Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

FJZ-250型高速分幅相机时间测量不确定度分析

FJZ-250型高速转镜分幅相机因转镜速度的不可重复性，光机结构的构造原理和控制系统各路高压触发时间的漂移，导致了时间测量的不确定度。为此，须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果，则相机的时间测量合成小确定度将达1％，对名义周期值和名义幅间间隔时间值进行修正后，则可降至0.3％。     

Equilibrium Shapes of Pressure Vessel Domes in Asymmetric Winding

Errors in the programs of winding pressure vessels can lead to an asymmetric reinforcement structure, which affects the equilibrium shape of their domes and the tension in the left and right families of filaments. In this paper, equations determining the equilibrium shape of the domes, the tension in filaments, and the shear stresses between layers are obtained. Examples with winding trajectories in the form of geodesics and constant-deviation lines are considered. It is found that, for pressure vessels, in the absence of external torque, the tension levels in filaments of the left and right families differ considerably. It is also revealed that, for actual friction coefficients in winding, the shear stresses taken up by the binder are insignificant. __________ Translated from Mekhanika Kompozitnykh Materialov, Vol. 41, No. 6, pp. 743–752, November–December, 2005.     

Crystallization and morphology of poly(vinylidene fluoride)/poly(3‐hydroxybutyrate) blends. I. Spherulitic morphology and growth by polarized microscopy

The development of the poly(3‐hydroxybutyrate) (PHB) morphology in the presence of already existent poly(vinylidene fluoride) (PVDF) spherulites was studied by two‐stage solidification with two separate crystallization temperatures. PVDF formed irregular dendrites at lower temperatures and regular, banded spherulites at elevated temperatures. The transition temperature of the spherulitic morphology from dendrites to regular, banded spherulites increased with increasing PVDF content. A remarkable amount of PHB was included in the PVDF dendrites, whereas PHB was rejected into the remaining melt from the banded spherulites. When PVDF crystallized as banded spherulites, PHB could consequently crystallize only around them, if at all. In contrast, PHB crystallized with a common growth front, starting from a defined site in the interfibrillar regions of volume‐filling PVDF dendrites. It formed by itself dendritic spherulites that included a large number of PVDF spherulites. For blends with a PHB content of more than 80 wt %, for which the PVDF dendrites were not volume‐filling, PHB first formed regular spherulites. Their growth started from outside the PVDF dendrites but could later interpenetrate them, and this made their own morphology dendritic. These PHB spherulites melted stepwise because the lamellae inside the PVDF dendrites melted at a lower temperature than those from outside. This reflected the regularity of the two fractions of the lamellae because that of those inside the dendrites of PVDF was controlled by the intraspherulitic order of PVDF, whereas that from outside was only controlled by the temperature and the melt composition. The described morphologies developed without mutual nucleating efficiency of the components. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 873–882, 2003     

乌桕类可可脂结晶过程中表现体积变化

为了解乌桕类可可脂(CTCBE)缓冷结晶横向胀罐爆裂原因，研究CTCBE结晶过程中的膨胀特性，采用流体静力法测试了不同等温结晶条件下CTCBE结晶形成的表观密度和表观体积及其横纵向膨胀状况。结果表明，CTCBE缓冷结晶后形成外部和中部两个晶区。在5-25℃的各等温结晶范围内，当结晶温度增加时，外部结晶区域减小、表观密度变化不大；中部结晶区域增大、表观密度明显减小，CTCBE的表观体积、横向、纵向膨胀率均增大，膨胀横向大于纵向。进一步表明CTCBE在自然缓冷固化的表观体积根本上由其结晶温度决定。为有效防止横向胀罐，自然缓冷固化温度应低于10℃。     

Effect of short glass fiber on structure and viscoelastic behavior of olefinic polymers synthesized with metallocene catalyst

Several composites were prepared on the basis of an ethylene homopolymer and different copolymers of ethylene and 1‐hexene, synthesized with a metallocene catalyst, as matrices and a content of a 5 wt % of short glass fiber. The effect of the fiber incorporation on the structure and mechanical and viscoelastic behaviors was analyzed for the different samples. The glass fibers induced a slightly higher crystallinity, and the crystallite morphology significantly changed (long spacings and crystal orientation). The incorporation of fibers did not reinforce the different matrices under study at this low content; consequently, the mechanical parameters, such as Young's modulus, yielding stress, and microhardness, were lower in the composites as compared with those values found in the neat polyolefins. The location and apparent activation energies of distinct relaxation processes are also discussed. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1244–1255, 2003     

A differential scanning calorimetry method to determine the isothermal crystallization kinetics of cocoa butter

This research aimed to reduce the variability on the data obtained from differential scanning calorimetric (DSC) analysis of the isothermal crystallization kinetics of cocoa butter.

To enable transformation of the DSC crystallization peak to a sigmoid crystallization curve, the DSC peak area has to be integrated. Usually, the start and end points of the crystallization peak are determined visually. The result of this visual determination appeared to be very much dependent on the operator, but also differed considerably when the same operator performed the integration several times. By proposing an objective calculation algorithm to determine the start and end points of integration, the variability caused by the operator during the integration procedure could be eliminated. Furthermore, sample preparation and the DSC heating protocol to melt the sample prior to crystallization were studied. Three heating protocols (65 °C for 15 min, 65 °C for 30 min and 80 °C for 15 min) were compared and it was shown that holding at 65 °C for 15 min was sufficient to eliminate any influence of sample history. Two different sample preparation procedures were compared and it appeared that a change in sample preparation procedure had a significant influence on the measured crystallization process. It is thus important to keep this method constant to eliminate the variability caused by it.     

Large scale petroleum reservoir simulation and parallel preconditioning algorithms research

Solving large scale linear systems efficiently plays an important role in a petroleum reservoir simulator, and the key part is how to choose an effective parallel preconditioner. Properly choosing a good preconditioner has been beyond the pure algebraic field. An integrated preconditioner should include such components as physical background, characteristics of PDE mathematical model, nonlinear solving method, linear     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

190区超形变核中转动带的组态结构

通过系统研究A～190区超形变核中转动带的转动惯量、角动量顺排、旋称分裂随转动频率的变化规律, 结合我们用处理对力的粒子数守恒方法的计算结果, 对A～190区所有转动带的组态结构给出了一个整体的描述. 绝大多数超形变带都建立在强耦合轨道上, 例如中子[512]5/2, [624]9/2. 少数超形变带则建立在高j闯入轨道上, 即中子[761]3/2, [752]5/2. 根据我们提出的组态结构所进行的理论计算结果表明, A～190区所有转动带的一般行为、反常变化和带交叉都得到了满意的解释.