基于Copula的金融资产相关结构建模

分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论.     

基于爆轰波原理声源定位方法初探

基于弹丸发射时所发出的爆轰波,利用传感器接收时差信息,从而确定声源位置。本文建立了该声源定位反问题的物理和数学模型,并依据该模型寻求适当的数值解法,最后针对延拓-广义逆法声源定位问题进行了演算和简要分析。     

On the Use of the Restitution Condition in Flexible Body Dynamics

The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications.     

On new forms of motive differential equations of a mechanical system relative to non-inertial frame

Based on D'Alembert's principle of a mechanical system relative to non-inertial frame and by introducing the concept of the generalized inertial potential, new forms of differential equations of motion of a mechanical system with holonomic and the non-holonomic constraints relative to the non-inertial frame are obtained. The merits and demerits between our method and the Newtonian dynamic method as well as the analytic dynamic method are discussed comparatively. Finally, two examples are given to illustrate the application of the motive differential equations in the new forms.     

Determination of generalized quadrangles with distinct elation points

In this paper, we classify the finite generalized quadrangles of order (s,t), s,t > 1, which have a line L of elation points, with the additional property that there is a line M not meeting L for which {L, M} is regular. This is a first fundamental step towards the classification of those generalized quadrangles having a line of elation points. Mathematics Subject Classification (2000): 51E12, 51E20, 20B25, 20E42     

The automorphism group of Payne derived generalized quadrangles

We solve a long-standing open problem by proving that the automorphism group of any thick Payne derived generalized quadrangle with ambient quadrangle S a thick generalized quadrangle of order s, s?5 and odd, with a center of symmetry, is induced by the automorphism group of S.     

凸域内弦的平均长度

本文研究了凸域内弦的平均长度.通过广义支持函数与凸域的弦幂积分,建立了凸域内弦的平均长度的一般公式,并用此公式得出了圆域和矩形域内弦的平均长度.     

The Generalized West Decomposition of Operators and Other Compact Perturbation Problems

This paper introduces the concept of the generalized Riesz operators and the concept of the generalized West decomposition of a general operator which generalizes the definition of the West decomposition of Riesz operators, and proves that the following three statements are equivalent on a general Banach space： （a） Every generalized Riesz operator has the generalized West decomposition; （b） Every operator makes strong Stampfli theorem true; Every operator has Apostol＇s compact correction.     

对称矩阵与反对称矩阵广义特征值反问题的拓广

定义了上三角等次对角线矩阵和上三角交错次对角线矩阵;讨论了矩阵方程AX-XA=0的对称解与AX XA=0的反对称解.在此基础上考虑了以下问题的可解性:给定A∈Rn×m,D∈Rm×m,分别求X,Y∈SRn×n和X,Y∈ASRn×n,使得XA=YDA.