Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

A transform method for linear evolution PDEs on a finite interval

We study initial boundary value problems for linear scalar evolutionpartial differential equations, with spatial derivatives ofarbitrary order, posed on the domain {t > 0, 0 < x <L}. We show that the solution can be expressed as an integralin the complex k-plane. This integral is defined in terms ofan x-transform of the initial condition and a t-transform ofthe boundary conditions. The derivation of this integral representationrelies on the analysis of the global relation, which is an algebraicrelation defined in the complex k-plane coupling all boundaryvalues of the solution. For particular cases, such as the case of periodic boundaryconditions, or the case of boundary value problems for even-orderPDEs, it is possible to obtain directly from the global relationan alternative representation for the solution, in the formof an infinite series. We stress, however, that there existinitial boundary value problems for which the only representationis an integral which cannot be written as an infinite series.An example of such a problem is provided by the linearized versionof the KdV equation. Similarly, in general the solution of odd-orderlinear initial boundary value problems on a finite intervalcannot be expressed in terms of an infinite series.     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

线性均衡约束最优化的一个广义投影强次可行方向法

本文讨论带线性均衡约束最优化问题,首先利用摄动技术和一个互补函数将问题等价转化为一般约束最优化问题,然后结合广义投影技术和强次可行方向法思想,建立了问题的一个新算法.算法在迭代过程中保证搜索方向不为零,从而使得每次迭代只需计算一次广义投影.在适当的条件下,证明了算法的全局收敛性,并对算法进行了初步的数值试验.     

二次阳极氧化方法制备有序多孔氧化铝膜

通过二次阳极氧化方法制备多孔氧化铝膜与一次阳极氧化方法制备多孔氧化铝膜孔排布规律性的对比 ,结果发现 ,二次阳极氧化方法制取的多孔氧化铝膜孔排布规律性明显好于一次阳极氧化法制取的多孔膜 .在几个微米范围内 ,孔呈理想的六角排布 .去除一次阳极氧化膜后 ,二次阳极氧化得以在更良好的表面进行 ,制取的氧化铝膜孔规律性和有序度更高 .有序区域的尺寸与晶粒内的亚晶大小有一定关系     

Radiation effect on the 400-nm-thermoluminescence emission of a potassium-rich feldspar

The UV-blue thermoluminescence (TL) emission of exsolved and twinned potassium feldspars is potentially valid to be employed in the field of dating and retrospective dosimetry. This paper reports about the following results: (i) The dose dependence of the 400 nm TL intensity of a K-rich feldspar exhibits an excellent linearity in the range of 50 mGy–8 Gy. (ii) The stability of the TL signal after 6 months of storage, shows an initial rapid decay (ca. 45%) maintaining the stability from 40 days onwards which indicates that the electron population decreases asymptotically by the X-axis and the involved electrons are located in deeper traps at room temperature. The fading process can be fitted to a first-order decay equation of the sort y=y₀+A exp(−x/t). (iii) The tests of thermal stability at different temperatures confirm a continuous trap distribution with progressive changes in the glow curve shape, intensity and temperature position of the maximum peak. According to this behaviour some physical parameters are defined.     

Viscosity,particle size distribution,and structural investigation of tetramethyloxysilane/2‐hydroxyethyl methacrylate sols during the sol–gel process with acid and base catalysts

The tetramethoxysilane (TMOS)/2‐hydroxylethyl methacrylate (HEMA) hybrid gels were synthesized with acid and base catalysts, via the in situ polymerization of HEMA, with and without the cosolvent methanol. With methanol in the TMOS/HEMA sol, the enhanced esterification and depolymerization reactions of the silanols resulted in a slower growth of silica particles. The silica particles that were synthesized with an acid catalyst were less than 40 nm. The thermal resistance of the poly(2‐hydroxyethyl methacrylate) (PHEMA) chains was enhanced by the addition of colloidal silica. The Fourier transform infrared characterizations and the exothermal peaks on the differential scanning calorimetry traces of these hybrid gels indicated chemical hybridization occurring as a result of condensation of the colloid silica and PHEMA at higher temperatures. Hence, the residual weight content of the hybrid gel after its synthesis with the base catalyst was even higher than the content of TMOS in the hybrid sol. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3476–3486, 2004     

Addition–fragmentation chain transfer: Molecular weight distributions and retardation in the system methyl methacrylate/methyl α‐(bromomethyl)acrylate

A detailed investigation of addition–fragmentation chain transfer (AFCT) in the free‐radical polymerization of methyl methacrylate (MMA) in the presence of methyl α‐(bromomethyl)acrylate (MBMA) was carried out to elucidate mechanistic details with efficient macromonomer synthesis as an underlying goal. Advanced modeling techniques were used in connection with the experimental work. Curve fitting of simulated and experimental molecular weight distributions with respect to the rate coefficient for addition of propagating radicals to MBMA (k_add) over 60–120 °C resulted in E_add = 21.7 kJ mol^?1 and A_add = 2.18 × 10⁶ M^?1 s^?1 and a very weak temperature dependence of the chain‐transfer constant (E_add ≈ E_p). The rate coefficient for fragmentation of adduct radicals at 60 °C was estimated as k_f ≈ 39 s^?1 on the basis of experimental data of the MMA conversion and the concentration of 2‐carbomethoxy‐2‐propenyl end groups. The approach developed is generic and can be applied to any AFCT system in which copolymerization does not occur and in which the resulting unsaturated end groups do not undergo further reactions. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2640–2650, 2004     

一种新颖的用于光腔模式及光束传输模拟的特征向量法

根据有限元法单元划分的思想，提出了一种新颖的模拟光腔模式及光束传输的特征向量法. 该方法的关键之处在于基于衍射积分理论构造了一种新的光束传输矩阵，通过求解特征矩阵方程可一次性得到谐振腔的一系列特征向量，每一列特征向量即代表了腔镜上光场的一个确定模式的振幅及相位分布. 并可采用该方法模拟光场传输到腔内或腔外任意地方的场分布. 该方法将传统方法中大量的迭代过程转化成为本征积分方程特征向量的求解过程，并与初值取值无关，且可一次性求得多个模式分布，从而可方便地分析谐振腔的模式鉴别能力. 特征向量法对圆形镜共焦 关键词： 谐振腔 特征向量法 模式分布     

用格林函数法计算量子点中的应变分布

自组装量子点材料作为一种新型的光电材料无论在理论和实际应用都成为当今物理学界的研 究热点.由GaAs包围的InAs小岛，由于较大的晶格失配（≈-0.067），应变效应在量子点 的 形成过程中起主导作用.大部分计算量子点结构应变分布的方法都是基于数值解法，需要大 量的计算工作.给出用格林函数法推导各种常见形状量子点应变分布的解析表达式详细过程，讨论了弹性各向异性和形状各向异性对量子点应变分布的影响程度.结果表明对于不 同形状量子点结构中主要部分的应变分布都是相似的，流体静压变部分的特征值随量子点形状的变化不 关键词： 自组装量子点 格林函数 应变分布