我国IPO市场的周期性行为研究:1994-2010

对IPO冷热周期内的时变波动特征首次建立区制转换GARCH模型加以有效描述,以及用计数数据分位数回归模型研究发行数量和发行到上市持续期的关系。通对1994年1月至2010年8月间我国A股IPO市场新股的实证研究得到若干新结论:上市首日收益率和发行到上市的持续期是发行数量的诱因,导致这三个描述IPO行为主要变量的周期行为之间存在相位差;发行到上市的持续期的降低对发行数量的增加有积极地促进作用;除了发行数量在淡季状态波动持续性较强外,其他变量在淡旺季的波动持续性均较弱;旺季时(调整后的)上市首日收益率、发行数量的波动方差比淡季时大,而发行到上市的持续期则相反;我国A股IPO发行市场的淡旺季周期的形成主要受到IPO发行政策、宏观经济环境、投资者情绪的影响控制。     

Aerodynamic coefficients of a spinning sphere in a rarefied-gas flow

A three-dimensional rarefied-gas flow past a spinning sphere in the transitional and near-continuum flow regimes is studied numerically. The rarefaction and compressibility effects on the lateral (Magnus) force and the aerodynamic torque exerted on the sphere are investigated for the first time. The coefficients of the drag force, the Magnus force, and the aerodynamic torque are found for Mach numbers ranging from 0.1 to 2 and Knudsen numbers ranging from 0.05 to 20. In the transitional regime, at a certain Knudsen number depending on the Mach number the Magnus force direction changes. This change is attributable to the increase in the role of normal stresses and the decrease in the contribution of the shear stresses to the Magnus force with decrease in the Knudsen number. A semi-empirical formula for the calculation of the Magnus force coefficient in the transitional flow regime is proposed.     

过渡区气体微尺度流动的格子Boltzmann模拟

采用格子Boltzmann方法(LBM)对过渡区内的微尺度气体流动进行了模拟研究. 在已有滑移区微流动LBM模型中引入Knudsen层速度修正,选取合适的修正函数表达式并依据动理论确定了可调参数的合理取值. 在边界条件的处理格式上,采用了适合过渡区模拟的高阶滑移边界的替代格式来捕捉过渡区微流动的滑移速度,避免了直接求解高阶速度导数项的数值困难. 通过对两类不同的微流动进行模拟的结果表明:与数值解吻合得较好,尤其是对Kn>0.5微流动滑移速度的预测,与已有LBM的模拟结果相比有明显的提高.      

Nitrogen/non-Newtonian fluid two-phase upward flow in non-circular microchannels

This paper presents experimental investigations on nitrogen/non-Newtonian fluid two-phase flow in vertical noncircular microchannels, which have square or triangular cross-section with the hydraulic diameters being D_h = 2.5, 2.886 and 0.866 mm, respectively, by visualization method. Three non-Newtonian aqueous solutions with typical rheological properties, i.e., 0.4% carboxymethyl cellulose (CMC), 0.2% polyacrylamide (PAM) and 0.2% xanthan gum (XG) are chosen as the working fluids. The common flow patterns are identified as slug flow, churn flow and annular flow. The dispersed bubble flow is only found in the case with nitrogen/CMC solution two-phase flow in the largest channel. A new flow pattern of nitrogen/PAM solution two-phase flow, named chained bubble/slug flow, is observed in all the test channels. The flow regime maps are also developed and the results show that the rheological properties of the non-Newtonian fluid have remarkable influence on the flow pattern transitions. The geometrical factors of the microchannel such as the cross-section shape and hydraulic diameter of the channel can also affect the flow regime map. Finally, the results obtained in this work are compared with the available flow pattern transitions.     

部分预混超声速燃烧火焰面模式研究综述

采用部分预混火焰面模式建模与仿真已经成为超声速燃烧数值研究的主要趋势之一.系统回顾了超声速燃烧火焰面模式的发展历程,针对其应用的两个基本问题进行总结:一是火焰面模式在超声速燃烧中的物理存在问题,二是超声速燃烧火焰面模式的建模问题.重点分析了火焰面模式应用于超声速燃烧的难点,提出了超声速燃烧火焰面模式建模应兼顾的问题.     

