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41.
Jeannette H. C. Woerner 《商业与工业应用随机模型》2005,21(1):27-44
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. 相似文献
42.
FJZ-250型高速分幅相机时间测量不确定度分析 总被引:2,自引:1,他引:1
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%。 相似文献
43.
S. V. Semikolenov K. A. Dubkov E. V. Starokon' D. E. Babushkin G. I. Panov 《Russian Chemical Bulletin》2005,54(4):948-956
The kinetics and mechanism of noncatalytic liquid-phase oxidation of but-1-ene and but-2-ene with nitrous oxide in a benzene
solution in the temperature range from 180 to 240°C were studied. Oxidation proceeds via the 1,3-dipolar cycloaddition mechanism to form carbonyl compounds. Both of these reactions occur with close rates and activation
energies and have the first orders with respect to the alkene and N2O. A considerable fraction (39%) of but-1-ene involved in oxidation undergoes cleavage at the double bond yielding propanal
and an equivalent amount of methylene, the latter producing ethylcyclopropane and cycloheptatriene. The oxidation of but-2-ene
proceeds with a minimum bond cleavage and affords methyl ethyl ketone with 84% selectivity. Regularities of the oxidation
of terminal and internal alkenes C2—C8 with nitrous oxide were analyzed using the previously published data.
__________
Published in Russian in Izvestiya Akademii Nauk. Seriya Khimicheskaya, No. 4, pp. 925–933, April, 2005. 相似文献
44.
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 相似文献
45.
ZHANG LUMING 《应用数学学报》2005,(1)
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. 相似文献
46.
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. 相似文献
47.
本文提出从高分辨电子显微像中,利用光学、全息和部分相干等方法,提取传递函数,制作相位和振幅滤波器,实现解卷,提高高分辨电子显微像的分辨率. 相似文献
48.
A synthetic form of the mineral hewettite was prepared via a new route in aqueous medium, starting either from the crystalline compound Li1.1V3O8, or from its amorphous precursor. The anhydrous, crystalline derivative Ca0.5V3O8 was obtained by heating the synthetic hewettite at 250°C under dynamic vacuum. The diffraction studies show that the 2D structure of Ca0.5V3O8 involves the same V3O8 layers as in the hewettite or in Li1+αV3O8. The stacking of the layers is similar to that in the metahewettite. A structural model is proposed, where the Ca2+ ions occupy octahedral sites in the interlayer space. The electrochemical behavior of Ca0.5V3O8 vs. lithium insertion is presented. It is original and reveals particularly good performances in terms of stability during cycling at C/5 rate. The homologues obtained with Mg or Ba, instead of Ca, are briefly presented. 相似文献
49.
Jenn‐Long Liu 《国际流体数值方法杂志》2004,44(12):1299-1315
This paper presents a relaxation algorithm, which is based on the overset grid technology, an unsteady three‐dimensional Navier–Stokes flow solver, and an inner‐ and outer‐relaxation method, for simulation of the unsteady flows of moving high‐speed trains. The flow solutions on the overlapped grids can be accurately updated by introducing a grid tracking technique and the inner‐ and outer‐relaxation method. To evaluate the capability and solution accuracy of the present algorithm, the computational static pressure distribution of a single stationary TGV high‐speed train inside a long tunnel is investigated numerically, and is compared with the experimental data from low‐speed wind tunnel test. Further, the unsteady flows of two TGV high‐speed trains passing by each other inside a long tunnel and at the tunnel entrance are simulated. A series of time histories of pressure distributions and aerodynamic loads acting on the train and tunnel surfaces are depicted for detailed discussions. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
50.
This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献