温州民间借贷利率与金融信贷传导机制分析

温州民间借贷利率走势进行结构突变单位根检验,发现它属于结构突变的趋势平稳过程,并确定其突变发生的时间点及结构突变形式,得出温州民间借贷利率在2004年7月间出现结构突变结论.接着运用VAR模型及相关分析技术,结合结构突变思想,分析了民间借贷利率与金融信贷间相互作用关系,最后给出相关经济结论.     

非线性脉冲中立型时滞抛物方程解的振动性质

研究一类非线性脉冲中立型时滞抛物方程,借助于一阶脉冲中立型微分不等式,获得了该类方程在Robin,Dirichlet边值条件下所有解振动的若干新的充分性判据.所得结果充分反映了脉冲和时滞在振动中的影响作用.     

Exponential stability of nonlinear state-dependent delayed impulsive systems with applications

The exponential stability problem for impulsive systems subject to double state-dependent delays is studied in this paper, where state-dependent delay (SDD) is involved in both continuous dynamics and discrete dynamics and the boundedness of it with respect to states is prior unknown. According to impulsive control theory, we present some Lyapunov-based sufficient conditions for the exponential stability of the concerned system. It is shown that the stabilizing effect of SDD impulses on an unstable SDD system changes the stability and achieves desired performance. In addition, the destabilizing effect of SDD impulses is also fully considered and the corresponding sufficient conditions are derived, which reveals the fact that a stable SDD system can maintain its performance when it is subject to SDD impulsive disturbance. As an application, the proposed result can be employed to the stability analysis of impulsive genetic regulatory networks (GRNs) with SDD and the corresponding sufficient conditions are proposed in terms of the model transformation technique and the linear matrix inequalities (LMIs) technique. In order to demonstrate the effectiveness and applicability of the derived results, we give two examples including impulsive GRNs with SDD and the impulsive controller design for the nonlinear system with SDD.     

ZnO压敏陶瓷缺陷结构表征及冲击老化机理研究

对多元ZnO压敏陶瓷电阻片进行了多达14000次的大电流冲击老化试验, 通过显微结构、电气性能及介电特性的测量对其缺陷结构进行了表征, 并研究了缺陷结构与大电流冲击老化之间的关系. 试验表明多次大电流冲击老化导致试样的电气性能明显下降, 发现ZnO压敏陶瓷的几何效应不仅受控于晶粒还与晶界密切相关. 另外, 通过介电谱分析观察到ZnO压敏陶瓷存在四种缺陷弛豫过程, 低温-60 ℃下的两个缺陷弛豫峰激活能约为0.24 eV和0.35 eV, 认为它们分别对应着本征的锌填隙缺陷L(Zn_i^··)和氧空位缺陷L(V_O^·)并且不受冲击老化的影响. 高温80℃以上两个松弛峰的活化能约为0.71 eV和0.84 eV, 认为它们分别对应着非本征的晶间相电子陷阱L(ingr)和晶界处界面态陷阱L(gb). 发现大电流冲击后, 仅界面态陷阱激活能从0.84 eV降低到0.76 eV, 认为界面态陷阱主要控制着ZnO压敏陶瓷的电气性能和稳定性.     

120 kV下常压空气纳秒脉冲电晕放电特性

使用上升沿15 ns、脉宽30~40 ns的重复频率纳秒脉冲电源对120 kV下大气压空气中管-板电极结构电晕放电进行了实验研究,通过电压电流测量、放电图像拍摄和X射线探测分析了纳秒脉冲电晕放电特性。结果表明:纳秒脉冲电晕放电中存在X射线辐射,但辐射强度较弱,X射线辐射计数随着气隙距离的增大而减少,随着脉冲重复频率的增大而增多;放电空间的残余电荷加强了下一个脉冲到来时的局部电场,从而导致高重复频率下易于出现分散的电晕通道。     

激光辐照不规则空间碎片冲量矢量计算

研究了不规则空间碎片受激光辐照后的冲量变化。利用不论激光入射方向如何,烧蚀反喷方向始终沿着烧蚀平面法向方向这个实验现象,同时,根据NASA对于空间碎片形状的基本划分,分别计算了球体、柱形体和立方体受激光辐照后的冲量变化情况。计算结果表明:对于球体和立方体,无论激光辐照方向如何变化,冲量方向总是和辐照方向相同,冲量大小和垂直辐照相同材料的平板分别成固定比例关系;而对于柱形体,冲量大小和方向随着激光辐照方向变化而变化。     

Theory of a FIR optical digital differentiator

Abstract

An optical realization of a proposed family of the finite impulse response (FIR) qth-order mth-derivative digital differentiators (under coherent operation), whose transfer functions are derived from the well-known numerical differentiation scheme (namely, the backward Taylor series expansion), using the amplified fiber optic transversal filters is presented. Several input pulse shapes, such as polynomials of various orders and the Gaussian and exponential pulses, are chosen as examples for illustration of the accuracy of the proposed optically realized differentiators. A mathematical model describing the dynamic (or transient) response of any optical discrete-time systems using the z-transform technique is proposed. The real-time performances of the proposed differentiators have been analyzed using both the steady-state and the dynamic analyses, Although the analysis is directed at fiber optic systems, the methodology and the results are applicable to other physical systems.     

农产品价格上涨与通胀因果关系的实证研究——基于SUR模型和GIRF 方法的组合研究

由于GrangerN果关系检验的局限性,使农产品价格上涨与通胀之间因果关系的传导方向一直存在争议．为此,本文用似无关回归模型（SUR）和广义脉冲响应函数（GIRF）相结合的组合研究模式对农产品价格上涨和通胀之间的因果关系进行了实证研究．首先,利用似无关回归模型构造统计量检验各种传导机制的存在性;其次,在农产品价格上涨与通胀之间双向传导机制都存在的情况下,利用广义脉冲响应函数方法对各种传导机制的显著性进行了对比．结论认为,农产品价格上涨导致通胀的因果关系更显著．     

Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals

Abstract

In this paper, we give a method for computing the fair insurance fee associated with the guaranteed minimum death benefit (GMDB) clause included in many variable annuity contracts. We allow for partial withdrawals, a common feature in most GMDB contracts, and determine how this affects the GMDB fair insurance charge. Our method models the GMDB pricing problem as an impulse control problem. The resulting quasi-variational inequality is solved numerically using a fully implicit penalty method. The numerical results are obtained under both constant volatility and regime-switching models. A complete analysis of the numerical procedure is included. We show that the discrete equations are stable, monotone and consistent and hence obtain convergence to the unique, continuous viscosity solution, assuming this exists. Our results show that the addition of the partial withdrawal feature significantly increases the fair insurance charge for GMDB contracts.