the global behavior of the spread of HBV using a SEIR model with a constant vaccination rate. The infectivity during the incubation period is considered as a second way of transmission. The basic reproduction number R0 is derived as a function of the two contact rates?β1?and β2?. There is a disease free equilibrium point (DFE) of our model. When R0 R0 > 1, there is a unique endemic equilibrium. We proved that the endemic equilibrium was globally asymptotically stable when R0 > 1 and that the disease persisted in the population. These results are original for our model with vaccination and two contact rates.展开更多
In order to study the effect of different risk measures on the efficient portfolios （fron- tier） while properly describing the characteristic of return distributions in the stock market, it is assumed in this paper ...In order to study the effect of different risk measures on the efficient portfolios （fron- tier） while properly describing the characteristic of return distributions in the stock market, it is assumed in this paper that the joint return distribution of risky assets obeys the multivariate t-distribution. Under the mean-risk analysis framework, the interrelationship of efficient portfolios （frontier） based on risk measures such as variance, value at risk （VaR）, and expected shortfall （ES） is analyzed and compared. It is proved that, when there is no riskless asset in the market, the efficient frontier under VaR or ES is a subset of the mean-variance （MV） efficient frontier, and the efficient portfolios under VaR or ES are also MV efficient; when there exists a riskless asset in the market, a portfolio is MV efficient if and only if it is a VaR or ES efficient portfolio. The obtained results generalize relevant conclusions about investment theory, and can better guide investors to make their investment decision.展开更多
A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is ...A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is derived. We prove that the correlation approaches minus one as the exponent approaches zero from the left and the shape parameter approaches infinity.展开更多
This paper develops fast multiscale collocation methods for a class of Fredholm integral equations of the second kind with singular kernels. A truncation strategy for the coefficient matrix of the corresponding discre...This paper develops fast multiscale collocation methods for a class of Fredholm integral equations of the second kind with singular kernels. A truncation strategy for the coefficient matrix of the corresponding discrete system is proposed, which forms a basis for fast algorithms. The convergence, stability and computational complexity of these algorithms are analyzed.展开更多
In this paper, we propose a globally convergent Polak-Ribiere-Polyak (PRP) conjugate gradient method for nonconvex minimization of differentiable functions by employing an Armijo-type line search which is simpler and ...In this paper, we propose a globally convergent Polak-Ribiere-Polyak (PRP) conjugate gradient method for nonconvex minimization of differentiable functions by employing an Armijo-type line search which is simpler and less demanding than those defined in [4,10]. A favorite property of this method is that we can choose the initial stepsize as the one-dimensional minimizer of a quadratic modelΦ(t):= f(xk)+tgkTdk+(1/2) t2dkTQkdk, where Qk is a positive definite matrix that carries some second order information of the objective function f. So, this line search may make the stepsize tk more easily accepted. Preliminary numerical results show that this method is efficient.展开更多
We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting ...We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstrate the efficiency and accuracy of the methods. In these examples we use the proposed augmentation method to solve large scale linear systems resulting from the recently developed wavelet Galerkin methods and fast collocation methods applied to integral equations of the secondkind. Our numerical results confirm that this augmentation method is particularly efficient for solving large scale linear systems induced from wavelet compression schemes.展开更多
Most existing applications of centroidal Voronoi tessellations(CVTs) lack consideration of the length of the cluster boundaries.In this paper we propose a new model and algorithms to produce segmentations which would ...Most existing applications of centroidal Voronoi tessellations(CVTs) lack consideration of the length of the cluster boundaries.In this paper we propose a new model and algorithms to produce segmentations which would minimize the total energy—a sum of the classic CVT energy and the weighted length of cluster boundaries.To distinguish it with the classic CVTs,we call it an Edge-Weighted CVT(EWCVT).The concept of EWCVT is expected to build a mathematical base for all CVT related data classifications with requirement of smoothness of the cluster boundaries.The EWCVT method is easy in implementation,fast in computation,and natural for any number of clusters.展开更多
In this paper we develop multilevel iteration methods for solving linear systems resulting from the Galerkin method and Tikhonov regularization for ill-posed problems. The algorithm and its convergence analysis are pr...In this paper we develop multilevel iteration methods for solving linear systems resulting from the Galerkin method and Tikhonov regularization for ill-posed problems. The algorithm and its convergence analysis are presented in an abstract framework.展开更多
