Axial dispersion in pressure perturbed flow through an annular pipe oscillating around its axis

A method of moment is employed to study the axial dispersion of passive tracer molecules released in an unsteady pressure-driven flow through an annular pipe which is oscillating around its longitudinal axis. The flow unsteadiness is caused by the oscillation of the tube around its axis as well as by a periodic pressure gradient. A finite difference implicit scheme is adopted to solve the Aris integral moment equations arising from the unsteady convective-diffusion equation for all time periods. The main objective is to study the nature of the dispersion coeffcient and mean concentration distribution under the sole as well as combined oscillation of the two driving forces. The behaviour of the dispersion coeffcient due to the variation of the aspect ratio, the absorption parameter for purely periodic flow has been examined and the sound response from dispersion coeffcient is found with the variation of these parameters in the sole presence of pressure pulsation. There is a remarkable difference in the behavior of the dispersion coeffcient depending on whether the ratio of two frequencies arising from the oscillations of the tube and the pressure gradient possesses a proper fraction or not. Oscillation of the tube produces much more dispersion than the pulsation of the pressure gradient and their combined effect leads to a further increase in dispersion. Tube oscillation shows a stronger effect on the dispersion coeffcient than the pressure pulsation though the effect of physical parameters are pronounced in the presence of pressure pulsation. The effect of the frequency parameter on the axial distribution of mean concentration is insensible when the oscillation of the annular tube is the only forcing. However this effect is much noticeable under the combined action of both forcing and much more effective under the sole influence of pressure pulsation.     

利用散射波远场模第P个傅立叶系数重建声波阻尼系数

阐述了利用声波散射远场模Fourier展开的第P个傅立叶系数（声散射远场模的不完全信息）,重建声阻抗系数的一种非线性最优化方法．并给出了该方法收敛性的证明,其数值例子说明这种方法的有效性和可行性．     

Axial dispersion in pressure perturbed flow through an annular pipe oscillating around its axis

A method of moment is employed to study the axial dispersion of passive tracer molecules released in an unsteady pressure-driven flow through an annular pipe which is oscillating around its longitudinal axis. The flow unsteadiness is caused by the oscillation of the tube around its axis as well as by a periodic pressure gradient. A finite difference implicit scheme is adopted to solve the Aris integral moment equations arising from the unsteady convective-diffusion equation for all time periods. The main objective is to study the nature of the dispersion coeffcient and mean concentration distribution under the sole as well as combined oscillation of the two driving forces. The behaviour of the dispersion coeffcient due to the variation of the aspect ratio, the absorption parameter for purely periodic flow has been examined and the sound response from dispersion coeffcient is found with the variation of these parameters in the sole presence of pressure pulsation. There is a remarkable difference in the behavior of the dispersion coeffcient depending on whether the ratio of two frequencies arising from the oscillations of the tube and the pressure gradient possesses a proper fraction or not. Oscillation of the tube produces much more dispersion than the pulsation of the pressure gradient and their combined effect leads to a further increase in dispersion. Tube oscillation shows a stronger effect on the dispersion coeffcient than the pressure pulsation though the effect of physical parameters are pronounced in the presence of pressure pulsation. The effect of the frequency parameter on the axial distribution of mean concentration is insensible when the oscillation of the annular tube is the only forcing. However this effect is much noticeable under the combined action of both forcing and much more effective under the sole influence of pressure pulsation.     

关于求解齐次线性方程组的一个新方法

在对系数矩阵进行初等变换的基础上,给出了求解齐次线性方程组的一种新方法.     

诺特赋值环上Grbner基的性质

本文主要研究了诺特赋值环上多项式理想的Grbner基的性质.利用Buchberger算法,证明了约化Grbner基的存在性及当其首项系数为单位元时的唯一性.推广了极小Grbner基和约化Grbner基的概念.同时,我们给出了求极小Grbner基和约化Grbner基的算法.     

多项Probit模型中回归系数的逆回归估计

本文将多项Probit模型推广到更一般的形式, 研究了推广的多项Probit模型的逆回归性质,给出了回归系数的逆回归估计方法, 并证明了在满足一些条件时估计是渐近正态的. 模拟表明逆回归估计方法有良好的表现.     

ASSESSMENT OF LOCAL INFLUENCE FOR GENERALIZED CORRELATION COEFFICIENTS

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两个相关更新过程的一种新描述

研究了两个相关点过程之间相关性的描述。我们指出当两个点过程是泊淞过程时，相关系数能充分描述它们之间的相互关系。当两个点过程是更新过程时，相关系数随着时间窗口的变化而变化，是时间窗口的递增函数。于是我们提出用相关系数曲线来描述两个更新过程之间的相互关系。这些结论对优化神经网络的设计将是很有用的。     

Well-posedness of a non-local abstract Cauchy problem with a singular integral

A non-local abstract Cauchy problem with a singular integral is studied, which is a closed system of two evolution equations for a real-valued function and a function-valued function. By proposing an appropriate Banach space, the well-posedness of the evolution system is proved under some boundedness and smoothness conditions on the coefficient functions. Furthermore, an isomorphism is established to extend the result to a partial integro-differential equation with a singular convolution kernel, which is a generalized form of the stationary Wigner equation. Our investigation considerably improves the understanding of the open problem concerning the well-posedness of the stationary Wigner equation with in ow boundary conditions.     

污染分布的近邻估计

本文研究了污染分布中污染系数和未知主体分布密度的估计问题.利用近邻估计法得到了它们的估计量,并且证明了此估计量均满足一致弱相合性,同时对污染系数的估计进行了统计模拟,并与用核密度估计得出的结果作比较.结果显示估计的好坏与样本量的多少和参数的选取有关.     

