Quadratic data envelopment analysis

Data Envelopment Analysis (DEA) offers a piece-wise linear approximation of the production frontier. The approximation tends to be poor if the true frontier is not concave, eg in case of economies of scale or of specialisation. To improve the flexibility of the DEA frontier and to gain in empirical fit, we propose to extend DEA towards a more general piece-wise quadratic approximation, called Quadratic Data Envelopment Analysis (QDEA). We show that QDEA gives statistically consistent estimates for all production frontiers with bounded Hessian eigenvalues. Our Monte-Carlo simulations suggest that QDEA can substantially improve efficiency estimation in finite samples relative to standard DEA models.     

Effective dimensionality approach to the RKKY interaction in multilayer systems

We consider RKKY interaction in a quasi 2D system with nonparabolic dispersion. In our paper we calculate the RKKY range function assuming the in-layer confinement via effective dimensionality approach. We show, that indirect magnetic exchange in our system can be modelled by the effective spectral dimension which equals one.     

激光等离子体2660紫外探针及干涉系统

成功地在六路高功率Nd玻璃激光装置上建立了2660紫外激光探针和适合紫外波段的Normaski干涉仪,首次将可见波长的连续激光应用于紫外干涉仪中靶成像调整和光路准直。利用该紫外光干涉仪,在铜柱状靶(φ500μm)上测量了厚等离子体中高达0.6n。的电子密度。     

A Language for Teaching Discrete-event Simulation

Courses which teach discrete-event simulation are based on many different simulation languages. The requirements for a language to support teaching simulation are discussed. In particular, it is recommended that such languages separate into distinct modules those aspects of simulation which are taught as separate topics. Implementation of the separation is discussed. The SEESIM language, developed as a teaching aid, is described, and examples of its use are given. Straightforward use of SEESIM can be learned quickly, yet the language provides facilities for a staged introduction to advanced concepts of simulation.     

双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

The operational performance of the Yale ESTU

The ESTU began operation in 1988 and achieved the design voltage of 20 MV in 1990. Since that time, improvements to the gas handling system, negative ion injector, accelerator terminal and control system have greatly increased its capability and reliability. Today, the ESTU can efficiently produce an extensive assortment of stable ions at wide-ranging energies in support of low-energy nuclear physics.     

Application of pressure sensitive paint measurement to a low-solidity cascade diffuser of a transonic centrifugal compressor

A pressure sensitive paint (PSP) measurement has been known as a pressure field measurement technique based on the oxygen quenching phenomenon of luminescence of specific luminophores. A PSP measurement was applied for pressure field measurement in a low-solidity circular cascade diffuser of a single-stage transonic centrifugal compressor with 5 in pressure ratio for HFC134a gas. The oxygen concentration was about 500 ppm. Ru (bath-phen) was adsorbed on a silica-gel thinlayer chromatography sheet, and the sheet was pasted onto the side-wall between the cascade vanes. A drastic change in luminescent intensity was recognized during a surge condition. Also the pressure variations based on luminescent intensity agreed well with the pressure fluctuations measured using a semiconductor pressure sensor with high-frequency-response. It was shown that a PSP measurement worked well to investigate the unsteady pressure fields in a circular cascade diffuser of a transonic centrifugal compressor. Moreover, the time response of PSP becomes clear as a problem to be overcome for the present.     

Primal cutting plane algorithms revisited

Dual fractional cutting plane algorithms, in which cutting planes are used to iteratively tighten a linear relaxation of an integer program, are well-known and form the basis of the highly successful branch-and-cut method. It is rather less well-known that various primal cutting plane algorithms were developed in the 1960s, for example by Young. In a primal algorithm, the main role of the cutting planes is to enable a feasible solution to the original problem to be improved. Research on these algorithms has been almost non-existent.  In this paper we argue for a re-examination of these primal methods. We describe a new primal algorithm for pure 0-1 problems based on strong valid inequalities and give some encouraging computational results. Possible extensions to the case of general mixed-integer programs are also discussed.