We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utiliz...We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utilize quadratures for singular integrals using graded points. One has a polynomial order of accuracy if the integrand has a polynomial order of smoothness except at the singular point and the other has exponential order of accuracy if the integrand has an infinite order of smoothness except at the singular point. We estimate the order of convergence and computational complexity of the corresponding approximate solutions of the equation. We prove that the second technique preserves the order of convergence and computational complexity of the original collocation method. Numerical experiments are presented to illustrate the theoretical estimates.展开更多
A new algorithm combining nonlinear Galerkin method and coupling method of finite element and boundary element is introduced to solve the exterior nonstationary Navier-Stokes equations. The regularity of the coupling ...A new algorithm combining nonlinear Galerkin method and coupling method of finite element and boundary element is introduced to solve the exterior nonstationary Navier-Stokes equations. The regularity of the coupling variational formulation and the convergence of the approximate solution corresponding to the algorithm are proved. If the fine mesh h is chosen as coarse mesh H-square, the nonlinear Galerkin method, nonlinearity is only treated on the coarse grid and linearity is treated on the fine grid. Hence, the new algorithm can save a large amount of computational time.展开更多
A new deterministic formulation,called the conditional expectation formulation,is proposed for dynamic stochastic programming problems in order to overcome some disadvantages of existing deterministic formulations.We ...A new deterministic formulation,called the conditional expectation formulation,is proposed for dynamic stochastic programming problems in order to overcome some disadvantages of existing deterministic formulations.We then check the impact of the new deterministic formulation and other two deterministic formulations on the corresponding problem size,nonzero elements and solution time by solving some typical dynamic stochastic programming problems with different interior point algorithms.Numerical results show the advantage and application of the new deterministic formulation.展开更多
Consider a kind of Hermit interpolation for scattered data of 3D by trivariate polynomial natural spline, such that the objective energy functional （with natural boundary conditions） is minimal. By the spline functi...Consider a kind of Hermit interpolation for scattered data of 3D by trivariate polynomial natural spline, such that the objective energy functional （with natural boundary conditions） is minimal. By the spline function methods in Hilbert space and variational theory of splines, the characters of the interpolation solution and how to construct it are studied. One can easily find that the interpolation solution is a trivariate polynomial natural spline. Its expression is simple and the coefficients can be decided by a linear system. Some numerical examples are presented to demonstrate our methods.展开更多
Traditional linear program (LP) models are deterministic. The way that constraint limit uncertainty is handled is to compute the range of feasibility. After the optimal solution is obtained, typically by the simplex m...Traditional linear program (LP) models are deterministic. The way that constraint limit uncertainty is handled is to compute the range of feasibility. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each constraint limit, one at a time. This yields the range of feasibility within which the solution remains feasible. This sensitivity analysis is useful for helping the analyst get a feel for the problem. However, it is unrealistic because some constraint limits can vary randomly. These are typically constraint limits based on expected inventory. Inventory may fall short if there are overdue deliveries, unplanned machine failure, spoilage, etc. A realistic LP is created for simultaneously randomizing the constraint limits from any probability distribution. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendencies, spread, skewness and extreme values for the purpose of risk analysis. The spreadsheet design presented is ideal for teaching Monte Carlo simulation and risk analysis to graduate students in business analytics with no specialized programming language requirement.展开更多
The traditional linear programming model is deterministic. The way that uncertainty is handled is to compute the range of optimality. After the optimal solution is obtained, typically by the simplex method, one consid...The traditional linear programming model is deterministic. The way that uncertainty is handled is to compute the range of optimality. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each objective function coefficient, one at a time. This yields the range of optimality within which the decision variables remain constant. This sensitivity analysis is useful for helping the analyst get a sense for the problem. However, it is unrealistic because objective function coefficients tend not to stand still. They are typically profit contributions from products sold and are subject to randomly varying selling prices. In this paper, a realistic linear program is created for simultaneously randomizing the coefficients from any probability distribution. Furthermore, we present a novel approach for designing a copula of random objective function coefficients according to a specified rank correlation. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendency, spread, skewness and extreme values for the purpose of risk analysis. This enables risk analysis and business analytics, emerging topics in education and preparation for the knowledge economy.展开更多
