Conditional Symmetries and Solutions to a Class of Nonlinear Diffusion-Convection Equations

The present paper discusses a class of nonlinear diffusion-convection equations with source. The method that we use is the conditional symmetry method. It is shown that the equation admits certain conditional symmetries for coefficient functions of the equations. As a consequence, solutions to the resulting equations are obtained.     

幅相一致行波管高频电路CAD研究

 在行波管的设计和装配过程中，各部件的尺寸必须严格控制，高频电路参数的离散对行波管色散特性有极大的影响。使用螺旋导电面模型，模拟计算了高频结构各主要参数离散对色散特性和轴向互作用耦合阻抗的影响。分析计算了夹持杆宽度、翼片高度、螺旋线平均半径、螺距、夹持杆介电常数等离散时对色散特性和轴向互作用耦合阻抗的影响，为新型幅相一致行波管的设计和生产提供了很有价值的参考建议。     

中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

横向射流式单重态氧发生器的性能实验研究

 对氧碘化学激光器的单重态氧发生器（SOG）进行了改进，采用横向射流方式，并对该横向射流式单重态氧发生器的性能进行了检测。实验中过氧化氢碱溶液温度控制在－16℃左右,氯气流量为530mmol/s，He与氯气的流量比为3;采用PS法测量单重态氧分子的产率,吸收法测量氯气的利用率和相对水含量。得出如下结论:在不使用冷阱和分离器的情况下，最高单重态氧分子产率达到58%, 氯气利用率在80%以上,相对水含量小于等于0.5;气体达到最大流量时,发生器仍然能稳定地工作。     

Analytic Feynman integrals of transforms of variation of cylinder type functions over Wiener paths in abstract Wiener space

In this paper, we evaluate various analytic Feynman integrals of first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transform of cylinder type functions defined over Wiener paths in abstract Wiener space. We also derive the analytic Feynman integral of the conditional Fourier-Feynman transform for the product of the cylinder type functions which define the functions in a Banach algebra introduced by Yoo, with n linear factors.     

与q形变玻色算符逆算符相关的相干态及其量子统计性质

讨论了ｑ形变玻色算符的广义逆算符作用于ｑ－相干态所得到的两类量子态的数学及量子统计性质。结果表明，ｑ－相干态的光子激发态不存在压缩但呈现反聚束效应，而ｑ－相干态的光子湮灭态却存在压缩但不呈现反聚束效应。     

广义极限鞅的一个收敛定理

本文引进了广义极限鞅的概念,证明了 L~1有界的广义极限鞅 a.s.收敛于—可积随机变量。这样推广了通常极限鞅的相应收敛定理,并回答了 Stout 提出的问题:L~1有界的弱鞅在一定的条件下是 a.s.收敛的。     

Computation of the quasi-stationary distributions inM(n)/GI/1/K andGI/M(n)/1/K queues

In this paper, we provide numerical means to compute the quasi-stationary (QS) distributions inM/GI/1/K queues with state-dependent arrivals andGI/M/1/K queues with state-dependent services. These queues are described as finite quasi-birth-death processes by approximating the general distributions in terms of phase-type distributions. Then, we reduce the problem of obtaining the QS distribution to determining the Perron-Frobenius eigenvalue of some Hessenberg matrix. Based on these arguments, we develop a numerical algorithm to compute the QS distributions. The doubly-limiting conditional distribution is also obtained by following this approach. Since the results obtained are free of phase-type representations, they are applicable for general distributions. Finally, numerical examples are given to demonstrate the power of our method.     

Time Consistent Dynamic Risk Measures

We introduce the time-consistency concept that is inspired by the so-called “principle of optimality” of dynamic programming and demonstrate – via an example – that the conditional value-at-risk (CVaR) need not be time-consistent in a multi-stage case. Then, we give the formulation of the target-percentile risk measure which is time-consistent and hence more suitable in the multi-stage investment context. Finally, we also generalize the value-at-risk and CVaR to multi-stage risk measures based on the theory and structure of the target-percentile risk measure.     

A Bayesian analysis for the seismic data on Taiwan

A Bayesian approach is used to analyze the seismic events with magnitudes at least 4.7 on Taiwan. Following the idea proposed by Ogata (1988,Journal of the American Statistical Association,83, 9–27), an epidemic model for the process of occurrence times given the observed magnitude values is considered, incorporated with gamma prior distributions for the parameters in the model, while the hyper-parameters of the prior are essentially determined by the seismic data in an earlier period. Bayesian inference is made on the conditional intensity function via Markov chain Monte Carlo method. The results yield acceptable accuracies in predicting large earthquake events within short time periods.