2002年, 第15卷, 第4期　刊出日期：2002-10-15

  

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  ANALYSIS OF INCOMPLETE STOCK MARKET WITH JUMP-DIFFUSION UNCERTAINTY

  Xiuli Chao;Indrajit Barhan

  Journal of Systems Science and Complexity. 2002, 15(4): 337-352.

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  This paper studies incomplete stock market that includes discontinuous price processes. The discontinuity is modeled by very general point processes admitting only stochastic intensities. Prices are driven by jump-diffusion uncertainty and have random but predictable jumps.
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  ON ACYCLIC AND CYCLIC HYPERGRAPHS

  Hai Zhu LI;Jian Fang WANG

  Journal of Systems Science and Complexity. 2002, 15(4): 353-362.

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  So far, the acyclic hypergraph has two different definitions. One is based on the cyclomatic number of the hypergraph, whereas the other arises from the acyclic schema of the relational database in the computer science. In this paper, it is first prove that these two definitions coincide with each other completely.
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  ON FIRST INTEGRALS OF POLYNOMIAL AUTONOMOUS SYSTEMS

  Yu Zhen WANG;Dai Zhan CHENG;Chun Wen LI

  Journal of Systems Science and Complexity. 2002, 15(4): 363-371.

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  Using Carleman linearization procedure, this paper investigates the problem of first integrals of polynomial autonomous systems and proposes a procedure to find the first integrals of polynomial family for the systems. A generalized eigenequation is obtained and then the problwm is reduced to the solvability of the eigenequation.
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  THE LINEAR ARBORICITY OF COMPOSITION GRAPHS

  Jian Liang WU;Gui Zhen LIU;Yu Liang WU

  Journal of Systems Science and Complexity. 2002, 15(4): 372-375.

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  The linear arboricity la(G) of a graph G is the minimum number of linear forests which partition the edges of G. Akiyama, Exoo and Harary conjectured that la(G) = [△(G)+1/2] for any regular graph G. In this paper, we prove the conjecture for some composition graphs,in particular,for complete multipartitle graphs.
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  LUROTH'S THEOREM IN DIFFERENTIAL FIELDS

  Xiao Shan GAO;Tao XU

  Journal of Systems Science and Complexity. 2002, 15(4): 376-383.

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  In this paper, we present a constructive proof of Luroth's theorem in differential case. We also give a method to find the inversion maps for general differential rational parametric equations. As a consequence, we prove that a differential rational curve always has a set of proper parametric equations.
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  A PRECONDITIONER FOR DOMAIN DECOMPOSITION METHODS WITH MORTAR LAGRANGE MULTIPLIERS

  Qi Yia HU

  Journal of Systems Science and Complexity. 2002, 15(4): 384-395.

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  In this paper we consider the domain decomposition methods with mortar element Lagrange multipliers to two-dimensional elliptic problems. We shall construct a kind of simple preconditioners for the corresponding interface equation. It will be shown that condition number of the preconditioned interface matrix is almost optimal.
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  SOME STUDIES ON GRBNER BASES FOR MODULES AND APPLICATIONS

  Ming Sheng WANG;Zhou Jun LIU

  Journal of Systems Science and Complexity. 2002, 15(4): 396-406.

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  Hong's theorem for Grobner bases under polynomial composition is generalized to module case with more general cosideration. Similar generalization is also considered when the coefficient field is replaced by a Dedekind domain.
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  RESEARCH ON CONSTRUCTING SYNTHETIC MATRIX IN AHP

  Ze Shui XU

  Journal of Systems Science and Complexity. 2002, 15(4): 407-415.

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  This paper presents a new method for constructing synthetic matrix which is obtained by extending the given judgement matrices in the Analytic Hierarchy Process (AHP). The consistency relationship among the given matrices and their synthetic matrix is studied.
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  A COMBINATORIAL PROPERTY OF PALLET-CONSTRAINED TWO MACHINE FLOW SHOP PROBLEM IN MINIMIZING MAKESPAN

  Si Xiang HOU;Han Hoogeveen;Petra Schuurman

  Journal of Systems Science and Complexity. 2002, 15(4): 416-422.

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  We consider the problem of scheduling n jobs in a pallet-constrained flow shop so as to minimize the makespan. In such a flow shop environment, each job needs a pallet the entire time, from the start of its first operation until the completion of the last operation,and the number of pallets in the shop at any given time is limited by a positive integerK
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  A NEW TEST FOR NORMALITY IN LINEAR AUTOREGRESSIVE MODELS

  Min CHEN;Guo Fu WU;Gemai Chen

  Journal of Systems Science and Complexity. 2002, 15(4): 423-435.

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  A nonparametric test for normality of linear autoregressive time series is proposed in this paper. The test is based on the best one-step forecast in mean square with time reverse. Some asymptotic theory is developed for the test, and it is shown that the test is easy to use and has food powers.
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  ON EVALUATING THE RUN LENGTH PROPERTIES OF  CHARTS WITH ESTIMATED CONTROL LIMITS

  Guo Ying LI;Chun Yan YANG;Siu-Keung TSE

  Journal of Systems Science and Complexity. 2002, 15(4): 436-444.

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  X charts with estimated control limits are commonly used in practice and treated as if the in-control process parameters were known. However, the former can behave quite differently from the latter. To understand the differences, it is necessary to study the run length dixtribution(RLD),its mean(ARL)and standard deviation(SDRL)of the X charts when the control limits are estimated.
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  LOCALLY SPARSE GRAPH WITH LARGE DENSITY

  Yu Sheng LI

  Journal of Systems Science and Complexity. 2002, 15(4): 445-446.

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  Using a technique of Erdos, we show that for any given M > 0 and $$\epsilon$$ > 0, there exist δ = δ(M, ($$\epsilon$$)) > 0 and a graph G of any large order n such that the density of G is at least M, while the density of the subgraph induced by any subset U (M,$$\epsilon$$) V(G) with |U|<δn is less than 1+$$\epsilon$$.The constant 1+$$\epsilon$$cannot be improved to 1.