D∞-APPROXIMATION OF PRODUCT VARIATIONS OF TWO PARAMETER SMOOTH SEMIMARTINGALES

Let X be a two parameter smooth semimartingale and (~X) be its process of the product variation. It is proved that (~X) can be approximated as D∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.     

债券的利率敏感性测量

基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量 :久期和凸性 .     

计算复特征灵敏度的代数法

对于复特征灵敏度分析问题，文中给出了一种代数法求解公式。从理论分析的角度来说，所提出的方法既适全于单频，也适合于重频。为了说明算法的数值稳定性，文中给出了严格的数学证明。     

应用参数假设检验分析特异功能是否存在

本文应用参数假设检验知识分析“特异功能”者是否有特异功能。     

关于奇ATm核1/2+[411]转动带的系统分析

壳模型计算表明,1/2⁺[411]出现于¹⁵⁷Tm核的基态可能是由非轴对称形变造成的.但是新近从¹⁵⁷Yb衰变纲图给出的¹⁵⁷Tm低激发谱中,指认了一个建立在1/2⁺[411]带头上的基态转动带,并认为该带的性质是轴对称的,提取了该带的惯性参数与脱耦合参数.通过对奇ATm核1/2⁺[411]转动带的系统分析,强调了在¹⁵⁷Tm核中非轴对称γ自由度效应的重要性.     

通风系统灵敏度分析

从通风系统的风量调控需要出发,研究了风量对风阻变化的灵敏度的数学模型,简化了灵敏度的计算方法,分析了灵敏度矩阵的性质及灵敏度在通风系统分析中的作用和意义,为矿井通风管理和灾变处理提供了有效参数。     

析氢反应动力学的交流阻抗法研究

利用交流阻抗法测定析氢电化学动力学参数，得到与极化曲线法一致的结果，为确定复杂析氢过程速率的决定步骤提供了判据。     

双脉冲TEA CO_2激光器电路参数的选择

分析了电路参数及电路结构对双脉冲TEA CO_2激光器输出稳定性的影响,并提出合理选择电路参数与结构的原则。实验结果,证实了分析的正确性。     

EBJ-120TP型掘进机的技术特点

介绍了EBJ-120TP型掘进机的主要技术参数、结构及其技术特点。     

Direct Shooting Method for the Numerical Solution of Higher-Index DAE Optimal Control Problems

A method for the numerical solution of state-constrained optimal control problems subject to higher-index differential-algebraic equation (DAE) systems is introduced. For a broad and important class of DAE systems (semiexplicit systems with algebraic variables of different index), a direct multiple shooting method is developed. The multiple shooting method is based on the discretization of the optimal control problem and its transformation into a finite-dimensional nonlinear programming problem (NLP). Special attention is turned to the mandatory calculation of consistent initial values at the multiple shooting nodes within the iterative solution process of (NLP). Two different methods are proposed. The projection method guarantees consistency within each iteration, whereas the relaxation method achieves consistency only at an optimal solution. An illustrative example completes this article.