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931.
分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论. 相似文献
932.
We construct separation variables for the Kovalevskaya–Goryachev–Chaplygin gyrostat for arbitrary values of the parameters. We show that different separation variables can be constructed for the same integrable system if different integrals of motion are chosen. 相似文献
933.
In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps. 相似文献
934.
Markus Hegland Jochen Garcke Vivien Challis 《Linear algebra and its applications》2007,420(2-3):249-275
The combination technique has repeatedly been shown to be an effective tool for the approximation with sparse grid spaces. Little is known about the reasons of this effectiveness and in some cases the combination technique can even break down. It is known, however, that the combination technique produces an exact result in the case of a projection into a sparse grid space if the involved partial projections commute.
The performance of the combination technique is analysed using a projection framework and the C/S decomposition. Error bounds are given in terms of angles between the spanning subspaces or the projections onto these subspaces. Based on this analysis modified combination coefficients are derived which are optimal in a certain sense and which can substantially extend the applicability and performance of the combination technique. 相似文献
935.
Wing-Sum Cheung Patricia J.Y. Wong 《Journal of Mathematical Analysis and Applications》2007,329(2):851-869
We consider a system of focal boundary value problems where the nonlinearities may be singular in the independent variable and may also be singular in the dependent arguments. Using Schauder fixed point theorem, we establish criteria such that the system of boundary value problems has at least one fixed-sign solution. 相似文献
936.
Considering a plane hyperbolic system with time-periodic coefficients, we construct a version of the direct Lyapunov method with the condition on the derivative of the Lyapunov functional along the trajectories of the system which is weakened by use of periodicity of the coefficients. We exhibit an illustrative example. 相似文献
937.
Chang-jian Zhao 《中国科学A辑(英文版)》2007,50(9):1347-1360
In this paper, we first introduce a concept of L
p
-dual Quermassintegral sum function of convex bodies and establish the polar projection Minkowski inequality and the polar
projection Aleksandrov-Fenchel inequality for L
p
-dual Quermassintegral sums. Moreover, by using Lutwak’s width-integral of index i, we establish the L
p
-Brunn-Minkowski inequality for the polar mixed projection bodies. As applications, we prove some interrelated results.
This work was partially supported by the National Natural Science Foundation of China (Grant No. 10271071), Zhejiang Provincial
Natural Science Foundation of China (Grant No. Y605065) and Foundation of the Education Department of Zhejiang Province of
China (Grant No. 20050392) 相似文献
938.
The difference between the classical treatment offlexible body impact and the treatment of impact in flexiblemultibody dynamics is due to several fundamental reasons. Inthe classical impact theory, simple structures such as beamsand plates are used. Infinite dimensional models can bedeveloped for these simple structural elements to study theimpact dynamics and the wave propagation problem. Flexiblemultibody impact problems, on the other hand, involve bodieswith complex geometry that cannot be modeled using infinitenumber of degrees of freedom. Furthermore, the classicalimpact theory has been mainly concerned with the impactbetween a rigid mass that moves without constraints beforeit impacts a simple flexible structure. This is not amultibody simulation scenario in which the impact occursbetween kinematically constrained bodies that are subjectedto impulsive constraint forces in addition to the impactforces. These constraint forces can influence the motion ofthe two bodies immediately after impact, and as aconsequence, the simple classical theory scenario of impactdoes not apply. It is the objective of this paper to discussthe use of the restitution condition in flexible multibodyimpact problems and demonstrate that the use of thisapproach does not exclude the classical formulation.Nonetheless, the impulse momentum balance approach can serveas an effective and efficient procedure for solving theimpact problem in finite dimensional models that do not obeythe classical wave theory. Energy results of simplestructural elements are presented in order to demonstratethe consistency of using the impulse momentum balanceapproach in solving impact problems in finite dimensionalflexible body applications. 相似文献
939.
We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures
multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which
three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions
of the spectrum.
__________
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007. 相似文献
940.
电力市场中合同电量与竞争电量交易比例的研究 总被引:1,自引:0,他引:1
在单边开放的区域电力市场中,合理的合同电量与竞争电量交易比例是保证电力市场有效运行的一个重要环节。竞争电量所占的比例将主要取决于当前发电公司的市场行为。首先使用BP神经网络对电力需求弹性系数进行了预测,然后以长期电力市场均衡为目标函数,考虑贵州电网发电机组的可用容量与负荷预测的误差,以及贵州输电线路的可靠性诸因素,推导出合同电量与竞争电量交易比例,经过与南方区域电力市场目前运营规则规定的交易比例比较,该比例是合理的,可以规避电力市场价格波动等带来的风险。 相似文献