热力学中 火用 的普遍化表达式

火用 (exergy)是体系在一定的环境条件下向相关外界作出最大有用功的能力,体系的源于火用 和环境之间的强度量差.用广义强度量和广延量定义了 火用 的普遍化微分表达式. 用这种普遍化微分表达式不仅可表示出自然界各种具体形式的 火用 ,还可导出工程领域各种常规形式的 火用 . 论证了闭口非寂态体系的 火用 不小于零.     

注蒸汽驱油过程火用的传递和转换规律

油藏多孔介质内注蒸汽驱油过程存在能量和火用的传递和转换.以油藏多孔介质内注蒸汽驱油过程的火用方程为前提,结合基本广延量的平衡方程,建立驱油过程的能量传递方程,过渡到火用传递的动力学方程,通过热火用、压火用传递的分量方程得到注蒸汽驱油过程的总火用传递方程.并应用CMG软件对注蒸汽驱油过程进行数值模拟,探讨了注蒸汽驱油过程热火用和压火用之间的转换和传递规律及火用损机制,为驱油过程能量系统优化提供理论依据.     

邓辉：财务也风趣

如果把新开的酒店比作初生的baby,用什么指标来衡量他的成长情况？＂用身高来代表入住率,用体重来代表平均房价。＂这是北京人济万怡酒店财务总监邓辉给出的比喻,用这种方法将枯燥的数字概念植入普通员工的脑海,是她的＂惯用手法＂。     

谱半径等于极大行和矩阵范数的矩阵的刻画北大核心CSCD

1 引言与符号 本文中恒用Ⅳ表示前面几个正整数的集合;用Mn（C）表示复数域C上所有n阶复矩阵的集合;用I表示适当阶的单位矩阵．     

用Bayes方法修正质量控制界限

在工序质量控制中,画控制图的传统作法是用样本均值近似代替总体的均值.由于样本的随机性,因此,估计误差在所难免.本文用Bayes方法将用样本均值     

漫话屈指可数

如果要你用一个成语来形容数目不多,用手指屈伸就可以数出来,那么该用哪个成语呢?你一定会随口答出屈指可数.难道屈指可数真的只能表示十以内的数吗?     

分层阅读 逐层理解 有序思考 自然解决--一节数学阅读课的教学实录与思考

以一节校本课程的数学阅读课为例,在课堂上用问题引导学生从用数学的眼光观察世界开始,进而用数学的思维思考世界,用数学的语言表达世界,逐渐学会从生活情景中发现问题、提出数学问题、运用数学知识解决问题,落实学生的学科关键能力与核心素养的培养.     

初中学生心理测量的统计分析

本文用相关分析说明了〈中学生素质特点分类培养〉项目研究中所用各种心理诊断量表整体组合运用的合理性 ;用因子分析简化了测试项目的指标体系 ,选定了适当的公共主因子 ,并对公因子给予了合理的解释 ;用聚类分析依据因子得分对学生实施心理素质特点分类 ;根据学生的心理素质特点类型提出了相应的宏观培养策略     

系统聚类分析中应注意的两类问题

给出了选用九种相似性度量，用最短距离法聚类，结果互不相同的一个有趣的例子。对该例，用欧氏距离求出距离矩阵后，除用最短距离法聚类结果唯一外，用最长距离法、重心法、类平均法、离差平方和法聚类，结果均不唯一。     

数形结合巧解数列问题

数列的本质是定义在自然数N^＊上的函数,我们在学习数列时不妨用函数的观点来认识数列,理解数列,用研究函数的方法来研究数列,用数形结合的方法来解决数列中的问题．下面举例说明．     

Distribution estimation with smoothed auxiliary information

Distribution estimation is very important in order to make statistical inference for parameters or its functions based on this distribution.In this work we propose an estimator of the distribution of some variable with non-smooth auxiliary information,for example,a symmetric distribution of this variable.A smoothing technique is employed to handle the non-differentiable function.Hence,a distribution can be estimated based on smoothed auxiliary information.Asymptotic properties of the distribution estimator are derived and analyzed.The distribution estimators based on our method are found to be significantly efficient than the corresponding estimators without these auxiliary information.Some simulation studies are conducted to illustrate the finite sample performance of the proposed estimators.     

Multivariate regression estimates for finite populations

The theory on regression estimate based on one auxiliary variable has been extended to that for more than one auxiliary variable. It has been found that the multivariate regression estimate (MRE) is not unbiased in general. The form of the approximate standard error of MRE is the same as that of simple regression estimate based on one auxiliary variable with the exception that the multiple correlation coefficient replaces the total correlation coefficient in the expression. It has also been found that the precision of MRE is non-decreasing, rather usually increasing as the number of auxiliary variables correlated with the dependent variable increases, assuming sample size to be large compared to the number of auxiliary variables.     

