Ring‐opening polymerization of 1,4‐dioxan‐2‐one initiated by lanthanum isopropoxide in bulk

Lanthanum isopropoxide (La(OiPr)₃) has been synthesized and employed for ring‐opening polymerization of 1,4‐dioxan‐2‐one in bulk as a single‐component initiator. The influences of reaction conditions such as initiator concentration, reaction time, and reaction temperature on the polymerization were investigated. The kinetics indicated that the polymerization is first‐order with respect to the monomer concentration. The Mechanistic investigations according to ¹H NMR spectrum analysis demonstrated that the polymerization of PDO proceeded through a coordination‐insertion mechanism with a rupture of the acyl‐oxygen bond of the monomer rather than the alkyl‐oxygen bond cleavage. © 2008 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 46: 5214–5222, 2008     

一种特殊条件下的扩散方程的数值解法及物理分析

利用有限差分方法中的预估校正格式求解裂变产物在燃料芯块中的扩散方程,并进行了灵活的边界条件处理,取得了令人满意的计算精度,为有效开展对反应堆燃料元件破损探测信号的定量分析提供了条件.对数值计算过程进行了一定的物理分析,从物理意义上解释了数值计算过程中一些特殊处理的合理性.     

Infra-Mackey spaces, weak barrelledness and barrelledness

A weaker Mackey topology, infra-Mackey topology, is introduced. For an infra-Mackey space, dual local quasi-completeness, c₀-quasi-barrelledness, Ruess' property (quasi-L) and C-quasi-barrelledness are equivalent to each other. Inspired by the definition of Mazur spaces, locally convex spaces are classified according to various conditions ensuring linear functionals continuous. In the classification, every class of special locally convex spaces is characterized by some completeness of the duals. From this, some new characterizations of quasi-barrelledness and barrelledness are given.     

关于猝灭问题的一些结果及其应用

本文研究一类含奇异项的半线性抛物方程的初边值问题,给出了该问题的古典解整体存在或发生猝灭现象的判据以及猝灭解的生命跨度估计。同时,还用上述结果研究了一类含超Sobolev临界指标的半线性椭圆方程的Dirichlet边值问题,获得了正解的存在性结果。     

Numerical discretization-based kernel type estimation methods for ordinary differential equation models

We consider the problem of parameter estimation in both linear and nonlinear ordinary differential equation(ODE) models. Nonlinear ODE models are widely used in applications. But their analytic solutions are usually not available. Thus regular methods usually depend on repetitive use of numerical solutions which bring huge computational cost. We proposed a new two-stage approach which includes a smoothing method(kernel smoothing or local polynomial fitting) in the first stage, and a numerical discretization method(Eulers discretization method, the trapezoidal discretization method,or the Runge–Kutta discretization method) in the second stage. Through numerical simulations, we find the proposed method gains a proper balance between estimation accuracy and computational cost.Asymptotic properties are also presented, which show the consistency and asymptotic normality of estimators under some mild conditions. The proposed method is compared to existing methods in term of accuracy and computational cost. The simulation results show that the estimators with local linear smoothing in the first stage and trapezoidal discretization in the second stage have the lowest average relative errors. We apply the proposed method to HIV dynamics data to illustrate the practicability of the estimator.     

甲基二氯硅烷—甲苯等压汽液平衡研究

用泵式沸点仪测定了甲基二氯硅烷—甲苯二元系在常压下的汽液平衡数据,并用间接法由ＴＰＸ 推算了与之平衡的汽相组成,用最小二乘法求出了该系统的液相活度系数模型参数,由模型参数推算的泡点温度与实验值符合良好,所得数据通过了热力学一致性检验。     

On the predictive ability of narrative disclosures in annual reports

We investigate whether narrative disclosures in 10-K and 10K-405 filings contain value-relevant information for predicting market performance. We apply text classification techniques from computer science to machine code text disclosures in a sample of 4280 filings by 1236 firms over five years. Our methodology develops a model using documents and actual performance for a training sample. This model, when applied to documents from a test set, leads to performance prediction. We find that a portfolio based on model predictions earns significantly positive size-adjusted returns, indicating that narrative disclosures contain value-relevant information. Supplementary analyses show that the text classification model captures information not contained in document-level features of clarity, tone and risk sentiment considered in prior research. However, we find that the narrative score is not providing information incremental to traditional predictors such as size, market-to-book and momentum, but rather affects investors’ use of price momentum as a factor that predicts excess returns.     

The Risk Model with Interest,Liquid Reserves and a Constant Dividend Barrier

In this paper, we consider the compound Poisson surplus model with interest, liquid reserves and a constant dividend barrier. When the surplus of an insurer is below a fixed level, the surplus is kept as liquid reserves, which does not earn interest. When the surplus attains the level, the surplus will receive interest at a constant rate. When the surplus hits another fixed higher lever, the excess of the surplus over this higher level will be distributed to the shareholders as dividends. We derive a system of integro-differential equations for the Gerber-Shiu discounted penalty function and obtain the solutions to these integro-differential equations. In the case where the claim sizes are exponential distributed, we get the exact solutions of zero discounted Gerber-Shiu function. We also get the integro-differential equation for the expectation of the discounted dividends until ruin which is the key to discuss the optimal dividend barrier. And we give the exact solution in the special case with exponential claim sizes.     

Maximum principle for quasi-linear backward stochastic partial differential equations

In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to quasi-linear BSPDEs with the null Dirichlet condition on the lateral boundary. Then using the De Giorgi iteration scheme, we establish the maximum estimates and the global maximum principle for quasi-linear BSPDEs. To study the local regularity of weak solutions, we also prove a local maximum principle for the backward stochastic parabolic De Giorgi class.