EXISTENCE OF THREE-SOLUTIONS FOR SECOND-ORDER DIFFERENTIAL EQUATIONS WITH NONLINEAR BOUNDARY VALUE CONDITIONS

The paper deals with the existence of three- solutions for the second- order differential equations with nonlinear boundary value conditions x″=f(t,x,x′) , t∈ [a,b], g1(x(a) ,x′(a) ) =0 , g2 (x(b) ,x′(b) ) =0 , where f :[a,b]× R1× R1→ R1,gi:R1× R1→ R1(i=1 ,2 ) are continuous functions.The methods employed are the coincidence degree theory.As an application,the sufficient conditions under which there are arbitrary odd solutions for the BVP are obtained

Existence and Uniqueness Results for Caputo Fractional Differential Equations with Integral Boundary Value Conditions

In the paper, we consider the existence and uniqueness results for Caputo fractional differential equations with integral boundary value condition. The sufficient conditions of existence and uniqueness are obtained by applying the contraction map-ping principle, Krasnoselskii＇s fixed point theorem and Leray-Schauder degree the-ory, which party improves and extends the associated results of fractional differentialequations. Four examples illustrating our main results are included.

A UNIFORMLY DIFFERENCE SCHEME OF SINGULAR PERTURBATION PROBLEM FOR A SEMILINEAR ORDINARY DIFFERENTIAL EQUATION WITH MIXED BOUNDARY VALUE CONDITION

In the poper, the method of separating singularity is applied to study the uniformly difference scheme of a singular perturbation problem for a semilinear ordinary differential equation with mixed boundary value condition. The uniform convergence on small parameter ε of order one for an IVin type difference scheme constructed is proved. At the end of the paper, a numerical example is given. The computing results coincide with the theoretical analysis.

Mining Elite Alleles of Growth Duration and Productive Panicle Number per Plant by Association Mapping with Conditional Phenotypic Value in Japonica Rice

To provide genetic information and materials for breeding hybrid japonica rice with wide adaptability and strong competitive advantage of yield, elite alleles and their carrier varieties of growth duration （GD） and productive panicle number per plant （PN） were detected. A natural population composed of 94 japonica varieties was phenotyped for the GD, PN and plant height （PH） in two environments. The conditional phenotypic data were transferred by the linear model method in software QGAStation 1.0, and association mapping based on the unconditional and conditional phenotype values of GD and PN was analyzed by using general linear model in software TASSEL. A total of 34 simple sequence repeat （SSR） marker loci associated with GD and PN were detected in the two environments. Among them, 15 were associated with GD, and 19 were associated with PN. Four elite alleles of RM8095-120bp, RM7102-176bp, RM72-170bp and RM72-178bp were associated with GD, and their carrier varieties were Hongmangshajing, Nipponbare, Hongmangshajing and Nannongjing 62401, respectively. These elite alleles from the carrier varieties can shorten GD by 2.03-9.93 d when they were introduced into improved materials. RM72-182bp associated with PN was an elite allele, and its carrier variety was Xiaoqingzhong. It can increase PN by three when introduced into improved materials. Moreover, these elite alleles can be used to improve target traits without influencing another two traits.

Solving the subset sum problem by the quantum Ising model with variational quantum optimization based on conditional values at risk

The subset sum problem is a combinatorial optimization problem,and its complexity belongs to the nondeterministic polynomial time complete(NP-Complete)class.This problem is widely used in encryption,planning or scheduling,and integer partitions.An accurate search algorithm with polynomial time complexity has not been found,which makes it challenging to be solved on classical computers.To effectively solve this problem,we translate it into the quantum Ising model and solve it with a variational quantum optimization method based on conditional values at risk.The proposed model needs only n qubits to encode 2ndimensional search space,which can effectively save the encoding quantum resources.The model inherits the advantages of variational quantum algorithms and can obtain good performance at shallow circuit depths while being robust to noise,and it is convenient to be deployed in the Noisy Intermediate Scale Quantum era.We investigate the effects of the scalability,the variational ansatz type,the variational depth,and noise on the model.Moreover,we also discuss the performance of the model under different conditional values at risk.Through computer simulation,the scale can reach more than nine qubits.By selecting the noise type,we construct simulators with different QVs and study the performance of the model with them.In addition,we deploy the model on a superconducting quantum computer of the Origin Quantum Technology Company and successfully solve the subset sum problem.This model provides a new perspective for solving the subset sum problem.

A UNIFORMLY CONVERGENT FINITE DIFFERENCE METHOD FOR A SINGULARLY PERTURBED INITIAL VALUE PROBLEM

Initial value problem for linear second order ordinary differential equation with small parameter by the first and second derivatives is considered. An exponentially fitted difference scheme with constant fitting factors is developed in a uniform mesh, which gives first_order uniform convergence in the sense of discrete maximum norm. Numerical results are also presented.

Measuring Real Capital Adequacy in Extreme Economic Conditions： An Examination of the Swiss Banking Sector

The global financial crisis （GFC） has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme conditions using structural modeling techniques. Conditional Value at Risk （CVaR） and Conditional Probability of Default （CPD） techniques are used to measure capital erosion. Significant increase in Probability of Default （PD） is found during the GFC period. The market asset value based approach indicates a much higher PD than external ratings indicate. Capital adequacy recommendations are formulated which distinguish between real and nominal capital based on asset fluctuations.

Location method of ill-conditioned microseismic source and its engineering application

Microseismic event location is one of the core parameters in microseismic monitoring,and the accuracy of localization will directly affect the effectiveness of engineering applications.However,limited by spatial factors,the geometry of the sensor installation will be close to linear,which makes the localization equation suffer from the pathological problem,and the localization accuracy is greatly reduced.To address this problem,the reasons for the pathological problem are analyzed from the perspective of the objective function residuals and coefficient matrix.The pathological problem is caused by the combined effect of the poorer sensor array and data errors,and its residual isosurface shows a conical distribution,and as the residual value decreases,the apex of the isosurface gradually extends to the far side,and the localization results do not converge.For this reason,an improved regularized Newton downhill localization algorithm is proposed.In this method,firstly,the Newtonian downhill method is improved so that the magnitudes of the seismic source parameters are the same,and the condition number of the coefficient matrix is reduced;then,the L-curve method is used to calculate the regularization factor for the pathological equations,and the coefficient matrix is improved;finally,the pathological equations are regularized,and the seismic source coordinates are obtained by the improved Newtonian downhill method.The results of engineering applications show that compared with the traditional algorithm based on automatic of P-arrival picking,the number of effective microseismic events calculated by the proposed localization algorithm is increased by 194.7%,and the localization accuracy is substantially improved.The proposed algorithm reduces the problem of low accuracy of S-arrival picking and allows localization using only P-wave arrival.The method reduces the quality requirements of the data and significantly improves the utilization of microseismic events and positioning accuracy.

Market Risk Evaluation on Single Futures Contract:SV-CVaR Model and Its Application on Cu00 Data

A new stochastic volatility（SV）method to estimate the conditional value at risk（CVaR）is put forward.Firstly,it makes use of SV model to forecast the volatility of return.Secondly,the Markov chain Monte Carlo（MCMC）simulation and Gibbs sampling have been used to estimate the parameters in the SV model.Thirdly,in this model,CVaR calculation is immediate.In this way,the SV-CVaR model overcomes the drawbacks of the generalized autoregressive conditional heteroscedasticity value at risk（GARCH-VaR）model.Empirical study suggests that this model is better than GARCH-VaR model in this field.

Bi-level Multi-leader Multi-follower Stackelberg Game Model for Multi-energy Retail Package Optimization

In the competitive energy market,energy retailers are facing the uncertainties of both energy price and demand,which requires them to formulate reasonable energy purchasing and selling strategies for improving their competitiveness in this market.Particularly,the attractive multi-energy retail packages are the key for retailers to increase their benefit.Therefore,combined with incentive means and price signals,five types of multi-energy retail packages such as peak-valley time-of-use(TOU)price package and day-night bundled price package are designed in this paper for retailers.The iterative interactions between retailers and end-users are modeled using a bi-level model of stochastic optimization based on multi-leader multi-follower(MLMF)Stackelberg game,in which retailers are leaders and end-users are followers.Retailers make decisions to maximize the profit considering the conditional value at risk(CVaR)while end-users optimize the satisfaction of both energy comfort and economy.Besides,a distributed algorithm is proposed to obtain the Nash equilibrium of above MLMF Stackelberg game model while the particle swarm optimization(PSO)algorithm and CPLEX solver are applied to solve the optimization model for each participant(retailer or end-user).Numeral results show that the designed retail packages can increase the overall profit of retailers,and the overall satisfaction of industrial users is the highest while that of residential users is the lowest after game interaction.

