提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Constructions of External Difference Families and Disjoint Difference Families

External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference sets is set up.     

拟因子试验设计在生产中的应用

根据生产实际,综合利用并列、赋闲列和拟水平试验设计,运用多重比较进行方差分析,寻找水泥熟料的最佳工艺.不仅解决了不同水平多因素试验问题,同时还可考虑交互作用,大大减少了试验次数,从而提高经济效益.     

A note on model diagnostics in longitudinal data analysis

Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g., run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this paper is well illustrated with four clinical studies in Taiwan.     

关于微分熵的一类强偏差定理

利用关于乘积分布密度的相对熵和相对熵率的概念,建立了相依连续型随机变量序列关于参考微分熵的一类强偏差定理,证明中给出了将Laplace变换应用于微分熵强偏差定理的研究的一种途径．     

轻型汽车后桥半轴断裂件的组织及断口特征

采用光学显微镜和扫描电子显微镜等手段，对某轻型汽车40Cr后桥半轴断裂件的组织及断口特征进行了分析结果表明：半轴在调质处理时的淬火温度不够高，使其表层和心部组织中存在较多的铁素体相，造成了工件最终的硬度和疲劳强度不足，导致半轴在使用中发生扭转疲劳断裂．     

A hybrid active noise controller for finite ducts

A hybrid active noise controller (ANC) is proposed to solve some existing problems, which are related to the non-minimum phase (NMP) path models between uncollocated sensors and actuators in many ANC systems. For hybrid ANC schemes, the NMP path causes design difficulties to both feedforward and feedback control. These problems can be solved effectively by adding an extra actuator in the ANC system. A new design procedure is presented to take the greatest advantage of the extra actuator. Theoretical analysis and experimental results are presented to show the improved performance of the proposed ANC.     

GA optimization on multi-segments muffler under space constraints

Whilst the space volume of muffler in noise control system is often constrained for maintenance in practical engineering work, the maximization on muffler’s performance becomes important and essential. In this paper, a novel approach genetic algorithms (GAs) based on the principles of natural biological evolution will be used to tackle this optimization of muffler design [M. Mitchell, An Introduction to Genetic Algorithms, The MIT Press, Cambridge, MA, 1996]. Here, the shape optimization of multi-segments muffler coupled with the GA searching technique is presented. The techniques of binary genetic algorithms (BGA) together with the commercial MATLAB package [G. Lindfield, J. Penny, Numerical Method Using Matlab, second ed., Prentice Hall, Englewood Cliffs, NJ, 2000] are applied in GA searching. In addition, a numerical case of pure tone elimination with 2-5 segments on muffler is introduced and fully discussed. To achieve the best optimization in GA, several GA parameters are on trial in various values. Results show that the GA operators, including crossover mutation and elitism, are essential in accuracy. Consequently, results verify that the optimal sound transmission loss at the designed frequency of 500 Hz is exactly maximized. The GA optimization on multi-segments muffler proposed in this study surely provides a quick and correct approach.     

Fe/Si多层膜的层间耦合与界面扩散

对以本征Si及重掺杂ｐ型和ｎ型Si作为中间层的Fe/Si多层膜的层间耦合进行研究，并通过退火，增大Fe，Si之间的扩散，分析界面扩散对层间耦合的影响. 实验结果表明，层状结构良好的制备态的多层膜，Fe，Si之间也存在一定程度的扩散，它是影响层间耦合的 主要因素，远远超过了半导体意义上的重掺杂，使不同种类的Si作为中间层的层间耦合基本 一致.进一步还发现，在一定范围内增大Fe，Si之间的扩散，即使多层膜的层状结构已经有了相当的退化，Fe/Si多层膜的反铁磁耦合强度基本保持不变. 关键词： Fe/Si多层膜 层间耦合 界面扩散     

Analysis of CCD moiré pattern for micro-range measurements using the wavelet transform

A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance.