Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

The semi‐iterative method applied to the hyper‐power iteration

The semi‐iterative method (SIM) is applied to the hyper‐power (HP) iteration, and necessary and sufficient conditions are given for the convergence of the semi‐iterative–hyper‐power (SIM–HP) iteration. The root convergence rate is computed for both the HP and SIM–HP methods, and the quotient convergence rate is given for the HP iteration. Copyright © 2005 John Wiley & Sons, Ltd.     

A rigid subspace of the real line whose square is a homogeneous subspace of the plane

Working in ZFC, we give an example as indicated in the title.

     

MATLAB/SIMULINK在电力系统仿真中的应用

介绍了Matlab／Simulink仿真工具在电力系统仿真中的应用方法．     

HLS直线加速器调制器系统设计与改造

介绍了合肥同步辐射光源速调管调制器改造项目.在新的设计中采用了开关型恒流PFN充电电源,计算了充电参数,建立了主放电回路的仿真模型,重点分析了电路中反向电压问题,依据仿真结果及分析设计了反向保护电路.给出了运行中的主要波形.最后介绍了新的调制器控制系统.     

Ultrasonic spectroscopic evaluation of the ring‐opening metathesis polymerization of dicyclopentadiene

An in situ ultrasonic spectroscopy technique was used to study the ring‐opening metathesis polymerization of dicyclopentadiene catalyzed by bis(tricyclohexylphosphine)benzylidene ruthenium dichloride. A reaction cell employing a flexible poly(ethylene terephthalate) window for pulse echo ultrasonic spectroscopy was used to monitor the polymerization. The changes in the density, wave speed, acoustic modulus, and attenuation were all simultaneously monitored. In comparison with Fourier transform infrared (FTIR) spectroscopy data, the changes in the density, velocity, and modulus only accurately measured the rate constant for the metathesis of the cyclopentyl unsaturation. The ultrasonic values were within 6% of the values determined by FTIR. The activation energy for metathesis of the cyclopentyl unsaturation was 84 kJ mol^?1, following first‐order kinetics. Rate constants for the polymerization of the norbornyl unsaturation could not be determined by ultrasound. The gel point, vitrification, and qualitative information about the reaction rate could be determined from the change in the attenuation. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1323–1333, 2003     

风力发电机组变速恒频控制系统研究

全面介绍了一种最新应用于风力发电中的新型电机—无刷双馈电机，并分析了这种新型电机作变速恒频运行的原理并对这种电机进行了动态特性仿真研究，给出了形式简洁的控制方程和易于实现的控制方案。     

Use of a range scaling method to determine alanine/water stopping power ratios

A phantom composed of alanine dosimeter material has been constructed and depth–dose measurements made in a 10 MeV electron beam. The results have demonstrated the feasibility of using relative depth–dose measurements to determine stopping power ratios in materials of dosimetric interest. Experimental stopping power ratios for alanine dosimeter material and water agreed with the data of ICRU Report 37 within the uncertainty of the experiment (±1.2% at a 95% confidence level).     

The exponential power law: partial wetting kinetics and dynamic contact angles

An equation for the kinetics of partial drop spreading is proposed. This equation was empirically derived from experimental data for the spreading kinetics of partially wetting liquids in terms of the wet area versus time. The equation has the form of an exponential power law (EPL), and transforms into the well-known power law for complete wetting, when the equilibrium contact angle approaches zero. The EPL fits very well available experimental data. To lend additional support to the validity of this generalized equation, it will be demonstrated that when it is transformed to present the dynamic contact angle (DCA), it fits very well DCA experimental data for other wetting processes, such as capillary flow and tape coating.     

利用爆磁压缩发生器产生高功率脉冲高电压

 爆磁压缩发生器产生脉冲高电压技术可以用于产生高功率微波及强电磁脉冲的实验研究。给出了利用螺旋型爆磁压缩发生器（HEMG）驱动电爆炸丝功率调节系统产生高功率脉冲高电压的实验方法和主要的结果。在利用HEMG驱动电爆炸丝断路开关（EEOS）产生脉冲高电压实验中，获得了最高电压700~800kV,功率大于20GW的脉冲输出。