Dynamics of stochastic partly dissipative systems on time-varying domain

This article is devoted to stochastic partly dissipative systems (SPDS) defined on time-varying domain expending in time. The definition of a space–time trace class Wiener process on time-varying domain is presented by combining a time trace class Wiener process with a spatial intensity defined on time-varying domain. Some nice properties for Wiener process on time-varying domain are also presented. We develop a new penalty method to establish the existence and uniqueness of variational solution of SPDS with additive noise on time-varying domain. The existence of global attractor for the process generated by variational solution is also obtained.     

基于小波包分解的非线性时变系统辩识

在实际应用中,经常会碰到非线性时变系统,它们的辨识和建模比较困难．本文采用时变Hammerstein模型描述时变非线性系统．该模型可以以较简单的方式刻划系统的时变特性和非线性特性．然后用小波包对时变系数进行展开,把时变系统的辨识转化为对时不变系数的辨识．     

基于Fuzzy推理的时变系统建模

提出一种基于Fuzzy推理的时变系统建模方法,其基本思想是:对时间维度进行分割,在每个较短的时间间隔内用时不变模型代替时变模型,将这些时不变模型组合在一起,最终获得一个整体非线性时变的微分方程模型.分别研究了输入输出型时变系统和状态空间型时变系统的模型建立方法,除了从理论上保证了所获得的模型对系统的逼近性,还从仿真实验验证了用该方法建立的模型对非线性时变系统有很好的逼近效果.     

中国股市周内效应研究——来自时变贝塔、时变特雷诺比率和交易量的新结果

本文首次关注时变市场风险度量指标——时变贝塔和单位市场风险收益率度量指标——时变特雷诺比率的周内效应,重点对中国股市行业指数的收益率、时变贝塔、时变特雷诺比率和交易量进行了周效应和周内各交易日效应研究,并比较研究了个股时变贝塔的周内效应。研究发现行业指数的收益率、时变特雷诺比率、交易量有明显的周效应;收益率和时变特雷诺比率有明显的周二和周四效应,但周一和周五效应并不明显,比如行业收益率基本上没有周一效应;上证指数收益率有明显的周四效应;行业指数交易量的各周内交易日效应比较显著;但行业指数的时变贝塔周效应并不显著;此外,个股的时变贝塔表现出不同于行业指数的特点,其周内效应相对比较明显.     

基于Spearman ρ的时变Copula模型的模拟及应用

本文从Spearmanρ入手,利用Spearmanρ在非线性单调变换的情况下保持不变的特点,以及与条件期望预测机制存在的非线性的关系,提出建立时变Copula的模型的新方法;通过建立时变FGM-Copula模型的实例分析表明,这种构建Copula模型的方法较好捕捉了相依机制的时变性,预测了随机变量的趋势,具有一定的优越性。     

时变t-copula蒙特卡罗模拟的亚洲股指组合风险研究

应用时变条件t-copula函数描述沪市与亚洲主要股票市场指数收益序列之间的时变相依结构.时变条件t-copula模型的难点在于如何设定时变相依参数的演化方程,建立了用于描述包含时变自由度在内的所有时变相依模型参数的演化方程.进而采用蒙特卡洛仿真方法计算了各种指数组合的VaR,分析了沪综指与亚洲主要股指组合风险的演化趋势,并对结果进行后验测试,结果表明,时变条件t-copula函数仿真估计VaR可以覆盖最大损失风险.     

Stochastic Comparison Algorithm for Discrete Optimization with Estimation of Time-Varying Objective Functions

In this paper, the optimization of time-varying objective functions, known only through estimates, is considered. Recent research defined algorithms for static optimization problems. Based on one of these algorithms, we derive an optimization scheme for the time-varying case. In stochastic optimization problems, convergence of an algorithm to the optimum prevents the algorithm from being efficiently adaptive to changes of the objective function if it is time-varying. So, convergence cannot be required in a time-varying scenario. Rather, we require convergence to the optimum with high probability together with a satisfactory dynamical behavior. Analytical and simulative results illustrate the performance of the proposed algorithm compared with other optimization techniques.     

时变离散大系统的稳定性

本文首先给出了线性时变离散系统稳定性的一个充分条件.然后研究当孤立子系统满足上述条件时的线性及非线性时变离散大系统的稳定性.利用向量李雅普诺夫函数法结合时变离散系统的比较原理,得到了时变离散大系统在稳定性中的集结模型.直接由集结系统的稳定性得到大系统稳定性的条件.     

Continuous and discrete time Zhang dynamics for time-varying <Emphasis Type="Italic">4</Emphasis>th root finding

Recently, a special class of neural dynamics has been proposed by Zhang et al. for online solution of time-varying and/or static nonlinear equations. Different from eliminating a square-based positive error-function associated with gradient-based dynamics (GD), the design method of Zhang dynamics (ZD) is based on the elimination of an indefinite (unbounded) error-function. In this paper, for the purpose of online solution of time-varying 4th root, both continuous-time ZD (CTZD) and discrete-time ZD (DTZD) models are developed and investigated. In addition, power-sigmoid activation function is exploited in Zhang dynamics, which makes ZD models possess the property of superior convergence and better accuracy. To summarize generalization for possible widespread application, such approach is further extended to general time-varying nonlinear equations solving. Computer-simulation results demonstrate the efficacy of the ZD models for finding online time-varying 4th root and solving general time-varying equations.