浑水中非均匀光场探测图像方法

分析了传统的水下观测和激光观测技术在能见度约为0.5~1.5 m的浑浊水域和0.2 m的特浑水域观测遇到的理论和技术上的局限性.叙述了一种非均匀光场集束光水下目标图像探测方法和系统，并在各种浑浊水质中进行其特性的试验.试验结果表明该系统基本上解决了浑浊水中的观测问题.     

Third-order extensions of Lo’s semiparametric bound for European call options

Computing semiparametric bounds for option prices is a widely studied pricing technique. In contrast to parametric pricing techniques, such as Monte-Carlo simulations, semiparametric pricing techniques do not require strong assumptions about the underlying asset price distribution. We extend classical results in this area. Specifically, we derive closed-form semiparametric bounds for the payoff of a European call option, given up to third-order moment (i.e., mean, variance, and skewness) information on the underlying asset price. We analyze how these bounds tighten the corresponding bounds, when only second-order moment (i.e., mean and variance) information is provided. We describe applications of these results in the context of option pricing; as well as in other areas such as inventory management, and actuarial science.     

Using phase-type models to cost stroke patient care across health,social and community services

Stroke disease places a heavy burden on society, incurring long periods of time in hospital and community care, and associated costs. Also stroke is a highly complex disease with diverse outcomes and multiple strategies for therapy and care. Previously a modeling framework has been developed which clusters patients into classes with respect to their length of stay (LOS) in hospital. Phase-type models were then used to describe patient flows for each cluster. Also multiple outcomes, such as discharge to normal residence, nursing home, or death can be permitted. We here add costs to this model and obtain the Moment Generating Function for the total cost of a system consisting of multiple transient phase-type classes with multiple absorbing states. This system represents different classes of patients in different hospital and community services states. Based on stroke patients’ data from the Belfast City Hospital, various scenarios are explored with a focus on comparing the cost of thrombolysis treatment under different regimes. The overall modeling framework characterizes the behavior of stroke patient populations, with a focus on integrated system-wide costing and planning, encompassing hospital and community services. Within this general framework we have developed models which take account of patient heterogeneity and multiple care options. Such complex strategies depend crucially on developing a deep engagement with the health care professionals and underpinning the models with detailed patient-specific data.     

Modeling sequence scrambling and related phenomena in mixed-model production lines

In this paper we examine the various effects that workstations and rework loops with identical parallel processors and stochastic processing times have on the performance of a mixed-model production line. Of particular interest are issues related to sequence scrambling. In many production systems (especially those operating on just-in-time or in-line vehicle sequencing principles), the sequence of orders is selected carefully to optimize line efficiency while taking into account various line balancing and product spacing constraints. However, this sequence is often altered due to stochastic factors during production. This leads to significant economic consequences, due to either the degraded performance of the production line, or the added cost of restoring the sequence (via the use of systems such as mix banks or automated storage and retrieval systems). We develop analytical formulas to quantify both the extent of sequence scrambling caused by a station of the production line, and the effects of this scrambling on downstream performance. We also develop a detailed Markov chain model to analyze related issues regarding line stoppages and throughput. We demonstrate the usefulness of our methods on a range of illustrative numerical examples, and discuss the implications from a managerial point of view.     

Operational theory and instrumental implementation of the thermal gradient programmed gas chromatography (TGPGC) mode of analysis

Thermal gradient programmed gas chromatography (TGPGC) separations involve the application of three-dimensional thermal field programming. The operational aspects associated with TGPGC are such that rapid GC analyses can be achieved for complex and broad-volatility-range samples using open tubular columns with high thermal compliance, physical compactness, and geometric conformity. Elapsed times for TGPGC analyses of complex samples have ranged from 50 to 300 s. The application of rapidly changing thermal fields (or temperature surfaces) in TGPGC is accomplished through the use of a column sheath assembly. Recent research has centered upon different column sheath assembly designs and instrumental implementation of the TGPGC mode of operation. The instrumental implementation of the TGPGC mode for conducting GC and GC-MS analyses places special demands upon the design and performance of numerous operational aspects of the system, e.g., the response-time characteristics associated with analyte detection and the analytical output signal handling capabilities.     

Tutorial review on validation of liquid chromatography–mass spectrometry methods: Part I

This is the part I of a tutorial review intending to give an overview of the state of the art of method validation in liquid chromatography mass spectrometry (LC–MS) and discuss specific issues that arise with MS (and MS/MS) detection in LC (as opposed to the “conventional” detectors). The Part I briefly introduces the principles of operation of LC–MS (emphasizing the aspects important from the validation point of view, in particular the ionization process and ionization suppression/enhancement); reviews the main validation guideline documents and discusses in detail the following performance parameters: selectivity/specificity/identity, ruggedness/robustness, limit of detection, limit of quantification, decision limit and detection capability. With every method performance characteristic its essence and terminology are addressed, the current status of treating it is reviewed and recommendations are given, how to determine it, specifically in the case of LC–MS methods.     

新解色谱现象

在客观分析色谱现象的基础上对色谱分离机理的传统解释提出了质疑和否定,并对色谱分离机理作出了新的解释。通过对色谱现象的研究和分析,不仅确定了一条流体运动的基本规律,还对固定相赋予了新的内涵,提出了能量场固定相的设想。由于对色谱分离原理进行了新的解释,因此对色谱现象提出了一个新的定义。     

Large deviation theory for a homogenized and “corrected” elliptic ODE

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a “pointwise” large deviation principle (LDP) for the full solution and approximate this LDP with a more tractable form. Applications to uncertainty quantification are considered.     

A sequential perspective on searching for static targets

We present a sequential approach to detect static targets with imperfect sensors, which range from tower-mounted cameras to satellites. The scenario is operationally relevant to many military, homeland security, search and rescue, environmental engineering, counter-narcotics, and law enforcement applications. The idea is to stop the search as soon as there is enough probabilistic evidence about the targets’ locations, given an operator-prescribed error tolerance, knowledge of the sensors’ parameters, and a sequence of detection signals from the sensors. By stopping the search as soon as possible, we promote efficiency by freeing up sensors and operators to perform other tasks. The model we develop has the added benefits of decreasing operator workload and providing negative information as a search progresses.     

我国上市公司财务状况的非线性主成分分析研究

文章通过对我国上市公司的财务指标进行综合分析 ,构建了我国上市公司财务状况综合分析的非线性主成分分析模型 ,并应用该模型对上市公司财务状况进行了合理的评价 .