Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

On accurate boundary conditions for a shape sensitivity equation method

This paper studies the application of the continuous sensitivity equation method (CSEM) for the Navier–Stokes equations in the particular case of shape parameters. Boundary conditions for shape parameters involve flow derivatives at the boundary. Thus, accurate flow gradients are critical to the success of the CSEM. A new approach is presented to extract accurate flow derivatives at the boundary. High order Taylor series expansions are used on layered patches in conjunction with a constrained least‐squares procedure to evaluate accurate first and second derivatives of the flow variables at the boundary, required for Dirichlet and Neumann sensitivity boundary conditions. The flow and sensitivity fields are solved using an adaptive finite‐element method. The proposed methodology is first verified on a problem with a closed form solution obtained by the Method of Manufactured Solutions. The ability of the proposed method to provide accurate sensitivity fields for realistic problems is then demonstrated. The flow and sensitivity fields for a NACA 0012 airfoil are used for fast evaluation of the nearby flow over an airfoil of different thickness (NACA 0015). Copyright © 2005 John Wiley & Sons, Ltd.     

无电极电光电场传感器灵敏度提高的研究

从提高灵敏度角度出发,理论上分析了无电极电光电场传感器电极长度与灵敏度和带宽的关系.通过比较不同结构的传输函数,验证平衡检测方式的可行性,最后选取使用平衡检测的三端口结构作为实验器件结构,从而为器件制作的可行性方案从理论上作了验证.     

A study on the applications of the acoustic design sensitivity analysis of vibrating bodies

The determination of the sensitivity of the acoustical characteristics of vibrating systems with respect to the variation of the design parameters predicting these characteristics is a necessary and important step of the acoustic design and optimization process. Acoustic design sensitivity analysis includes the computation and evaluation of the sensitivity information required for this procedure. In this study, a boundary element code performing the sensitivity analysis of the acoustic pressure by using the matrix sensitivities with respect to different design variables has been developed. The effect of the precision of boundary element discretization on the acoustic pressure sensitivity is examined via this code. The formulation is applied to a multi-source system and the dimension sensitivity analysis of near field pressures of two-dilating-spherical source is performed. The last application is devoted to a real sound source: a washing machine sitting on the floor. Sensitivity of the field pressures to the machine’s dimensions (size), surface velocity and frequency is examined on the bases of the boundary element model of the machine and half-space condition. The impacts of these variables are compared; and a limiting speed for the machine responding both the acoustical and operational requirements is determined.     

受压矩形截面柱在塑性阶段的缺陷敏感性分析

对加载到塑性阶段的矩形截面柱，本文研究了几何缺陷对屈曲的影响，在分析中考虑了弹性卸载的影响，求出了荷载、缺陷大小及分叉模态幅值之间的精确渐近关系式，结果表明在塑性阶段最大承载力对小缺陷非常敏感，但当缺陷大小达到某一值后，可能不存在最大载荷。     

气敏薄膜的光学机理研究

本文根据光传输理论导出介导消光系数，折射率与介质电磁参数，光波频率，电偶极子浓度及迁移率等的关系，分析了光激发与增加气敏介质的氧吸附的规律，结合实验说明气敏薄膜的光学变化机制。     

Shape Hessian for generalized Oseen flow by differentiability of a minimax: A Lagrangian approach

The goal of this paper is to compute the shape Hessian for a generalized Oseen problem with nonhomogeneous Dirichlet boundary condition by the velocity method. The incompressibility will be treated by penalty approach. The structure of the shape gradient and shape Hessian with respect to the shape of the variable domain for a given cost functional are established by an application of the Lagrangian method with function space embedding technique. This work was supported by the National Natural Science Fund of China (No. 10371096) for ZM Gao and YC Ma.     

WIDE RANGE DETECTOR USING PARABOLIC CYLINDRICAL MIRROR FOR THz APPLICATIONS

A new, wide-band, high-speed and high-sensitivity THz detector has been developed. The prototype detector consists of a parabolic cylindrical mirror, a long wire antenna and a Schottky barrier diode. Direct detection measurements have shown a stable sensitivity of 150 ± 50 V/W for 1–2 THz without any adjustments. The long wire antenna was fixed at the focus of parabolic cylindrical mirror then it has been realized less operation steps, easy coupling to the external THz signals and a dramatic enhancement in the practicality of this system. The optically polished mirror and frosted surface one showed comparable sensitivities, thus easy polishing and less cost mirror fabrication can be applied for this system. The radiation pattern showed a maximum radiation angle of approximately 23° with its dominant main lobe, which was attributed to the wire antenna character and confirmed good agreements with classical antenna theory.     

20μm高灵敏浸没型碲镉汞红外探测器

报道了一种新型高灵敏浸没型ＨｇＣｄＴｅ红外探测器的研制，获得了Ｄ＾＊＝１．４６×１０＾１１ｃｍＨｚ＾１／２Ｗ＾－１，Ｒ＝６０８Ｖ／Ｗ，λｃ（２０％）－２０μ，灵敏元面积Ａ＝０．１２×０．１２ｍｍ＾２，和有效通光孔径ψ＝６ｍｍ的浸没型器件。     

具有一对零态射的Morita Context环(II)

设$(A,B,V,W,\psi,\phi)$是一个Morita Context,具有一对零态射$\psi=0$, $\phi=0$, $C =\left ( \begin{array} {cc}A & V \\W & B \end{array}\right)$是对应的Morita Context环.本文给出了$C$与$A,B,V,W$之间关于环的$\pi$-正则性、semiclean性、Mophic性和环的Exchgange性、Potent性、GM性的关系.