资产组合的CVaR风险的敏感度分析

基于CVaR风险计量技术，分别给出了正态和t分布情形下资产组合的CVaR值，对一般情形下风险资产组合的CVaR风险关于头寸的敏感度进行了分析，研究了其经济意义。     

一维大气边界层光学折射率结构常数数值模式的敏感性分析

 提出了一种大气光学折射率结构常数的数值模式。通过敏感性分析发现，对折射率结构常数有显著影响的参数是：一年中的不同日期、土壤的热容量和含水量、雪地和水面上、云量等，风速大小几乎对折射率结构常数没有什么影响。     

Experimental identification of physical parameters of fluid-filled pipes using acoustical signal processing

A method is formulated for the identification of an unknown physical parameter of a fluid-filled pipe using the measurement of sound speed in the pipe. The method uses a simple formula which provides the relationship between the sound speed and a few physical parameters of the pipe: thickness, diameter, wall material constants and fluid constants. Once the sound speed in the pipe is measured, the simple formula can be used to extract one of the unknown parameters providing the remaining ones are known.The sound speed in the pipe is measured using a 3-transducer array. In order to demonstrate the potential of the technique the results of several measurements obtained in a water-filled steel pipe are presented.The required accuracy of the measurement of sound speed and of the specification of known parameters is analysed. The accuracy depends on the unknown parameter which is to be identified. For example, if the pipe thickness is the unknown parameter, the other parameters have to be known within a very narrow margin of error. On the contrary, if the fluid properties have to be identified the needed accuracy of known parameters gets much lower.     

用于原子吸收光谱仪的高灵敏度燃烧器

本文介绍了一种用于原子吸收光谱仪的气－样分进、双通道燃烧器，经过实际检测比较，该坷提高原子吸收灵敏度１￣５倍，且稳定性好。     

脉冲激光离子源飞行时间质谱计的设计与研制

目前国内外的飞行时间质谱计，大多采用双电场加速的方式改善其质谱分辨率。通过较详尽的计算，讨论了双电场飞行时间质谱计中各参数对质谱分辨率和灵敏度的影响及其选择的方向，并在此基础上选定了仪器的主要参量，为飞行时间质谱计的设计与改进提供了依据。还介绍了在此基础上设计与建立的脉冲激光离子源飞行时间质谱计。     

Self-marking phase-stepping electronic speckle pattern interfometry (ESPI) for 3D displacement measurement on cathode ray tube (CRT)-panels

This study demonstrates the feasibility of applying phase-shifting electronic speckle pattern interfometry to measure the deformation field of the front panel of a cathode ray tube, to support analysis to enhance the implosion-resistance capacity under violent collapse. Two effects, the air exhaustion and shrink band constraint effects, are comprehensively investigated. The angle of an adjustable mirror is switched, to provide three sensitivity vectors that are required in 3D-displacement measurement. A Fourier filtration is employed to remove speckle noise and establish a noise-free phase map. Inconsistent points are identified and masked to prevent any possible divergence during phase unwrapping. The results show that the accuracy of this method is satisfactory.     

光纤光栅弹簧管压力传感器的压力和温度特性

本文利用弹簧管对于压力的机械放大作用,将弹簧管与光纤光栅悬臂梁调谐技术相结合,研制了一种新颖的光纤光栅弹簧管压力传感器,大大提高了光纤布喇格光栅对压力测量的灵敏度,压力灵敏度系数可达-1.79×10^-4/MPa,比裸光栅提高了两个数量级,在0～12MPa的压力范围内,光纤布喇格光栅中心反射波长的改变与压力成良好的线性关系.同时由于悬臂梁热膨胀效应的影响,光纤光栅的温度灵敏度提高为裸光栅的7倍.     

Sensitivity analysis and model optimization for reaction-diffusion systems

This paper presents a computational framework for the optimization and sensitivity analysis of a process whose state depends upon several parameter functions. Assuming that the process is described by a system of quasilinear, parabolic, partial differential equations, we show how determining the problem parameters so as to improve an associated objective functional is directly related to knowing the state function sensitivities. An expression for the gradient of the objective functional in terms of the solutions of an adjoint system enables one to bypass the calculation of state function sensitivities. These concepts are illustrated for a simple model of cooperative processes in chemical kinetics. Since sensitivity analysis and model optimization are important tools for investigating parameter dependence and validating mathematical models, research developments in such diverse fields as optimal design theory, chemical kinetics, and parameter identification are important motivations for this paper.This author would like to gratefully acknowledge Dr. M. Delle Donne, EGG, for several helpful discussions.This author was partially supported by NSF Grant No. CMS-80-05677.     

Sensitivity analysis in multiobjective optimization

Sensitivity analysis in multiobjective optimization is dealt with in this paper. Given a family of parametrized multiobjective optimization problems, the perturbation map is defined as the set-valued map which associates to each parameter value the set of minimal points of the perturbed feasible set in the objective space with respect to a fixed ordering convex cone. The behavior of the perturbation map is analyzed quantitatively by using the concept of contingent derivatives for set-valued maps. Particularly, it is shown that the sensitivity is closely related to the Lagrange multipliers in multiobjective programming.This research was made while the author stayed at the International Institute for Applied Systems Analysis, Laxenburg, Austria.The author would like to thank an anonymous referee for his helpful suggestions; particularly, he pointed out that Proposition 2.2 and Theorem 2.1 are valid also in infinite-dimensional spaces.