Elementary submodels of parametrizable models

We introduce the notion of F-parametrizable model and prove some general results on elementary submodels of F-parametrizable models. Using this notion, we can uniformly characterize all elementary submodels for the field of real numbers and for the group of all permutations on natural numbers in the first order language as well as in the language of hereditarily finite superstructures. Assuming the constructibility axiom, we obtain a simpler characterization of elementary submodels of F-parametrizable models and prove some additional properties of the structure of their elementary submodels.     

Kripke submodels and universal sentences

We define two notions for intuitionistic predicate logic: that of a submodel of a Kripke model, and that of a universal sentence. We then prove a corresponding preservation theorem. If a Kripke model is viewed as a functor from a small category to the category of all classical models with (homo)morphisms between them, then we define a submodel of a Kripke model to be a restriction of the original Kripke model to a subcategory of its domain, where every node in the subcategory is mapped to a classical submodel of the corresponding classical model in the range of the original Kripke model. We call a sentence universal if it is built inductively from atoms (including ? and ⊥) using ∧, ∨, ?, and →, with the restriction that antecedents of → must be atomic. We prove that an intuitionistic theory is axiomatized by universal sentences if and only if it is preserved under Kripke submodels. We also prove the following analogue of a classical model‐consistency theorem: The universal fragment of a theory Γ is contained in the universal fragment of a theory Δ if and only if every rooted Kripke model of Δ is strongly equivalent to a submodel of a rooted Kripke model of Γ. Our notions of Kripke submodel and universal sentence are natural in the sense that in the presence of the rule of excluded middle, they collapse to the classical notions of submodel and universal sentence. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Quasi-steady state model determination for systems with singular perturbations modelled by bond graphs

A bond graph model for a singularly perturbed system is presented. This system is characterized by fast and slow dynamics. In addition, the bond graph can have storage elements with derivative and integral causality assignments for both dynamics. When the singular perturbation method is applied, the fast dynamic differential equation degenerates to an algebraic equation; the real roots of this equation can be determined by using another bond graph called singularly perturbed bond graph (SPBG). This SPBG has the characteristic that storage elements of the fast state and slow state have a derivative and integral causality assignment, respectively. Thus, a quasi-steady state model by using SPBG is obtained. A Lemma to get the junction structure from SPBG is proposed. Finally, the proposed methodology is applied to two examples.     

Invariance properties of a general bond-pricing equation

We perform the group classification of a bond-pricing partial differential equation of mathematical finance to discover the combinations of arbitrary parameters that allow the partial differential equation to admit a nontrivial symmetry Lie algebra. As a result of the group classification we propose “natural” values for the arbitrary parameters in the partial differential equation, some of which validate the choices of parameters in such classical models as that of Vasicek and Cox-Ingersoll-Ross. For each set of these natural parameter values we compute the admitted Lie point symmetries, identify the corresponding symmetry Lie algebra and solve the partial differential equation.     

Finitely generated submodels of an uncountably categorical homogeneous structure

We generalize the result of non‐finite axiomatizability of totally categorical first‐order theories from elementary model theory to homogeneous model theory. In particular, we lift the theory of envelopes to homogeneous model theory and develope theory of imaginaries in the case of ω‐stable homogeneous classes of finite U‐rank. (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

基于VAR和DAG的中国经济增长实证研究

本文利用近年来新发展的DAG方法对我国的GDP、投资、消费和出口的因果关系进行研究.与以前的研究方法相比较,DAG方法可为宏观经济变量的结构VAR模型的过度识别提供限制,同时能给出经济变量的同期和动态因果关系.实证研究表明,投资和消费既是我国GDP增长的同期原因,又是经济增长的短期和长期原因,而且实证结论不支持我国的出口导向型经济增长假设.     

多维时间序列Granger因果性的一种图模型学习方法

传统的两变量Granger因果分析法容易产生伪因果关系,且不能刻画变量间的同期因果性.利用图模型方法研究多维时间序列变量间Granger因果关系,通过Granger因果图的建立将问题转化为Granger因果图结构的辨识问题,利用局部密度估计法构造相应的辨识统计量,采用bootstrap方法来确定检验统计量的原分布.模拟分析以及对于中国股市间Granger因果关系的研究说明了该方法的有效性.     

A Reduced Order Model for Control of a Single Reactor Activated Sludge Process

The IAWQ activated sludge model no 1, slightly modified by adding a nitrogen limiting growth function for heterotrophic microorganisms, has been validated on a sequencing single sludge wastewater reactor doing nitrification and denitrification. However, this model is too complex to be used for control design. The main purpose of this paper is to show how it is possible to simplify the full model from biological and mathematical considerations. Properties of observability, controllability and theoretical identifiability have been analyzed. The parameter identification has been carried out by using the simplex method of Nelder & Mead. Simulation results performed over a range of six hours (two aerobic / anoxic cycles), show that there exists a good fit between the simulated solution and the actual behavior of a lab scale pilot plant.     

