一类利用回归关系的计量指标抽样方案

在产品质量判定的抽样检验问题中,当目标指标需用破坏性试验才能得其值时,更为常用的是用非破坏性试验可得量值的协变指标量来预报它。但在产品抽样验收问题上,未能形成理论较为严密的方法,这是由于预报误差这个关键问题的处理尚未解决得好,即给不出抽样方案的功效计算的正确或是近似性较好的公式。本文通过建立合理的数学模型,把对目标指标的质量要求化为对协变指标量的统计要求,从而利用两者的回归关系,结合两种复杂的抽样方案,给出功效函数的计算公式和计算方法,并进行了分析。     

致密微孔壁绝热冷却效果研究

本文采用经热电偶标定的红外热像表面温度测量技术,实验研究了吹风比M(M=0．30-1．59)对致密微孔壁热侧壁面上绝热冷却效果ηaw的影响,并与数值模拟结果进行了比较。实验与数值模拟的结果都表明:与常规气膜冷却在M≥1．0时ηaw随着M增大而减小的现象不同,致密微孔壁的ηaw随着M增大逐渐增加的,但随着M的增大,ηaw增加的幅度越来越小。在相同的吹风比M下,致密微孔壁的绝热冷却效果ηaw明显高于常规气膜冷却的ηaw。     

A joint measurement of efficiency and effectiveness for non-storable commodities: Integrated data envelopment analysis approaches

Efficiency and effectiveness for non-storable commodities represent two distinct dimensions and a joint measurement of both is necessary to fully capture the overall performance. This paper proposes two novel integrated data envelopment analysis (IDEA) approaches, the integrated Charnes, Cooper and Rhodes (ICCR) and integrated Banker, Charnes and Cooper (IBCC) models, to jointly analyze the overall performance of non-storable commodities under constant and variable returns to scale technologies. The core logic of the proposed models is simultaneously determining the virtual multipliers associated with inputs, outputs, and consumption by additive specifications for technical efficiency and service effectiveness terms with equal weights. We show that both ICCR and IBCC models possess the essential properties of rationality, uniqueness, and benchmarking power. A case analysis also demonstrates that the proposed novel IDEA approaches have higher benchmarking power than the conventional separate DEA approaches. More generalized specifications of IDEA models with unequal weights are also elaborated.     

Expected gain–loss pricing and hedging of contingent claims in incomplete markets by linear programming

We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a “λ gain–loss ratio opportunity”. Pricing results somewhat different from, but reminiscent of, the arbitrage pricing theorems of mathematical finance are obtained. Our analysis provides tighter price bounds on the contingent claim in an incomplete market, which may converge to a unique price for a specific value of a gain–loss preference parameter imposed by the market while the hedging policies may be different for different sides of the same trade. The results are obtained in the simpler framework of stochastic linear programming in a multi-period setting, and have the appealing feature of being very simple to derive and to articulate even for the non-specialist. They also extend to markets with transaction costs.     

Risk minimizing hedging for a partially observed high frequency data model

Risk-minimizing hedging strategies for contingent claims are studied in a general model for intraday stock price movements in the case of partial information. The dynamics of the risky asset price is described throught a marked point process Y, whose local characteristics depend on some unobservable hidden state variable X. In the model presented the processes Y and X may have common jump times, which means that the trading activity may affect the law of X and could be also related to the presence of catastrophic events. The hedger is restricted to observing past asset prices. Thus, we are in presence not only of an incomplete market situation but also of partial information. Considering the case where the price of the risky asset is modeled directly under a martingale measure, the computation of the risk-minimizing hedging strategy under this partial information is obtained by using a projection result (M. Schweizer, Risk minimizing hedging strategies under restricted information, Mathematical Finance 4 (1994) 327–342). This approach leads to a filtering problem with marked point process observations whose solution, obtained via the Kushner-Stratonovich equation, allows us to provide a complete solution to the heding problem.     

