纤维状填料/HDPE复合体系的导电渗流与流变渗流行为的关系

研究了纤维状导电材料不锈钢纤维(SSF)填充高密度聚乙烯(HDPE)导电复合体系的导电渗流与流变渗流行为之间的关系,并与颗粒状导电颗粒炭黑(CB)/HDPE导电复合体系进行了比较.发现当SSF含量极低(0.3vol%)时,SSF/HDPE体系即发生导电渗流现象,且导电渗流转变区域极窄;而仅当SSF含量达到4.8vol%时,该复合体系才表现出流变渗流现象,这一结果与CB/HDPE体系及纳米级导电纤维填充体系截然不同.此外,通过正温度系数效应的研究发现SSF形成的导电通路稳定性高于CB/HDPE体系.我们认为,SSF/HDPE体系呈现的这些特点均与SSF较大的直径及长径比且其导电通路及流变渗流网络的形成机理不同有关.     

Bootstrap of the offspring mean in the critical process with a non-stationary immigration

In applications of branching processes, usually it is hard to obtain samples of a large size. Therefore, a bootstrap procedure allowing inference based on a small sample size is very useful. Unfortunately, in the critical branching process with stationary immigration the standard parametric bootstrap is invalid. In this paper, we consider a process with non-stationary immigration, whose mean and variance vary regularly with nonnegative exponents α and β, respectively. We prove that 1+2α is the threshold for the validity of the bootstrap in this model. If β<1+2α, the standard bootstrap is valid and if β>1+2α it is invalid. In the case β=1+2α, the validity of the bootstrap depends on the slowly varying parts of the immigration mean and variance. These results allow us to develop statistical inferences about the parameters of the process in its early stages.     

Continuum Percolation at and above the Uniqueness Threshold on Homogeneous Spaces

We consider the Poisson Boolean model of continuum percolation on a homogeneous space M. Let λ be the intensity of the underlying Poisson process. Let λ _u be the infimum of the set of intensities that a.s. produce a unique unbounded component. First we show that if λ>λ _u , then there is a.s. a unique unbounded component at λ. Then we let M=?²×? and show that at λ _u there is a.s. not a unique unbounded component. These results are continuum analogs of theorems by Häggström, Peres and Schonmann.     

Bootstrap for estimating the MSE of the Spatial EBLUP

This work assumes that the small area quantities of interest follow a Fay–Herriot model with spatially correlated random area effects. Under this model, parametric and nonparametric bootstrap procedures are proposed for estimating the mean squared error of the empirical best linear unbiased predictor (EBLUP). A simulation study based on the Italian Agriculture Census 2000 compares bootstrap and analytical estimates of the MSE and studies their robustness to non-normality. Results indicate lower bias for the non-parametric bootstrap under specific departures from normality.      

利用连续渗流理论构造股市指标波动模型及其讨论

本文引用连续渗流理论构造了股票市场指数波动模型,得到其特征函数收敛于Levy过程这一结论.并且在模型中也体现出了市场波动的"宽尾"现象.     

L_1 regression estimate and its bootstrap

We study the asymptotic distribution of the L1 regression estimator under general condi-tions with matrix norming and possibly non i.i.d.errors.We then introduce an appropriate bootstrap procedure to estimate the distribution of this estimator and study its asymptotic properties.It is shown that this bootstrap is consistent under suitable conditions and in other situations the bootstrap limit is a random distribution.     

Bootstrapping to choose an estimator after sampling on two occasions

Email: a.brint{at}sheffield.ac.uk Received on 22 August 2007. Accepted on 13 June 2008. When successive surveys are undertaken so as to keep a populationestimate up to date, combining the data from the most recentsurvey with data from earlier surveys is more efficient thanjust using the most recent survey. The standard approach tocombining the data forms separate estimates from the set ofitems observed on the earlier occasion and the set observedon the later occasion and then forms a combined estimate. Theapproach assumes that the population is very large and thatthe observed values of the variable of interest are continuous.In many situations, neither assumption is particularly appropriate.This paper compares an alternative approach with the standardapproach and finds that the alternative approach sometimes providesa better estimator. It then puts forward an improved estimatorbased on choosing between these approaches using a bootstrapprocedure.     

Modified characteristic finite difference fractional step method for moving boundary value problem of nonlinear percolation system

A fractional step scheme with modified characteristic finite differences running in a parallel arithmetic is presented to simulate a nonlinear percolation system of multilayer dynamics of fluids in a porous medium with moving boundary values. With the help of theoretical techniques including the change of regions, piecewise threefold quadratic interpolation, calculus of variations, multiplicative commutation rule of difference operators, multiplicative commutation rule of difference operators, decomposition of high order difference operators, induction hypothesis, and prior estimates, an optimal order in l ² norm is displayed to complete the convergence analysis of the numerical algorithm. Some numerical results arising in the actual simulation of migration-accumulation of oil resources by this method are listed in the last section.     

渗流耦合系统动边值问题特征分数步差分方法

对多层渗流方程耦合系统动边值问题,提出适合并行计算的一类特征分数步差分格式,利用区域变换、变分形式、粗细网格配套、乘积型叁二次插值、差分算子乘积交换性、高阶差分算子的分解、先验估计的理论和技巧,得到收敛性的最佳阶l2误差估计．该方法已成功地应用到多层油资源运移聚集的资源评估生产实际中,得到了很好的数值模拟结果．     

Multi-Type Directed Scale-Free Percolation

In this paper,we study a long-range percolation model on the lattice Z d with multi-type vertices and directed edges.Each vertex x ∈ Z d is independently assigned a non-negative weight Wx and a type ψx,where(Wx) x∈Z d are i.i.d.random variables,and(ψx) x∈Z d are also i.i.d.Conditionally on weights and types,and given λ,α 0,the edges are independent and the probability that there is a directed edge from x to y is given by pxy = 1 exp(λφψ x ψ y WxWy /| x-y | α),where φij 's are entries from a type matrix Φ.We show that,when the tail of the distribution of Wx is regularly varying with exponent τ-1,the tails of the out/in-degree distributions are both regularly varying with exponent γ = α(τ-1) /d.We formulate conditions under which there exist critical values λ WCC c ∈(0,∞) and λ SCC c ∈(0,∞) such that an infinite weak component and an infinite strong component emerge,respectively,when λ exceeds them.A phase transition is established for the shortest path lengths of directed and undirected edges in the infinite component at the point γ = 2,where the out/in-degrees switch from having finite to infinite variances.The random graph model studied here features some structures of multi-type vertices and directed edges which appear naturally in many real-world networks,such as the SNS networks and computer communication networks.