A solar radio moving type IV burst of expanding arches type involving multi-sources

A complex solar radio moving type IV burst was observed on 23 September 1998 with the broadband (1.0–2.0 GHz and 2.6–3.8 GHz) spectrometers with high temporal and spectral resolutions at National Astronomical Observatories of China (NAOC). Comparing to the high spatial resolution data of Siberian Solar Radio Telescope (SSRT), we find that this burst is a rare type of moving type IV burst which is caused by the expanding arches, and the spatial structure oscillations of the radio sources are related with the time structure pulsations of the radio emission. Furthermore, the burst is associated with the multiple quasi-periodic long-term pulsations, and this suggests the existence of multi-scale magnetic structures in a large expanding coronal arch. We think the moving type IV burst is due to the synchrotron emission of the energetic electrons trapped in the expanding arch, and the multiple quasi-periodic pulsations are due to the second harmonic plasma emission.     

Bayesian planning of step‐stress accelerated degradation tests under various optimality criteria

Step‐stress accelerated degradation testing (SSADT) has become a common approach to predicting lifetime for highly reliable products that are unlikely to fail in a reasonable time under use conditions or even elevated stress conditions. In literature, the planning of SSADT has been widely investigated for stochastic degradation processes, such as Wiener processes and gamma processes. In this paper, we model the optimal SSADT planning problem from a Bayesian perspective and optimize test plans by determining both stress levels and the allocation of inspections. Large‐sample approximation is used to derive the asymptotic Bayesian utility functions under 3 planning criteria. A revisited LED lamp example is presented to illustrate our method. The comparison with optimal plans from previous studies demonstrates the necessity of considering the stress levels and inspection allocations simultaneously.     

Multifactor Heston's stochastic volatility model for European option pricing

In this study, we extend the multiscale stochastic volatility model of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254] by incorporating a slow varying factor of volatility. The resulting model can be viewed as a multifactor extension of the Heston model with two additional factors driving the volatility levels. An asymptotic analysis consisting of singular and regular perturbation expansions is developed to obtain an approximation to European option prices. We also find explicit expressions for some essential functions that are available only in integral formulas in the work of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254]. This finding basically leads to considerable reduction in computational time for numerical calculation as well as calibration problems. An accuracy result of the asymptotic approximation is also provided. For numerical illustration, the multifactor Heston model is calibrated to index options on the market, and we find that the resulting implied volatility surfaces fit the market data better than those produced by the multiscale stochastic volatility model of [Fouque J‐P, Lorig MJ, SIAM J Financial Math. 2011;2(1):221‐254], particularly for long‐maturity call options.     

改进的多目标粒子群算法

提出了一个改进的粒子群算法并将其用于解决多目标优化问题．该算法利用粒子群算法的信息传递机制，引入多目标演化算法常用的归档技术，采用SPEA2算法的环境选择和配对选择策略，使得整个群体在保持适当的选择压力的情况下收敛于Pareto最优解集．标准测试函数的数值实验结果表明，所提出的算法能够使找到的解集快速收敛到Pareto非劣最优目标域，并且解集沿着Pareto非劣最优目标域有很好的扩展性．     

化合物膜水分配系数的QSPR研究和分子三维参数表征

利用多元线性回归和偏最小二乘分析方法,研究分子表面静电势参数,VolSurf参数与双十四酰基磷脂酰基胆碱(DMPC)-水分配系数之间的定量结构-性质关系(QSPR),均得到较好的结果.分子表面静电势参数分析表明化合物分子表面上负的静电势越分散,越倾向于分配在水相中;与水分子的作用越强,越有利于分配在水相中.此外,具有较大体积和偶极密度的分子倾向于分配在弱极性相中.VolSurf参数分析表明大体积的分子易于分配在DMPC中;分子表面亲水区域较大的分子则倾向于分配在水相中.两个方程中的重要参数之间有较高的相关性,且与DMPC-水分配系数相关性一致.     

非负NOD随机变量序列的逆矩

仅在一阶矩有限的条件下获得了非负NOD随机变量序列正则和的逆矩的渐近逼近,特别得到了部分和的逆矩的渐近逼近.本文的结论推广了已有的结果.     

A sufficient condition for planar graphs to be acyclically 5‐choosable

A proper vertex coloring of a graph G = (V, E) is acyclic if G contains no bicolored cycle. Given a list assignment L = {L(v)|v∈V} of G, we say G is acyclically L‐list colorable if there exists a proper acyclic coloring π of G such that π(v)∈L(v) for all v∈V. If G is acyclically L‐list colorable for any list assignment with |L(v)|≥k for all v∈V, then G is acyclically k‐choosable. In this article we prove that every planar graph without 4‐cycles and without intersecting triangles is acyclically 5‐choosable. This improves the result in [M. Chen and W. Wang, Discrete Math 308 (2008), 6216–6225], which says that every planar graph without 4‐cycles and without two triangles at distance less than 3 is acyclically 5‐choosable. © 2011 Wiley Periodicals, Inc. J Graph Theory     

中国房地产投资与国民经济关系结构变点研究

本文首先描述了房地产投资与GDP间关系在以2001、2008年为分界点的三个时期上的不同特征;其次用变结构协整模型侦测协整关系的结构变点;再次利用分段协整检验、邹氏断点检验和格兰杰因果检验对变点做进一步验证。结论如下:房地产投资与国民经济发展总体上存在长期协整关系,两者关系的发展呈现三段式:2001年之前两者尚未形成长期均衡关系,协整关系不显著,1998年到2001年是形成期;2001年之后两者形成了长期均衡关系,表现为协整关系比较显著;2008年之后协整关系脱离原均衡水平,向高位发展。加强对房地产行业的监督与调控,促使其与国民经济保持长期均衡,对经济社会持续、健康、协调发展意义重大。