基于时变SJC-Copula对商品期货市场间风险传染的探究

分别选取WIND商品指数和CRB指数作为衡量我国商品期货市场及国际商品期货市场综合价格的指标,利用时变SJC-Copula模型构建两者之间的动态相依结构,通过动态的尾部相关系数来探究我国商品期货市场与国际市场间的尾部相关性.实证结果表明,我国商品期货市场与国际市场间的上尾相关性要强于下尾相关性,即当商品期货价格上涨时,两个市场间更易发生风险传染.     

碳税政策下时变需求依赖库存与价格的供应链协调模型

研究由一个供应商和一个零售组成的二级供应链系统在碳税政策下的协调问题.对于市场需求率为时变函数且依赖于当前库存水平和销售价格的情形,建立分散式和集中式供应链决策模型.比较两种模型得出供应商和零售商合作能够提高供应链的整体利润但是也会产生更多的碳排放.分别利用批发价格契约和两部收费契约协调分散式决策模型得出供应链协调的条件.最后通过数值算例验证理论结果并分析碳税单价对供应链在两部收费契约下实现协调的影响.     

高速电梯系统时变动力学模型与分析

以往关于电梯系统的研究指出，引起电梯系统振动的主要原因在于外部激励－由曳引机，承重装置，拖动和控制系统等引起。这是基于经典的结构共振理论得出的结论，但不能解释某些电梯的振动行为。本文从时变结构力学的观点出发，计及电梯曳引钢丝绳的长度随时间变化，建立起电梯系统的变刚度动力学模型，采用解析方法给出了高速电梯弹性振动的位移和加速度响应表达式。从理论上证明作为时变系统的电梯，具有振荡运动的特征，存在由变刚度引起的自激振动。进一步研究表明，电梯提速意味着曳引钢丝绳的初始扰动增大，导致电梯振动的加速度也增大，对电梯的舒适性有负面影响。     

Improved results on robust stability of neutral systems with mixed time-varying delays and nonlinear perturbations

This paper considers the problem of robust stability of neutral systems with mixed time-varying delays and nonlinear perturbations. Two type uncertainties such as nonlinear time-varying parameter perturbations and norm-bounded uncertainties have been discussed. Based on the new Lyapunov–Krasovskii functional with triple integral terms, some integral inequalities and convex combination technique, a new delay-dependent stability criterion for the system is established in terms of linear matrix inequalities (LMIs). Finally, four numerical examples are given to illustrate the effectiveness and an improvement over some existing results in the literature with the proposed results.     

具时变刚度的相对转动非线性动力系统的周期解问题

建立了一类具有时变刚度,非线性阻尼力和强迫周期力项的相对转动非线性动力系统. 运用Mawhin重合度理论,得到了该模型的周期解存在唯一性结果,推广了已有的结果, 并且列举了具体的例子来说明本文的结果是新的. 关键词： 相对转动非线性动力系统 时变刚度 周期解 存在唯一性     

一种分数阶非线性系统稳定性判定定理的问题及分析

分数阶非线性系统稳定性理论的研究对于分数阶混沌系统同步控制的应用具有重要价值,将分数阶非线性系统稳定性判断转化为相应整数阶非线性系统稳定性判断的探讨很有意义.通过实例表明了:对于时变系数矩阵,如果整数阶系统稳定,其对应的阶次小于1的分数阶系统也稳定的判定定理是错误的,并分析了问题产生的原因.     

Dynamical Systems with Multiple Time-Varying Delays: Stability and Stabilizability

This paper deals with the class of uncertain systems with multiple time delays. The stability and stabilizability of this class of systems are considered. System robustness is also studied when the norm-bounded uncertainties are considered. LMI delay-dependent sufficient conditions for stability, stabilizability, and system robustness are established to check whether a system of this class is stable and/or stabilizable. Numerical examples are provided to show the usefulness of the proposed results.     

时变元法及其应用

研究了一类特殊的变形体－增长体的粘弹性力学问题，建立了基于移动网格的时变元模型及其数值方法。作为算例，分别计算了高度随时间变化的柱体以及内径随时间变化的厚壁筒的应力应变历程。     

LMI Approach to Robust Delay-Dependent Mixed H 2/H ∞ Controller of Uncertain Neutral Systems with Discrete and Distributed Time-Varying Delays

The design of a robust mixed H ₂/H _∞ controller for a class of uncertain neutral systems with discrete, distributed, and input time-varying delays is considered. More precisely, the proposed robust mixed H ₂/H _∞ controller minimizes an upper bound of the H ₂ performance measure, while guaranteeing an H _∞ norm bound constraint. Based on the Lyapunov-Krasovskii functional theory, a delay-dependent criterion is derived for the existence of a desired mixed H ₂/H _∞ controller, which can be constructed easily via feasible linear matrix inequalities (LMIs). Furthermore, a convex optimization problem satisfying some LMI constraints is formulated to obtain a suboptimal robust mixed H ₂/H _∞ controller achieving the minimization of an upper bound of the closed-loop H ₂ performance measure. Finally, a numerical example is illustrated to show the usefulness of the obtained design method.The research reported here was supported by the National Science Council of Taiwan, ROC under Grant NSC 94-2213-E-507-002.