基于白化值的区间DEA建模

传统数据包络分析要求输入输出数据为精确数,然而在某些实际应用中,区间形式的数据相较于精确数更容易获得.将区间数转化为白化值,并基于传统C~2R模型提出了基于白化值的区间C~2R模型.考虑到决策单元的有效性不易通过基于白化值的区间C~2R模型来判断,因此将非阿基米德无穷小概念引入到上述模型,构建了具有非阿基米德无穷小的区间C~2R模型.此外,还给出了用于判断决策单元有效性的区间目标规划方法:分别通过G_(IC~2R)模型和WG_(IC~2R)模型判断决策单元是否为区间DEA有效与区间弱DEA有效.     

邻位取代基对芳基杂环磷酸盐成核有效性的影响

以2,4-二叔丁基苯酚为原料分别合成2,2'-亚甲基双(4,6-二叔丁基苯基)磷酸钠(NA-1)和2,2'-亚甲基双(4-叔丁基苯基)磷酸钠(NA-2),并将其应用于等规聚丙烯(i PP),研究该类芳基杂环磷酸盐成核剂邻位取代基对其成核有效性的影响.通过红外吸收光谱(FTIR)、核磁共振谱(NMR)、X-Ray多晶粉末衍射(XRD)、扫描电镜分析(SEM)和热分析对其化学结构、凝聚态结构、颗粒形貌和物性特征进行了表征,确定了NA-1和NA-2的分子结构和凝聚态颗粒的结构、形貌和物性特征.利用偏光显微观察(POM)、扫描电镜(SEM)断口分析、示差式扫描量热分析(DSC)和雾度测试分析对其与i PP的复合材料的晶粒结构、结晶行为及宏观光学性能进行测试表征.结果表明,添加量0.2%时,邻位叔丁基(NA-1)的存在可使复合材料球晶尺度更加细密,结晶温度比无邻位叔丁基(NA-2)增加5.1 K,等温结晶速率提高至0.56 w/g是NA-2的7倍,半结晶时间由NA-2的11.55 min下降至2.36 min,邻位叔丁基存在对材料透光率和雾度值的影响分别达到4.3%,7.4%.SEM断口分析表明二者在i PP基体中分散均匀,平均粒径相近分别为0.79μm和0.82μm,粒径分布曲线相近,二者分散分布的差异性不显著.     

基于加速度响应控制时MTMD的地震特性

研究了由多个刚度和阻尼保持为常量且频率呈线性分布的TMD形成的MTMD的地震特性。基于虚拟激励法和Kanai Tajimi及Clough Penzien地震谱 ,建立了结构 MTMD系统的加速度传递函数 ,进而导出了设置MTMD时结构的加速度动力放大系数 (ADMF)明确表达式。于是MTMD的优化准则选择为 :结构最大加速度动力放大系数的最小值的最小化 [Min .Min .Max .ADMF]。通过最优搜寻得MTMD的最优频率间隔、平均阻尼比、调谐频率比和相应的控制有效性指标。选择结构受控频率与地震卓越频率比的不同取值 ,研究地震卓越频率对MTMD最优参数及有效性的影响     

三峡库区大石板滑坡区排水系统效果评估

结合三峡库区大石板滑坡工程实例 ,以连续 36天的降雨过程为条件 ,利用已有的地下水位观测资料 ,采用人工神经网络方法预测滑坡内地下水位在排水工程实施前后的变化 ,以此作为非饱和—饱和—非衡定地下渗流计算的特定水头边界。根据计算的地下水位进行滑坡稳定性分析 ,结合稳定分析成果对排水系统工程的效果进行评价。结果表明 ,地下排水工程的实施可较大幅度地提高滑坡的稳定性。     

Experimental investigation on the effectiveness of sorption energy recovery wheel in ventilation system

The object of this research was to investigate the effectiveness of sorption energy exchanger and the impact of the operational and thermal environmental conditions on their efficiency under steady-state conditions. To achieve this object, a test facility was installed into the Indoor Air Quality and Thermal Comfort Laboratory of BUTE University. A molecular 3Å sieve sorption wheel with high latent effectiveness is integrated into the experimental setup. In this study, the correlation between the sensible, latent, total effectiveness under different ambient air temperature and humidity values and different rotational speeds of the wheel is investigated in detailed by experimental tests.     

Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary

In this paper, we propose two risk hedge schemes in which a life insurer (an annuity provider) can transfer mortality (longevity) risk of a portfolio of life (annuity) exposures to a financial intermediary by paying the hedging premium of a mortality-linked security. The optimal units of the mortality-linked security which maximize hedge effectiveness for a life insurer (an annuity provider) can be derived as closed-form formulas under the risk hedge schemes. Numerical illustrations show that the risk hedge schemes can significantly hedge the downside risk of loss due to mortality (longevity) risk for the life insurer (annuity provider) under some stochastic mortality models. Besides, finding an optimal weight of a portfolio of life and annuity business, the financial intermediary can reduce the sensitivity to mortality rates but the model risk; a security loading may be imposed on the hedge premium for a higher probability of gain to compensate the financial intermediary for the inevitable model risk.     

EMI shielding and dynamic mechanical analysis of graphene oxide-carbon nanotube-acrylonitrile butadiene styrene hybrid composites

Carbon nanomaterials such as carbon nanotubes (CNTs), graphene and their hybrid have been studied extensively. Despite having excellent properties of CNTs and graphene have not yet been fully realized in the polymer composites. During fabrication agglomeration of CNTs and restacking of graphene is a serious concern that results in the degradation of properties of nanomaterials into the final composites. To improve the dispersion of CNTs and restacking graphene, in the present research work, we focused on the hybridization of graphene oxide and CNTs. Multiwalled carbon nanotubes (MWCNTs), functionalized carbon nanotubes (FCNTs), and graphene oxide-carbon nanotubes (GCNTs) reinforced acrylonitrile butadiene styrene (ABS) composites were prepared separately by vacuum filtration followed by hot compression molding. Further, dynamic mechanical analysis (DMA), and electromagnetic interference (EMI) shielding properties of ABS composites reinforced carbon nanofillers were investigated. The dynamic mechanical properties of polymers strongly depend on the adhesion of fillers and polymer, entanglement density of polymer chains in the presence of carbon fillers. The dynamic mechanical characteristics such as storage, loss modulus, and damping factor of prepared composites were significantly affected by the incorporation of MWCNTs, FCNTs, and GCNTs. Maximum EMI shielding effectiveness of −49.6 dB was achieved for GCNT-ABS composites which were highest compared to MWCNTs-ABS composites (−38.6 dB) and FCNTs-ABS composites (−36.7 dB) in the Ku band (12.4–18 GHz). These results depict the great potential of GCNTs-ABS composites to be used in various applications of efficient heat dissipative EMI shielding materials for electronic devices.     

基于泰勒展开的二阶层次分析法初探

经典AHP常用于武器装备效能或能力评估,然而经典AHP采用线性加权模型,即通过底层指标效能线性加权得到顶层指标效能,对非线性体系往往会引入较大评估误差,易产生决策性错误。为解决这一问题,本文以底层指标效能值等于1/2为展开点,给出基于泰勒展开的二阶加权模型,对线性体系,二阶加权模型可退化为经典线性加权模型;推导出二阶AHP的数学表达式,给出二阶AHP效能评估步骤,构建二阶AHP的基本框架。算例表明,二阶AHP评估结果相比经典AHP更接近于解析解,产生决策性错误的机率远小于经典AHP。     

高等数学多媒体课堂教学浅议

从使用多媒体讲授高等数学的经验出发,分析高等数学教学中应用多媒体教学手段的优势,同时给出在多媒体教学条件下进一步提高教学效果的几点建议,指出教师必须用现代化的教学思想为指导,综合运用各种教学手段提高高等数学教学效果,适应现代化教学的发展.     

Sudden changes in variance and time varying hedge ratios

This paper analyzes the influence of sudden changes in the unconditional volatility on the estimation and forecast of volatility and its impact on futures hedging strategies. We employ several multivariate GARCH models to estimate the optimal hedge ratios for the Spanish stock market including in each one some well-known patterns that may affect volatility forecasts (asymmetry and sudden changes). The main empirical results show that more complex models including sudden changes in volatility outperform the simpler models in hedging effectiveness both with in-sample and out-of-sample analysis. However, the evidence is stronger when the loss distribution tail is used as a measure for the effectiveness (Value at Risk (VaR) and Expected Shortfall (ES)) suggesting that traditional measures based on the variance of the hedged portfolio should be used with caution.