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Search Results: 1 - 10 of 15256 matches for " Limei REN "
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First Excursion Probabilities of Non-Linear Dynamical Systems by Importance Sampling
Limei REN
Progress in Applied Mathematics , 2013, DOI: 10.3968/j.pam.1925252820130501.718
Abstract: This paper suggests a procedure to estimate first excursion probabilities for non-linear dynamical systems subjected to Gaussian excitation. The approach is based on the mean up-crossing rate and importance sampling method. Firstly, by using of Poisson assumption and Rice formula, the equivalent linear system is carried out. The linearization principle is that non-linear and linear systems have the same up-crossing rate for a specified threshold. Secondly, an importance sampling technique is used in order to estimate excursion probabilities for the equivalent linear system. The variance of the failure probability estimates, the number of samples and the computational time are reduced significantly compared with direct Monte Carlo simulations.
Relationship between Cr-Al Interaction and the Performance of Cr-Al2O3 Catalysts for Isobutane Dehydrogenation  [PDF]
Deren Fang, Jinbo Zhao, Shang Liu, Limei Zhang, Wanzhong Ren, Huimin Zhang
Modern Research in Catalysis (MRC) , 2015, DOI: 10.4236/mrc.2015.42007
Abstract: A series of catalysts were prepared using the kneading molding method and the impregnation method as well as the dry mix method by using different raw materials. By using X-ray diffraction (XRD), X-ray photoelectron spectroscopy (XPS), and temperature-programmed reduction (TPR) techniques, we studied the relationship between the catalyst performance and the Cr-Al interaction in the catalytic dehydrogenation of isobutane. The results demonstrated that the Cr-Al interaction in the catalyst had a direct influence on the catalytic activity and the selectivity of isobutene. The catalysts prepared using the kneading molding method had higher catalytic activity and isobutene selectivity than those prepared using the dry mix method. By comparison, XRD, XPS, and TPR results showed that the greater the Cr-Al interaction in the catalyst was, the higher the catalytic activity was. Here, we propose a mechanism of isobutane dehydrogenation.
Meromorphic Functions Sharing Three Values  [PDF]
Changjun Li, Limei Wang
Applied Mathematics (AM) , 2011, DOI: 10.4236/am.2011.26095
Abstract: In this paper, we prove a result on the uniqueness of meromorphic functions sharing three values counting multiplicity and improve a result obtained by Xiaomin Li and Hongxun Yi.
Chance-constrained Portfolio Selection with Birandom Returns
Limei Yan
Modern Applied Science , 2009, DOI: 10.5539/mas.v3n4p161
Abstract: The aim of this paper is to solve the portfolio problem when security returns are birandom variables. Two types of portfolio selection based on chance measure are provided according to birandom theory. Since the proposed optimization problems are difficult to solve by traditional methods, a hybrid intelligent algorithm by integrating birandom simulation and genetic algorithm is designed. Finally, two numerical experiments are provided to illustrate the effectiveness of the algorithm.
One Type of Optimal Portfolio Selection in Birandom Environments
Limei Yan
Modern Applied Science , 2009, DOI: 10.5539/mas.v3n6p126
Abstract: In order to solve the portfolio problem when security returns are birandom variables, firstly we propose a new definition of risk, then one type of portfolio selection based on expected value and risk is provided according to birandom theory. Furthermore, A hybrid intelligent algorithm by integrating birandom simulation and genetic algorithm is designed. Finally, one numerical experiment is provided to illustrate the effectiveness of the hybrid intelligent algorithm.
Optimal Portfolio Selection Models with Uncertain Returns
Limei Yan
Modern Applied Science , 2009, DOI: 10.5539/mas.v3n8p76
Abstract: This paper provides two new models for portfolio selection in which the securities are assumed to be uncertain variables that are neither random nor fuzzy. Since there is no efficient method to solve the proposed models, the original problems are transformed into their crisp equivalents programming when the returns are chosen some special uncertain variables such as rectangular uncertain variable, triangular uncertain variable, trapezoidal uncertain variable and normal uncertain variable. Finally, its feasibility and effectiveness of the method is illustrated by numerical example.
Optimal Programming Models for Portfolio Selection with Uncertain Chance Constraint
Limei Yan
Modern Applied Science , 2009, DOI: 10.5539/mas.v3n9p84
Abstract: The paper is concerned with the portfolio selection problem about how to assign one’s money in security market in order to obtain the maximal profit. One type expected maximization programming model with chance constraint in which the security returns are uncertain variables are proposed in accordance with uncertainty theory. Since the provided models can not be solved by the traditional methods, the crisp equivalents of the corresponding models are discussed when the uncertain returns are chosen as some special cases such as linear uncertain variables, trapezoidal uncertain variables and normal uncertain variables. Two numerical examples with different types of uncertain variables are given in order to demonstrate the effectiveness and feasibility of the proposed programming models. Finally, the paper gives the conclusion.
Chance-constrained Programming Model for Portfolio Selection in Uncertain Environment
Limei Yan
Modern Applied Science , 2009, DOI: 10.5539/mas.v3n10p89
Abstract: The purpose of this paper is to solve the portfolio problem when security returns are uncertain variables. Two types of portfolio selection programming models based on uncertain measure are provided according to uncertain theory. Since the proposed optimization problems are generally difficult to solve by conventional methods, the models are converted to their crisp equivalents when the return rates are adopted some special uncertain variables such as linear uncertain variable, trapezoidal uncertain variable and normal uncertain variable. Thus the transformed models can be completed by the conventional methods. In the end of the paper, one numerical experiment is provided to illustrate the effectiveness of the method.
A Study on Research Teaching
Limei Yan
International Education Studies , 2010, DOI: 10.5539/ies.v3n1p192
Abstract: Starting with the significance and the conduction of research teaching, this paper further puts forward and analyzes several patterns of research teaching, discusses the particular role of teachers in these patterns and proposes some strategies as well as suggestions.
Risk Curve and Bifuzzy Portfolio Selection
Limei Yan
Journal of Mathematics Research , 2009, DOI: 10.5539/jmr.v1n2p193
Abstract: In order to solve the portfolio problem when security returns are bifuzzy variables, firstly we propose a new definition of risk, then one type of portfolio selection based on expected value and risk is provided according to bifuzzy theory. Furthermore, a hybrid intelligent algorithm by integrating bifuzzy simulation and genetic algorithm is designed. Finally, one numerical experiment is provided to illustrate effectiveness of the hybrid intelligent algorithm.
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