Effective return,risk aversion and drawdowns

We derive two risk-adjusted performance measures for investors with risk averse preferences. Maximizing these measures is equivalent to maximizing the expected utility of an investor. The first measure, X_eff, is derived assuming a constant risk aversion while the second measure, R_eff, is based on a stronger risk aversion to clustering of losses than of gains. The clustering of returns is captured through a multi-horizon framework. The empirical properties of X_eff, R_eff are studied within the context of real-time trading models for foreign exchange rates and their properties are compared to those of more traditional measures like the annualized return, the Sharpe Ratio and the maximum drawdown. Our measures are shown to be more robust against clustering of losses and have the ability to fully characterize the dynamic behaviour of investment strategies.     

Highly optimized tolerance: robustness and design in complex systems

Highly optimized tolerance (HOT) is a mechanism that relates evolving structure to power laws in interconnected systems. HOT systems arise where design and evolution create complex systems sharing common features, including (1) high efficiency, performance, and robustness to designed-for uncertainties, (2) hypersensitivity to design flaws and unanticipated perturbations, (3) nongeneric, specialized, structured configurations, and (4) power laws. We study the impact of incorporating increasing levels of design and find that even small amounts of design lead to HOT states in percolation.     

Optimal intentional islanding to enhance the robustness of power grid networks

Intentional islanding of a power system can be an emergency response for isolating failures that might propagate and lead to major disturbances. Some of the islanding techniques suggested previously do not consider the power flow model; others are designed to minimize load shedding only within the islands. Often these techniques are computationally expensive. We aim to find approaches to partition power grids into islands to minimize the load shedding not only in the region where the failures start, but also in the topological complement of the region. We propose a new constraint programming formulation for optimal islanding in power grid networks. This technique works efficiently for small networks but becomes expensive as size increases. To address the scalability problem, we propose two grid partitioning methods based on modularity, properly modified to take into account the power flow model. They are modifications of the Fast Greedy algorithm and the Bloom algorithm, and are polynomial in running time. We tested these methods on the available IEEE test systems. The Bloom type method is faster than the Fast Greedy type, and can potentially provide results in networks with thousands of nodes. Our methods provide solutions which retain at least 40–50% of the system load. Overall, our methods efficiently balance load shedding and scalability.     

Optimal design of magnetic systems

The methods and the algorithms of the magnetic system design, producing the fields with a required distribution (the inverse problem of magnetostatics), are considered. The mathematical statement of the problem is reduced to the expansion of a given function into Fourier series on a non-orthonormal basis. The basis functions are the fields of the sections of a magnetic system, and the coefficients of the expansion are the components of the magnetization vector of the sections (the vector synthesis). The algorithms proposed to solve the problem take into account the physical constraints on the magnetization distribution of the assembly sections.     

扬声器的优化设计

基于有限元法发展了扬声器的计算机辅助设计，由此分析了扬声器的振动特征，讨论了各参数对扬声器振动及声辐射的影响，最后地其声压频响的优化措施作了探讨。     

显微摄影装置的优化设计

本文是作者根据图片资料对国外先进的显微摄影装置进行“反求”价值分析后，自主地设计出达到或优于国外同类产品的小结，其中包括了无限远像距光学系统的创新应用。可见在工程光学设计中运用价值工程这一先进的管理技术与思想方法也是大有可为的。     

Optimal design and analysis of a high-speed, low-voltage polymer Mach-Zehnder interferometer electro-optic switch

Detailed model, analysis and design technique are presented for simulating a high-speed polymer Mach-Zehnder interferometer (MZI) electro-optic switch with push-pull dual driving electrodes and rib waveguides. The novel formulas of the time-domain response are derived. Thorough optimization and simulation for the designed device are performed. The total length of the basic function unit of the switch is about 5049 μm, the push-pull switching voltage is 2.23 V, the switching time is 18.1 ps, and the insertion loss and crosstalk are less than 2.64 and −30 dB, respectively, within the range of the operation wavelength from 1534 to 1566 nm. These results are in good agreement with those obtained from the beam propagation method (BPM).     

