期货经纪公司保证金的一种确定方法

本文基于马尔可夫链在存储论中的应用，结合Ergodic定理，得到确定期货经纪公司保证金的Ergodic模型，即一个双目标规划问题，然后应用乘积最大化准则，将该模型转化为单目标规划问题来求解。该方法考虑期货经纪公司承担的风险和对投资者的吸引程度，为保证金的确定提供新的思路。     

Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

NCD系统的数学理论

无索赔折扣系统(No Claim Discount system,简记为NCD系统)是世界各国机动车辆险中广泛采用的一种经验费率厘定机制.本文尝试建立了NCD系统严谨的数学理论, 重点讨论了NCD系统的数学建模和稳态分析.此外,作为本文必要的数学前提,首先在第2节着重探讨了随机矩阵间的随机优序关系,并将所得结论运用至齐次不可约且遍历的马尔科夫链的研究中,这些内容也有其独立的数学上的兴趣.     

二次阳极氧化方法制备有序多孔氧化铝膜

通过二次阳极氧化方法制备多孔氧化铝膜与一次阳极氧化方法制备多孔氧化铝膜孔排布规律性的对比 ,结果发现 ,二次阳极氧化方法制取的多孔氧化铝膜孔排布规律性明显好于一次阳极氧化法制取的多孔膜 .在几个微米范围内 ,孔呈理想的六角排布 .去除一次阳极氧化膜后 ,二次阳极氧化得以在更良好的表面进行 ,制取的氧化铝膜孔规律性和有序度更高 .有序区域的尺寸与晶粒内的亚晶大小有一定关系     

A parallel cell‐based DSMC method on unstructured adaptive meshes

A parallel DSMC method based on a cell‐based data structure is developed for the efficient simulation of rarefied gas flows on PC‐clusters. Parallel computation is made by decomposing the computational domain into several subdomains. Dynamic load balancing between processors is achieved based on the number of simulation particles and the number of cells allocated in each subdomain. Adjustment of cell size is also made through mesh adaptation for the improvement of solution accuracy and the efficient usage of meshes. Applications were made for a two‐dimensional supersonic leading‐edge flow, the axi‐symmetric Rothe's nozzle, and the open hollow cylinder flare flow for validation. It was found that the present method is an efficient tool for the simulation of rarefied gas flows on PC‐based parallel machines. Copyright © 2004 John Wiley & Sons, Ltd.     

Radiation effect on the 400-nm-thermoluminescence emission of a potassium-rich feldspar

The UV-blue thermoluminescence (TL) emission of exsolved and twinned potassium feldspars is potentially valid to be employed in the field of dating and retrospective dosimetry. This paper reports about the following results: (i) The dose dependence of the 400 nm TL intensity of a K-rich feldspar exhibits an excellent linearity in the range of 50 mGy–8 Gy. (ii) The stability of the TL signal after 6 months of storage, shows an initial rapid decay (ca. 45%) maintaining the stability from 40 days onwards which indicates that the electron population decreases asymptotically by the X-axis and the involved electrons are located in deeper traps at room temperature. The fading process can be fitted to a first-order decay equation of the sort y=y₀+A exp(−x/t). (iii) The tests of thermal stability at different temperatures confirm a continuous trap distribution with progressive changes in the glow curve shape, intensity and temperature position of the maximum peak. According to this behaviour some physical parameters are defined.     

Viscosity,particle size distribution,and structural investigation of tetramethyloxysilane/2‐hydroxyethyl methacrylate sols during the sol–gel process with acid and base catalysts

The tetramethoxysilane (TMOS)/2‐hydroxylethyl methacrylate (HEMA) hybrid gels were synthesized with acid and base catalysts, via the in situ polymerization of HEMA, with and without the cosolvent methanol. With methanol in the TMOS/HEMA sol, the enhanced esterification and depolymerization reactions of the silanols resulted in a slower growth of silica particles. The silica particles that were synthesized with an acid catalyst were less than 40 nm. The thermal resistance of the poly(2‐hydroxyethyl methacrylate) (PHEMA) chains was enhanced by the addition of colloidal silica. The Fourier transform infrared characterizations and the exothermal peaks on the differential scanning calorimetry traces of these hybrid gels indicated chemical hybridization occurring as a result of condensation of the colloid silica and PHEMA at higher temperatures. Hence, the residual weight content of the hybrid gel after its synthesis with the base catalyst was even higher than the content of TMOS in the hybrid sol. © 2004 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 42: 3476–3486, 2004     

Addition–fragmentation chain transfer: Molecular weight distributions and retardation in the system methyl methacrylate/methyl α‐(bromomethyl)acrylate

A detailed investigation of addition–fragmentation chain transfer (AFCT) in the free‐radical polymerization of methyl methacrylate (MMA) in the presence of methyl α‐(bromomethyl)acrylate (MBMA) was carried out to elucidate mechanistic details with efficient macromonomer synthesis as an underlying goal. Advanced modeling techniques were used in connection with the experimental work. Curve fitting of simulated and experimental molecular weight distributions with respect to the rate coefficient for addition of propagating radicals to MBMA (k_add) over 60–120 °C resulted in E_add = 21.7 kJ mol^?1 and A_add = 2.18 × 10⁶ M^?1 s^?1 and a very weak temperature dependence of the chain‐transfer constant (E_add ≈ E_p). The rate coefficient for fragmentation of adduct radicals at 60 °C was estimated as k_f ≈ 39 s^?1 on the basis of experimental data of the MMA conversion and the concentration of 2‐carbomethoxy‐2‐propenyl end groups. The approach developed is generic and can be applied to any AFCT system in which copolymerization does not occur and in which the resulting unsaturated end groups do not undergo further reactions. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 2640–2650, 2004     

一种新颖的用于光腔模式及光束传输模拟的特征向量法

根据有限元法单元划分的思想，提出了一种新颖的模拟光腔模式及光束传输的特征向量法. 该方法的关键之处在于基于衍射积分理论构造了一种新的光束传输矩阵，通过求解特征矩阵方程可一次性得到谐振腔的一系列特征向量，每一列特征向量即代表了腔镜上光场的一个确定模式的振幅及相位分布. 并可采用该方法模拟光场传输到腔内或腔外任意地方的场分布. 该方法将传统方法中大量的迭代过程转化成为本征积分方程特征向量的求解过程，并与初值取值无关，且可一次性求得多个模式分布，从而可方便地分析谐振腔的模式鉴别能力. 特征向量法对圆形镜共焦 关键词： 谐振腔 特征向量法 模式分布