A traditional method of Monte Carlo computer simulation is to obtain uniformly distributed random numbers on the interval from zero to one from a linear congruential generator (LCG) or other methods. Random variates c...A traditional method of Monte Carlo computer simulation is to obtain uniformly distributed random numbers on the interval from zero to one from a linear congruential generator (LCG) or other methods. Random variates can then be obtained by the inverse transformation technique applied to random numbers. The random variates can then be used as input to a computer simulation. A response variable is obtained from the simulation results. The response variable may be biased for various reasons. One reason may be the presence of small traces of serial correlation in the random numbers. The purpose of this paper is to introduce an alternative method of response variable acquisition by a power transformation applied to the response variable. The power transformation produces a new variable that is negatively correlated with the response variable. The response variable is then regressed on its power transformation to convert the units of the power transformed variable back to those of the original response variable. A weighted combination of these two variables gives the final estimate. The combined estimate is shown to have negligible bias. The correlations of various antithetic variates obtained from the power transformation are derived and illustrated to provide insights for this research and for future research into this method.展开更多
In this paper, some properties of the positive definite solutions for the nonlinear system of matrix equations X + A*Y-nA = I, Y + B*X-mB = I are derived. As a matter of fact, an effective iterative method to obtain t...In this paper, some properties of the positive definite solutions for the nonlinear system of matrix equations X + A*Y-nA = I, Y + B*X-mB = I are derived. As a matter of fact, an effective iterative method to obtain the positive definite solutions of the system is established. These solutions are based on the convergence of monotone sequences of positive definite matrices. Moreover, the necessary and sufficient conditions for the existence of the positive definite solutions are obtained. Finally, some numerical results are given.展开更多
A class of time-varying delay impulsive reaction-diffusion tree grass-water-nitrogen system driven by Levy jump process is considered.First,we prove the existence and uniqueness of the global positive solution of the ...A class of time-varying delay impulsive reaction-diffusion tree grass-water-nitrogen system driven by Levy jump process is considered.First,we prove the existence and uniqueness of the global positive solution of the model by constructing the Lyapunov function.Secondly,several sufficient conditions for finite-time stability are given by using comparison theorem and mean impulse interval method.Finally,numerical simulations are carried out to verify the effectiveness of the theoretical analysis.展开更多
基金supported by the US Department of Energy Office of Science Climate Change Prediction Program through grant numbers DE-FG02-07ER64431 and DE-FG02-07ER64432the US National Science Foundation under grant numbers DMS-0609575 and DMS-0913491
文摘Centroidal Voronoi tessellations(CVTs) have become a useful tool in many applications ranging from geometric modeling,image and data analysis,and numerical partial differential equations,to problems in physics,astrophysics,chemistry,and biology. In this paper,we briefly review the CVT concept and a few of its generalizations and well-known properties.We then present an overview of recent advances in both mathematical and computational studies and in practical applications of CVTs.Whenever possible,we point out some outstanding issues that still need investigating.
基金supported by the U.S.Department of Energy Early Career Research Program Award(Grant No.DE-SC0008272)U.S.National Science Foundation(Grant No.1552329)
文摘This study used the marginal likelihood and Bayesian posterior model probability for evaluation of model complexity in order to avoid using over-complex models for numerical simulations. It focused on investigation of the impacts of prior parameter distributions(involved in calculating the marginal likelihood) on the evaluation of model complexity. We argue that prior parameter distributions should define the parameter space in which numerical simulations are made. New perspectives on the prior parameter distribution and posterior model probability were demonstrated in an example of groundwater solute transport modeling with four models, each simulating four column experiments. The models had different levels of complexity in terms of their model structures and numbers of calibrated parameters. The posterior model probability was evaluated for four cases with different prior parameter distributions. While the distributions substantially impacted model ranking, the model ranking in each case was reasonable for the specific circumstances in which numerical simulations were made. For evaluation of model complexity, it is thus necessary to determine the parameter spaces for modeling, which can be done by conducting numerical simulation and usineg engineering judgment based on understanding of the system being studied.