Optimal design and experimental investigation of surfactant encapsulated microbubbles

The diagnostic capabilities of ultrasound imaging can be improved with contrast-specific nonlinear imaging modalities such as harmonic and subharmonic imaging. The nonlinear response of an encapsulated microbubble in an acoustic field is strongly influenced by the shell viscoelastic properties that are determined by the shell composition and thickness. In this paper, the subharmonic performance of a surfactant encapsulated microbubble was optimized by choosing the appropriate composition of shell material with the aid of theoretical model. To study the effects of viscoelastic properties of microbubble shell materials on the nonlinear scattered response of microbubbles, a theoretical model-modified Herring equation for the oscillation of encapsulated microbubbles in the ultrasound field was employed. Based on this model, a computer aided design system was developed to optimize and analyze the acoustic properties, particularly subharmonic responses, of microbubbles under different shell parameters. Furthermore, surfactant encapsulated microbubbles with different viscoelastic properties were prepared by changing the shell composition. Their shell viscoelastic behavior was measured indirectly as dilational modulus of monolayer film formed with surfactant molecular. Moreover, in vitro quantitative acoustic properties measurements of these microbubbles were carried out to evaluate their subharmonic performance. Both of the theoretical simulation and acoustic measurement showed that the surfactant encapsulated microbubbles with good subharmonic properties could be designed and prepared by adjusting the shell material composition with the guide of the computer aided design system.     

可见光变焦镜头结构优化设计

针对某变焦光学镜头在宽工作温度（-40～＋55℃）下光轴与安装基面的平行度变化容限小（≤0.2 mrad）的特点,利用UG软件的高级仿真模块设计了主镜筒及其支架的安装方式,得到了不同情况下主镜筒的变形分布图。提出了一种光轴变化量的估算方法,间接估算出其光轴变化量,从而优化得到了合理的镜头结构方式。实物镜头的光学传递函数检测及振动试验结果显示,调制传递函数值高于0.2,结构基频为117 Hz。结果表明：系统成像稳定清晰,变焦镜头结构优化设计合理。     

Optimal design of beams under flexural vibration

The minimum weight design of a cantilever beam in flexural vibration is considered. The aim is the maximization of a given natural bending frequency (usually the first) for a given beam weight or equivalently the minimization of beam weight for a specified value of a natural frequency. The beams considered are of rectangular section and are subject, in a range of cases presented, to a variety of constraints on lower and upper bounds on the cross-section dimensions or to the specification of a point mass at the end of the beam. Simple bending theory is regarded as applicable to the problem. A variational statement of the problem is made and the necessary conditions for a minimum are obtained as a system of non-linear equations which are solved numerically. Results are given in the form of tables and of figures showing computed optimum profiles. Some experiments on a sample set of beams of equal mass are described briefly. The optimum profile beam was found to have the greatest fundamental frequency, in support of the theoretical predictions.     

Optimal design of nanomagnets for targeted hyperthermia

We have numerically simulated the dynamic response of single-domain nanomagnets to alternating magnetic fields and discuss nanometer-sized thermal seeds suitable for selectively targeted magnetic hyperthermia. When we assign priority to the easy delivery and biological safety of these fields, the maximum heating power is obtained by the irradiation of a weak field at a medium frequency (∼1 MHz) on almost spherical magnetite nanomagnets with a diameter of approximately 20 nm. On the other hand, the irradiation of the amplified field at a low frequency (∼100 kHz) is more effective if the neural stimulation is allowable.     

紧凑型脉冲形成网络的优化设计

利用PSpice软件,在考虑互感的情况下对直线型、L型和U1型结构的脉冲形成网络进行电路仿真,同时采用瞬态场路同步协同仿真方法对5种不同连接结构的脉冲形成网络进行三维建模和仿真,并对这5种不同连接结构的脉冲形成网络进行实验,实验结果显示:5种不同结构脉冲形成网络的输出波形的上升沿约为45 ns;U1,U2型和U3型结构的脉冲形成网络输出脉冲的半高宽分别为166,158和154 ns,且其平顶处存在较大波动。将电路和瞬态场路同步协同方法得到的仿真结果和实验结果进行分析和比较,结果表明:瞬态场路同步协同仿真方法能很好地模拟脉冲形成网络的工作过程和输出波形,实验中的匹配负载和开关电感都要比仿真中的大,U型结构脉冲形成网络有利于实现脉冲功率源系统结构的紧凑化和小型化。     

