A moving particle semi‐implicit method for free surface flow: Improvement in inter‐particle force stabilization and consistency restoring

The moving particle semi‐implicit (MPS) method has been widely applied in free surface flows. However, the implementation of MPS remains limited because of compressive instability occurred when the particles are under compressive stress states. This study proposed an inter‐particle force stabilization and consistency restoring MPS (IFS‐CR‐MPS) method to overcome this numerical instability. For inter‐particle force stabilization, a hyperbolic‐shaped quintic kernel function is developed with a non‐negative and smooth second order derivative to satisfy the stability criterion under compressive stress state. Then, a contrastive study is conducted on the contradiction between the common understanding of the conventional MPS hyperbolic‐shaped kernel function and its performance. The result shows that the conventional MPS hyperbolic‐shaped kernel function can easily cause violent repulsive inter‐particle force and then lead to the compressive instability. Therefore, the first order derivative of the modified hyperbolic‐shaped quintic kernel function is recommended as the form of the contribution of the neighbor particles to achieve a more stable inter‐particle repulsive force. For consistency restoring, the Taylor series expansion and the hyperbolic‐shaped quintic kernel are combined to improve the accuracy of the viscosity and pressure calculation. The IFS‐CR‐MPS algorithm is subsequently verified by the inviscid hydrostatic pressure, jet impacting, and viscous droplet impacting problems. These results can be used for choosing kernel function and the contribution of neighbor particles in particle methods. Copyright © 2016 John Wiley & Sons, Ltd.     

On the Relative Gain Array (RGA) with singular and rectangular matrices

This paper identifies a significant deficiency in the literature on the application of the Relative Gain Array (RGA) formalism in the case of singular matrices. Specifically, it is shown that the conventional use of the Moore–Penrose pseudoinverse is inappropriate because it fails to preserve critical properties that can be assumed in the nonsingular case. It is then shown that such properties can be rigorously preserved using an alternative generalized matrix inverse.     

一种一致性排序标度方法

针对层次分析法判断矩阵一致性问题,提出了一种新的排序标度方法,证明了采用新方法形成的判断矩阵具有一致性,最后通过实例运用说明了此方法的可行性和有效性.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.     

Bayesian Estimation and Statistical Analysis of Risk Measurements

The Bayesian model are established for the VaR and related risk measurements. The relationship between VaR and other risk measurements including expect shortfall, tail condition expectation and conditional value at risk are discussed. Furthermore, the Bayesian estimates and Bayesian predictors of these risk measurement are derived. Thirdly, the consistency and asymptotic normality in the exponential risk model are proved. Finally, the numerical simulation method is used to verify the convergence rate under different sample sizes.     

END样本最近邻密度估计的强相合速度

本文研究了扩展负相依(END)样本最近邻密度估计的强相合性问题.利用END序列的Bernstein型不等式和截尾的方法,获得了END样本最近邻密度估计的强相合速度,推广了NA样本和ND样本最近邻密度估计的相应结果.     

Estimation of rating classes and default probabilities in credit risk models with dependencies

Let Y = m(X) + ε be a regression model with a dichotomous output Y and a one‐step regression function m . In the literature, estimators for the three parameters of m , that is, the breakpoint θ and the levels a and b , are proposed for independent and identically distributed (i.i.d.) observations. We show that these standard estimators also work in a non‐i.i.d. framework, that is, that they are strongly consistent under mild conditions. For that purpose, we use a linear one‐factor model for the input X and a Bernoulli mixture model for the output Y . The estimators for the split point and the risk levels are applied to a problem arising in credit rating systems. In particular, we divide the range of individuals' creditworthiness into two groups. The first group has a higher probability of default and the second group has a lower one. We also stress connections between the standard estimator for the cutoff θ and concepts prevalent in credit risk modeling, for example, receiver operating characteristic. Copyright © 2014 John Wiley & Sons, Ltd.     

教学评一致性视域下金属单元复习课的实践*

分析金属知识在中考和教材中的地位,针对当前单元复习教学中存在的问题,依据教学评一致性原则,将“金属知识”的单元复习在“订书钉”为主要线索的探究活动中展开,以此激发学生的学习兴趣,优化学生单元知识结构,发展学生分析问题、解决问题的能力,同时提高学生对学科价值的认识。     

多层CT与DSA对急性冠状动脉综合征患者冠状动脉支架置入术后通畅性及狭窄程度的影响

研究多层CT与DSA对急性冠状动脉综合征患者冠状动脉支架置入术后通畅性及狭窄程度的影响。以我院2017年8月-2018年11月在我院诊断治疗的急性冠脉综合征患者80例作为研究对象,对所有患者进行经皮冠状动脉介入治疗(percutaneous coronary intervention,PCI)手术后,分别进行DSA检查以及64排螺旋CT检查。分析不同检查的冠状动脉狭窄、通畅性之间的差异以及不同检查的一致性。通过对CT检查结果以及DSA检查结果的配对卡方检验,两组患者的检查结果之间的差异不存在统计学意义,两种检查对患者的冠状动脉的狭窄情况诊断一致性较好;两种检查方法对患者的管壁厚度以及管径直径诊断之间的差异不存在统计学意义,两种检验方法对患者的管壁厚度以及管径直径诊断一致性较好。总之,多层CT与DSA对急性冠状动脉综合征患者冠状动脉支架置入术后通畅性及狭窄程度的诊断具有较高的一致性,建议临床推广。     

Topological structure preserving numerical simulations of dynamical models

This paper brings together two methods producing numerical solutions with a statement of their quality — the nonstandard finite difference method and the method of validated computing. It deals with the construction and the analysis of reliable numerical discretizations of dynamical systems by employing these two techniques. An epidemiological model is used as a model example for their combined application.