Sufficient conditions of the various stabilities of the linear time-varying delayed differential equations

Due to the appearance and the study of the ornithopter and flexible-wing micro air vehicles, etc., the time-varying systems become more and more important and ubiquitous in the study of the mechanics. In this letter, the sufficient conditions of the uniform asymptotic stability are first presented for the delayed time-varying linear differential equations with any time delay by employing the Dini derivative, Lozinskii measure and the generalized scalar Halanay delayed differential inequality. They are especially based on the estimation of the arbitrary solutions but not the fundamental solution matrix since their solutions' space is infinite-dimensional. Then some sufficient conditions of the stability, asymptotic stability and uniform asymptotic stability of the delayed time-varying linear system with a sufficiently small time delay are reported by employing Taylor expansion and Dini derivative. It implies that these stabilities can be guaranteed by the Lozinskii measure of the matrix composing of the time delay and the coefficient matrices of the system.     

Robust stability analysis for Markovian jumping stochastic neural networks with mode-dependent time-varying interval delay and multiplicative noise

This paper is concerned with the problem of robust stability for a class of Markovian jumping stochastic neural networks (MJSNNs) subject to mode-dependent time-varying interval delay and state-multiplicative noise. Based on the Lyapunov--Krasovskii functional and a stochastic analysis approach, some new delay-dependent sufficient conditions are obtained in the linear matrix inequality (LMI) format such that delayed MJSNNs are globally asymptotically stable in the mean-square sense for all admissible uncertainties. An important feature of the results is that the stability criteria are dependent on not only the lower bound and upper bound of delay for all modes but also the covariance matrix consisting of the correlation coefficient. Numerical examples are given to illustrate the effectiveness.     

哈密顿系统正则变换在时变最优控制中的应用

利用哈密顿系统正则变换和生成函数理论求解线性时变最优控制问题,构造了新的最优控制律形式并提出了控制增益计算的保结构算法. 利用生成函数求解最优控制导出的哈密顿系统两端边值问题,并构造线性时变系统的最优控制律,由第2类生成函数所构造的最优控制律避免了末端时刻出现无穷大反馈增益. 控制系统设计中需求解生成函数满足的时变矩阵微分方程组. 根据生成函数与哈密顿系统状态转移矩阵之间的关系,从正则变换的辛矩阵描述出发,导出了求解这组微分方程组的保结构递推算法.为了保持递推计算中的辛矩阵结构,哈密顿系统状态转移矩阵的计算中利用了Magnus级数.      

Numerical solutions of linear quadratic control for time-varying systems via symplectic par conservative perturbation

Optimal control system of state space is a conservative system, whose approximate method should be symplectic conservation. Based on the precise integration method, an algorithm of symplectic conservative perturbation is presented.It gives a uniform way to solve the linear quadratic control (LQ control) problems for linear time-varying systems accurately and efficiently, whose key points are solutions of differential Riccati equation (DRE) with variable coefficients and the state feedback equation.The method is symplectic conservative and has a good numerical stability and high precision. Numerical examples demonstrate the effectiveness of the proposed method.     

Large deflection problem of thin orthotropic circular plate with variable thickness under uniform pressure

Basic equations for large deflection theory of thin orthotropic circular plate with variable thickness are derived in this paper. The modified iteration method is adopted to solve the large deflection problem of thin orthotropic circular plate with variable thickness under uniform pressure. If ε=0, then the solution derived from the result in this paper coincides completely with the result given by J. Nowinski (using perturbation method) for solving large deflection problem of thin orthotropic circular plate with constant thickness under uniform pressure.     

