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利用多阵列高时空分辨的软X射线阵列成像系统对EAST芯部固有杂质驱动的蛇形振荡进行时间动态演化和空间结构反演研究,研究了实验上发现的两种时空行为明显不同的两类蛇形振荡,一类具有字母V或W形状的动态频谱,空间上为理想近圆状热芯结构;另外一类蛇形振荡和锯齿崩塌共存,振荡的频谱呈现手掌状,空间上为很大的电阻性月牙形磁岛结构。结果表明,锯齿共存的蛇形振荡的饱和径向扰动位移通常比无锯齿的蛇形振荡大,并且会触发边界的新经典撕裂模。     

Structural and topological phase transitions on the German Stock Exchange

We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the worldwide financial crash. Using the Minimal Spanning Tree (MST) technique, a particularly useful canonical tool of the graph theory, two transitions of the topology of a complex network representing the FSE were found. The first transition is from a hierarchical scale-free MST representing the stock market before the recent worldwide financial crash, to a superstar-like MST decorated by a scale-free hierarchy of trees representing the market’s state for the period containing the crash. Subsequently, a transition is observed from this transient, (meta)stable state of the crash to a hierarchical scale-free MST decorated by several star-like trees after the worldwide financial crash. The phase transitions observed are analogous to the ones we obtained earlier for the Warsaw Stock Exchange and more pronounced than those found by Onnela–Chakraborti–Kaski–Kertész for the S&P 500 index in the vicinity of Black Monday (October 19, 1987) and also in the vicinity of January 1, 1998. Our results provide an empirical foundation for the future theory of dynamical, structural and topological phase transitions on financial markets.     

多种截面形状薄壁管轴向冲击吸能特性对比研究及优化设计

利用经过台车碰撞试验验证的铝合金薄壁管材料参数对比研究了方形、六边形、八边形和圆形的多种不同截面形状薄壁管在轴向动态冲击下的吸能特性。结合多目标优化算法对吸能特性较好的八边形多胞管进行了参数优化,并提出了一种新的优化设计方案。该方案将多胞管外管、肋板和内管的厚度分别作为优化设计变量,通过与将多胞管取统一厚度作为设计变量的传统方案进行对比发现,采用该方案对八边形多胞管进行优化后明显提高了其在相同压缩力峰值下的能量吸收效率。     

Two-fractal overlap time series: Earthquakes and market crashes

We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.      

An O(n2) algorithm for a controllable machine scheduling problem

A single-machine scheduling problem with controllable processingtimes is discussed in this paper. For some jobs, the processingtime can be crashed up to u units of time with the additionalcost c per unit of time crashed. The object is to find an optimalprocessing sequence as well as crash activities to minimizetotal costs of completion and crash. This problem is shown tobe polynomially solvable, and an O(n²) algorithm is given togetherwith the theoretical proof.     

Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes

Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and the propagation of shocks in financial markets is also a topic of great relevance that has attracted increasing attention in recent years. In the present work, we bridge the gap between these two topics with an in-depth investigation of the systemic risk structure of co-crashes in high frequency trading. We find that large co-crashes are systemic in their nature and differ from small ones. We demonstrate that there is a phase transition between co-crashes of small and large sizes, where the former involves mostly illiquid stocks, while large and liquid stocks are the most represented and central in the latter. This suggests that systemic effects and shock propagation might be triggered by simultaneous withdrawals or movement of liquidity by HFTs, arbitrageurs and market makers with cross-asset exposures.     

基于改进的对数周期幂律模型研究中国股市崩盘预警

基于金融物理学中著名的对数周期幂律模型(log-periodic power law model, LPPL)来预警2015年6月份中国上证综合指数、创业板指数的崩盘.鉴于已有采用LPPL模型预警市场崩盘的研究均只考虑市场历史交易数据.本文将投资者情绪因素纳入到LPPL模型建模过程,以改进LPPL模型的预警效果.采用文本挖掘技术结合语义分析方法对抓取的财经媒体的股评报道进行词频统计,以构建媒体情绪指数.进一步修改LPPL模型中的崩溃概率函数表达式,将其表示为关于历史交易数据及媒体情绪的函数,构建LPPL-MS组合模型预警股市崩盘.实证结果表明,本文所构建的LPPL-MS组合模型相比LPPL模型具有更高的预警精度,其预测的大盘见顶的临界时点与上证指数、创业板指数真实的见顶时点更为接近,并且其拟合结果通过了相关检验.     

PAM-CRASH软件在低地板轻轨车碰撞分析中的应用

论文以伊朗马沙德低地板轻轨车为载体,应用PAM-CRASH软件来进行碰撞数值模拟分析,得到两列相同的低地板车相撞的变形趋势以及能量、速度、加速度曲线,实现车体的安全性能分析.良好的界面操作以及优秀的计算精度确保了低地板轻轨车车体工况的完整和真实,分析结果为低地板车的生产和进一步研发提供一定的理论依据.     

SINGLE MACHINE SCHEDULING WITH CONTROLLABLE PROCESSING TIMES AND COMPRESSION COSTS ： PROOF OF THEOREMS

This report is virtually the appendix part of the author‘s previous paper which ineludes the proofs for the theorems and lemmas.     

A nonlinear finite-element approach for kineto-static analysis of multibody systems

Methods that treat rigid/flexible multibody systems undergoing large motion as well as deformations are often accompanied with inefficiencies and instabilities in the numerical solution due to the large number of state variables, differences in the magnitudes of the rigid and flexible body coordinates, and the time dependencies of the mass and stiffness matrices. The kineto-static methodology of this paper treats a multibody mechanical system to consist of two collections of bulky (rigid) bodies and relatively flexible ones. A mixed boundary condition nonlinear finite element problem is then formulated at each time step whose known quantities are the displacements of the nodes at the boundary of rigid and flexible bodies and its unknowns are the deformed shape of the entire structure and the loads (forces and moments) at the boundary. Partitioning techniques are used to solve the systems of equations for the unknowns, and the numerical solution of the rigid multibody system governing equations of motion is carried out. The methodology is very much suitable in modelling and predicting the impact responses of multibody system since both nonlinear and large gross motion as well as deformations are encountered. Therefore, it has been adopted for the studies of the dynamic responses of ground vehicle or aircraft occupants in different crash scenarios. The kineto-static methodology is used to determine the large motion of the rigid segments of the occupant such as the limbs and the small deformations of the flexible bodies such as the spinal column. One of the most dangerous modes of injury is the amount of compressive load that the spine experiences. Based on the developed method, a mathematical model of the occupant with a nonlinear finite element model of the lumbar spine is developed for a Hybrid II (Part 572) anthropomorphic test dummy. The lumbar spine model is then incorporated into a gross motion occupant model. The analytical results are correlated with the experimental results from the impact sled test of the dummy/seat/restraint system. With this extended occupant model containing the lumbar spine, the gross motion of occupant segments, including displacements, velocities and accelerations as well as spinal axial loads, bending moments, shear forces, internal forces, nodal forces, and deformation time histories are evaluated. This detailed information helps in assessing the level of spinal injury, determining mechanisms of spinal injury, and designing better occupant safety devices.