Approximations of a Continuous Time Filter. Application to Optimal Allocation Problems in Finance

Abstract

In this article, we study a continuous time optimal filter and its various numerical approximations. This filter arises in an optimal allocation problem in the particular context of a non-stationary economy. We analyse the rates of convergence of the approximations of the filter when the model is misspecified and when the observations can only be made at discrete times. We give bounds that are uniform in time. Numerical results are presented.     

Development and application of Halanay-type theory: Evolutionary differential and difference equations with time lag

We consider extensions, developments and modifications of a result due to Halanay, and the application of “Halanay-type inequalities” in the analysis and numerics of retarded functional-differential equations, difference equations, and retarded functional-difference equations. Our emphasis is on the variety, structure and development, and future development, of Halanay-type results and their applications. We classify and present novel results of Halanay type (linear and non-linear, discrete, semi-discrete, and continuous) and establish their relevance to delay-differential equations, discretized analogues (we consider ?-methods), and difference equations. A rôle for such results in stability and contractivity analysis is made apparent.     

Newton's method for linear complementarity problems

This paper presents an iterative, Newton-type method for solving a class of linear complementarity problems. This class was discovered by Mangasarian who had established that these problems can be solved as linear programs. Cottle and Pang characterized solutions of the problems in terms of least elements of certain polyhedral sets. The algorithms developed in this paper are shown to converge to the least element solutions. Some applications and computational results are also discussed.     

负泊松比材料研究进展

介绍了近年来材料科学的一大热点——负泊松比材料的研究概况，通过讨论负泊松比材料的微观结构与形变机理，阐述了该材料所具有的特殊物理机械性能，并通过与普通材料的性能的比较，指出了此类材料所具有的巨大应用前景和实用价值。     

A review of direct liquid introduction interfacing for LC/MS Part II: Mass spectrometry and applications

Summary The coupling liquid chromatography and mass spectrometry is still growing in popularity. Direct liquid introduction has become one of the most important interfaces in LC/MS coupling. The various aspects of the interface have been investigated by several groups. This paper is the second part of a review of the developments in direct liquid introduction. Instrumental aspects of direct liquid introduction interfacing were discussed in the first part. This part will deal with the mass spectrometric aspects, i.e. chemical ionization and the influence of the various experimental conditions on the spectra. The applications of direct liquid introduction will also be reviewed briefly.     

荧光微球的制备技术及其应用进展

荧光微球作为一类特殊的功能微球,以其稳定的形态结构、窄的粒径分布、好的单分散性和高效的发光效率,吸引了国内外研究者广泛的关注,且在许多领域尤其是生物医学领域有很重要的应用.但是就其发展情况来看,还是远远不够的.尤其是在我国,目前应用的荧光微球基本上依赖进口,因此,如能使荧光微球国产化,将对我国生物医学等领域的发展具有重要的意义.本文主要对荧光微球的定义、分类、制备技术及其应用进行了综述,并对荧光微球的研究及应用前景进行了展望.     

Existence and Uniqueness for a Linear Mixed Variational Inequality Arising in Electrical Circuits with Transistors

The main object of this paper is to present an existence and uniqueness result for a class of variational inequalities which is of particular interest to study electrical circuits involving devices like transistors.     

Iodine-mediated one-pot synthesis of C-3 acylated indolizines from pyridines,aryl methyl ketones and acrylate derivatives

An I₂/CuI-promoted multi-component reaction from pyridines, aryl methyl ketones and electron deficient acrylates has been accomplished in a “one-pot” manner, which provides a straightforward and efficient access to C-3 acylated indolizines. The key intermediate of N-ylides is hypothesized to be generated in situ from pyridines and (hetero)aryl methyl ketones in the presence of iodine. This method has been applied in the synthesis of two molecules with anticonvulsant and anti-inflammatory activities.     

中国原子光谱技术及应用发展近况

原子光谱（atomic spectrometry,AS）技术作为分析领域一个重要的组成部分,是尖端科学快速发展的助推器。随着国家对高新技术的愈加重视,国内的分析检测技术也在飞速发展,原子光谱技术作的发展则成为了极其重要的推动力。对中国原子光谱近4年（2015年-2018年）的研究成果与应用进展做了一个综述,内容主要分为六大部分：原子发射光谱（atomic emission spectrometry, AES）包括电感耦合等离子体发射光谱（inductively coupled plasma optical emission spectrometry, ICP-OES）,辉光放电发射光谱（glow discharge optical emission spectrometry, GD-OES）,介质阻挡放电发射光谱（dielectric barrier discharge optical emission spectrometry, DBD-OES）和激光诱导击穿光谱（laser induced breakdown spectrometry, LIBS）;原子吸收光谱（atomic absorption spectrometry, AAS）包括火焰原子化吸收光谱（flame atomic absorption spectrometry, FAAS）,石墨炉原子化吸收光谱（graphite furnace atomic absorption spectrometry, GFAAS）和氢化物发生原子吸收光谱（hydride generation atomic absorption spectrometry, HGAAS）;原子荧光光谱（atomic fluorescence spectrometry, AFS）;X射线荧光光谱（X-ray fluorescence spectrometry, XRF）;元素质谱（elemental mass spectrometry, EMS）包括电感耦合等离子体质谱（inductively coupled plasma mass spectrometry, ICP-MS）,辉光放电质谱（glow discharge mass spectrometry, GDMS）,激光电离源质谱（laser ionization mass spectrometry, LIMS）和原子探针层析成像（atom probe tomography, APT）;原子光谱分析的联用技术。主要关注了各个技术及各种联用技术在仪器设备、检测方法、检测性能上的突破和创新,并简要介绍它们在电子、冶金、地质、环境、制药、食品、生命科学等多种领域中的应用。     

Predicting mobility performance of a small,lightweight track system using the computer-aided method NTVPM

This paper describes the results of a study of applying the physics-based, computer-aided method – the Nepean Tracked Vehicle Performance Model (NTVPM), originally developed for evaluating the mobility of large, heavy tracked vehicles, to predicting the performance of a small, lightweight track system on sandy soil. The objective is to examine the applicability of NTVPM to predicting the cross-country performance of small, lightweight tracked vehicles on deformable terrain. The performance of the track system predicted by NTVPM is compared with experimental data obtained in a laboratory soil bin by the Robotic Mobility Group, Massachusetts Institute of Technology. It is shown that the correlation between the tractive performance predicted by NTVPM and that measured is reasonably close, as indicated by the values of the coefficient of correlation, coefficient of determination, root mean squared deviation, and coefficient of variation. The results of this study provide evidence for supporting the view that physics-based methods, such as NTVPM, that are developed on the understanding of the physical nature and detailed analysis of vehicle–terrain interaction, are applicable to large, heavy, as well as small, lightweight vehicles, provided that appropriate terrain data are used as input.