Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

Fractional Brownian Heavy Traffic Approximations of Multiclass Feedforward Queueing Networks

We consider multiclass feedforward queueing networks under first in first out and priority service disciplines driven by long-range dependent arrival and service time processes. We show that in critical loading the normalized workload, queue length and sojourn time processes can converge to a multi-dimensional reflected fractional Brownian motion. This weak heavy traffic approximation is deduced from a deterministic pathwise approximation of the network behavior close to constant critical load in terms of the solution of a Skorokhod problem. Since we model the doubly infinite time interval, our results directly cover the stationary case.AMS subject classification: primary 90B15, secondary 60K25, 68M20     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

二次阳极氧化方法制备有序多孔氧化铝膜

通过二次阳极氧化方法制备多孔氧化铝膜与一次阳极氧化方法制备多孔氧化铝膜孔排布规律性的对比 ,结果发现 ,二次阳极氧化方法制取的多孔氧化铝膜孔排布规律性明显好于一次阳极氧化法制取的多孔膜 .在几个微米范围内 ,孔呈理想的六角排布 .去除一次阳极氧化膜后 ,二次阳极氧化得以在更良好的表面进行 ,制取的氧化铝膜孔规律性和有序度更高 .有序区域的尺寸与晶粒内的亚晶大小有一定关系     

Reference values for drag and lift of a two‐dimensional time‐dependent flow around a cylinder

This paper presents a numerical study of a two‐dimensional time‐dependent flow around a cylinder. Its main objective is to provide accurate reference values for the maximal drag and lift coefficient at the cylinder and for the pressure difference between the front and the back of the cylinder at the final time. In addition, the accuracy of these values obtained with different time stepping schemes and different finite element methods is studied. Copyright © 2004 John Wiley & Sons, Ltd.     

Radiation effect on the 400-nm-thermoluminescence emission of a potassium-rich feldspar

The UV-blue thermoluminescence (TL) emission of exsolved and twinned potassium feldspars is potentially valid to be employed in the field of dating and retrospective dosimetry. This paper reports about the following results: (i) The dose dependence of the 400 nm TL intensity of a K-rich feldspar exhibits an excellent linearity in the range of 50 mGy–8 Gy. (ii) The stability of the TL signal after 6 months of storage, shows an initial rapid decay (ca. 45%) maintaining the stability from 40 days onwards which indicates that the electron population decreases asymptotically by the X-axis and the involved electrons are located in deeper traps at room temperature. The fading process can be fitted to a first-order decay equation of the sort y=y₀+A exp(−x/t). (iii) The tests of thermal stability at different temperatures confirm a continuous trap distribution with progressive changes in the glow curve shape, intensity and temperature position of the maximum peak. According to this behaviour some physical parameters are defined.     

Viscosity,particle size distribution,and structural investigation of tetramethyloxysilane/2‐hydroxyethyl methacrylate sols during the sol–gel process with acid and base catalysts

The tetramethoxysilane (TMOS)/2‐hydroxylethyl methacrylate (HEMA) hybrid gels were synthesized with acid and base catalysts, via the in situ polymerization of HEMA, with and without the cosolvent methanol. With methanol in the TMOS/HEMA sol, the enhanced esterification and depolymerization reactions of the silanols resulted in a slower growth of silica particles. The silica particles that were synthesized with an acid catalyst were less than 40 nm. The thermal resistance of the poly(2‐hydroxyethyl methacrylate) (PHEMA) chains was enhanced by the addition of colloidal silica. The Fourier transform infrared characterizations and the exothermal peaks on the differential scanning calorimetry traces of these hybrid gels indicated chemical hybridization occurring as a result of condensation of the colloid silica and PHEMA at higher temperatures. Hence, the residual weight content of the hybrid gel after its synthesis with the base catalyst was even higher than the content of TMOS in the hybrid sol. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3476–3486, 2004     

NMR investigation of concentrated alumina and silica slurries

The longitudinal relaxation times (T₁) of water in concentrated silica and alumina slurries were measured as a function of solids content. It was shown that the results could be fit very well with a two-phase fast-exchange model between free and surface-bound water. As expected, values of T₁ for bound water were in the order of 20–2000 times lower than that for free water, indicating a higher effective viscosity of the surface-bound water. The strength of the interaction depended on the particular surface, and all of the aluminas examined interacted more strongly with water than the two silicas studied, which themselves differed considerably. The chemical mechanical polishing (CMP) removal rate of tantalum by silica slurries was shown to be directly correlated with the interaction parameters, derived from the NMR relation times rather than with total surface hydroxyl group concentration.     

Addition–fragmentation chain transfer: Molecular weight distributions and retardation in the system methyl methacrylate/methyl α‐(bromomethyl)acrylate

A detailed investigation of addition–fragmentation chain transfer (AFCT) in the free‐radical polymerization of methyl methacrylate (MMA) in the presence of methyl α‐(bromomethyl)acrylate (MBMA) was carried out to elucidate mechanistic details with efficient macromonomer synthesis as an underlying goal. Advanced modeling techniques were used in connection with the experimental work. Curve fitting of simulated and experimental molecular weight distributions with respect to the rate coefficient for addition of propagating radicals to MBMA (k_add) over 60–120 °C resulted in E_add = 21.7 kJ mol^?1 and A_add = 2.18 × 10⁶ M^?1 s^?1 and a very weak temperature dependence of the chain‐transfer constant (E_add ≈ E_p). The rate coefficient for fragmentation of adduct radicals at 60 °C was estimated as k_f ≈ 39 s^?1 on the basis of experimental data of the MMA conversion and the concentration of 2‐carbomethoxy‐2‐propenyl end groups. The approach developed is generic and can be applied to any AFCT system in which copolymerization does not occur and in which the resulting unsaturated end groups do not undergo further reactions. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2640–2650, 2004     

滤片-XRD探测系统响应时间测量

 研究了软X射线能谱仪探测道系统(系统包括X射线二极管（XRD）、SUJ-50-10电缆和不同频带示波器)的响应时间。实验利用上海激光联合实验室的20TW激光器激光(激光能量约20J，脉冲宽度约1ps)打金箔靶产生的X光，用XRD探测系统测量，记录示波器有TK684C，TK694C和WM8500等。将实验数据进行了线性拟合和比对分析。滤片XRD探测系统的响应时间随偏压升高而加快，随传输电缆长度的增加而变慢，因此测量快信号过程时，应提高探测器偏压，缩短传输电缆，选择宽频带高采样率示波器，以便减少系统的响应时间，减小信号失真程度。