随机数学建模方法在钢筋与混凝土粘结强度分析中的应用

本文主要利用随机建模的方法推导了均速加载的速率对粘结承载力影响量化表达的基本形式 .运用随机过程中的 Markov过程的方法得到了加载速率对粘结承载力 (平均粘结强度 )影响的量化表述 ,并综合考虑了钢筋锈蚀率的影响 ,且结合实际试验确定了一些未知参数 ,在此基础上分析了混凝土强度变化可能的影响 .     

外商直接投资与我国经济增长关系的协整分析

本文通过协整检验和误差修正模型，利用1984-2003年的数据，对外商直接投资与我国经济增长关系进行了实证分析。结果表明：我国经济增长与外商直接投资之间存在长、短期稳定的正向关系。通过Granger因果关系检验，外商直接投资是中国经济增长的Granger原因，而反之却不成立。     

粮食价格与居民消费价格关系的统计分析——1997.1—2005.4年粮价与物价的实证分析

通过对粮价与物价的格兰杰检验,给出粮价与物价就统计意义上的因果关系.并考虑到物价和粮价可能存在集群性,对粮价和物价建立误差修正-自回归条件异方差混合模型.     

中国玉米期货市场价格发现功能的实证分析

利用相关系数、协整检验、格兰杰因果检验以及GS模型等方法对大连期货交易所玉米期货市场的发现价格功能进行了实证分析.结果表明:玉米期货价格与现货价格之间存在协整关系,期货价格具有良好的发现价格功能;存在期货价格和现货价格的双向格兰杰引导关系;玉米期货市场的发现价格功能中期货价格起着决定性的作用.     

债券利率风险分析

本给出了广义久期模型，并证明了参数变化对久期影响的结论。这些分析有助于基金经理们对期限结构影响的认识，进而帮助他们进行投资组合的选择。     

封闭式债券基金风格模糊聚类分析

封闭式债券基金能够在降低风险的同时获取投资收益,并且有着较长的久期,是稳健型投资者实现配置型投资收益较常选择的一个投资品种.利用模糊聚类分析,对封闭式债券基金主要的评价参数进行量化分析,从风险控制、收益水平、选时能力等方面将市场上现有的封闭式债券基金进了投资风格上的划分,为投资者如何选择封闭式债券基金提供了一个较为直观的方法.     

On the modelling of heat exchangers and heat exchanger network dynamics using bond graphs

ABSTRACT

Heat exchanger networks are important systems in most thermal engineering systems and are found in applications ranging from power plants and the process industry to domestic heating. Achieving cost-effective design of heat exchanger networks relies heavily on mathematical modelling and simulation-based design. Today, stationary design calculations are carried out for all new designs, but for some special applications, the transient response of complete networks has been researched. However, simulating large heat exchanger networks poses challenges due to computational speed and stiff initial value problems when flow equations are cast in differential algebraic form. In this article, a systems approach to heat exchanger and heat exchanger network modelling is suggested. The modelling approach aims at reducing the cost of system model development by producing modular and interchangeable models. The approach also aims at improving the capability for large and complex network simulation by suggesting an explicit formulation of the network flow problem.     

云南省就业问题的趋势与控制模型研究

基于因果关系理论、因子分析理论、协整分析、自回归分布滞后模型和误差修正模型,对云南省就业问题进行了研究.建立了云南省就业的趋势和控制模型,揭示了云南省就业发展的内在规律及其与各宏观因素之间的系统作用关系.     

中国股市与汇市的波动溢出效应模型研究与实证分析

选取2009年1月5日-2012年5月22的人民币兑美元汇率和上证综指的日交易数据为对象,采用BEKK—GARCH模型,并结合LR似然比检验,对中国汇市与股市的波动溢出效应进行建模研究与实证分析．实证结果表明,整体样本存在汇率到上证指数的波动溢出,这种溢出是单向的;第二次汇改前,既不存在汇率到上证指数的波动溢出,也不存在上证指数到汇率的波动溢出;第二次汇改后,既存在汇率到上证指数的波动溢出,也存在上证指数到汇率的微弱的波动溢出．     

Global approximation of CR functions on Bloom-Graham model graphs in

We define a class of generic CR submanifolds of of real codimension , , called the Bloom-Graham model graphs, whose graphing functions are partially decoupled in their dependence on the variables in the real directions. We prove a global version of the Baouendi-Treves CR approximation theorem for Bloom-Graham model graphs with a polynomial growth assumption on their graphing functions.

     

Forbidden induced subgraph characterizations of subclasses and variations of perfect graphs: A survey

A graph is perfect if the chromatic number is equal to the clique number for every induced subgraph of the graph. Perfect graphs were defined by Berge in the sixties. In this survey we present known results about partial characterizations by forbidden induced subgraphs of different graph classes related to perfect graphs. We analyze a variation of perfect graphs, clique-perfect graphs, and two subclasses of perfect graphs, coordinated graphs and balanced graphs.