基于M估计的稳健单指数投资组合模型

针对单指数投资组合模型,用稳健的M估计去估计模型参数,减少了样本数据异常值对模型的影响,并对沪市权重股进行了实证检验,得到了投资组合的有效前沿。     

Route to hyperchaos and chimera states in a network of modified Hindmarsh-Rose neuron model with electromagnetic flux and external excitation

Analyzing the chaos and bursting phenomenon of neurons has been of interest in the past decade. In this paper, we discuss an extended Hindmarsh-Rose neuron model by taking into consideration the slowly interacting cell phenomenon due to the calcium ions. In the extended model, we consider the effect of an external forcing current, and the electromagnetic coupling between the magnetic flux and the membrane potential of the neuron. We analyze the modified neuron model in the presence of periodic and quasi-periodic excitations. A more complex chaotic behavior (hyperchaos) is identified in the neuron model. The results also demonstrate the multistable nature, which was not explored earlier. To discuss the dynamical behavior of the modified neuron in a network, we construct a ring network of neurons and capture the spatiotemporal patterns of the neuron in the network, in the presence of different excitations.

     

Analysis of the flow in a thermo-acoustic MHD generator with conducting walls

This paper is devoted to the analysis of a pulsating MHD flow in a rectangular channel, submitted to an applied DC magnetic field and an imposed harmonically oscillating thermo-acoustically generated pressure gradient. The resulting AC current is collected by two electrodes placed on one either side of the channel. The walls of the channel are assumed electrically conducting. The channel is considered sufficiently long to justify the hypothesis of a fully developed flow. The analytical solution proposed is based on a simultaneous resolution of the Navier–Stokes and induction equations. This solution is limited to moderate values of the magnetic Reynolds number.     

时间尺度上二阶拟线性阻尼动力方程的振动性分析

研究二阶拟线性时滞阻尼动力方程[a(t)|x^Δ(t)|^λ-1x^Δ(t)]^Δ+b(t)|x^Δ(t)|^λ-1x^Δ(t)+p(t)|x(δ(t))|^λ-1x(δ(t))=0的振动性，其中t ₀∈T，而T为任意时间尺度，考虑方程是非正则情形，即$\int^{∞}_{t_0}$[a^-1(s)e_-b/a(s,t₀)]^1/λ Δs < ∞。 通过引入广义Riccati变换，借助时间尺度上的有关理论，并结合不等式技巧，建立了该方程振动的一些新的充分条件，推广、改进并丰富了现有文献中的结果。     

Online Column Extraction Coupled with Double-Trap Column System for HPLC Determination of Valproic Acid in Human Plasma Without Derivatization

Chromatographia - An automated online column extraction coupled with high-performance liquid chromatography (HPLC) and equipped with a double-trap column system was developed to determine valproic...     

表面修饰多壁碳纳米管负载二氧化钛的制备及催化碳酸二甲酯与苯酚酯交换反应的性能

制备了表面修饰多壁碳纳米管负载TiO₂的催化剂,并将其应用于碳酸二甲酯与苯酚的酯交换反应. 采用X射线电子能谱、透射电子显微镜、低温N₂吸附-脱附和X射线衍射等对催化剂进行了表征. 结果表明,以低浓度的氨水（0.4%）代替去离子水作为沉淀剂时,制备的催化剂显示出更好的催化活性、分离性与重复使用性. 考察了TiO₂负载量、催化剂用量及反应时间对反应性能的影响. 在最佳反应条件下,苯酚转化率为42.5%,碳酸甲苯酯与碳酸二苯酯的总选择性达到99.9%以上. 经过4次重复使用后,催化剂的活性略有下降.     

Center problem and bifurcation behavior for a class of quasi analytic systems

Results about the study of nonanalytic systems’ center-focus and bifurcations of limit cycles are hardly seen in published references up till now. In this paper, we investigated the problems of determining center or focus and bifurcations for a class of planar quasi cubic analytic systems. The recursive formula to figure out generalized focal values is given, ulteriorly the conditions for four limit cycles from the origin or the point at infinity are obtained and center problems are considered. What is worth pointing out is that we offer a kind of interesting phenomenon that the exponent parameter λ control the non-analyticity of studied system (3.8) in this paper. In terms of nonanalytic differential systems, our work is new.     

L^p- L^q decay estimates of solutions to Cauchy problems of thermoviscoelastic systems

L^p- L^q decay estimate of solution to Cauchy problem of a linear thermoviscoelastic system is studied. By using a diagonalization argument of frequency analysis, the coupled system will be decoupled micrologically. Then with the help of the information of characteristic roots for the coefficient matrix of the system, L^p- L^q decay estimate of parabolic type of solution to the Cauchy problem is obtained.     

具ρ-aplacian算子非齐次辊舍型二阶微分方程多点边值问题(英文)

A class of multi-point boundary value problems are studied.Easily verified suffcient conditions to guarantee the existence of at least one solutions of above mentioned BVPs are established.The examples are presented to illustrate the main results.