大学生就业扶持政策的有效性分析及改进:基于DEA方法的实证分析

鉴于数据包络分析(DEA)方法在评价多输入、多输出系统相对有效性方面所具有的优越性,基于DEA方法构建了C2R模型及相应投影分析模型和评价指标体系,对1999-2008年中国所实行的大学生就业扶持政策的有效性进行了评价分析,实证分析结果表明1999-2002年的大学生就业扶持政策在促进和解决大学生就业方面的效果显著,而2003年以后的大学生就业扶持政策在解决大学生就业问题上存在明显的效率损失,且政策效果逐年下降.为了提高大学生就业扶持政策的实施效果,就业扶持政策在未来的改进重点应着力从财政补贴、高等教育经费投入和贷款补助等政策内容入手,并提高政策的执行力度.     

A numerical study of rotation effects on jets effusing from inclined holes into a cross-flow

In this work, the complexity of the flow field arising from the impact of the interaction of coolant jets with a hot cross-flow under rotation conditions was numerically simulated using large eddy simulation with artificial inflow boundary condition. The finite-volume method and the unsteady PISO (Pressure Implicit with Splitting of Operators) algorithm were applied on a non-uniform staggered grid. The simulations were performed for four different values of rotation number (Ro) of 0.0, 0.03021, 0.06042, and 0.12084, a jet Reynolds number of 4700, based on the hole width and the jet exit velocity. The air jet was injected at 30° and 90° in the streamwise direction with a density ratio of 1.04 and a velocity ratio of 0.5. The flow fields of the present study were compared with experimental data in order to validate the reliability of the LES technique. It was shown that the rotation has a strong impact on the jet trajectory behaviour and the film cooling effectiveness. The film trajectory always inclines centrifugally. Under rotating conditions, the film trajectory departs from the centreline to the left boundary. The deflection becomes greater as Ro increases. Furthermore, it was also found that the injection angle has a strong impact on separation and reattachment behaviour as well as the strength of the penetration into the cross-flow. As it increases, the distribution of the film cooling downstream the jet exit is more non-uniform and the film cooling effectiveness level slightly decreases.     

装有电路板孔阵矩形腔对快上升前沿电磁脉冲的屏蔽效能

 介绍了快上升前沿电磁脉冲的特性,用传输线法分析了孔阵矩形腔屏蔽效能的基本原理。将基本公式作进一步修正,使其能计算矩形腔内装有印刷电路板（PCB）的情形。对修正的传输线模型计算公式进行了扩展,使之能计算任意极化方向时的情况。计算和仿真结果表明: 当频率低于主谐振频率时,测量点离孔阵越近,屏蔽效能越差,同时低频段的屏蔽效能比高频段的要好;孔阵的屏蔽效能比相同面积单孔的要好;装有PCB腔体的屏蔽效能比空腔的要好,这在谐振区域内尤为突出;PCB板尺寸越大,屏蔽效能越好;屏蔽效能随极化角度的递增而增加;屏蔽体越小,屏蔽效果越好。     

Electromagnetic interference shielding effectiveness and microwave absorption properties of thermoplastic polyurethane/montmorillonite‐polypyrrole nanocomposites

In this work, thermoplastic polyurethane‐filled montmorillonite‐polypyrrole (TPU/Mt‐PPy) was prepared through melt mixing process for using in electromagnetic shielding applications. The effect of conducting filler content and type, sample thickness, and X‐band frequency range on the electromagnetic interference shielding effectiveness (EMI SE) and EMI attenuation mechanism was investigated. A comparative study of electrical and microwave absorption properties of TPU/Mt‐PPy nanocomposites and TPU/PPy blends was also reported. The total EMI SE average and electrical conductivity of all Mt‐PPy.Cl or Mt‐PPy.DBSA nanocomposites are higher than those found for TPU/PPy.Cl and TPU/PPy.DBSA blends. This behavior was attributed to the higher aspect ratio and better dispersion of the nanostructured Mt‐PPy when compared with neat PPy. Moreover, the presence of Mt‐PPy into TPU matrix increases absorption loss (SE_A) mechanism, contributing to increase EMI SE. The total EMI SE values of nanocomposites containing 30 wt% of Mt‐PPy.DBSA with 2 and 5 mm thickness were approximately 16.6 and approximately 36.5 dB, respectively, corresponding to the total EMI of 98% (75% by absorption) and 99.9% (88% by absorption). These results highlight that the nanocomposites studied are promising materials for electromagnetic shielding applications.     

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.