马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

THE COUPLING OF NATURAL BOUNDARY ELEMENT AND FINITE ELEMENT METHOD FOR 2D HYPERBOLIC EQUATIONS

In this paper, we investigate the coupling of natural boundary element and finite element methods of exterior initial boundary value problems for hyperbolic equations. The governing equation is first discretized in time, leading to a time-step scheme, where an exterior elliptic problem has to be solved in each time step. Second, a circular artificial boundary FR consisting of a circle of radius R is introduced, the original problem in an unbounded domain is transformed into the nonlocal boundary value problem in abounded subdomain. And the natural integral equation and the Poisson integral formula are obtained in the infinite domainΩ2 outside circle of radius R. The coupled variational formulation is given. Only the function itself, not its normal derivative at artificial boundary ΓR, appears in the variational equation, so that the unknown numbers are reducedand the boundary element stiffness matrix has a few different elements. Such a coupled method is superior to the one based on direct boundary element method. This paper discusses finite element discretization for variational problem and its corresponding numerical technique, and the convergence for the numerical solutions. Finally, the numerical example is presented to illustrate feasibility and efficiency of this method.     

基于改进的语音参数提取的线性预测

根据语音发生基本原理和线性预测编码原理，针对自相关法需要加窗从而降低了解的精度，而协方差法不能保证保证解所重构出系统的稳定性的特点，提出了一种改进的Cholesky分解的方法求解协方差方程组以产生声道模型参数的方法，实践证明，这种方法既保证了系统的稳定性，又提高了解的精度。     

求解非线性规划问题的光滑路径跟踪方法

通过对非线性规划问题的K-T点的光滑路径跟踪方法研究，得出一种针对于既有不等式约束条件又有等式约束条件的优化问题光滑路径跟踪方法，证明了光滑跟踪路径的存在性。     

Duffing-van der Pol振子随机分岔的全局分析

应用广义胞映射方法研究了参激和外激共同作用的Duffing-van der Pol振子的随机分岔.以 系统参数通过某一临界值时，如果系统的随机吸引子或随机鞍的形态发生突然变化，则认为 系统发生随机分岔为定义，分析了参激强度和外激强度的变化对于随机分岔的影响.揭示了 随机分岔的发生主要是由于系统的随机吸引子与系统的随机鞍碰撞产生的.分析表明，广义 胞映射方法是分析随机分岔的有力工具，这种全局分析方法可以清晰地给出随机分岔的发生 和发展. 关键词： 随机分岔 全局分析 广义胞映射方法 随机吸引子 随机鞍     

HL-2A装置等离子体可见光成像系统

为了配合HL-2A装置的工程联调和首次等离子体放电，需要一种可靠和直观的诊断手段，以确认产生了所谓的“First plasma”(初始等离子体)放电。为此我们研制了一套新的诊断系统，即等离子体可见光成像。等离子体成像是近年来发展起来的一项先进诊断手段。目前在托卡马克装置上广泛采用。     

Elimination of Spiral Waves and Competition between Travelling Wave Impulses and Spiral Waves

The interaction between travelling wave impulses and spiral waves is studied and the results of their competition are related to the exciting period. From the results, it is known that the formation and development of spiral waves in cardiac tissue depend on the period by which the travelling wave impulses are excited. A method is proposed to eliminate spiral waves, which is easily operated.     

例说“特殊”情形的特殊价值

存在于数学知识中的“特殊”情形,例如数学知识中一些特殊的存在形式、特殊的表达方式,某些定理或性质存在的一些特殊条件以及解决问题过程中的一些特殊方法等等,在学生的数学学习中都起到了重要的教育作用,不少“特殊”甚至还是理解数学知识,乃至最终解决问题的关键所在.1. 数学认识过程的切入点我们可以看到,在数学学习中,一个概念的产生、某一规律的形成,经常是从一些特殊的情形开始,通过分析、归纳、猜想与演绎等各种方法得到完成的,这是数学重要的思想方法———归纳推理,著名数学家高斯就曾说过,他的许多结论都是依赖归纳法而发现…     

基于增广Lagrange函数的RQP方法

Recursive quadratic programming is a family of techniques developd by Bartholomew-Biggs and other authors for solving nonlinear programming problems.This paperdescribes a new method for constrained optimization which obtains its search di-rections from a quadratic programming subproblem based on the well-known aug-mented Lagrangian function.It avoids the penalty parameter to tend to infinity.We employ the Fletcher‘s exact penalty function as a merit function and the use of an approximate directional derivative of the function that avoids the need toevaluate the second order derivatives of the problem functions.We prove that thealgorithm possesses global and superlinear convergence properties.At the sametime, numerical results are reported.