Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

The semi‐iterative method applied to the hyper‐power iteration

The semi‐iterative method (SIM) is applied to the hyper‐power (HP) iteration, and necessary and sufficient conditions are given for the convergence of the semi‐iterative–hyper‐power (SIM–HP) iteration. The root convergence rate is computed for both the HP and SIM–HP methods, and the quotient convergence rate is given for the HP iteration. Copyright © 2005 John Wiley & Sons, Ltd.     

A rigid subspace of the real line whose square is a homogeneous subspace of the plane

Working in ZFC, we give an example as indicated in the title.

     

束晕-混沌的复杂性理论与控制方法及其应用前景

本文系统论述涉及强流加速器等强流离子束装置中产生的束晕-混沌的复杂性理论与控制方法及其应用前景。强流离子束在核材料生产与增殖、洁净核能、放射性废物嬗变、放射性药物生产、重离子聚变、高能物理、核科学与工程、国防与民用工业和医疗等许多方面都有极其重要的应用潜力和诱人的发展前景。尤其是，近年来强流加速器驱动的放射性洁净核能系统是国内外关注的热门课题，因为它比常规核电更安全、更干净、更便宜。但是，强流离子束形成的束晕-混沌的复杂性现象已引起了国内外广泛关注，需要加以抑制、控制和消除这类现象，解决这一难题已经成为强流离子束应用中的关键问题之一。目前不仅必须深入研究这类束晕-混沌的复杂特性及其产生的物理机制，而且需要研究如何实现对束晕-混沌的有效控制，并寻求和发展其新理论、新方法和新技术。这就向强流离子束物理和非线性-复杂性科学及其技术提出了一系列极富挑战性的新课题。本文结合国内外的研究概况，根据我们多年来的研究成果，特别是我们首创性地提出了一些束晕-混沌的有效控制方法，它们包括：非线性反馈控制法，小波反馈控制法，变结构控制法，延迟反馈控制法，参数自适应控制法等，进行重点的介绍。对上述课题当前的主要进展及相关问题进行系统的总结和比较全面综述的评论。最后，指出该领域今后的研究方向，以推动这个崭新领域的深入研究和应用发展。     

MATLAB/SIMULINK在电力系统仿真中的应用

介绍了Matlab／Simulink仿真工具在电力系统仿真中的应用方法．     

HLS直线加速器调制器系统设计与改造

介绍了合肥同步辐射光源速调管调制器改造项目.在新的设计中采用了开关型恒流PFN充电电源,计算了充电参数,建立了主放电回路的仿真模型,重点分析了电路中反向电压问题,依据仿真结果及分析设计了反向保护电路.给出了运行中的主要波形.最后介绍了新的调制器控制系统.     

风力发电机组变速恒频控制系统研究

全面介绍了一种最新应用于风力发电中的新型电机—无刷双馈电机，并分析了这种新型电机作变速恒频运行的原理并对这种电机进行了动态特性仿真研究，给出了形式简洁的控制方程和易于实现的控制方案。     

Use of a range scaling method to determine alanine/water stopping power ratios

A phantom composed of alanine dosimeter material has been constructed and depth–dose measurements made in a 10 MeV electron beam. The results have demonstrated the feasibility of using relative depth–dose measurements to determine stopping power ratios in materials of dosimetric interest. Experimental stopping power ratios for alanine dosimeter material and water agreed with the data of ICRU Report 37 within the uncertainty of the experiment (±1.2% at a 95% confidence level).     

BEPCII直线加速器相控系统设计研究

为了补偿由于各种因素引起的微波相位漂移,BEPCII直线加速器需要建立微波相位反馈控制系统.能量最大法将用来确定每台功率源的最佳相位.沿直线加速器速调管长廊铺设相位稳定同轴线提供相位参考.现在已经完成了关键部件,如PAD单元、IfA 单元的开发.搭建了相控最小系统对系统进行了验证.     

The exponential power law: partial wetting kinetics and dynamic contact angles

An equation for the kinetics of partial drop spreading is proposed. This equation was empirically derived from experimental data for the spreading kinetics of partially wetting liquids in terms of the wet area versus time. The equation has the form of an exponential power law (EPL), and transforms into the well-known power law for complete wetting, when the equilibrium contact angle approaches zero. The EPL fits very well available experimental data. To lend additional support to the validity of this generalized equation, it will be demonstrated that when it is transformed to present the dynamic contact angle (DCA), it fits very well DCA experimental data for other wetting processes, such as capillary flow and tape coating.