Optimization of instrument response and resolution of standard- and high-speed power compensation DSC

Normally, for Standard DSC, the PerkinElmer power-compensation setting is the low dynamic range mode (LDRM). In this mode, a noise filter is applied to decrease the noise-to-signal ratio, which concomitantly gives rise to a delay in time of the signal measured. In case the signal is expected to be of high intensity — experienced for instance at high scan rates using High Performance DSC (HPer DSC) — the noise filtering could be diminished by which the associated delay in time would be less, leading to a faster response of the instrument, also resulting in an improved resolution. In fact, such can be realized using the faster noise filter of the high dynamic range mode (HDRM) available for the Pyris 1 and Diamond DSCs, which DSCs are both equipped with the HyperDSC^TM technique (HyperDSC being the commercial version of HPer DSC). The improvement in response is maximal for high rates like 100–500°C min⁻¹ but even at low rates like 10°C min⁻¹ it is still significant. Thus, taking advantage of HDRM, low-molar substances like indium and 4,4′-azoxyanisole show appreciable increasing height-to-width ratios for signals caused by crystallization, melting and the crystal <>liquid crystal transition respectively. Another advantage, the faster realization of steady state after the starting of the DSC, is of help in case of overlapping starting and transition signals during dynamic crystallization and melting, and during isothermal crystallization as elucidated for a HDPE. For 4,4′-azoxyanisole and for an ethylene-propylene copolymer having a broad melting range, it is shown that such faster response leads to a still better resolution with respect to temperature, even at high scan rates. Thus, the peaks belonging to the crystal-to-liquid crystal and the liquid crystal-to-isotropic liquid transitions of 4,4′-azoxyanisole were completely resolved while a thermal fractionation of the copolymer by the successive self-nucleation and annealing (SSA) technique with good resolution has been realized, both using rates as high as 200°C min⁻¹.     

滞后序列分析视域下的高中化学高端备课师生互动行为研究*

为揭示“高端备课”项目下教师与学生行为互动的关键特征,研究采用视频分析法及滞后序列分析法(LSA)对2019年高端备课项目中“离子反应”课堂中的师生交互行为、比率、教师语言、师生操作技术以及教师与学生之间的交互行为等进行量化与质性分析。研究发现,高端备课更加关注学生对于本源性认识问题的科学认识逻辑,以传授核心观念建构以及基于学生认识发展为本为理念,由知识解析为本向促进学生认识发展转变,通过师生思维不断碰撞的过程促进学生知识迁移与应用,为常态化课堂优化提供了参考路径。     

On the study of a rational expectation model with lagged endogenous variables

A rational expectation model with lagged endogenous variables is used to describe how the current price level is influenced by the expectation and historic price level. The time domain of the rational expectation model is extended to a complex discrete time domain which is a collection of points along the real number line. The rational expectation model with lagged endogenous variables is solved in multi-dimensional cases where the agents possess multiple assets, and the current price of each asset is related to the expected price and historical prices. An example about price determination process of storable commodities is given to illustrate the advantages of the rational expectation model on isolate time domain.     

Asymptotic results for renewal risk models with risky investments

We consider a renewal jump–diffusion process, more specifically a renewal insurance risk model with investments in a stock whose price is modeled by a geometric Brownian motion. Using Laplace transforms and regular variation theory, we introduce a transparent and unifying analytic method for investigating the asymptotic behavior of ruin probabilities and related quantities, in models with light- or heavy-tailed jumps, whenever the distribution of the time between jumps has rational Laplace transform.     

Backstepping-based lag synchronization of a complex permanent magnet synchronous motor system

Through introducing the concept of complex current and resetting cross-coupling term, this paper proposes a novel complex permanent magnet synchronous motor system and analyzes its properties. Based on a complex permanent magnet synchronous motor system, we design controllers and achieve lag synchronizations both in real part and imaginary part with backstepping method. In our study, we take complex current, time delay, and structure of complex system into consideration. Numerical simulation results demonstrate the validity of controllers.     

Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information

In this paper, based on equilibrium control law proposed by Björk and Murgoci (2010), we study an optimal investment and reinsurance problem under partial information for insurer with mean–variance utility, where insurer’s risk aversion varies over time. Instead of treating this time-inconsistent problem as pre-committed, we aim to find time-consistent equilibrium strategy within a game theoretic framework. In particular, proportional reinsurance, acquiring new business, investing in financial market are available in the market. The surplus process of insurer is depicted by classical Lundberg model, and the financial market consists of one risk free asset and one risky asset with unobservable Markov-modulated regime switching drift process. By using reduction technique and solving a generalized extended HJB equation, we derive closed-form time-consistent investment–reinsurance strategy and corresponding value function. Moreover, we compare results under partial information with optimal investment–reinsurance strategy when Markov chain is observable. Finally, some numerical illustrations and sensitivity analysis are provided.     

The mathematics of Ponzi schemes

A first order linear differential equation is used to describe the dynamics of an investment fund that promises more than it can deliver, also known as a Ponzi scheme. The model is based on a promised, unrealistic interest rate; on the actual, realized nominal interest rate; on the rate at which new deposits are accumulated and on the withdrawal rate. Conditions on these parameters are given for the fund to be solvent or to collapse. The model is fitted to data available on Charles Ponzi’s 1920 eponymous scheme and illustrated with a philanthropic version of the scheme.     

国外同业拆借利率期限结构影响因素的实证分析——以美元LIBOR为例

通过选择反映经济的基本面和具体市场的资金面的变量建立不带移动平均项的自回归分布滞后模型,研究美元LIBOR期限结构影响因素,得到以下结论：从长期来看,通货膨胀率、联邦基金利率、道琼斯工业指数和广义货币的增长率都对LIBOR利率的水平值和斜率有影响．另外,水平值还受到三年期国债收益率的影响．从短期来看,影响水平值的因素有通货膨胀率和联邦基金利率,而三年期国债收益率是影响斜率的唯一短期因素．     

Optimal boundary control problem for n x n infinite-order parabolic lag system

^** Email: haelsaify{at}yahoo.com In this paper, we study the linear quadratic optimal boundarycontrol problem for n x n coupled system of infinite-order parabolicpartial differential equation, in which time-varying lags appearin the state equation and in the Neumann boundary conditionsimultaneously. By Lions scheme, necessary and sufficient conditionof optimality for the Neumann problem with quadratic functionaland constraint control is derived. Finally, several mathematicalexamples for derived optimality conditions are presented.