任意高差的多档输电线动刚度理论建模

针对目前多档输电线动力特性研究中存在的不足,将任意一档导线视为子结构并基于现有的索振动理论获得了其动张力;利用相邻两档导线的动张力建立了悬垂绝缘子串绕其悬挂点摆动的动力学方程;综合每一档导线的振动方程以及悬垂绝缘子串的摆动方程建立了两档及三档输电线的动力学方程,求解得到由端部位移激励产生的动刚度;通过对动刚度进行分析得到了多档输电线的固有频率以及模态的理论表达形式;建立了小高差的两档及三档导线的有限元模型,理论分析结果与有限元结果一致,验证了理论公式的正确性。本文提出的动刚度理论对于研究多档输电线的动态响应具有重要的应用价值。     

认股权证的等价鞅测度定价模型与数值方法

本文对认股权证应用等价鞅测度方法进行定价 .推导出计算更自然、更简单的类似 Black- Scholes模型的认股权证定价公式 .给出了一种比较好的数值计算方法 .并讨论了认股权证在中国证券市场的发展状况 .     

Stability analysis of nonautonomous difference systems with delaying arguments

We present sufficient conditions for the stability of the nonautonomous difference system , k∈Z⁺, with m?1, when the (n×n)-matrices Aj(⋅) are slowly varying coefficients. The proposed approach is based on the generalization of the “freezing” method for ordinary differential equations. The stability conditions are formulated in terms of the corresponding Cauchy's function.     

On a new class of multiplicative pseudo-random number generators

In the computing literature, there are few detailed analytical studies of the global statistical characteristics of a class of multiplicative pseudo-random number generators.We comment briefly on normal numbers and study analytically the approximately uniform discrete distribution or (j,)-normality in the sense of Besicovitch for complete periods of fractional parts {x _{0 1} ⁱ /p} on [0, 1] fori=0, 1,..., (p–1)p^–1–1, i.e. in current terminology, generators given byx _{n+1 1} x _n mod p wheren=0, 1,..., (p–1)p ^–1–1,p is any odd prime, (x ₀,p)=1, ₁ is a primitive root modp ², and 1 is any positive integer.We derive the expectationsE(X, ),E(X ², ),E(X _nX_n+k); the varianceV(X, ), and the serial correlation coefficient k. By means of Dedekind sums and some results of H. Rademacher, we investigate the asymptotic properties of k for various lagsk and integers 1 and give numerical illustrations. For the frequently used case =1, we find comparable results to estimates of Coveyou and Jansson as well as a mathematical demonstration of a so-called rule of thumb related to the choice of ₁ for small k.Due to the number of parameters in this class of generators, it may be possible to obtain increased control over the statistical behavior of these pseudo-random sequences both analytically as well as computationally.     

Topological structure preserving numerical simulations of dynamical models

This paper brings together two methods producing numerical solutions with a statement of their quality — the nonstandard finite difference method and the method of validated computing. It deals with the construction and the analysis of reliable numerical discretizations of dynamical systems by employing these two techniques. An epidemiological model is used as a model example for their combined application.     

Conditions for the convergence in distribution of maxima of stationary normal processes

The asymptotic distribution of the maximum M_n=max_1?t?nξ_t in a stationary normal sequence ξ₁,ξ,… depends on the correlation r_t between ξ₀ and ξ_t. It is well known that if r_t log t → 0 as t → ∞ or if Σr²_t<∞, then the limiting distribution is the same as for a sequence of independent normal variables. Here it is shown that this also follows from a weaker condition, which only puts a restriction on the number of t-values for which rt log t islarge. The condition gives some insight into what is essential for this asymptotic behaviour of maxima. Similar results are obtained for a stationary normal process in continuous time.     

The Spearman footrule and a Markov chain property

An equivalent representation of the Spearman footrule is considered and a characterization in terms of a Markov chain is established. A martingale approach is thereby incorporated in the study of the asymptotic normality of the statistics.     

An alignment-free measure based on physicochemical properties of amino acids for protein sequence comparison

Sequence comparison is an important topic in bioinformatics. With the exponential increase of biological sequences, the traditional protein sequence comparison methods — the alignment methods become limited, so the alignment-free methods are widely proposed in the past two decades. In this paper, we considered not only the six typical physicochemical properties of amino acids, but also their frequency and positional distribution. A 51-dimensional vector was obtained to describe the protein sequence. We got a pairwise distance matrix by computing the standardized Euclidean distance, and discriminant analysis and phylogenetic analysis can be made. The results on the Influenza A virus and ND5 datasets indicate that our method is accurate and efficient for classifying proteins and inferring the phylogeny of species.     

An analysis of overlapping Schwarz method for a weakly coupled system of singularly perturbed convection-diffusion equations

In this article, we have developed an overlapping Schwarz method for a weakly coupled system of convection-diffusion equations. The method splits the original domain into two overlapping subdomains. A hybrid difference scheme is proposed in which on the boundary layer region, we use the central finite difference scheme on a uniform mesh, whereas on the nonlayer region, we use the mid-point difference scheme on a uniform mesh. It is shown that the numerical approximations converge in the maximum norm to the exact solution. We have proved that, when appropriate subdomains are used, the method produces almost second-order convergence. Furthermore, it is shown that two iterations are sufficient to achieve the expected accuracy. Numerical examples are presented to support the theoretical results. The main advantage of this method used with the proposed scheme is that it reduces iteration counts very much and easily identifies in which iteration the Schwarz iterate terminates.     

L1-type smoothness indicators based weighted essentially nonoscillatory scheme for Hamilton-Jacobi equations

This article presents an improved fifth-order finite difference weighted essentially nonoscillatory (WENO) scheme to solve Hamilton-Jacobi equations. A new type of nonlinear weights is introduced with the construction of local smoothness indicators on each local stencil that are measured with the help of generalized undivided differences in L¹-norm. A novel global smoothness measurement is also constructed with the help of local measurements from its linear combination. Numerical experiments are conducted in one- and two-dimensions to demonstrate the performance enhancement, resolution power, numerical accuracy for the proposed scheme, and compared it with the classical WENO scheme.