文摘This paper studies the global behavior of the spread of HBV using a SEIR model with a constant vaccination rate. The infectivity during the incubation period is considered as a second way of transmission. The basic reproduction number R0 is derived as a function of the two contact rates?β1?and β2?. There is a disease free equilibrium point (DFE) of our model. When R0 R0 > 1, there is a unique endemic equilibrium. We proved that the endemic equilibrium was globally asymptotically stable when R0 > 1 and that the disease persisted in the population. These results are original for our model with vaccination and two contact rates.
基金Supported by the NNSF of China (10571141) the Key Project of the NNSF of China (70531030).
文摘In order to study the effect of different risk measures on the efficient portfolios （fron- tier） while properly describing the characteristic of return distributions in the stock market, it is assumed in this paper that the joint return distribution of risky assets obeys the multivariate t-distribution. Under the mean-risk analysis framework, the interrelationship of efficient portfolios （frontier） based on risk measures such as variance, value at risk （VaR）, and expected shortfall （ES） is analyzed and compared. It is proved that, when there is no riskless asset in the market, the efficient frontier under VaR or ES is a subset of the mean-variance （MV） efficient frontier, and the efficient portfolios under VaR or ES are also MV efficient; when there exists a riskless asset in the market, a portfolio is MV efficient if and only if it is a VaR or ES efficient portfolio. The obtained results generalize relevant conclusions about investment theory, and can better guide investors to make their investment decision.
基金The China Scholarship Council,the National Basic Research Program(2009CB219301) of China(973) in partthe National Public Benefit Scientific Research Foundation(201011078) of China+2 种基金the National Innovation Research Project for Exploration and Development of Oil Shale(OSP-02 and OSR-02)the NSF(41304087,11071026,61133011,61170092,60973088,61202308,11001100,11171131 and 11026043) of Chinathe Basic Research Foundation of Jilin University in 2012
文摘In this paper, we have studied the necessary maximum principle of stochastic optimal control problem with delay and jump diffusion.
文摘A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is derived. We prove that the correlation approaches minus one as the exponent approaches zero from the left and the shape parameter approaches infinity.
基金The NSF (10371137 and 10201034) of China,the Foundation (20030558008) of Doctoral Program of National Higher Education,Guangdong Provincial Natural Science Foundation (1011170) of China and the Foundation of Zhongshan University Advanced Research Center.
文摘This paper develops fast multiscale collocation methods for a class of Fredholm integral equations of the second kind with singular kernels. A truncation strategy for the coefficient matrix of the corresponding discrete system is proposed, which forms a basis for fast algorithms. The convergence, stability and computational complexity of these algorithms are analyzed.
基金This work is supported by the Chinese NSF grants 60475042 Guangxi NSF grants 0542043the Foundation of Advanced Research Center of Zhongshan University and Hong Kong
文摘In this paper, we propose a globally convergent Polak-Ribiere-Polyak (PRP) conjugate gradient method for nonconvex minimization of differentiable functions by employing an Armijo-type line search which is simpler and less demanding than those defined in [4,10]. A favorite property of this method is that we can choose the initial stepsize as the one-dimensional minimizer of a quadratic modelΦ(t):= f(xk)+tgkTdk+(1/2) t2dkTQkdk, where Qk is a positive definite matrix that carries some second order information of the objective function f. So, this line search may make the stepsize tk more easily accepted. Preliminary numerical results show that this method is efficient.
