Optimal matrix approximants in structural identification

Problems of model correlation and system identification are central in the design, analysis, and control of large space structures. Of the numerous methods that have been proposed, many are based on finding minimal adjustments to a model matrix sufficient to introduce some desirable quality into that matrix. In this work, several of these methods are reviewed, placed in a modern framework, and linked to other previously known ideas in computational linear algebra and optimization. This new framework provides a point of departure for a number of new methods which are introduced here. Significant among these is a method for stiffness matrix adjustment which preserves the sparsity pattern of an original matrix, requires comparatively modest computational resources, and allows robust handling of noisy modal data. Numerical examples are included to illustrate the methods presented herein.This research was partially supported by the National Science Foundation under Grant DMS-88-07483 and by NASA under Grant NAG-1-960.     

保参数方向的形状可调过渡曲线与曲面

针对保参数方向构造过渡曲线曲面方法的不足, 构造了任意参数曲线曲面间既保持参数方向又具有形状可调性的C¹与C²连续过渡曲线曲面。首先,基于2类带1个自由参数的调配函数,分别构造满足C¹与C²连续的过渡曲线,并讨论基于能量优化模型的最佳过渡曲线构造问题;然后,将所提出的方法推广到过渡曲面的构造。 实例结果表明,2被过渡曲线曲面为任意参数曲线曲面时,利用该方法构造的过渡曲线曲面不仅与2被过渡曲线曲面的参数方向保持一致,而且可利用所带的自由参数对其形状进行调整。通过能量优化模型确定自由参数的取值,可获得尽可能光顺的过渡曲线曲面。 所提方法弥补了保参数方向构造过渡曲线曲面方法的不足,是一种实用的过渡曲线曲面构造方法。     

Automation and group structures in certain economic adjustment mechanisms

It is shown that the economic adjustment mechanism developed by Hurwicz and his associates has the structure of automata. It is then shown that certain price adjustment mechanisms, having an acceptability condition, impose a group structure upon the automaton. This condition is a bilinear invariance implied by a budget constraint. Then the automaton is defined by a subgroup, depending on agents' tastes, technologies and strategies, and by the representations of the subgroup imposed by the automaton.     

关于光学实验中望远镜与光杠杆的调节探讨

在关于望远镜的光杠杆调节中通常只给出了对光杠杆及望远镜的上下位置的调节,而忽视了望远镜和光杠杆的左右调节。给出了望远镜和光杠杆的调节中左右位置的调节原理和调节操作方法,从而使望远镜和光杠杆的调节更具有目的性,使实验进行的更加快速和准确。     

测量光栅波长中分光计调节过程几个常见问题的解决方法

本文对分光计测量光栅波长的调节过程,包括查找平面镜反射的十字像,调节平行光管主轴和望远镜主轴重合且垂直于仪器主轴,以及判别光栅位于玻璃哪一面几个常见问题,给出了简单解决方法。     

地基多孔径成像系统验证实验设计

基于工程实践中高分辨率目标成像技术的需求,讨论了光学合成孔径成像技术的成像原理以及在提高成像分辨率方面的优越性,阐述了国内外在相关领域取得的科研成果及存在的技术难点。在现有加工工艺及装调检测条件下,设计了基于两个子望远镜的合成孔径成像实验。以斐索型多孔径望远镜为研究对象,从几何光学理论出发,讨论了地基斐索型合成孔径成像系统实验的可行性。分析实验中关键组件的调整精度,提出了合成孔径成像系统精确成像的方案。实验中设计了分辨率±0.03mm的微调机构来保证系统获得清晰的像,并使用分辨率达到0.05μm的压电直线精密驱动器来保证两束光相位同步。分析结果表明,本文设计的地基多孔径成像系统实验切实可行,可得到合成孔径成像系统分辨率的确切值,为进一步研究合成孔径成像系统奠定了基础。     

基于公众偏好大数据分析的重大突发事件应急决策方案动态调整方法

针对在重大突发事件应急过程中如何根据与其相关的公众偏好大数据信息来对事件进行划分以及确定事件风险大小等问题,提出了一种基于公众偏好大数据分析的两阶段聚类算法,将事件现场公众在社交媒体上发布的偏好大数据信息进行聚类分析,识别出多个与事件相关的子事件,并得出每个子事件的客观风险级别。然后,结合专家经验判断,综合得出每个子事件的风险级别,进而选择相对应的方案。在此基础上,根据实际突发事件多阶段演变特点,描述了应急决策中多事件多方案的动态调整过程,考虑方案之间的相关性和不同子事件调整方案对各风险级别子事件的应急处置效果、应对损失以及不同方案之间的转化成本等因素,得出不同情境下的最佳调整方案。通过案例分析说明了该方法的可行性和有效性。     

Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models

The structure of various Gerber-Shiu functions in Sparre Andersen models allowing for possible dependence between claim sizes and interclaim times is examined. The penalty function is assumed to depend on some or all of the surplus immediately prior to ruin, the deficit at ruin, the minimum surplus before ruin, and the surplus immediately after the second last claim before ruin. Defective joint and marginal distributions involving these quantities are derived. Many of the properties in the Sparre Andersen model without dependence are seen to hold in the present model as well. A discussion of Lundberg’s fundamental equation and the generalized adjustment coefficient is given, and the connection to a defective renewal equation is considered. The usual Sparre Andersen model without dependence is also discussed, and in particular the case with exponential claim sizes is considered.     

级联双稳Duffing系统的随机共振研究

研究了级联双稳Duffing系统的随机共振特性, 证明级联双稳Duffing系统变尺度系数、阻尼比和级数等参数的适当调节, 不仅可实现大参数信号的级联随机共振, 而且可优化单级双稳Duffing系统的随机共振特征, 即参数调节的级联双稳Duffing系统能实现比单级双稳Duffing系统更好的随机共振输出. 此外, 级联双稳Duffing系统对方波信号具有良好的滤波整形作用, 可用于实现含噪方波信号的波形恢复. 关键词： 级联双稳Duffing系统 随机共振 变尺度 参数调节     

How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis

In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a Hurst exponent of 0.5. The Hurst exponent is estimated for different time horizons using detrended fluctuation analysis–a method suitable for non-stationary series with trends–in order to identify at which time scale the Hurst exponent is consistent with the efficient market hypothesis. Using high-frequency share price, exchange rate and stock data, we show how price dynamics exhibited important deviations from efficiency for time periods of up to 15 min; thereafter, price dynamics was consistent with a geometric Brownian motion. The intraday behaviour of the series also indicated that price dynamics at trade opening and close was hardly consistent with efficiency, which would enable investors to exploit price deviations from fundamental values. This result is consistent with intraday volume, volatility and transaction time duration patterns.