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.     

用于机械振动实时监测的光纤光栅有源传感装置

把一对中心反射波长分别为1562.11nm和1562.71nm的光纤光栅粘贴在均质、等厚、等腰三角形悬臂梁上下表面作为环形腔光纤激光器端镜，当机械振动激励自由端时，通过观测激光输出脉冲，地施加于自由端的机械振动的频率进行了实时监测；观察两光栅波长漂移量差值的变化，可在0～6.1mm的范围内判断所测振动的振幅。低于100Hz时，实验结果与实际值基本吻合。     

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。     

Variational Derivative for Buckling Loads of Beams and Frames

The finite-difference method is a numerical technique for obtaining approximate solutions to differential equations. The main objective of the present study is to give a new aspect to the finite-difference method by using a variational derivative. By applying this formulation, accurate values of the buckling loads of beams and frames with various end supports are obtained. The performance of this formulation is verified by comparison with numerical examples in the literature __________ Published in Prikladnaya Mekhanika, Vol. 41, No. 7, pp. 139–144, July 2005.     

Large scale petroleum reservoir simulation and parallel preconditioning algorithms research

Solving large scale linear systems efficiently plays an important role in a petroleum reservoir simulator, and the key part is how to choose an effective parallel preconditioner. Properly choosing a good preconditioner has been beyond the pure algebraic field. An integrated preconditioner should include such components as physical background, characteristics of PDE mathematical model, nonlinear solving method, linear     

半导体带电粒子探测器的研制及其在空间物理中的应用

阐述了空间辐射环境监测的意义,描述了半导体带电粒子探测器的研制及由其组成的望远镜系统在空间物理中的应用,并给出了用此探测器在卫星上进行地球辐射环境监测、太阳质子事件和地磁暴探测的部分结果.     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

从像上提取非旋转对称系统的传递函数制作解卷空间滤波器

本文提出从高分辨电子显微像中,利用光学、全息和部分相干等方法,提取传递函数,制作相位和振幅滤波器,实现解卷,提高高分辨电子显微像的分辨率.     

Computations of two passing‐by high‐speed trains by a relaxation overset‐grid algorithm

This paper presents a relaxation algorithm, which is based on the overset grid technology, an unsteady three‐dimensional Navier–Stokes flow solver, and an inner‐ and outer‐relaxation method, for simulation of the unsteady flows of moving high‐speed trains. The flow solutions on the overlapped grids can be accurately updated by introducing a grid tracking technique and the inner‐ and outer‐relaxation method. To evaluate the capability and solution accuracy of the present algorithm, the computational static pressure distribution of a single stationary TGV high‐speed train inside a long tunnel is investigated numerically, and is compared with the experimental data from low‐speed wind tunnel test. Further, the unsteady flows of two TGV high‐speed trains passing by each other inside a long tunnel and at the tunnel entrance are simulated. A series of time histories of pressure distributions and aerodynamic loads acting on the train and tunnel surfaces are depicted for detailed discussions. Copyright © 2004 John Wiley & Sons, Ltd.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.