基于BP算法神经网络的物理实验曲线拟合

介绍了人工神经元网络的基本原理和BP算法神经网络。将BP算法神经网络应用于物理实验中的幅频特性曲线拟合，在MATLAB下通过训练和仿真验证了应用BP算法神经网络拟合实验曲线的优越性。     

带有反馈与起动故障的M/G/1重新访问排队系统的适定性分析

文章研究一个带有贝努利反馈且系统服务台经常遭受启动故障的重新访问排队系统模型,利用线性算子半群理论,通过对描述其系统行为的偏微分方程组的研究,证明了该模型所描述的系统所确定的算子是闭稠定耗散算子,生成C0压缩半群,从而得到系统的适定性.在证明1是算子的预解点时,采用了共轭方法.     

不完全契约下政府实施公共品负担对私人部门行为选择影响机制研究

政府部门往往会承担公共品负担提高社会公共福利和满足社会诉求,私人部门在PPP项目建设运营中会采取机会主义行为损害政府部门利益和降低社会福利。本文运用演化博弈分析私人部门的机会主义行为演化机制。通过模型分析可得,当政府补贴系数低于一定程度时,私人部门采取机会主义行为的概率随着公共品负担强度的增加而增加;当政府实施公共品负担小于一定强度时,私人部门会随着政府补贴程度提高而不采取机会主义行为,而当公共品负担强度大于一定值时,政府补贴政策正相关性就被严重削弱;私人部门占据更多的利益分配比重,更有倾向采取机会主义行为。根据研究结果,政府部门应增强契约精神,公共品负担下,政府补贴并不能有效降低机会主义行为,而应完善监管机制和提升私人部门对项目收益的信心。     

AFM稳定性研究

“突跳”现象严重影响着原子力显微镜(AFM)的性能。根据W igner-Seitz模型微观连续介质理论,建立了AFM针尖同试样面接触力包含斥力的数学模型;由分析力学的稳定平衡条件,发现了引起AFM“突跳”的本质是不稳定平衡点的存在;通过增加AFM悬臂梁刚度,提出了一种避免AFM“突跳”现象发生的方法,并给出仿真结果。     

MACRO AND MICROSCOPIC PARAMETER MAPPING RELATIONSHIP FOR RED SANDSTONE 1)

颗粒流离散元软件PFC2D在岩土工程中的应用十分广泛,存在的主要问题是如何标定其细观参数,目前大多使用"试凑法",此方法的缺点在于工作量大、效率低等,本文提出以反向传播算法(back propagation,BP)神经网络的方式代替此方法,利用PFC2D 内置的FISH 以及Python 语言对其进行二次开发,使之自动运行并获取40组宏细观参数样本。结果表明：BP神经网络可以快速准确地建立宏细观参数映射关系,误差均保持在0.01 以内,模拟得到的应力--应变曲线与室内试验曲线高度吻合,且无需大量的数据样本便可创建网络,效率较高;另外,经验证本文选用的平直节理模型,可以有效地解决平行粘结模型UCS/TS值偏小问题,确定平直节理模型可以更好地模拟岩石。     

Isolation of Elusive HAsAsH in a Crystalline Diuranium(IV) Complex

The HAsAsH molecule has hitherto only been proposed tentatively as a short‐lived species generated in electrochemical or microwave‐plasma experiments. After two centuries of inconclusive or disproven claims of HAsAsH formation in the condensed phase, we report the isolation and structural authentication of HAsAsH in the diuranium(IV) complex [{U(Tren^TIPS)}₂(μ‐η²:η²‐As₂H₂)] ( 3 , Tren^TIPS=N(CH₂CH₂NSiPrⁱ₃)₃; Prⁱ=CH(CH₃)₂). Complex 3 was prepared by deprotonation and oxidative homocoupling of an arsenide precursor. Characterization and computational data are consistent with back‐bonding‐type interactions from uranium to the HAsAsH π*‐orbital. This experimentally confirms the theoretically predicted excellent π‐acceptor character of HAsAsH, and is tantamount to full reduction to the diarsane‐1,2‐diide form.     

Supercritical fluid extraction of lipids from linseed with on-line evaporative light scattering detection

Supercritical fluid extraction (SFE) is a green alternative method of extraction for neutral lipids in seeds compared to conventional methods utilizing organic solvents. In this work, a novel method where SFE is hyphenated with an evaporative light scattering detector is presented. The method was subsequently applied to determine lipid content in crushed linseed. The new method enables rapid quantification of extracted lipids as well as be ability to continuously monitor the extraction rate in real-time, thus being able to determine the time point of completed extraction.     

侵入气体沿井筒的上升规律研究

地层气体侵入井筒后形成气液两相流动体系,气体沿井筒向上滑脱运移,随着所受压力的降低其发展变化过程会很快,如果不及时处理就会演变为井涌、井喷,甚至井喷失控.因此,准确的预测侵入气体沿井筒的上升规律,有助于认识气侵发展过程,同时为现场采取井控措施提供理论依据,有效避免井下复杂事故.基于侵入气体沿井筒运动的力学特性,建立了气体的上升速度模型,模型模拟分析表明:地层渗透率越高、机械钻速越快、单位时间内侵入井筒的气体量越多、气体上升速度越快,井底压力波动越大;施加一定的井口回压可以有效抑制气体的膨胀运移.     

Optimal investment strategies for participating contracts

Participating contracts are popular insurance policies, in which the payoff to a policyholder is linked to the performance of a portfolio managed by the insurer. We consider the portfolio selection problem of an insurer that offers participating contracts and has an S-shaped utility function. Applying the martingale approach, closed-form solutions are obtained. The resulting optimal strategies are compared with portfolio insurance hedging strategies (CPPI and OBPI). We also study numerical solutions of the portfolio selection problem with constraints on the portfolio weights.     

Unit-linked life insurance policies: Optimal hedging in partially observable market models

In this paper we investigate the hedging problem of a unit-linked life insurance contract via the local risk-minimization approach, when the insurer has a restricted information on the market. In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk–Kunita–Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow. We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure. Finally, we discuss applications in a Markovian setting via filtering.