Optimization of Weighted Monte Carlo Methods with Respect to Auxiliary Variables

We consider the problems whose mathematical model is determined by some Markov chain terminating with probability one; moreover, we have to estimate linear functionals of a solution to an integral equation of the second kind with the corresponding substochastic kernel and free term [1]. To construct weighted modifications of numerical statistical models, we supplement the coordinates of the phase space with auxiliary variables whose random values functionally define the transitions in the initial chain. Having implemented each auxiliary random variable, we multiply the weight by the ratio of the corresponding densities of the initial and numerically modeled distributions. We solve the minimization problem for the variances of estimators of linear functionals by choosing the modeled distribution of the first auxiliary random variable.     

Regression estimation with transformed auxiliary variates

The regression estimation of the mean of a primary survey variable and the estimation of the regression equation are considered in the finite population with transformed auxiliary variables. Large sample properties of estimators are developed. The effects of estimating auxiliary variates on estimators are investigated.     

删失数据下变系数部分线性模型的经验似然变量选择

In this paper, we consider the variable selection for the parametric components of varying coefficient partially linear models with censored data. By constructing a penalized auxiliary vector ingeniously, we propose an empirical likelihood based variable selection procedure, and show that it is consistent and satisfies the sparsity. The simulation studies show that the proposed variable selection method is workable.     

Auxiliary equation method for the mKdV equation with variable coefficients

By using solutions of an ordinary differential equation, an auxiliary equation method is described to seek exact solutions of nonlinear evolution equations with variable coefficients. Being concise and straightforward, this method is applied to the mKdV equation with variable coefficients. As a result, new explicit solutions including solitary wave solutions and trigonometric function solutions are obtained with the aid of symbolic computation.     

An iterative method for solving the strong vector equilibrium problem with variable domination structure

In this paper, an iterative algorithm for solving the strong vector equilibrium problem with variable domination structure (VSVEP) is considered. First, an auxiliary problem for the VSVEP is introduced and the relationships between the auxiliary problem and VSVEP are discussed. Then, using the auxiliary principle technique, a projection iterative algorithm to compute the approximate solutions of the VSVEP is proposed and analysed. Furthermore, convergence of the iterative sequences generated by this algorithm is investigated under suitable conditions of continuity and convexity. These results extend and improve some recent works in this field.     

A generalized separation for the variance contributions of input variables and their distribution parameters

For the structural system with both the uncertainties of input variables and their distribution parameters, this work investigates the generalized separation approach by transforming the original variable into the auxiliary variable with arbitrary distribution. Based on the variance based sensitivity analysis, the generalized sensitivity measures can be given, which are used to identify the influences of the auxiliary variables and distribution parameters simultaneously. For the different auxiliary variables, the variance contributions are proved to be identical, which illustrates the correctness of the generalized separation approach. Then the relationship of the variance contributions of original variables with those of the auxiliary variables and distribution parameters is investigated. Several examples are employed to demonstrate the rationality of the generalized separation approach.     

Arbitrary high-order linearly implicit energy-preserving algorithms for Hamiltonian PDEs

In this paper, we present a novel strategy to systematically construct linearly implicit energy-preserving schemes with arbitrary order of accuracy for Hamiltonian PDEs. Such a novel strategy is based on the newly developed exponential scalar auxiliary variable (ESAV) approach that can remove the bounded-from-below restriction of nonlinear terms in the Hamiltonian functional and provides a totally explicit discretization of the auxiliary variable without computing extra inner products. So it is more effective and applicable than the traditional scalar auxiliary variable (SAV) approach. To achieve arbitrary high-order accuracy and energy preservation, we utilize symplectic Runge-Kutta methods for both solution variables and the auxiliary variable, where the values of the internal stages in nonlinear terms are explicitly derived via an extrapolation from numerical solutions already obtained in the preceding calculation. A prediction-correction strategy is proposed to further improve the accuracy. Fourier pseudo-spectral method is then employed to obtain fully discrete schemes. Compared with the SAV schemes, the solution variables and the auxiliary variable in these ESAV schemes are now decoupled. Moreover, when the linear terms have constant coefficients, the solution variables can be explicitly solved by using the fast Fourier transform. Numerical experiments are carried out for three Hamiltonian PDEs to demonstrate the efficiency and conservation of the ESAV schemes.

     

An integro-PDE model with variable motility

This paper is concerned with a nonlocal reaction–diffusion–mutation model. It involves the spatial variable and a trait variable which govern the spatial diffusion of species. By establishing comparison principle and constructing monotone iterative sequence, we have proved the existence of solution to Cauchy problem. Then, based on the quasi-elementary solution, auxiliary equation and method of successive improvement of upper and lower solutions, the solutions are shown to be unique, bounded and globally stable.