Nucleation of CO2-hydrate in a porous medium

Experiments designed to crystallize gas hydrate from dissolved CO₂ in natural porous media are used to study nucleation under varying thermodynamic conditions. We recover quantitative information from these experiments using a stochastic model for the nucleation process. Estimates of the model parameters are used to determine the average time for nucleation as a function of temperature and composition.     

Shear banding in reaction-diffusion models

Shear banding occurs in the flow of complex fluids: various types of shear thinning and shear thickening micelle solutions and liquid crystals. In order to cope with the strongly inhomogeneous interface between the bands, constitutive models used in standard rheology must be supplemented by non-local terms. This leads rather generally to non-linear partial differential equations of the reaction-diffusion type. We use this formalism in order to explain some observed experimental features and as a guide for future research in this field. Received: 17 May 1999/Accepted: 3 August 1999     

Selecting hidden Markov model state number with cross-validated likelihood

The problem of estimating the number of hidden states in a hidden Markov model is considered. Emphasis is placed on cross-validated likelihood criteria. Using cross-validation to assess the number of hidden states allows to circumvent the well-documented technical difficulties of the order identification problem in mixture models. Moreover, in a predictive perspective, it does not require that the sampling distribution belongs to one of the models in competition. However, computing cross-validated likelihood for hidden Markov models for which only one training sample is available, involves difficulties since the data are not independent. Two approaches are proposed to compute cross-validated likelihood for a hidden Markov model. The first one consists of using a deterministic half-sampling procedure, and the second one consists of an adaptation of the EM algorithm for hidden Markov models, to take into account randomly missing values induced by cross-validation. Numerical experiments on both simulated and real data sets compare different versions of cross-validated likelihood criterion and penalised likelihood criteria, including BIC and a penalised marginal likelihood criterion. Those numerical experiments highlight a promising behaviour of the deterministic half-sampling criterion.     

非合作n人投标报价服从N(μ,σ~2)分布时局中人投标报价策略的研究

推导了矩阵对策模型 ,对非合作 n人投标报价的分布进行 x2 检验。当非合作 n人投标报价服从N (μ,σ2 )分布时 ,根据参数区间公式 ,估计非合作 n人有效报价平均数的范围 ,局中人 最佳报价可根据矩阵对策模型来确定。该方法确定的报价与最佳标底的误差能控制在较小的范围内 ,适用于招标中合成标底的评标办法 ,对确定报价具有一定的实用价值。     

上海证券市场回报率分析——基于ARIMA模型和GARCH模型

本文分析中国上海证券市场回报率。分别通过APdMA模型和GARCH模型，发现若用APdMA模型分析和建立时间序列模型，一次自回归项是不够的，需要高次项，在大多数情形，若运用GARCH模型，则GARCH（1，1）就能够很好的拟合数据。     

一个捕捉与再捕捉模型的贝叶斯分析

本文在无信息先验和Jeffreys先验下 ,就捕捉与再捕捉试验和多次重复的捕捉与再捕捉试验两种情况 ,推导了封闭总体中个体总数N的贝叶斯点估计与区间估计 ,并计算了一个实例     

Extreme value distribution of a recursive-type detector in a linear model

We study a CUSUM–type monitoring scheme designed to sequentially detect changes in the regression parameter of an underlying linear model. The test statistic used is based on recursive residuals. Main aim of this paper is to derive the limiting extreme value distribution under the null hypothesis of structural stability. The model assumptions are flexible enough to include rather general classes of error sequences such as augmented GARCH(1,1) processes. The result is underlined by an illustrative simulation study. Research partially supported by NSF grants DMS–0604670 and DMS–065242.     

Study of adsorption processes of model drugs at supercritical conditions using partial least squares regression

The characterisation of adsorption or impregnation processes using conventional or supercritical fluid technologies becomes an increasing part of the research on drug formulations. The complexity of the relationships between these adsorption processes and the experimental variables potentially influencing them, however, makes these studies more problematic. In this paper, a chemometric approach based on nonlinear partial least squares (NL-PLS) modelling is applied to characterise the effect of the experimental variables on the supercritical impregnation process. Various adsorbent materials such as silica gel, zeolite and amberlite were investigated using the following model compounds as adsorbates: benzoic, salicylic and acetylsalicylic acids.     

Decomposition approach to model smart suspension struts

Model and simulation study is the starting point for engineering design and development, especially for developing vehicle control systems. This paper presents a methodology to build models for application of smart struts for vehicle suspension control development. The modeling approach is based on decomposition of the testing data. Per the strut functions, the data is dissected according to both control and physical variables. Then the data sets are characterized to represent different aspects of the strut working behaviors. Next different mathematical equations can be built and optimized to best fit the corresponding data sets, respectively. In this way, the model optimization can be facilitated in comparison to a traditional approach to find out a global optimum set of model parameters for a complicated nonlinear model from a series of testing data. Finally, two struts are introduced as examples for this modeling study: magneto-rheological (MR) dampers and compressible fluid (CF) based struts. The model validation shows that this methodology can truly capture macro-behaviors of these struts.     

石墨烯导热性能及其测试方法

石墨烯以其独特的结构和优异的性能引起人们广泛的关注。本文通过总结近期国内外石墨烯导热工作研究进展,梳理了石墨烯的导热机理,根据导热机理指出缺陷、基底、石墨烯边缘是影响石墨烯热导率的主要因素。综述了采用分子动力学及非平衡态格林函数方法进行石墨烯热导率模型计算的研究成果,并在模型的基础上,全面阐述了实验方面针对不同层数石墨烯热导率的测试方法及结果。