Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles,taxes and fixed costs

We consider the problem of finding the optimal dividend policy for a company whose cash reserve follows a Brownian motion with drift and volatility modulated by an observable finite-state continuous-time Markov chain. The Markov chain represents the regime of the economy. We allow fixed costs and taxes associated with the dividend payments. This optimization problem generates a stochastic impulse control problem with regime switching. We solve this problem and obtain the first analytical solutions for the optimal dividend policy when there are simultaneously fixed costs, taxes and business cycles. Our results show that the optimal dividend policy depends strongly on the regime of the economy, on fixed costs and on taxes.     

NONDENSELY DEFINED IMPULSIVE NEUTRAL FUNCTIONAL DIFFERENTIAL INCLUSIONS WITH NONLOCAL CONDITIONS

In this paper,using a fixed point theorem for condensing multi-valued maps,we investigate the existence of integral solutions to a class of nondensely defined neutral evolution impulsive differential inclusions with nonlocal conditions in Banach spaces.     

菲涅耳数字全息成像系统的脉冲响应分析

数字全息成像由CCD记录数字全息图后经过计算机数值重建物光波场,这个过程从傅里叶变换角度看等同于数字全息图的频谱分析。讨论了数字成像系统的脉冲响应函数,并分别推导了其实像、虚像、零级像在平面波和球面波照射下的波前复振幅分布。结果表明,实像和虚像是移位的夫琅和费衍射分布,而零级像是CCD光瞳的菲涅耳衍射分布,且与参考光波前分布无关。     

煤质硫含量紫外差分吸收测量方法研究

快速准确地测定煤质硫含量,可为企业、环境监督部门提供重要的技术依据。国内外已有多种煤质硫含量分析仪器,但或多或少存在令操作人员不满意的地方。提出一种基于紫外(UV)差分吸收光谱(DOAS)的煤质硫含量测量方法。针对分子数分数测量范围宽、光程短等问题,在传统算法的基础上,提出基于有限脉冲响应(FIR)滤波和四阶多项式非线性补偿的改进DOAS算法。搭建了实验测量系统,对5种标准煤样进行了实验研究。结果表明,测量系统的下限为0.014%,能够去除烟尘和背景气体的影响,降低系统的维护量,单次测量时间在4min左右,测量系统的重复性满足国家标准的要求。     

加脊TEM喇叭初步研究

针对恒阻抗TEM喇叭的上下面板电流分布不对称,采用小反射理论和阻抗渐变思想并通过设计脊结构对恒阻抗TEM喇叭进行了改进,研制了加脊TEM喇叭。仿真及实验研究结果表明:对于脉冲宽度约为1 ns的高斯脉冲,通过加脊在一定程度上改善了恒阻抗TEM喇叭上下面板电流分布的不对称性和E面辐射电场的不对称性;相对于相同口径的恒阻抗TEM喇叭,加脊TEM喇叭作为辐射天线和反射面脉冲天线馈源时系统的主轴远场辐射因子均有提高。     

2006—2016年三峡水库出入库水质变化及影响因素分析

使用2006—2016年宜昌断面及朱沱断面水质数据与影响因素数据,计算水质变化幅度,基于VAR模型的脉冲响应函数和方差分解,得到各影响因素对三峡水库出入库断面水质变化幅度的影响时长及贡献率大小.研究表明:长江从朱沱断面到宜昌断面水质变化幅度2006年为0. 07,到2016年下降到-0. 24,在年度上呈好转趋势.水质综合指数对工业污染源废水排放量的响应最大,持续时间最长;对农药施用折纯量和化肥施用折纯量的响应非常小,持续时间最短,但受其间接影响的持续时间非常长.主要驱动因素在研究时间内的贡献率由大到小依次为:工业污染源废水排放量贡献率为38. 10%、城镇生活污水排放量贡献率为33. 78%、船舶油污水贡献率为24. 17%、化肥施用折纯量贡献率为2. 61%、农药施用折纯量贡献率为1. 33%.不同污染物指数变化的影响因素不同,溶解氧的主要影响因素为船舶油污水产生量,高锰酸盐的主要影响因素为工业废水排放量,氨氮的主要影响因素为城镇生活污水排放量.     

基于脉冲影响的向量双曲型方程的振动性

研究一类基于脉冲影响的向量双曲型偏微分方程的振动性,利用H-振动的概念及脉冲微分不等式,建立了该类方程在Dirichlet边值条件下所有解H-振动的若干充分条件,这里H是Rm中的单位向量.     

相控线阵声波测井辐射器驱动信号源的设计与测试

介绍了相控线阵声波测井辐射器的工作原理，根据辐射器各个阵元的性能参数设计了两种供实验使用的激励信号源，即5通道Burst信号源和4通道脉冲信号源。Burst信号源输出电压峰值连续可调（6～30V），相邻通道之间的延迟时间可调（0～22μs），步长为1μs，输出频率可根据换能器的频带在10-250kHz选择。脉冲信号源输出电压幅度连续可调（50～150V），延迟时间为0～7vs可调，步长为0.25μs,脉冲宽度为1～4μs。利用这两种信号源可以对相控线阵声波辐射器进行相位和幅度加权控制。在实验室内对这两种信号源进行了性能测试，结果表明，两个信号源均能满足实验要求。     

A comparison of measured room acoustics metrics using a spherical microphone array and conventional methods

The traditional microphone configuration used to measure room impulse responses (IRs) according to ISO 3382:2009 is an omnidirectional and figure-8 microphone pair. IRs measurements were taken in a 2500-seat auditorium to determine how the results from a spherical microphone array (an mh acoustics Eigenmike-em32) compare to those from the traditional microphone setup (a Brüel & Kjær Type-4192 omnidirectional microphone and a Sennheiser MKH30 figure-8 microphone). Measurements were obtained at six receiver locations, with three repetitions each in order to first evaluate repeatability. The metrics considered in this study were: reverberation time (T30), early decay time (EDT), clarity index (C80), strength (G), lateral energy fraction (J_LF) and late lateral energy level (L_J). Before calculating these quantities, the IRs were filtered to equalize the frequency response of the microphones and sound source. For the spherical array measurements, the omnidirectional (monopole) and figure-8 (dipole) patterns were extracted using beamforming. In terms of repeatability, the average standard deviation of the three measurements at each receiver location averaged across all metrics, receivers, and octave bands was found to be 0.01 just noticeable differences (JNDs). The analysis comparing the measurements from the two microphone configurations yielded differences which were less than 1 JND for the majority of metrics, with a few exceptions of EDT and C80 slightly above 1 JND. Based on this case study, these results indicate that spherical microphone arrays can be used to obtain valid room IR measurements, which will allow for the development of new metrics utilizing the higher spatial resolution made possible with spherical arrays.