We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean
vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period
where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which,
in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient
frontier and an illustrative example is given to demonstrate the application of the procedure. 相似文献
In this paper, it is shown that some of the results of torus actions on Poincaré duality spaces, Borel’s dimension formula
and topological splitting principle to local weights, hold if ‘torus’ is replaced by ‘pro-torus’. 相似文献
Simple and convenient methods for determining surface chemical composition of lignocellulosic materials are described. The
methods are based on vapor phase fluorine surface derivatization with either trifluoro acetic anhydride (TFAA), tri-fluoro
ethanol (TFE) or pentafluorophenyl hydrazine (PFPH) and subsequent Electron Spectroscopy for Chemical Analysis (ESCA). Model
cellulosic surfaces with well defined functionalities were used to optimize the derivatization reaction conditions. Detection
and accessibility of surface hydroxyl functional groups were investigated in cotton and regenerated cellulose as models. Carboxymethyl
cellulose (CMC) was used as a model surface for detection and quantification of carboxylic acid groups. Theoretical conversion
curves for derivatization reactions were calculated and used to evaluate the extent of the reactions on the model surfaces.
It was found that the conversion was higher for the regenerated cellulose and CMC than for cotton. The protocols developed
using the model surfaces were applied to a case study on wood fibers with different degrees of complexity, namely dissolving
and chemithermomechanical (CTMP) pulp. Untreated and oxygen-plasma modified pulps were compared with respect to the surface
composition of functional groups. According to the derivatization reactions, functionalities containing oxygen were significantly
increased on the plasma-treated samples. The effect of the treatment was found to be dependent on the type of pulp. Fluorine
derivatization is shown to be an unambiguous method for clear assessment of the chemical functionalities of cellulosic surfaces. 相似文献
Wave-hierarchy problems appear in a variety of applications such as traffic flows, roll waves down an open inclined channel and multiphase flows. Usually, these are described by the compressible Navier-Stokes equations with specific non-linearities; in a fluidized bed model they contain an additional pressure gradient term and are supplemented by an elliptic equation for this unknown pressure. These equations admit solutions periodic in space as well as in time, i.e. periodic travelling waves. Therefore, the corresponding initial value problem with periodic boundary conditions is solved locally in time in appropriate Sobolev spaces. Some remarks are made concerning global solutions, the occurrence of clusters or voids and the bifurcation of time periodic solutions, respectively. 相似文献
This work defines homology groups for proof-structures in multiplicative linear logic (see [Gir1], [Gir2], [Dan]). We will show that these groups characterize proof-nets among arbitrary proof-structures, thus obtaining a new correctness criterion and of course a new polynomial algorithm for testing correctness. This homology also bears information on sequentialization. An unexpected geometrical interpretation of the linear connectives is given in the last section. This paper exclusively focuses onabstract proof-structures, i.e. paired-graphs. The relation with actual proofs is investigated in [Gir1], [Gir2], [Dan], [Ret] and [Tro]. 相似文献
This paper is concerned with an experimental investigation of the mixing inside the vortex ring formed by the gravity slumping
motion of a dense cloud in a less dense atmosphere. The dynamics of the spreading and instantaneous structures of the turbulent
flow were examined by visualization, single and multi-point measurements of velocity and concentration for two heavy gases,
carbondioxide (CO2) and dichlorodifluoromethane (CCl2F2), in a configuration in that heavy gas, initially trapped in a reservoir, was released with the rise of a shutter into calm
air of a sector-shaped dispersion channel.
Visualization of the cloud as a whole showed a spreading motion in which an advancing frontal structure was followed by a
stratified flow with a layer of dense fluid of higher velocities near the wall and, on top of it, a layer of dilute fluid
whose concentration is controlled by the mixing mechanisms within the head. During the course of spreading, there was always
a phase in which the head attained to a constant speed of advance, which occurred as 0.13 m/s for CO2 and 0.48 m/s for CCl2F2. It was interesting to observe for CO2 that the phase of constant speed took place in between two acceleration phases; the former was due to the initial slumping
of the cloud at the exit of the reservoir, and the latter was attributed to the collapse of the head on the transition to
the passive dispersion phase.
Instantaneous two-dimensional velocity field, measured with particle image velocimeter (PIV), showed that the cloud overran
the ambient air which caused the approaching dense fluid deflected away from the wall with significant vertical velocities
and downstream-moving separation, and the air trapped under the head resulted in the density inversion which introduced further
intricacy to the turbulent structure of the head. Instabilities at the upper free shear layer due to density and velocity
discontinuity rolled into periodic array of vortices which engulfed a considerable amount of air as they were convected backwards
over the head, but the incorporation of heavy and light fluids was completed with the appearance of microscales after the
collapse on the stratified layer. Analyses of the cloud head at different downstream locations also revealed that its size
remained unchanged when the speed of advance was constant, allowing the rate of change of the cloud volume being modeled with
the rate of spreading.
Contours of concentration obtained from digitized PIV pictures confirmed the kinematic features of the mixing revealed by
the velocity field and that the concentration values within the large structures were higher than those at the upper part
of the stratified layer. Motivated by the experimental observations, a semi-empirical analysis was presented to describe the
results and based on local values of the Richardson and Reynolds numbers.
Received: 4 October 1995 / Accepted: 4 July 1996 相似文献
We establish quantitative concentration estimates for the empirical measure of many independent variables, in transportation
distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools
include coupling arguments, as well as regularity and moment estimates for solutions of certain diffusive partial differential
equations. 相似文献
The possibility of using an Auger peak height in the dN (E) /dE spectrum and an integrated N (E) spectrum as a measure of the Auger current is discussed and necessary relations are presented. The methods of the background determination are reviewed and discussed.
The relation between the Auger current and the atomic cancentration of a corresponding sample component is derived and the state of art in the field of theoretical and experimental determination of factors appearing in this relation (ionization cross-section, Auger transition probability. backscattering factor, and inelastic mean free path of Auger electrons) is presented.
Approaches to the quantitative Auger analysis (QAA) of homogeneous, isotropic samples, including corrections for matrix factors, are presented and discussed. Problems arising when heterogeneous samples are analyzed are discussed and practical approaches to such an analysis are presented.
The role of crystalline effects (the dependence of the Auger signal from crystalline samples on the direction of the primary electron beam and angular distribution of Auger electron emission from such samples) in QAA is discussed and examples of such crystalline effects are presented together with their physical foundation.
Some rules are suggested allowing the quantitative Auger analysis to be performed with the smallest possible error. 相似文献