Circulating turbulent fluidization—A new fluidization regime or just a transitional phenomenon

While circulating fluidized bed （CFB） reactor has many advantages over the more conventional turbulent fluidized bed （TFB） reactor, it does at least have one significant shortcoming-the rather dilute solids volume concentration in CFB reactor gives rise to less ideal reaction intensity. On the other hand, while having higher reaction intensity, TFB reactor has one fatal drawback of particle back-mixing, making it not suitable for certain reactions such as catalytic reaction where the catalyst requires frequent regeneration. This paper describes some key issues in the development of a circulating turbulent fluidized bed （CTFB） reactor that combines the advantages of both TFB and CFB, that is, to have the high reaction intensity as in TFB but and also to have a suppressed solids back-mixing as in CFB due to a continuous net upflow of solids flux through the bed. Experimental results show enough evidence to suggest that a new fluidization regime is formed, the characteristics of which appears to be distinct from those observed in a regular TFB and from those in either the bottom or the upper sections of regular CFB and/or high-density CFB （HDCFB）. Fundamentally, the difference is that particle-particle interaction （collision） dominates the motion of particles in CTFB and TFB, while gas-particle interaction （drag force） is the key element that determines the two phase flow in CFB including HDCFB.     

汽(气)液两相流流型在线识别的研究进展

综述了根据参数波动过程实现气液两相流流型在线识别的最新研究成果,内容包括两相流参数波动的产生机理,小波分析的应用,两相流参数波动过程的特征提取和特征分析,流型在线识别的特点及各种实现方法等。重点介绍了两相流参数波动过程的统计和非线性特征分析及其与流型之间的关系。深入讨论了流型神经网络识别方法及其存在的问题。从波动参数的选择、数理解释、流型识别方法等不同方面对研究进展进行了讨论。      

The crossover between linear and non-linear mechanical behaviour in polymer solutions as detected by Fourier-transform rheology

 The application of oscillatory shear strain leads, in the non-linear regime, to the appearance of higher harmonic contributions in the shear stress response. These contributions can be analyzed as spectra in Fourier space, with respect to different frequencies, amplitudes and phase angles. In this article, we present an application of this new characterization method to a solution of the linear homopolymer polyisobutylene. The degree of non-linear response during oscillatory shear is quantified using the normalized intensity of the third harmonic contribution. We were able to show experimentally on polyisobutylene that there is an immediate onset of the non-linear response even for very small shear strain amplitudes. Received: 21 June 1999/Accepted: 21 August 1999     

Thermoelastic wave propagation in inhomogeneous media

Summary A novel approach to the modeling of thermoelastic wave propagation is presented, based on the thermodynamics of discrete systems. The first novelty includes the representation of integral balance laws for thermoelasticity in terms of contact quantities that describe the nonequilibrium state of elements. The next new aspect is a modification of the recently proposed wave-propagation algorithm, which is used as a tool for determining the contact quantities in a finite-volume scheme for the numerical simulation of two-dimensional thermoelastic wave propagation in inhomogeneous media. Such a modification is needed to provide the satisfaction of the thermodynamic consistency conditions between adjacent discrete elements. Results of computations for certain test problems show the efficiency and physical consistency of the algorithm. Received 11 November 1999; accepted for publication 2 May 2000     

The Sound of Silence: Minorities,Abstention and Democracy

Despite the existence of an extensive literature, no definitive conclusion seems to emerge on the extent to which minorities are guaranteed by democratic rules in political systems. This paper contributes to this debate by proposing a modified Heigselmann and Krauss two-dimensional model of preferences in order to capture the role of abstention on minority representativeness. Regardless of the typology of abstention, simulation results show that voter abstention always benefits minorities.