Group mobility assisted network selection framework in 5G vehicular cognitive radio networks

The heterogeneity nature of networks is the most eminent characteristic in 5G vehicular cognitive radio networks across complex radio environments. Since multiple communicating radios may be in motion at the same time in a vehicle. So, group mobility is the most prominent characteristic that requires to be a deep investigation. Therefore, different communication radios that are moving on a train/bus needed to select the networks simultaneously. Without considering the group mobility feature, there is a possibility that the same network may be selected by each moving node and cause congestion in a particular network. To overcome this problem, a novel network selection technique considering the group mobility feature is proposed to improve the throughput of the network. In this work, a 5G vehicular cognitive radio network scenario is also realized using USRP-2954 and LabVIEW communications system design suite testbed. The performance metrics like transmission delay, packet loss rate, reject rate and, channel utilization for vehicular nodes, are gained to analyze the proposed technique in vehicular cognitive radio networks environment. The proposed technique demonstrates a remarkable improvement in channel utilization for vehicular nodes and outperformed conventional schemes.     

改革开放以来高中化学教科书物质结构内容选择及演变

以1978年改革开放以来人民教育出版社出版的5套高中化学教科书作为研究对象，梳理其物质结构内容的演变，发现近40年来高中化学教科书中物质结构内容选择呈钟摆现象，同时其内容组织的结构化理念日益清晰。此外，为新时期我国高中化学教科书的编写提供了一些建议。     

基于波长调制-直接吸收光谱方法的CO分子1567 nm处谱线参数高精度标定

直接吸收光谱(DAS)可直接测量分子吸收率函数,并通过拟合吸收率函数确定待测气体参数.波长调制-直接吸收光谱(WM-DAS)在DAS基础上,结合了波长调制光谱(WMS)中谐波分析思想,利用傅里叶变换复现吸收率函数,可有效提高吸收率函数的测量精度.本文利用WM-DAS方法结合长光程气体吸收池,在室温低压条件下,对CO分子1567 nm处R5-R11近红外弱吸收谱线吸收率函数进行了精确复现,其拟合残差标准差低至3×10^-5,随后根据测得的吸收率函数对谱线的碰撞展宽、Dicke收敛以及速度依赖的碰撞展宽系数等光谱参数进行了高精度标定,并将其与高灵敏度的连续波腔衰荡光谱(CW-CRDS)测量结果进行了比较,实验结果表明该方法与CW-CRDS测量结果具有高度一致性,更具有系统简单、测量速度快、对环境要求低等优点.     

改进的PNC方法及其在非线性偏微分方程多解问题中的应用

2017年，李昭祥等提出了一种偏牛顿-校正法（Partial Newton-Correction Method，简记为PNC方法），并利用它成功地计算出了三类非线性偏微分方程的多重不稳定解.本文在PNC方法的基础上，提出并发展了一种改进的PNC方法.首先，利用Nehari流形$\mathcal{N}$与零平凡解的可分离性，建立并证明了$\mathcal{N}$的某特殊子流形$\mathcal{M}$上的全局分离定理及其推广（即局部分离定理）.全局分离定理只跟非线性偏微分算子或相应的非线性泛函本身有关，而与具体的计算方法无关.对一些典型的非线性偏微分方程多解问题（比如，Henon方程问题），该全局分离定理的分离条件，经验证是成立的.另一个方面，通过修改或补充原辅助变换的定义，去掉了原辅助变换的奇异性；接着建立并证明了某些非线性偏微分方程问题的新未知解与该非线性偏微分算子零核空间的密切关系；在证明中，去掉了在原奇异变换下所需的标准收敛（standard convergence）假设.最后，计算实例与数值结果验证了改进的PNC方法的可行性和有效性；同时表明子流形$\mathcal{M}$与已知解的可分离性是PNC方法和本文新方法能成功找到多解的关键.     

级联光栅结合Sagnac环的可调谐光纤激光器

提出并验证了一种单-双波长可调谐掺铒光纤激光器。利用级联光纤布拉格光栅(Cascaded Fiber Bragg gratings,Cascaded FBGs)结合Sagnac环结构所产生的复合滤波效应,实现较高精细度滤波,并通过调节环内偏振控制器(Polarization Controller,PC),引入双折射效应,得到波长可调谐的光纤激光器。基于耦合模理论并使用传输矩阵法对该结构的传输特性进行了分析,在此基础上搭建实验系统,验证了理论分析的正确性。实验结果表明:通过调节PC,激光器输出激光的波长范围约为1 555.644～1 556.112 nm,双波长间隔的可调范围约为0.108～0.452 nm,单-双波长的边模抑制比(SMSR)均高于40 dB;在稳定性测试中,输出单-双波长激光的波长最大漂移量小于0.008 nm。该方法具有结构简单、调谐方便、易于实现且精细度较高的优点,可应用于密集波分复用及全光通信系统等领域。     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

Change points in heavy‐tailed multivariate time series: Methods using precision matrices

We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。