Empirical likelihood ratio tests for multivariate regression models

This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical regression and time series autoregression. In statistical inference, the empirical likelihood ratio method has been well known to be a powerful tool for constructing test and confidence region. For model checking, however, the naive empirical likelihood (EL) based tests are not of Wilks’ phenomenon. Hence, we make use of bias correction to construct the EL-based score tests and derive a nonparametric version of Wilks’ theorem. Moreover, by the advantages of both the EL and score test method, the EL-based score tests share many desirable features as follows: They are self-scale invariant and can detect the alternatives that converge to the null at rate n ^−1/2, the possibly fastest rate for lack-of-fit testing; they involve weight functions, which provides us with the flexibility to choose scores for improving power performance, especially under directional alternatives. Furthermore, when the alternatives are not directional, we construct asymptotically distribution-free maximin tests for a large class of possible alternatives. A simulation study is carried out and an application for a real dataset is analyzed.      

Flow of micropolar fluid between two orthogonally moving porous disks

The unsteady,laminar,incompressible,and two-dimensional flow of a micropolar fluid between two orthogonally moving porous coaxial disks is considered.The extension of von Karman’s similarity transformations is used to reduce the governing partial differential equations(PDEs) to a set of non-linear coupled ordinary differential equations(ODEs) in the dimensionless form.The analytical solutions are obtained by employing the homotopy analysis method(HAM).The effects of various physical parameters such as the expansion ratio and the permeability Reynolds number on the velocity fields are discussed in detail.     

N2与CO2对合成气爆炸特性影响的实验研究

为了研究惰性气体(氮气及二氧化碳)对合成气爆炸特性的影响,利用20L球形爆炸仪器,开展不同体积分数氮气与二氧化碳作用下不同当量比合成气的爆炸实验,从爆炸峰值压力、爆炸压力到达峰值时间、爆炸指数方面分析惰性气体对合成气爆炸特性的影响。研究结果表明:惰性气体体积分数的增加会降低合成气的爆炸压力和爆炸指数,推迟爆炸压力到达峰值的时间;在相同体积分数下,CO2比N2能更有效地降低合成气的爆炸峰值压力和爆炸指数,减小爆炸反应的剧烈程度,CO2在抑制合成气爆炸方面比N2的效果明显。     

Identifying the structure of group correlation in the Korean financial market

We investigate the structure of the cross-correlation in the Korean stock market. We analyze daily cross-correlations between price fluctuations of 586 different Korean stock entities for the 6-year time period from 2003 to 2008. The main purpose is to investigate the structure of group correlation and its stability by undressing the market-wide effect using the Markowitz multi-factor model and the network-based approach. We find the explicit list of significant firms in the few largest eigenvectors from the undressed correlation matrix. We also observe that each contributor is involved in the same business sectors. The structure of group correlation can not remain constant during each 1-year time period with different starting points, whereas only two largest eigenvectors are stable for 6 years 8-9 eigenvectors remain stable for half-year. The structure of group correlation in the Korean financial market is disturbed during a sufficiently short time period even though the group correlation exists as an ensemble for the 6-year time period in the evolution of the system. We verify the structure of group correlation by applying a network-based approach. In addition, we examine relations between market capitalization and businesses. The Korean stock market shows a different behavior compared to mature markets, implying that the KOSPI is a target for short-positioned investors.     

On modeling of MPS‐based multiphase fluid flow with low density ratios

A divergence‐free moving particle semi‐implicit framework has been formulated for modeling of multiple miscible fluids having small density ratios (≤ 1.10) in the presence of free surface. A density‐weighted pressure gradient along with a hybrid free‐surface treatment is specifically adopted to incorporate the effect of marginal density difference through a higher‐order kernel. The hybrid free‐surface treatment reduces error in velocity divergence and resulting spurious velocity fluctuation in the vicinity of free surface for low‐velocity system. Scalar transport equation is resolved to update density associated with the particles at every time step. A total of 9 cases of lock‐exchange flow with different lock positions and density ratios have been utilized to validate the proposed framework. The model performs satisfactorily irrespective of lock positions and low density variations (3%‐9%).     

Properties of Charmonium States in a Phenomenological Approach

We investigate the spectrum and decay rates of charmonium states within the framework of the non relativistic quark model by employing a Coulomb like potential from the perturbative one gluon exchange and the linear confining potential along with the potential derived from instanton vacuum to account for the hyperfine mass splitting of charmonium states in variational approach. We predict radiative E1, M1, two-photon, lepton and two-gluon decay rates of low lying charmonium states. An overall agreement is obtained with the experimental masses and decay widths.We have estimated the branching ratio of two gluons decaying into light hadrons.     

Simulation of positronium plasma by the molecular dynamics method

In this paper, the relaxation properties of a fully ionized, hot, ideal plasma have been studied using the molecular dynamics method. As an example, the classical problem of equalization of the electron and ion temperatures for various mass ratios is considered, the relaxation times for temperatures is determined, and the influence of the number of particles and the type of boundary conditions on the simulation results is studied. The simulation results are compared with the available theoretical results.     

螺旋线螺纹模型的有限元分析

针对精细化模型与Abaqus摩擦模型所存在问题, 提出一种基于螺纹几何特征的螺旋线螺纹模型, 采用脚本语言实现了螺旋线螺纹模型生成自动化, 并应用到某发动机机体主轴承盖螺栓螺孔的强度分析. 分析结果表明, 仿真计算得到的螺栓及机体螺孔处的应力很好地表征了螺栓连接结构螺纹处的实际应力分布, 与螺纹精细模型相近, 比Abaqus摩擦模型精度更高, 且计算方便、实用、高效, 验证了本文方法的准确、可行.     

两自由度舵-轴系统振动三维效应修正模型

考虑到小展弦比舵所存在的三维效应,利用附加质量系数ε和环量系数δ对经典Theodorsen两自由度运动方程进行修正,并与经典颤振实验结果进行比较,验证了修正后两自由度运动方程的适用性.质量比μ的不同会引起两自由度舵-轴系统振动V-g曲线形态的差异,故根据V-g曲线形状的不同将系统的振动分为第一类振动和第二类振动,其对应情况下可能发生的颤振为第一类颤振和第二类颤振.利用修正后的两自由度颤振理论模型分析了支撑刚度k_h、扭转刚度k_α、舵弦向重心位置x_α和初始攻角AOA对舵-轴系统颤振特性的影响规律,并通过开展相关实验对理论计算值进行验证,实验结果与计算值吻合良好.计算结果表明,k_h,k_α,x_α和AOA对颤振速度V_F存在显著影响,它们可以分别在一定的取值范围内导致系统发生第二类颤振.并且,V_F随k_h的增大单调增大,随k_α和x_α的增大先增大再减小,随AOA的增大则逐渐减小.其中,令V_F存在非零值的x_α取值范围狭小,反映了系统振动形态对x_α的敏感性.因此,在设计阶段避免将x_α设置在这个狭小的范围内可以降低颤振的发生几率.另一方面,由于V_F对k_h和k_α的反应缓慢,一旦颤振发生就可以通过将刚性轴锁紧来消除颤振效应.     

熔盐包层设计与氚增殖比的计算

通过对聚变堆设计包层进行先后的一维、三维氚增殖比计算与分析,确定合适的模块材料、明确的模块划分以及相应的模块厚度,最终找到了合适的满足氚自持(TBR=1.3162)的熔盐设计包层。