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91.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
92.
93.
束晕-混沌的复杂性理论与控制方法及其应用前景 总被引:18,自引:0,他引:18
本文系统论述涉及强流加速器等强流离子束装置中产生的束晕-混沌的复杂性理论与控制方法及其应用前景。强流离子束在核材料生产与增殖、洁净核能、放射性废物嬗变、放射性药物生产、重离子聚变、高能物理、核科学与工程、国防与民用工业和医疗等许多方面都有极其重要的应用潜力和诱人的发展前景。尤其是,近年来强流加速器驱动的放射性洁净核能系统是国内外关注的热门课题,因为它比常规核电更安全、更干净、更便宜。但是,强流离子束形成的束晕-混沌的复杂性现象已引起了国内外广泛关注,需要加以抑制、控制和消除这类现象,解决这一难题已经成为强流离子束应用中的关键问题之一。目前不仅必须深入研究这类束晕-混沌的复杂特性及其产生的物理机制,而且需要研究如何实现对束晕-混沌的有效控制,并寻求和发展其新理论、新方法和新技术。这就向强流离子束物理和非线性-复杂性科学及其技术提出了一系列极富挑战性的新课题。本文结合国内外的研究概况,根据我们多年来的研究成果,特别是我们首创性地提出了一些束晕-混沌的有效控制方法,它们包括:非线性反馈控制法,小波反馈控制法,变结构控制法,延迟反馈控制法,参数自适应控制法等,进行重点的介绍。对上述课题当前的主要进展及相关问题进行系统的总结和比较全面综述的评论。最后,指出该领域今后的研究方向,以推动这个崭新领域的深入研究和应用发展。 相似文献
94.
The finite-difference method is a numerical technique for obtaining approximate solutions to differential equations. The main
objective of the present study is to give a new aspect to the finite-difference method by using a variational derivative.
By applying this formulation, accurate values of the buckling loads of beams and frames with various end supports are obtained.
The performance of this formulation is verified by comparison with numerical examples in the literature
__________
Published in Prikladnaya Mekhanika, Vol. 41, No. 7, pp. 139–144, July 2005. 相似文献
95.
The turbulent flow in a compound meandering channel with a rectangular cross section is one of the most complicated turbulent flows, because the flow behaviour is influenced by several kinds of forces, including centrifugal forces, pressure‐driven forces and shear stresses generated by momentum transfer between the main channel and the flood plain. Numerical analysis has been performed for the fully developed turbulent flow in a compound meandering open‐channel flow using an algebraic Reynolds stress model. The boundary‐fitted coordinate system is introduced as a method for coordinate transformation in order to set the boundary conditions along the complicated shape of the meandering open channel. The turbulence model consists of transport equations for turbulent energy and dissipation, in conjunction with an algebraic stress model based on the Reynolds stress transport equations. With reference to the pressure–strain term, we have made use of a modified pressure–strain term. The boundary condition of the fluctuating vertical velocity is set to zero not only for the free surface, but also for computational grid points next to the free surface, because experimental results have shown that the fluctuating vertical velocity approaches zero near the free surface. In order to examine the validity of the present numerical method and the turbulent model, the calculated results are compared with experimental data measured by laser Doppler anemometer. In addition, the compound meandering open channel is clarified somewhat based on the calculated results. As a result of the analysis, the present algebraic Reynolds stress model is shown to be able to reasonably predict the turbulent flow in a compound meandering open channel. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
96.
S. H. Park J. H. Chang M. Yang H. S. Ahn S. N. Yi K. Goto M. W. Cho T. Yao J. S. Song 《Current Applied Physics》2004,4(6):607-610
Photoluminescence (PL) linewidth broadening of CdxZn1 − xSe/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced. 相似文献
97.
98.
非等间距序列建模过程中存在的问题及改进 总被引:6,自引:0,他引:6
在研究非等间距序列的基础上 ,本文将非等间距累加运用于非等间距序列的建模过程中 ,使原有模型得到改进 .实例表明 ,改进后模型的精度有了很大提高 相似文献
99.
100.
A time discrete scheme is used to approximate the solution toa phase field system of PenroseFife type with a non-conservedorder parameter. An a posteriori error estimate is presentedthat allows the estimation of the difference between continuousand semidiscrete solutions by quantities that can be calculatedfrom the approximation and given data. 相似文献