基金Supported in part by the Natural Science Foundation of China under grants 10371137and 10201034Foundation of Doctoral Program of National Higher Education of China under under grant 20030558008Guangdong Provincial Natural Science Foundation of China u
文摘We introduce multilevel augmentation methods for solving operator equations based on direct sum decompositions of the range space of the operator and the solution space of the operator equation and a matrix splitting scheme. We establish a general setting for the analysis of these methods, showing that the methods yield approximate solutions of the same convergence order as the best approximation from the subspace. These augmentation methods allow us to develop fast, accurate and stable nonconventional numerical algorithms for solving operator equations. In particular, for second kind equations, special splitting techniques are proposed to develop such algorithms. These algorithms are then applied to solve the linear systems resulting from matrix compression schemes using wavelet-like functions for solving Fredholm integral equations of the second kind. For this special case, a complete analysis for computational complexity and convergence order is presented. Numerical examples are included to demonstrate the efficiency and accuracy of the methods. In these examples we use the proposed augmentation method to solve large scale linear systems resulting from the recently developed wavelet Galerkin methods and fast collocation methods applied to integral equations of the secondkind. Our numerical results confirm that this augmentation method is particularly efficient for solving large scale linear systems induced from wavelet compression schemes.
基金supported in part by the U.S.National Science Foundation under grant number DMS-0913491.
文摘Most existing applications of centroidal Voronoi tessellations(CVTs) lack consideration of the length of the cluster boundaries.In this paper we propose a new model and algorithms to produce segmentations which would minimize the total energy—a sum of the classic CVT energy and the weighted length of cluster boundaries.To distinguish it with the classic CVTs,we call it an Edge-Weighted CVT(EWCVT).The concept of EWCVT is expected to build a mathematical base for all CVT related data classifications with requirement of smoothness of the cluster boundaries.The EWCVT method is easy in implementation,fast in computation,and natural for any number of clusters.
基金Natural Science Foundation of China under grants 10371137 and 10201034 the Foundation of Doctoral Program of National Higher Education of China under grant 20030558008 Guangdong Provincial Natural Science Foundation of China under grant 1011170 the Foundation of Zhongshan University Advanced Research Center.
文摘In this paper we develop multilevel iteration methods for solving linear systems resulting from the Galerkin method and Tikhonov regularization for ill-posed problems. The algorithm and its convergence analysis are presented in an abstract framework.
基金The NNSF (10371137 and 10201034) of Chinathe Foundation (20030558008) of Doctoral Program of National Higher Education, Guangdong Provincial Natural Science Foundation (1011170) of China and the Advanced Research Foundation of Zhongshan UniversityThe US National Science Foundation (9973427 and 0312113)NSF (10371122) of China and the Chinese Academy of Sciences under the program of "Hundred Distinguished Young Chinese Scientists."
文摘We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utilize quadratures for singular integrals using graded points. One has a polynomial order of accuracy if the integrand has a polynomial order of smoothness except at the singular point and the other has exponential order of accuracy if the integrand has an infinite order of smoothness except at the singular point. We estimate the order of convergence and computational complexity of the corresponding approximate solutions of the equation. We prove that the second technique preserves the order of convergence and computational complexity of the original collocation method. Numerical experiments are presented to illustrate the theoretical estimates.
文摘A new algorithm combining nonlinear Galerkin method and coupling method of finite element and boundary element is introduced to solve the exterior nonstationary Navier-Stokes equations. The regularity of the coupling variational formulation and the convergence of the approximate solution corresponding to the algorithm are proved. If the fine mesh h is chosen as coarse mesh H-square, the nonlinear Galerkin method, nonlinearity is only treated on the coarse grid and linearity is treated on the fine grid. Hence, the new algorithm can save a large amount of computational time.
基金This research was partially supported by the Natural Science Research Foundation of Shaanxi Province(2001SL09)
文摘A new deterministic formulation,called the conditional expectation formulation,is proposed for dynamic stochastic programming problems in order to overcome some disadvantages of existing deterministic formulations.We then check the impact of the new deterministic formulation and other two deterministic formulations on the corresponding problem size,nonzero elements and solution time by solving some typical dynamic stochastic programming problems with different interior point algorithms.Numerical results show the advantage and application of the new deterministic formulation.