紧凑型脉冲形成网络的优化设计

利用PSpice软件,在考虑互感的情况下对直线型、L型和U1型结构的脉冲形成网络进行电路仿真,同时采用瞬态场路同步协同仿真方法对5种不同连接结构的脉冲形成网络进行三维建模和仿真,并对这5种不同连接结构的脉冲形成网络进行实验,实验结果显示：5种不同结构脉冲形成网络的输出波形的上升沿约为45 ns;U1,U2型和U3型结构的脉冲形成网络输出脉冲的半高宽分别为166,158和154 ns,且其平顶处存在较大波动。将电路和瞬态场路同步协同方法得到的仿真结果和实验结果进行分析和比较,结果表明：瞬态场路同步协同仿真方法能很好地模拟脉冲形成网络的工作过程和输出波形,实验中的匹配负载和开关电感都要比仿真中的大,U型结构脉冲形成网络有利于实现脉冲功率源系统结构的紧凑化和小型化。     

Self-similarity, small-world, scale-free scaling, disassortativity, and robustness in hierarchical lattices

In this paper, firstly, we study analytically the topological features of a family of hierarchical lattices (HLs) from the view point of complex networks. We derive some basic properties of HLs controlled by a parameter q: scale-free degree distribution with exponent γ=2+ln 2/(ln q), null clustering coefficient, power-law behavior of grid coefficient, exponential growth of average path length (non-small-world), fractal scaling with dimension d_B=ln (2q)/(ln 2), and disassortativity. Our results show that scale-free networks are not always small-world, and support the conjecture that self-similar scale-free networks are not assortative. Secondly, we define a deterministic family of graphs called small-world hierarchical lattices (SWHLs). Our construction preserves the structure of hierarchical lattices, including its degree distribution, fractal architecture, clustering coefficient, while the small-world phenomenon arises. Finally, the dynamical processes of intentional attacks and collective synchronization are studied and the comparisons between HLs and Barabási-Albert (BA) networks as well as SWHLs are shown. We find that the self-similar property of HLs and SWHLs significantly increases the robustness of such networks against targeted damage on hubs, as compared to the very vulnerable non fractal BA networks, and that HLs have poorer synchronizability than their counterparts SWHLs and BA networks. We show that degree distribution of scale-free networks does not suffice to characterize their synchronizability, and that networks with smaller average path length are not always easier to synchronize.     

宽带高功率贴片天线优化设计与实验

研制了中心频率为300 MHz的宽带高功率贴片天线,并进行了高功率实验研究。采用Taguchi全局优化算法对双层贴片天线的结构参数进行优化设计,使其驻波比小于3的带宽达到60.2%,最大增益8.1 dB。为提高其功率容量,对贴片、介质基底和馈电结构进行了改进和相应的绝缘设计。小信号测试结果与理论计算吻合,实测带宽达到64.2%。高功率实验中,馈入峰值89 kV和-81 kV的双极的脉冲,辐射因子达到75.2 kV,等效峰值辐射功率为188.5 MW,辐射场频谱的3 dB带宽为46%,实测能量方向图与模拟结果相符,半能量角宽约为90°。     

Optimal wavelet filter bank design for image fusion

A novel optimization-based method for designing wavelet filter banks in image fusion is proposed. The filter bank design is formulated as a nonlinear optimization problem. The objective function of the optimization problem consists of both the performance metrics of the image fusion, such as the root mean square error (RMSE), and those of individual filters. The optimization problem is solved using simulating annealing.     

Z箍缩丝阵负载参数的优化设计

 以俄罗斯S-300 Z-pinch 装置的负载电流波形为基准，利用Z箍缩的质点模型对钨丝阵负载的初始半径和线质量进行了系统的优化计算，得到了不同电流幅值的电流波形所对应的优化丝阵负载参数。发现了负载最大内爆动能与负载电流幅值的平方成正比关系。电流上升时间对最优丝阵负载参数的影响的计算表明，随着负载电流上升时间的增大，负载的最优线质量也要增大。