随机桁架结构的非平稳随机动力响应分析

本文研究了随机桁架结构在非平稳随机激励下的动力响应问题。在利用随机因子法分析随机结构动力特性的基础上，给出了一种分析随机结构非平稳随机响应的新方法。从结构非平稳随机响应的表达式出发，同时考虑桁架结构的物理参数、几何尺寸的随机性，利用求解随机变量函数矩的方法和求解随机变量数字特征的代数综合法，导出了随机桁架结构在非平稳随机激励下位移响应均方值和应力响应均方值的均值、方差和变异系数的计算表达式。通过算例，分析了结构物理参数和几何尺寸的随机性对结构位移响应均方值和应力响应均方值随机变量随机性的影响。本文方法具有对随机结构进行一次动力分析便可求得动力响应的数字特征，且可以考察结构任一参数的随机性对结构非平稳随机响应分析结果的影响之优点。     

基于S变换的地震信号降噪方法研究

S变换在分析非平稳信号时能有效地反映出频率随时间的变化,但由于其窗函数是固定不变的,在实际中应用受到了限制.从基本理论出发,推导出一种改进的S变换形式,并对合成信号分别进行傅立叶变换、s变换和改进的S变换,通过对比发现:改进的s变换方法能够更好地分辨非平稳信号的频率特性,比S变换具有更高的分辨率.最后应用改进的s变换方法对地震背景噪声数据进行了去噪处理,取得了较好的结果.     

The Crank–Nicolson finite spectral element method and numerical simulations for 2D non-stationary Navier–Stokes equations

In this paper, we first build a semi-discretized Crank–Nicolson (CN) model about time for the two-dimensional (2D) non-stationary Navier–Stokes equations about vorticity–stream functions and discuss the existence, stability, and convergence of the time semi-discretized CN solutions. And then, we build a fully discretized finite spectral element CN (FSECN) model based on the bilinear trigonometric basic functions on quadrilateral elements for the 2D non-stationary Navier–Stokes equations about the vorticity–stream functions and discuss the existence, stability, and convergence of the FSECN solutions. Finally, we utilize two sets of numerical experiments to check out the correctness of theoretical consequences.     

An inverse problem for Maxwell's equations in isotropic and non-stationary media

In this article, we consider Maxwell's equations in an isotropic, inhomogeneous and non-stationary medium. We discuss an inverse problem of determining the t-independent components of the coefficients ?, μ in the constitutive relations from a finite number of interior measurements. We prove a Lipschitz stability estimate for the inverse problem by applying the argument on the basis of Carleman estimate.     

An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints

We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static-dynamic uncertainty strategy. The effectiveness of the proposed method hinges on three novelties: (i) the proposed relaxation is computationally efficient and provides an optimal solution most of the time, (ii) if the relaxation produces an infeasible solution, then this solution yields a tight lower bound for the optimal cost, and (iii) it can be modified easily to obtain a feasible solution, which yields an upper bound. In case of infeasibility, the relaxation approach is implemented at each node of the search tree in a branch-and-bound procedure to efficiently search for an optimal solution. Extensive numerical tests show that our method dominates the MIP solution approach and can handle real-life size problems in trivial time.     

Martingales, detrending data, and the efficient market hypothesis

We discuss martingales, detrending data, and the efficient market hypothesis (EMH) for stochastic processes x(t) with arbitrary diffusion coefficients D(x,t). Beginning with x-independent drift coefficients R(t) we show that martingale stochastic processes generate uncorrelated, generally non-stationary increments. Generally, a test for a martingale is therefore a test for uncorrelated increments. A detrended process with an x-dependent drift coefficient is generally not a martingale, and so we extend our analysis to include the class of (x,t)-dependent drift coefficients of interest in finance. We explain why martingales look Markovian at the level of both simple averages and 2-point correlations. And while a Markovian market has no memory to exploit and presumably cannot be beaten systematically, it has never been shown that martingale memory cannot be exploited in 3-point or higher correlations to beat the market. We generalize our Markov scaling solutions presented earlier, and also generalize the martingale formulation of the EMH to include (x,t)-dependent drift in log returns. We also use the analysis of this paper to correct a misstatement of the ‘fair game’ condition in terms of serial correlations in Fama's paper on the EMH. We end with a discussion of Levy's characterization of Brownian motion and prove that an arbitrary martingale is topologically inequivalent to a Wiener process.     

Hawking radiation of Weyl neutrinos in a rectilinearly non—uniformly accelerating Kinnersley black hole

The quantum thermal effect of Weyl neutrinos in a rectilinearly non-uniformly accelerating Kinnersley black hole is investigated using the generalized tortoise coordinate transformation.The equations that determine the location,the Hawking temperature of the event horizon and the thermal radiation spectrum of neutrinos are derived.Our results show that the location and the temperature of the event horizon depend not only on the time but also on the angle.     

金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.     

Optimal Control of Non-stationary Differential Linear Repetitive Processes

Differential repetitive processes are a distinct class of continuous-discrete 2D linear systems of both systems theoretic and applications interest. The feature which makes them distinct from other classes of such systems is the fact that information propagation in one of the two independent directions only occurs over a finite interval. Applications areas include iterative learning control and iterative solution algorithms for classes of dynamic nonlinear optimal control problems based on the maximum principle, and the modelling of numerous industrial processes such as metal rolling, and long-wall cutting etc. The new results in is paper solve a general optimal problem in the presence of non-stationary dynamics.     

变加速直线运动黑洞中Weyl中微子的Hawking辐射

利用推广的乌龟坐标变换法研究了作变加速直线运动的Kinnersley黑洞中Weyl中微子的量子 热效应，导出了局部的事件视界面方程和Hawking温度以及中微子的热辐射谱.结果表明视界 的位置和温度不仅随时间变化，而且明显依赖于方位角. 关键词： Hawking辐射 Weyl中微子 动态Kinnersley黑洞 广义乌龟坐标变换