基于GARCH模型的石油价格变动模拟

石油是一种特殊的商品,是国家重要的战略物资,世界各国都十分重视其价格变动问题,因为油价变化会影响到各国经济发展,甚至国家安全。因此,本文采用GARCH模型,通过基于Gibbs抽样的MCMC方法分析了国际市场石油价格的分布特征,对石油价格波动的异方差特性进行描述和模拟,实证分析结果说明从石油价格波动序列峰度系数和平方价格波动序列自相关函数的描述来看,基于t分布的模型模拟效果优于基于正态分布的模型,这一结论反映了石油价格波动序列的分布特性。     

Volume Effect of Bound States in Quark-Gluon Plasma

Bound states, such as qq and q(q), may exist in quark-gluon plasma. As the system is at high density,the volume of the bound states may evoke a reduction in the phase space. We introduce an extended bag model to investigate qualitatively the volume effect on the properties of the system. We find a limit temperature where the bound states start to be completely melted.     

Rolling of a non-homogeneous ball over a sphere without slipping and twisting

Consider the problem of rolling a dynamically asymmetric balanced ball (the Chaplygin ball) over a sphere. Suppose that the contact point has zero velocity and the projection of the angular velocity to the normal vector of the sphere equals zero. This model of rolling differs from the classical one. It can be realized, in some approximation, if the ball is rubber coated and the sphere is absolutely rough. Recently, J. Koiller and K. Ehlers pointed out the measure and the Hamiltonian structure for this problem. Using this structure we construct an isomorphism between this problem and the problem of the motion of a point on a sphere in some potential field. The integrable cases are found.      

Mutual solubilities of hydrocarbons and water with the CPA EoS

The knowledge of hydrocarbon/water phase equilibria is important in the design and operation of equipment for petroleum transport and refining and petrochemical plants. The presence of water in a hydrocarbon mixture can affect the product quality and damage the operation equipment due to corrosion and formation of gas hydrates. Tracing the concentration of hydrocarbons in aqueous media is also important for technical purposes like preventing oil spills and for ecological concerns such as predicting the fate of these organic pollutants in the environment.     

Neutral Community Theory: How Stochasticity and Dispersal-Limitation Can Explain Species Coexistence

Neutral community theory explains biodiversity, i.e. the coexistence of several species, as the result of a stochastic balance between immigration and extinction on a local level, and between speciation and extinction on a regional level. The most popular model, presented by Hubbell in 2001, has seen many analytical developments in recent years, which can be used in model analysis, model testing and model comparison. We review these developments here, and present alternative derivations and shine previously unnoticed lights on them.     

Champ de vitesse dans un échangeur à vortex en régime turbulentHeat exchanger velocity field with turbulent inlet condition

We consider the isothermal flow through a cylindrical flat chamber, a model of some particular heat exchanger, for which LDV measurements and a numerical simulation have been performed. Experimental results show the establishment of an important vortex zone, the secondary flow extending all along the chamber radius. This observation leads to an expected significant increase of the fluid mixing. Results issued from the numerical simulation appear to be in close agreement with experimental data. Nevertheless, the k–ε model used here must be improved to obtain a better approach near the vortex centre. To cite this article: S. Petitot et al., C. R. Mecanique 330 (2002) 593–599.     

属性区间识别理论模型研究及其应用

根据程乾生教授创立的属性识别理论模型[1] ,提出了属性测度区间的概念 ,建立了属性区间识别理论模型 ,并在自然科学学术期刊质量评价中进行了应用 .     

长江堤防工程地质信息处理模型及技术方法

长江中下游的主要防洪工程是长江干堤 ,长江堤防线路长、工程浩大、堤基工程地质水文地质条件复杂 ,涉及大量的已有地质数据和资料。今后在整治加固堤防的工程地质勘察工作中 ,还需随时进行数据的收集、存储、检索、分析、统计和维护 ,随时调用这些数据进行综合处理、编制报告和图件 ;在防汛期间可以针对堤防险工险段的险情 ,随时查询和调用有关的资料、数据或者图件 ,提供采取抢险措施决策的地质依据。这既提高了地质数据的利用价值和利用率 ,又保证了信息的准确性、完整性和共享性。因此 ,建立合理的长江堤防工程地质信息处理模型及其成熟的技术方法具有重要的意义。     

基于重复测量数据的Poisson回归模型的偏大离差的Score检验

Poisson回归模型广泛应用于分析计数型数据 ,Dean&Lawless(1989)和Dean(1992 )讨论了非重复测量得到的计数型数据的偏大离差存在性的检验问题 .本文分别利用随机系数模型和对数非线性模型讨论了基于重复测量得到的计数型数据的偏大离差的检验问题 ,得到了检验的score统计量 .     

标准体系的比例型寿命使用期模型与分析

本文在基于标准被废除按比例进行时的标准体系使用期的两个新模型。首先给出了模型假设条件,然后定义了标准使用期。根据假设给出了两个模型条件下的标准使用期公式,最后通过数值示例说明了标准使用期的公式使用。