带电粒子加速器的基本类型及其技术实现

现代粒子加速器的发展已有100年的历史。给出了粒子加速器主要类型的简单分类图表,从粒子加速器发展过程中相关概念演变和加速器技术逻辑发展的角度,概述了粒子加速器的基本类型、基本工作原理、相应的技术实现途径以及各类加速器的典型的技术特征。     

Robust asset allocation with conditional value at risk using the forward search

The well‐known Markowitz approach to portfolio allocation, based on expected returns and their covariance, seems to provide questionable results in financial management. One motivation for the pitfall is that financial returns have heavier than Gaussian tails, so the covariance of returns, used in the Markowitz model as a measure of portfolio risk, is likely to provide a loose quantification of the effective risk. Additionally, the Markowitz approach is very sensitive to small changes in either the expected returns or their correlation, often leading to irrelevant portfolio allocations. More recent allocation techniques are based on alternative risk measures, such as value at risk (VaR) and conditional VaR (CVaR), which are believed to be more accurate measures of risk for fat‐tailed distributions. Nevertheless, both VaR and CVaR estimates can be influenced by the presence of extreme returns. In this paper, we discuss sensitivity to the presence of extreme returns and outliers when optimizing the allocation, under the constraint of keeping CVaR to a minimum. A robust and efficient approach, based on the forward search, is suggested. A Monte Carlo simulation study shows the advantages of the proposed approach, which outperforms both robust and nonrobust alternatives under a variety of specifications. The performance of the method is also thoroughly evaluated with an application to a set of US stocks.     

时变动态贝叶斯网络模型及其在皮层脑电网络连接中的应用

大脑执行语言的发音需要顶叶、颞叶、额叶等多个脑区协同完成.皮层脑电具有高时间分辨率、较高空间分辨率和高信噪比等优势,为研究大脑的电生理特性提供了重要的技术手段.为了探索大脑对语言的动态处理过程,利用多尺度皮层脑电(标准电极与微电极)分析了被试在执行音节朗读任务时的皮层脑电信号的高频gamma段特征,提出采用时变动态贝叶斯网络构建单次实验任务的有向网络.结果显示该方法能够快速有效地构建语言任务过程中标准电极、微电极以及二者之间的有向网络连接,且反映了大规模网络(标准电极之间的连接)、局部网络(微电极之间的连接)以及大规模网络与局部网络之间的连接(标准电极与微电极之间的连接)随语言任务发生的动态改变.研究还发现,发音时刻之前与之后的网络连接存在显著性差异,且发音方式不同的音节网络间也存在明显差异.该研究将有助于癫痫等神经疾病的术前临床评估以及理解大脑对语言加工的实时处理过程.     

条件VaR和条件CVaR的核估计及其实证分析

VaR和CVaR是目前两种主流风险度量工具。条件VaR和条件CVaR是基于市场风险因子在已知条件(或信息)下的分布来计量和测算VaR和CVaR,能够及时地根据变化的条件来重新估计风险进而进行有效的风险管理,是对传统的基于边际分布的VaR和CVaR指标的有益补充。另外一方面,近年来非参数核估计方法因模型设定灵活、方便处理变量相依结构等优点备受关注。在本文,我们用条件VaR和条件CVaR的非参数核估计法,对我国A股市场的风险进行测算。结果得出:条件VaR和条件CVaR能揭示出深证成指和上证综指之间的不同风险特征;条件VaR和条件CVaR的测算结果并非总是一致;系统风险估计值对已知条件的敏感性高于深发展A和万科A两只股票的个股风险。以上风险特征在边际VaR和边际CVaR下无法得到。     

国际天然气价格驱动因素的结构性变化

页岩气开采技术的大规模应用增加了非常规天然气供应潜力,对国际天然气市场供需格局产生了较大冲击。本文利用带结构断点的协整检验、时变系数模型和条件误差修正模型等方法系统地研究了天然气价格与原油价格的动态关系,以及库存、天气和投机等短期因素对气价变化的影响。结果显示,国际天然气价格与原油价格间的协整关系在2005年飓风季与2008年金融危机期间发生了结构性变化,而且原油价格对天然气价格的影响强度呈现倒U型结构。此外,极端天气、突发性事件及投机等短期因素对气价存在显著的短期影响。不过,随着天然气供应出现过剩局面,天然气价格对这些短期因素的敏感性已大幅降低。