催化剂活性位本质和构效关系的模型催化研究

明确催化剂的活性位本质和构建多相催化的结构和反应性能之间的准确关系是催化基础研究的重点,表面科学研究基于丰富的表征测试手段能够较好地在分子原子水平测定表面结构以明确催化剂活性位本质,并通过高压原位反应池测定相关催化反应性能,获得较可靠的催化剂构效关系。本文简要总结了近年来本人参与的几个模型催化研究例子,包括贵金属表面上CO和烷烃催化氧化的活性表面、纳米Au膜的制备和CO氧化的催化活性位、VO_x/Pt(111)上丙烷氧化的协同作用、Au Pd合金上醋酸乙烯酯合成Au的助催化作用、模型氧化物上纳米Pt的庚烷脱氢环化制甲苯的粒径关系等,以及相关模型催化研究技术的进展。     

Edge agreement of second-order multi-agent system with dynamic quantization via the directed edge Laplacian

This work explores the edge agreement problem of second-order multi-agent systems with dynamic quantization under directed communication. To begin with, by virtue of the directed edge Laplacian, we propose a model reduction representation of the closed-loop multi-agent system depending on the spanning tree subgraph. Considering the limitations of the finite bandwidth channels, the quantization effects of second-order multi-agent systems under directed graph are considered. The static quantizers generally contain a fixed quantization interval and infinite quantization level, which are, to some extent, inefficient and impractical. To further reduce the bit depth (number of bits available) and to obtain better precision, the dynamic quantized communication strategy referring to zooming in-zooming out scheme is required. Based on the reduced model associated with the essential edge Laplacian, the asymptotic stability of second-order multi-agent systems under dynamic quantized effects with only finite quantization level can be guaranteed. Finally, the simulation of altitude alignment of micro air vehicles is provided to verify the theoretical results.     

Distributed adaptive switching consensus control of heterogeneous multi-agent systems with switched leader dynamics

In this paper, the leader-following distributed consensus control problem is addressed for general linear multi-agent systems with heterogeneous uncertain agent dynamics and switched leader dynamics. Different from most existing results with a single linear time-invariant (LTI) leader dynamics, the leader dynamics under consideration is composed by a family of LTI models and a switching logic governing the switches among them, which is capable of generating more diverse and sophisticated reference signals to accommodate more complicated consensus control design tasks. A novel distributed adaptive switching consensus protocol is developed by incorporating the model reference adaptive control mechanism and arbitrary switching control technique, which can be synthesized by following a two-layer hierarchical design scheme. A numerical example has been used to demonstrate the effectiveness of the proposed approach.     

Incorporating model uncertainty into optimal insurance contract design

In stochastic optimization models, the optimal solution heavily depends on the selected probability model for the scenarios. However, the scenario models are typically chosen on the basis of statistical estimates and are therefore subject to model error. We demonstrate here how the model uncertainty can be incorporated into the decision making process. We use a nonparametric approach for quantifying the model uncertainty and a minimax setup to find model-robust solutions. The method is illustrated by a risk management problem involving the optimal design of an insurance contract.     

Analysis of survivorship life insurance portfolios with stochastic rates of return

A general portfolio of survivorship life insurance contracts is studied in a stochastic rate of return environment with a dependent mortality model. Two methods are used to derive the first two moments of the prospective loss random variable. The first one is based on the individual loss random variables while the second one studies annual stochastic cash flows. The distribution function of the present value of future losses at a given valuation time is derived. For illustrative purposes, an AR(1) process is used to model the stochastic rates of return, and the future lifetimes of a couple are assumed to follow a copula model. The effects of the mortality dependence, the portfolio size and the policy type, as well as the impact of investment strategies on the riskiness of portfolios of survivorship life insurance policies are analyzed by means of moments and probability distributions.     

Statistical and Geometrical Way of Model Selection for a Family of Subdivision Schemes

The objective of this article is to introduce a generalized algorithm to produce the m-point n-ary approximating subdivision schemes(for any integer m, n ≥ 2). The proposed algorithm has been derived from uniform B-spline blending functions. In particular, we study statistical and geometrical/traditional methods for the model selection and assessment for selecting a subdivision curve from the proposed family of schemes to model noisy and noisy free data. Moreover, we also discuss the deviation of subdivision curves generated by proposed family of schemes from convex polygonal curve. Furthermore, visual performances of the schemes have been presented to compare numerically the Gibbs oscillations with the existing family of schemes.     

GARCH(1,1)模型的稳健估计比较及应用

首先阐述了GARCH(1,1)模型稳健估计的构造方法,然后在模型有无异常值扩散效应约束和异常值比例不同的情况下,比较了传统QMLE估计和多种稳健M估计的表现,结果表明:在数据无异常值下,QMLE估计较优;随着异常值比例增加,稳健Andrew估计表现更好;模型施加异常值扩散效应约束对估计有一定改善但不显著.最后选取波动程度不同的两个阶段沪深300指数的收益率,用模型拟合进行了实例比较,在波动程度较大时,Andrew估计效果较优,在波动相对平稳时,LAD估计较优.     

A Method for Determining Model‐Structure Errors and for Locating Damage in Vibrating Systems

A method is proposed for the determination of natural frequencies and mode shapes of a system which is constrained so that unknown stiffnesses are replaced by rigid connections. The constraint is not imposed physically but only in mathematics so that the behaviour of the constrained system is inferred from the unconstrained measurements. Since stiffnesses which are made rigid cannot experience any elastic strain they can have no effect on the inferred measurements. A procedure for comparing the inferred measurements with similarly constrained finite element predictions can be used to determine modelstructure errors. Damage, such as a crack in a beam, can be located by comparing the inferred measurements from the structure in its undamaged and current states. It is demonstrated how unmeasured rotations may be constrained by using rigidbody modes and a reduction/expansion transformation from a finite element model.Sommario. Viene proposto un metodo per la determinazione delle frequenze proprie e dei modi di vibrazione di un sistema vincolato in modo tale che alcuni elementi elastici siano sostituiti da collegamenti rigidi. Il vincolo non viene imposto fisicamente, ma solo matematicamente, e pertanto il comportamento del sistema vincolato viene dedotto dalle misure sul sistema non vincolato. Poiché gli elementi che sono resi rigidi non possono subire alcuna deformazione elastica, essi non hanno certamente alcun effetto sulle misure dedotte per il sistema vincolato. Una procedura che mette a confronto le misure dedotte per il sistema vincolato con le previsioni fornite da un modello ad elementi finiti con analoghi vincoli, può essere utilizzata per determinare errori nella struttura del modello. Danni del tipo di una cricca su una trave possono essere localizzati confrontando le misure dedotte – per sistemi analogamente vincolati – da quelle effettuate sulla struttura non danneggiata e sulla struttura danneggiata. Si dimostra come si possono imporre vincoli sulle rotazioni (non misurate) utilizzando i modi di corpo rigido dell'elemento e una tecnica di riduzione/espansione dei gradi di libertà di un modello ad elementi finiti.