触销式双障碍买权价值过程鞅性

主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍买权贴现到0时刻的价值过程为鞅,并且给出了对应单障碍买权价值过程的鞅性质.同时还讨论了执行价格为随机的触销式双障碍买权的鞅性质,给出了任意时刻 t(0≤ t≤T)其内在价值的表达式.     

储蓄——收入模型的转变点分析

本文利用线性回归模型分析改革开放以来我国居民储蓄与收入的关系 ,并引入转变点理论研究二者关系发生结构性转变的问题 ,最后讨论了影响储蓄增长的几个因素 .实证研究表明 ,90年代以来 ,随着经济环境的巨大变化 ,居民储蓄与收入的关系有所改变 ,储蓄的增长速度已经超过了收入的增长速度 .我们的研究还表明 ,当用时间跨度较大的样本时 ,结论虽符合长期趋势 ,但考虑到其可信度及从时效性角度看对近期宏观政策的现实指导意义 ,常规的回归分析应该加入转变点检验 ,以防忽略系统结构性转变 .     

An adaptive pruning algorithm for the discrete L-curve criterion

We describe a robust and adaptive implementation of the L-curve criterion. The algorithm locates the corner of a discrete L-curve which is a log–log plot of corresponding residual norms and solution norms of regularized solutions from a method with a discrete regularization parameter (such as truncated SVD or regularizing CG iterations). Our algorithm needs no predefined parameters, and in order to capture the global features of the curve in an adaptive fashion, we use a sequence of pruned L-curves that correspond to considering the curves at different scales. We compare our new algorithm to existing algorithms and demonstrate its robustness by numerical examples.     

Reservoir operations optimization via fuzzy criterion decision processes

In this paper, we propose the treatment of complex reservoir operation problems via our newly developed tool of fuzzy criterion decision processes. This novel approach has been shown to be a more flexible and useful analysis tool especially when it is desirable to incorporate an expert’s knowledge into the decision models. Additionally, it has been demonstrated that this form of decision models will usually result in an optimal solution, which guarantees the highest satisfactory degree. We provide a practical exemplification procedure for the models presented as well as an application example.     

Simplex-optimization with a new criterion. Applications to dual-column ion chromatography

A new optimization criterion for chromatography is presented. It was designed to evaluate the quality of chromatograms in a way similar to human estimation. Selectivity, efficiency, and time of analysis as well as the number of peaks were taken into account. The criterion has been tested in comparison with expert estimations and some modern criteria. A better agreement of the new criterion with human estimation of chromatographic quality compared to some literature criteria is shown. A number of successful optimization runs has been performed using the criterion together with simplex optimization.     

Generalized criterion of solvent polarity as a tool for control of chromatographic process

The generalized (reductive) criterion of solvent polarity was obtained by the method of multiparametric optimization of the Snyder index P", Hildebrand parameter _T , permittivity _r , and solvatochromism parameter E _T (30). Possibilities of employing this criterion for estimation of the elution power of normal and reversed mobile phases used in high-performance liquid chromatography were considered.     

直键与弯键的对称性判据

一穹键的提出人们认为,杂化轨道(HAO)角函数的最大值方向(亦即HAO的方向)指向与之键合的原子,这样形成的化学键称为“直键”。但环丙烷分子中的三个碳原子构成三元环,有60°的键角。而任意两个正交的S-P杂化轨道之间的夹角θ都不可能小于90°,因而形成C-C键的HAO,不可能指向键合原子,环上的C-C键不可能是直键,而是“弯键”(BentBond)。通常,人们认为张力分子环上的键是弯键,其他的键为直键。     

Anti-Controlling Codimension-2 Bifurcation of Discrete Dynamical Systems in 1 : 2 Resonance北大核心CSCD

从分岔反控制的角度设计了一套非线性反馈控制策略,来实现离散动力系统1∶2共振情形下余维二分岔的各种分岔解。首先,针对传统分岔准则在确定高余维分岔点时存在的局限性,建立了一个1∶2共振情形下的余维二分岔的新显式准则,基于这个显式准则通过设计线性控制增益来确保此类余维二分岔的存在性。然后,推导了1∶2共振的中心流形,并基于范式方法通过设计非线性控制增益,分析了1∶2共振情形下余维二分岔解的类型和稳定性。最后,以一个Arneodo-Coullet-Tresser映射为例,在指定的参数点处通过控制实现了具有1∶2共振分岔特性的各种分岔解,进一步验证了理论分析。     

The theoretical basis of column chromatography in multicomponent separations. Part 2: Peak capacity. Column systems with good selectivity

The selectivity of a column system, S, defined by equation 28, includes a variation coefficient (β) of plate number with capacity ratio which has a large influence on the peak capacity, as shown in Fig. 18. Some typical chromatograms are given. In order to predict S for a column system from Kovat's Index, equations 40 and 41 are given to calculate the constant of the carbon number rule for squalane at different temperatures or for different stationary phases. The specific retention value of heptane on squalane at different temperatures can be calculated from equation 42. The nonpolarity index, defined by equation 43, was used to calculate the retention value of heptane on various stationary phases. In liquid chromatography, the order of elution may be reversed by changing the composition of the eluent on the same chemically bonded silica (manufactured in China). The linear relations between the log retention values of different kinds of solutes or of a single solute on the silicas of different surface areas when using the same eluent are given.     

Asymptotic expansions of the distributions of some test statistics

Summary A modified Wald statistic for testing simple hypothesis against fixed as well as local alternatives is proposed. The asymptotic expansions of the distributions of the proposed statistic as well as the Wald and Rao statistics under both the null and alternative hypotheses are obtained. The powers of these statistics are compared and its is shown that for special structures of parameters some statistics have same power in the sence of order . The results obtained are applied for testing the hypothesis about the covariance matrix of the multivariate normal distribution and it is shown that none of the tests based on the above statistics is uniformly superior. Research supported by the National Science Foundation Grant MCS 830149.