Some closed form robust moment‐based estimators for the MEM(1,1)

In this paper, we extend the closed form moment estimator (ordinary MCFE) for the autoregressive conditional duration model given by Lu et al (2016) and propose some closed form robust moment‐based estimators for the multiplicative error model to deal with the additive and innovational outliers. The robustification of the closed form estimator is done by replacing the sample mean and sample autocorrelation with some robust estimators. These estimators are more robust than the quasi‐maximum likelihood estimator (QMLE) often used to estimate this model, and they are easy to implement and do not require the use of any numerical optimization procedure and the choice of initial value. The performance of our proposal in estimating the parameters and forecasting conditional mean μ_t of the MEM(1,1) process is compared with the proposals existing in the literature via Monte Carlo experiments, and the results of these experiments show that our proposal outperforms the ordinary MCFE, QMLE, and least absolute deviation estimator in the presence of outliers in general. Finally, we fit the price durations of IBM stock with the robust closed form estimators and the benchmarks and analyze their performances in estimating model parameters and forecasting the irregularly spaced intraday Value at Risk.     

离散数学的翻转课堂教学法研究

离散数学是计算机专业的重要的基础课程.但是离散数学课程抽象难懂、教学模式单一、理论实际结合能力差,从而影响了这一课程的教学效果.为了提升离散数学的教学效果,面向学生翻转课堂的教学模式被引入.翻转课堂通过视频、示例或者项目、以及拓展等方式充分发挥学生为中心,教师辅助的教学理念,提升学生学习的主动性,提升离散数学的教学效果,为后续计算机专业课程奠定良好的基础.     

Nonhomogeneous multiparameter problems in Orlicz–Sobolev spaces

This paper is concerned with the existence and multiplicity of solutions for a class of problems involving the Φ-Laplacian operator with general assumptions on the nonlinearities, which include both semipositone cases and critical concave convex problems. The research is based on the subsupersolution technique combined with a truncation argument and an application of the Mountain Pass Theorem. The results in this paper improve and complement some recent contributions to this field.     

A Finite Volume Method Preserving Maximum Principle for the Conjugate Heat Transfer Problems with General Interface Conditions

In this paper, we present a unified finite volume method preserving discrete maximum principle (DMP) for the conjugate heat transfer problems with general interface conditions. We prove the existence of the numerical solution and the DMP-preserving property. Numerical experiments show that the nonlinear iteration numbers of the scheme in [24] increase rapidly when the interfacial coefficients decrease to zero. In contrast, the nonlinear iteration numbers of the unified scheme do not increase when the interfacial coefficients decrease to zero, which reveals that the unified scheme is more robust than the scheme in [24]. The accuracy and DMP-preserving property of the scheme are also veried in the numerical experiments.     

Inverse scattering problem with Levinson formula for eigenparameter-dependent discrete Sturm–Liouville equation

In this paper, an inverse scattering problem for discrete Sturm–Liouville equation with eigenparameter-dependent boundary condition is investigated. In quest of finding scattering function and the main equation of this problem, the uniqueness of the kernel is proven. Also, an appropriate Levinson-type formula based on the continuity of scattering function is given.     

New Sixth-Order Compact Schemes for Poisson/Helmholtz Equations

Some new sixth-order compact finite difference schemes for Poisson/Helmholtz equations on rectangular domains in both two- and three-dimensions are developed and analyzed. Different from a few sixth-order compact finite difference schemes in the literature, the finite difference and weight coefficients of the new methods have analytic simple expressions. One of the new ideas is to use a weighted combination of the source term at staggered grid points which is important for grid points near the boundary and avoids partial derivatives of the source term. Furthermore, the new compact schemes are exact for 2D and 3D Poisson equations if the solution is a polynomial less than or equal to 6. The coefficient matrices of the new schemes are $M$-matrices for Helmholtz equations with wave number $K≤0,$ which guarantee the discrete maximum principle and lead to the convergence of the new sixth-order compact schemes. Numerical examples in both 2D and 3D are presented to verify the effectiveness of the proposed schemes.     

基于创新能力培养的化学专业本科实验教学新体系的构建与实践

课程体系是人才培养的载体。为了更好地培养拔尖创新人才,南京大学化学国家级实验教学示范中心依据化学学科的特点和发展趋势,以科学内容的内在联系和研究规律为主线构建了“化学实验基础?化学合成与表征+化学原理与测量?化学功能分子实验+化学生物学综合实验+基于项目的研究实验”实验课程新体系,按照一流课程建设要求(高阶性、创新性和挑战度)对实验教学内容进行了优化,并建立起与之相适应的实验教学平台。新课程体系综合考虑了化学一级学科的整体性和关联学科的交叉性,在南京大学化学化工学院“拔尖计划”和“强基计划”学生中实施,教学效果显著。     

Fixed Final Time Optimal Control via Simple Cell Mapping

A cell mapping strategy based on Bellman'sPrinciple of optimality (BP) is proposed to solve the fixed final time optimalcontrol of strongly nonlinear systems with state and control bounds. Thefixed final time problem is transformed into a fixed final time-fixed finalstate optimal control problem by reversing the time. This transformationallows to solve the problem in the framework of the BP. Backward searchingalgorithms within the cell mapping context are used to obtain the solution ofthe new problem. This approach reduces considerably the computational effortrequired for the original problem when it is solved by a forward searchingapproach. The vibration control problem of damped and undamped variablestiffness oscillators with bounded stiffness tuning range is studied todemonstrate the effectiveness of the approach. A numerical study on theconvergence of the method is also presented.     

THEORETICAL AND EXPERIMENTALRESEARCH ON DYNAMIC BEHAVIOR OF GUYED MASTS UNDER WIND LOAD

I. INTRODUCTION Wind-induced vibration is the critical factor for the safety of guyed masts. Many dynamic modelshave been proposed in the literature[1 , 2]. However, there are obvious de?ciencies in many of theseprevious works owing to the poor cabl…     

Log-likelihood maximization and response surface in reliability assessment

Nonlinear dynamics problems can generally be solved only in a numerical way. This prevents from a direct application of standard reliability methods. A technique which makes use of iterated response-surface analytical approximations of the system performance function was therefore proposed in view of reliability assessment. The limitation of this technique was of working in a standard normalized space, so that appropriate space transformations are preliminarly required.This paper shows how this response-surface iterative scheme can also be used in the original space of the random variables, provided a maximum log-likelihood constrained optimization problem is solved. Moreover, asymptotic theory also provides a better estimate of the probability of failure of the dynamical system against any assigned limit state.