Thermal Oxidation Kinetics of Ni100–xPx Powders

The oxidation of Ni_100–xP_x(7.3 at%<x<25.0 at%) powders in air in the temperature range 350–450°C was determined by kinetics and X-ray diffraction. The isothermal kinetics was modeled using theGinstling–Brounstein equations. The oxidation process was found to be thermally activated with activation energy 127.8 kJ mol^–1 for x=7.3 at% to 157.7 kJ mol^–1 for x=25.0 at%. It was found that the rate constants for x=7.3 at% were approximately 100 times lower than those for x=25.0 at%. This revised version was published online in July 2006 with corrections to the Cover Date.     

Spectroscopic studies of new model compounds for poly[N,N′-bis(phenoxyphenyl)pyromellitimide]

New model compounds for poly[N,N′-bis(phenoxyphenyl)pyromellitimide] have been synthesized in order to investigate the formation of imine bonds which are proposed to form during the curing process and lead to crosslinking in the bulk polymer. Raman studies show that terminal amines can react with imide carbonyls during curing to form C?N bonds. The Raman band due to C?N appears at 1656 cm^?1 and the band due to C?O closest to the imine bond is observed at 1742 cm^?1. These results are in agreement with previously published results on vapor deposited polyimide films.     

车险费率厘定精算技术的研究与应用评述

精算技术为中国车险市场费率改革提供必要支持,可以确保费率厘定的科学性与合理性。首先,本文系统梳理了车险分类风险费率厘定精算统计模型的发展历程,并回顾参数估计方法。其次,论述了车险个体风险费率厘定的精算模型与方法,并重点评述了信度理论与奖惩系统的研究。进而,归纳出车险费率厘定精算统计模型的研究热点与发展方向。最后,指明现有研究对中国车险费率厘定精算方法的启示,并提出相关建议。     

基于函数系数自回归模型的风速时间序列预测

准确预测风电场风速是解决风能对电力系统所造成的安全、稳定运行和电能质量等问题的有效途径之一.风速的难以预测是由于它的高度随机和非线性.基于一种非参数的非线性自回归随机模型来预测风速,模型的自回归系数随模型依赖变量的变化而变化,因而它有灵活的非线性结构.数值实验和比较结果表明了这种函数系数自回归模型在风电场风速预测中的有效性.     

Generalized immediate exchange models and their symmetries

We reconsider the discrete dual of the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain symmetries and self-duality for it and its generalization. We show that analogous properties hold for models where the splitting is related to the symmetric exclusion process or to independent random walkers.     

Continuous spin models on annealed generalized random graphs

We study Gibbs distributions of spins taking values in a general compact Polish space, interacting via a pair potential along the edges of a generalized random graph with a given asymptotic weight distribution $P$, obtained by annealing over the random graph distribution.First we prove a variational formula for the corresponding annealed pressure and provide criteria for absence of phase transitions in the general case.We furthermore study classes of models with second order phase transitions which include rotation-invariant models on spheres and models on intervals, and classify their critical exponents. We find critical exponents which are modified relative to the corresponding mean-field values when $P$ becomes too heavy-tailed, in which case they move continuously with the tail-exponent of $P$. For large classes of models they are the same as for the Ising model treated in Dommers et al. (2016). On the other hand, we provide conditions under which the model is in a different universality class, and construct an explicit example of such a model on the interval.     

相依误差广义线性模型的M估计的Bahadur表示

考虑如下广义线性模型y_i=h(x~T_i,β)+e_i=1,2,…,n,其中e_i=G(…,ε_(i-1),ε_i),h是一个连续可导函数,ε_i是独立同分布的随机变量,并且它的期望为0,方差σ~2有限.本文给出了参数β的M估计,并且得到了该估计的Bahadur表示,该结论推广了线性模型的相关结论.应用M估计的Bahadur表示,得到了相依误差的线性回归模型,poisson模型,logistic模型和独立误差的广义线性模型等模型的渐近性质.     

Unifying pricing formula for several stochastic volatility models with jumps

In this paper, we introduce a unifying approach to option pricing under continuous‐time stochastic volatility models with jumps. For European style options, a new semi‐closed pricing formula is derived using the generalized complex Fourier transform of the corresponding partial integro‐differential equation. This approach is successfully applied to models with different volatility diffusion and jump processes. We also discuss how to price options with different payoff functions in a similar way. In particular, we focus on a log‐normal and a log‐uniform jump diffusion stochastic volatility model, originally introduced by Bates and Yan and Hanson, respectively. The comparison of existing and newly proposed option pricing formulas with respect to time efficiency and precision is discussed. We also derive a representation of an option price under a new approximative fractional jump diffusion model that differs from the aforementioned models, especially for the out‐of‐the money contracts. Copyright © 2017 John Wiley & Sons, Ltd.     

Delayed stability switches in singularly perturbed predator–prey models

In this paper we provide an elementary proof of the existence of canard solutions for a class of singularly perturbed planar systems in which there occurs a transcritical bifurcation of the quasi steady states. The proof uses the one-dimensional result proved by V.F. Butuzov, N.N. Nefedov and K.R. Schneider, and an appropriate monotonicity assumption on the vector field. The result is applied to identify all possible predator–prey models with quadratic vector fields allowing for the existence of canard solutions.     

Geometric approach to global asymptotic stability for the SEIRS models in epidemiology

In this paper, we present a more general criterion for the global asymptotic stability of equilibria for nonlinear autonomous differential equations based on the geometric criterion developed by Li and Muldowney. By applying this criterion, we obtain some results for the global asymptotic stability of SEIRS models with constant recruitment and varying total population size. Based on these results, we give a complete affirmative answer to Liu–Hethcote–Levin conjecture. Furthermore, an affirmative answer to Li–Graef–Wang–Karsai’s problem for SEIR model with permanent immunity and varying total population size is given.