Risk Constrained Self-scheduling of AA-CAES Facilities in Electricity and Heat Markets:A Distributionally Robust Optimization Approach

Advanced adiabatic compressed air energy storage(AA-CAES)has the advantages of large capacity,long service time,combined heat and power generation(CHP),and does not consume fossil fuels,making it a promising storage technology in a low-carbon society.An appropriate self-scheduling model can guarantee AA-CAES’s profit and attract investments.However,very few studies refer to the cogeneration ability of AA-CAES,which enables the possibility to trade in the electricity and heat markets at the same time.In this paper,we propose a multimarket self-scheduling model to make full use of heat produced in compressors.The volatile market price is modeled by a set of inexact distributions based on historical data through-divergence.Then,the self-scheduling model is cast as a robust risk constrained program by introducing Stackelberg game theory,and equivalently reformulated as a mixed-integer linear program(MILP).The numerical simulation results validate the proposed method and demonstrate that participating in multienergy markets increases overall profits.The impact of uncertainty parameters is also discussed in the sensibility analysis.

MULTIPLE POSITIVE SOLUTIONS OF BOUNDARY VALUE PROBLEMS FOR QUASILINEAR DIFFERENTIAL EQUATIONS

We consider the boundary value problem for the second order quasilinear differential equationwhere f is allowed to change sign, φ(v) = \v\p-2v, p > 1. Using a new fixed point theorem in double cones, we show the existence of at least two positive solutions of the boundary value problem.

EXISTENCE OF POSITIVE SOLUTIONS TO A ROBIN BOUNDARY VALUE PROBLEM FOR A CLASS QUASILINEAR ORDINARY DIFFERENTIAL EQUATIONS

In this paper, out main purpose is to establish the existence of nonnegative solu-tions for a class quasilinear ordinary differential equation by modifying the method ofAnuradha et al. [4]. The main results in present paper are new and extend the resultsof the [4].

SOLVABILITY FOR FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION BOUNDARY VALUE PROBLEMS AT RESONANCE

The paper deals a fractional functional boundary value problems with integral boundary conditions. Besed on the coincidence degree theory, some existence criteria of solutions at resonance are established.

Two-stage stochastic programming with robust constraints for the logistics network post-disruption response strategy optimization

Logistics networks (LNs) are essential for the transportation and distribution of goods or services from suppliers to consumers. However, LNs with complex structures are more vulnerable to disruptions due to natural disasters and accidents. To address the LN post-disruption response strategy optimization problem, this study proposes a novel two-stage stochastic programming model with robust delivery time constraints. The proposed model jointly optimizes the new-line-opening and rerouting decisions in the face of uncertain transport demands and transportation times. To enhance the robustness of the response strategy obtained, the conditional value at risk (CVaR) criterion is utilized to reduce the operational risk, and robust constraints based on the scenario-based uncertainty sets are proposed to guarantee the delivery time requirement. An equivalent tractable mixed-integer linear programming reformulation is further derived by linearizing the CVaR objective function and dualizing the infinite number of robust constraints into finite ones. A case study based on the practical operations of the JD LN is conducted to validate the practical significance of the proposed model. A comparison with the rerouting strategy and two benchmark models demonstrates the superiority of the proposed model in terms of operational cost, delivery time, and loading rate.

Risk-based Two-stage Optimal Scheduling of Energy Storage System with Second-life Battery Units

With the growing adoption of Electrical Vehicles(EVs),it is expected that a large number of on-board Li-ion batteries will be retired from EVs in the near future.Retired batteries will typically retain 80%of their initial capacities and can be recycled as second life batteries(SLBs).Although the capital costs of SLBs are much cheaper,their operational reliability is an important concern since used batteries may suffer from a higher failure rate.This paper aggregates brand new batteries and SLBs together to improve power system’s operating performance with renewable energy resources.In the context of a day-ahead and intra-day dispatch framework,a two-stage coordinated optimal scheduling method is proposed.Specifically,the energy cost of brand-new batteries and SLBs is calculated based on detailed battery degradation model,and the reliability of batteries is modeled based on the Weibull distribution.Moreover,Conditional value at risk(CVaR)criterion is applied to evaluate the risk induced by intermittent renewable power output,load demand variation and SLBs failure probability.Simulation tests demonstrate the effectiveness of the proposed method.

