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101.
This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear
dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency
trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional
in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge
symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold
fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried
out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching
the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade
to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons
discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely
indicates a new science paradigm in the economy and society domains beyond physics.
相似文献
102.
本文利用一个新的分片线性NCP函数提出一个新的可行的QP-free方法解非线性不等式约束优化问题.不同于其他的QP-free方法,这个方法只考虑在工作集中的约束函数,工作集是积极集的一个估计,因此子问题的维数不是满秩的.这个方法可行的并且不需假定严格互补条件、聚点的孤立性得到算法的全局收敛性,并且积极约束函数的梯度不要求线性独立的,其中由拟牛顿法得到的子矩阵不需要求一致正定性. 相似文献
103.
Lokenath Debnath 《Journal of Mathematical Analysis and Applications》2007,333(1):164-190
This paper deals with recent developments of linear and nonlinear Rossby waves in an ocean. Included are also linear Poincaré, Rossby, and Kelvin waves in an ocean. The dispersion diagrams for Poincaré, Kelvin and Rossby waves are presented. Special attention is given to the nonlinear Rossby waves on a β-plane ocean. Based on the perturbation analysis, it is shown that the nonlinear evolution equation for the wave amplitude satisfies a modified nonlinear Schrödinger equation. The solution of this equation represents solitary waves in a dispersive medium. In other words, the envelope of the amplitude of the waves has a soliton structure and these envelope solitons propagate with the group velocity of the Rossby waves. Finally, a nonlinear analytical model is presented for long Rossby waves in a meridional channel with weak shear. A new nonlinear wave equation for the amplitude of large Rossby waves is derived in a region where fluid flows over the recirculation core. It is shown that the governing amplitude equations for the inner and outer zones are both KdV type, where weak nonlinearity is balanced by weak dispersion. In the inner zone, the nonlinear amplitude equation has a new term proportional to the 3/2 power of the difference between the wave amplitude and the critical amplitude, and this term occurs to account for a nonlinearity due to the flow over the vortex core. The solution of the amplitude equations with the linear shear flow represents the solitary waves. The present study deals with the lowest mode (n=1) analysis. An extension of the higher modes (n?2) of this work will be made in a subsequent paper. 相似文献
104.
Zhengqian Luo Guoyong Sun Zhiping Cai Miaoling Si Qibo Li 《Optics Communications》2007,277(1):118-124
In this paper, continuous wave Yb3+-doped double-clad fiber lasers (DCFLs) with linear-cavity are investigated theoretically and numerically using the rate equations. Under the steady state conditions, the simplified analytic solutions of Yb3+-doped DCFLs under considering the scattering loss are deduced in the strongly pump condition. Compared with the known analytic solutions in published literatures, our analytic solutions are more accurate, especially, at higher reflectivity of output mirror. In addition, a fast and stable algorithm based on the Newton-Raphson method is proposed to simulate numerically Yb3+-doped DCFLs. The results by simplified analytic solutions are in good agreement with those by the numerical simulation. Moreover, we have performed the optimization of an Yb3+-doped DCFL using the simplified analytic solutions and the numerical simulations, respectively. 相似文献
105.
106.
By using the averaging technique, we obtain new oscillation criteria for second order delay differential equation with nonlinear neutral term. These results generalize and improve some known results about neutral delay differential equation of second order. 相似文献
107.
This paper considers the general synchronization dynamics of coupled Van der Pol–Duffing oscillators. The linear and nonlinear stability analysis on the synchronization process is derived through the Whittaker method and the Floquet theory in addition to the multiple time scales method. A stability map displaying different dynamical states of the system is performed. Numerical simulation is carried out to support and to complement the accuracy of the analytical treatment. 相似文献
108.
通过2,5-二溴苯乙烯与对甲酰基苯硼酸的Suzuki偶联反应得到2,5-二(4′-甲酰基苯基)苯乙烯.在催化剂量的冰乙酸存在下,与光学纯的(S)-(-)-α-甲基苄胺或(R)-(+)-α-甲基苄胺发生缩和反应,得到了一对手性非外消旋单体,(+)-2,5-二{4-′[(N-(S)-α-甲基苄亚胺基)次甲基]苯基}苯乙烯和(-)-2,5-二{4′-[(N-(R)-α-甲基苄亚胺基)次甲基]苯基}苯乙烯.以偶氮二异丁腈(AIBN)或过氧化苯甲酰(BPO)为引发剂,经自由基溶液聚合得到光学活性聚合物.比旋光度、紫外-可见吸收光谱以及圆二色光谱研究表明,聚合物主链可能形成了某一方向占优的稳定螺旋构象,且该螺旋构象的旋光方向与单体的旋光方向相反.聚合条件对聚合物的光学活性有很大影响,在极性较大的芳香族溶剂和较高温度下得到的聚合物具有和单体相差更大的比旋光度.侧基的手性基团脱除后,聚合物仍具有一定的旋光性,说明聚合过程中形成的螺旋手性具有一定的记忆效应. 相似文献
109.
We study theoretically a nonlinear response of the planar metal/dielectric nanostructures constituted from periodical array
of ultra thin silver layers and the layers of Kerr-like nonlinear dielectric. We predict hysteresis-type dependences of the
components of the tensor of effective dielectric permittivity on the field intensity allowing the change in material transmission
properties from transparent to opaque and back at extremely low intensities of the light. It makes possible to control the
light by light in all-optical nanoscale devices and circuits. 相似文献
110.
Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors,
manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. To realize this, a
dynamic modelling approach for characterizing supply chain activities is opportune, so as to plan efficiently the set of activities
over a distributed network in a formal and scientific way. The dynamical system will result so complex that it is not generally
possible to specify the functional forms and the parameters of interest, relating outputs to inputs, states and stochastic
terms by experiential specification methods. Thus the algorithm that will presented is Data Driven, determining simultaneously
the functional forms, the parameters and the optimal control policy from the data available for the supply chain. The aim
of this paper is to present this methodology, by considering dynamical aspects of the system, the presence of nonlinear relationships
and unbiased estimation procedures to quantify these relations, leading to a nonlinear and stochastic dynamical system representation
of the SCM problem. Moreover, the convergence of the algorithm will be proved and the satisfaction of the required statistical
conditions demonstrated. Thus SCM problems may be formulated as formal scientific procedures, with well defined algorithms
and a precise calculation sequence to determine the best alternative to enact. A “Certainty equivalent principle” will be
indicated to ensure that the effects of the inevitable uncertainties will not lead to indeterminate results, allowing the
formulation of demonstrably asymptotically optimal management plans. 相似文献