基金Ph.D.Programs Foundation (200805581022) of Ministry of Education of China
文摘Consider a kind of Hermit interpolation for scattered data of 3D by trivariate polynomial natural spline, such that the objective energy functional （with natural boundary conditions） is minimal. By the spline function methods in Hilbert space and variational theory of splines, the characters of the interpolation solution and how to construct it are studied. One can easily find that the interpolation solution is a trivariate polynomial natural spline. Its expression is simple and the coefficients can be decided by a linear system. Some numerical examples are presented to demonstrate our methods.
文摘Traditional linear program (LP) models are deterministic. The way that constraint limit uncertainty is handled is to compute the range of feasibility. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each constraint limit, one at a time. This yields the range of feasibility within which the solution remains feasible. This sensitivity analysis is useful for helping the analyst get a feel for the problem. However, it is unrealistic because some constraint limits can vary randomly. These are typically constraint limits based on expected inventory. Inventory may fall short if there are overdue deliveries, unplanned machine failure, spoilage, etc. A realistic LP is created for simultaneously randomizing the constraint limits from any probability distribution. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendencies, spread, skewness and extreme values for the purpose of risk analysis. The spreadsheet design presented is ideal for teaching Monte Carlo simulation and risk analysis to graduate students in business analytics with no specialized programming language requirement.
文摘The traditional linear programming model is deterministic. The way that uncertainty is handled is to compute the range of optimality. After the optimal solution is obtained, typically by the simplex method, one considers the effect of varying each objective function coefficient, one at a time. This yields the range of optimality within which the decision variables remain constant. This sensitivity analysis is useful for helping the analyst get a sense for the problem. However, it is unrealistic because objective function coefficients tend not to stand still. They are typically profit contributions from products sold and are subject to randomly varying selling prices. In this paper, a realistic linear program is created for simultaneously randomizing the coefficients from any probability distribution. Furthermore, we present a novel approach for designing a copula of random objective function coefficients according to a specified rank correlation. The corresponding distribution of objective function values is created. This distribution is examined directly for central tendency, spread, skewness and extreme values for the purpose of risk analysis. This enables risk analysis and business analytics, emerging topics in education and preparation for the knowledge economy.
文摘A traditional method of Monte Carlo computer simulation is to obtain uniformly distributed random numbers on the interval from zero to one from a linear congruential generator (LCG) or other methods. Random variates can then be obtained by the inverse transformation technique applied to random numbers. The random variates can then be used as input to a computer simulation. A response variable is obtained from the simulation results. The response variable may be biased for various reasons. One reason may be the presence of small traces of serial correlation in the random numbers. The purpose of this paper is to introduce an alternative method of response variable acquisition by a power transformation applied to the response variable. The power transformation produces a new variable that is negatively correlated with the response variable. The response variable is then regressed on its power transformation to convert the units of the power transformed variable back to those of the original response variable. A weighted combination of these two variables gives the final estimate. The combined estimate is shown to have negligible bias. The correlations of various antithetic variates obtained from the power transformation are derived and illustrated to provide insights for this research and for future research into this method.
文摘In this paper, some properties of the positive definite solutions for the nonlinear system of matrix equations X + A*Y-nA = I, Y + B*X-mB = I are derived. As a matter of fact, an effective iterative method to obtain the positive definite solutions of the system is established. These solutions are based on the convergence of monotone sequences of positive definite matrices. Moreover, the necessary and sufficient conditions for the existence of the positive definite solutions are obtained. Finally, some numerical results are given.
文摘A class of time-varying delay impulsive reaction-diffusion tree grass-water-nitrogen system driven by Levy jump process is considered.First,we prove the existence and uniqueness of the global positive solution of the model by constructing the Lyapunov function.Secondly,several sufficient conditions for finite-time stability are given by using comparison theorem and mean impulse interval method.Finally,numerical simulations are carried out to verify the effectiveness of the theoretical analysis.
