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11.
马科维兹资产组合选择模型的旋转算法 总被引:2,自引:0,他引:2
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。 相似文献
12.
提出一种单光子探测器量子效率的绝对自身标定方案,利用光参量下转换过程中产生的光子对在时间上的相关性,先将参量光束分为两路,然后引入相对延时,使同时产生的孪生光子先后进入单光子探测器,然后将探测器之后的电路分为三路,其中一路直接进入计数器得到探测器所探测到的光子的总计数率,另两路用电路方法引入和光路相当的相对延时,经符合电路后进入计数器,得到前后到达探测器的光子对之间的符合计数率.这样,从符合计数率与总光子计数率之比即可在不需要任何其他探测器或者参照标准的情况下获得探测器的量子效率.文中给出两种方案,分别适 相似文献
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T. Beda 《Journal of Polymer Science.Polymer Physics》2007,45(13):1713-1732
A constitutive phenomenological model completing the Gent‐Thomas concept is carried out to formulate laws governing the hyperelastic behavior of incompressible rubber materials. It is shown that the phenomenological Gent‐Thomas model (1958) and the constrained chain model (1992) give similar precise results at small to moderate deformation. On the other hand, comparisons of the outcome of the proposed model with that of the molecular model from the combined concepts of Flory‐Erman and Boyce‐Arruda (2000), and with those of the phenomenological models of Ogden (1982), Yeoh‐Fleming (1997), Pucci‐Saccomandi (2002) and Beda (2005) are made. Residual inconveniences raised by attractive continuum models in rubber elasticity literature have been successfully overcome. Results from both the statistical and phenomenological mechanics concepts are compared with the data of some useful classical materials (rubbers of Treloar, Rivlin‐Saunders, Pak‐Flory and Yeoh‐Fleming). The results permit one to see salient equivalence of the two theories for a more reliable prediction of stress‐stretch response for all states of any mode of deformation. A complete and exhaustive analysis of the Mooney plot that combines small and very large extension‐compression has been quite essential in assessing the validity of models. A method of identification of material parameters is presented and data of the simple tension suffice for the determination of the parameter values. It is shown that the ordinary identification procedures, such as the usual least squares, a very much used numerical method in materials investigation, can be unsuitable in some cases of hyperelastic modeling. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 1713–1732, 2007 相似文献
15.
In this note we show that many classes of global optimization problems can be treated most satisfactorily by classical optimization theory and conventional algorithms. We focus on the class of problems involving the minimization of the product of several convex functions on a convex set which was studied recently by Kunoet al. [3]. It is shown that these problems are typical composite concave programming problems and thus can be handled elegantly by c-programming [4]–[8] and its techniques. 相似文献
16.
An efficient synthesis approach is developed which permits thecalculation of the steady-state frequency response of an assembly whichis comprised of linear components and nonlinear joints. Receptancematrices are used to characterize the linear components, which permitscondensation of the system to just the joint degrees-of-freedom.Furthermore, the calculated nonlinear joint forces are then used tostudy the power flow in the assembly, as well as detailed dynamicbehavior within the components. Integrated into the technique is acontinuation scheme which permits efficient parametric studies. 相似文献
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Auguet C. Martorell F. Moll F. Torra V: 《Journal of Thermal Analysis and Calorimetry》2002,70(1):277-290
The miniaturized calorimetric devices furnish a reduced working flat surface and permits measurements with extremely low-mass
quantities. The experimental sensitivity shows relevant position dependence with x-y surface coordinates and with z-distance. The device identification is realized via a 2-D model based in Fourier general equation.
Using the Marquardt method the experimental flat surface device can be identified and the fitted parameters used to simulate
the behavior of the experimental system. From the model, the effects of several dissipation configurations can be evaluated.
Also, via the RC-analogy, a way to 3-D experimental devices is roughly described.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
19.
微微秒自动调谐参量激光的研究 总被引:3,自引:3,他引:0
采用一对MgO:LiNbO_3角度调谐覆盖了红近外波段0.7~2.2μm,并配以自动波长扫描。文中分析了影响脉冲宽度与线宽的因素,与实验结果相吻合。脉宽<30ps,线宽~1nm(简并波长附近~10nm),单脉冲峰功率达MW级,参量光总能量转换效率达5.4%。 相似文献
20.
A systematic study of the upper semicontinuity and the lower semicontinuity of the solution map in parametric affine variational
inequalities is given in this paper. Several examples are constructed to analyze the results.
This work was supported by Korea Research Foundation Grant (KRF 2001-015-DP0049), the APEC Postdoctoral Fellowships Program,
and the KOSEF Brain Pool Program. 相似文献