On a Quasilinear Degenerate Parabolic Equation from Prandtl Boundary Layer Theory

The equation arising from Prandtl boundary layer theory (e)u/(e)t-(e)/(e)x1(a(u,x,t)(e)u/(e)xi)-fi(x)Diu+c(x,t)u=g(x,t)is considered.The existence of the entropy solution can be proved by BV estimate method.The interesting problem is that,since a(·,x,t) may be degenerate on the boundary,the usual boundary value condition may be overdetermined.Accordingly,only dependent on a partial boundary value condition,the stability of solutions can be expected.This expectation is turned to reality by Kru(z)kov's bi-variables method,a reasonable partial boundary value condition matching up with the equation is found first time.Moreover,if axi(·,x,t)|x∈(e)Ω=a(·,x,t)|x∈(e)Ω=0 and fi(x)|x∈(e)Ω=0,the stability can be proved even without any boundary value condition.

PRODUCTION PLANNING PROBLEM WITH PRICING UNDER RANDOM YIELD:CVAR CRITERION

In this paper, we address a basic production planning problem with price dependent demand and stochastic yield of production. We use price and target quantity as decision variables to lower the risk of low yield. The value of risk control becomes more important especially for products with short life cycle. This is because, the profit implications of low yield might be unbearable in the short run. We apply Conditional Value at Risk （CVaR） to model the, risk. CVaR measure is a coherent risk measure and thereby having nice conceptual and mathematical underpinnings. It is also widely used in practice. We consider the problem under general demand function and general distribution function of yield and find sufficient conditions under which the problem has a unique local maximum. We also both analytically and numerically analyze the impact of parameter change on the optimal solution. Among our results, we analytically show that with increasing risk aversion, the optimal price increases. This relation is opposite to that of in Newsvendor problem where the uncertainty lies in demand side.

Supply chain network design under uncertainty with new insights from contracts

In this paper, the classical problem of supply chain network design is reconsidered to emphasize the role of contracts in uncertain environments. The supply chain addressed consists of four layers: suppliers, manufacturers, warehouses, and customers acting within a single period. The single owner of the manufacturing plants signs a contract with each of the suppliers to satisfy demand from downstream. Available contracts consist of long-term and option contracts, and unmet demand is satisfied by purchasing from the spot market. In this supply chain, customer demand, supplier capacity, plants and warehouses, transportation costs, and spot prices are uncertain. Two models are proposed here: a risk-neutral two-stage stochastic model and a risk-averse model that considers risk measures. A solution strategy based on sample average approximation is then proposed to handle large scale problems. Extensive computational studies prove the important role of contracts in the design process, especially a portfolio of contracts. For instance, we show that long-term contract alone has similar impacts to having no contracts, and that option contract alone gives inferior results to a combination of option and long-term contracts. We also show that the proposed solution methodology is able to obtain good quality solutions for large scale problems.

Solving forward and inverse problems of the nonlinear Schrodinger equation with the generalized PT-symmetric Scarf-Ⅱpotential via PINN deep learning

In this paper,based on physics-informed neural networks(PINNs),a good deep learning neural network framework that can be used to effectively solve the nonlinear evolution partial differential equations(PDEs)and other types of nonlinear physical models,we study the nonlinear Schrodinger equation(NLSE)with the generalized PT-symmetric Scarf-Ⅱpotential,which is an important physical model in many fields of nonlinear physics.Firstly,we choose three different initial values and the same Dinchlet boundaiy conditions to solve the NLSE with the generalized PT-symmetric Scarf-Ⅱpotential via the PINN deep learning method,and the obtained results are compared with ttose denved by the toditional numencal methods.Then,we mvestigate effect of two factors(optimization steps and activation functions)on the performance of the PINN deep learning method in the NLSE with the generalized PT-symmetric Scarf-Ⅱpotential.Ultimately,the data-driven coefficient discovery of the generalized PT-symmetric Scarf-Ⅱpotential or the dispersion and nonlinear items of the NLSE with the generalized PT-symmetric Scarf-Ⅱpotential can be approximately ascertained by using the PINN deep learning method.Our results may be meaningful for further investigation of the nonlinear Schrodmger equation with the generalized PT-symmetric Scarf-Ⅱpotential in the deep learning.