密度演化方法在求解股市上扬天数中的应用

将股市上扬的天数转化为随机游程的长度，利用密度演化方法求得了股市上扬天数的分布以及均值和方差该文首次将密度演化方法用来研究股市的一般宏观规律，其结论可指导投资决策．     

与单形外接球心有关的一个不等式

若n维单形A＝A1A2…An r的外接球心O位于其内部，单形A与单形Ai＝A1A2…Ai-1OAi 1…An 1的外接球半径分别为R与Ri(i=1,2,…,n 1），本文证明了：n 1↑П↑i=1Ri≥(nR/2)^n 1，而等号成立的充分必要条件为单形A正则。     

The effect of crystallinity on chain mobility and free volume in the amorphous regions of a miscible polycarbonate/polyester blend

Homopolymers and blends of polycarbonate/ThermX have been investigated by differential scanning calorimetry, dynamic mechanical analysis, density measurements, and positron annihilation lifetime spectroscopy. The study focuses on the chain mobility and free volume in the amorphous miscible regions of the blends and how this mobility and free volume are affected by increasing crystallinity. It is proposed that judicious annealing, which results in increasing crystallinity (while avoiding ageing or transesterification), induces a constraint on the amorphous region leading to an increase in T_g and coalescence of free volume sites. © 1994 John Wiley & Sons, Inc.     

Averaged topological equations for dispersed two-phase flows

A general relationship between the volume fraction and the specific interfacial area for averaged dispersed two-phase flows is proposed. This relationship, expressed as a basic set of two scalar evolution equations and two vectorial non-uniformity state equations, is an analytical result obtained by a systematic approach using the derivatives of some generalized functions and a local volume-averaging technique. The proposed set of equations was expressed for measurable macroscopic parameters of the system and has the same generality as the averaged transport equations of two-phase flows. By combination of the basic set of equations, called the averaged topological equations (ATEs), second-order ATEs for the volume fraction were found. The second-order ATEs were expressed both by a Lagrangian formulation and by a Eulerian formulation. The importance and physical meaning of the ATEs developed in this study were clarified within the framework of the theory of kinematic waves.     

我国股票市场的价值基础及价格泡沫研究

借助剩余收益模型测定了我国股票市场1992年至2002年历年年末的市场价值基础,并探讨了股票市场价格泡沫问题.研究结果表明,尽管上市公司的盈利能力不断下降,但市场的价值基础并未出现明显下降;由于市场的不成熟,我国股票市场中的泡沫成分较多;股价指数及市盈率指标不具有价格泡沫及投资价值的判断功能.     

A discontinuous Galerkin method/HLLC solver for the Euler equations

This paper proposes a fully three‐dimensional non‐linear Euler methodology for solving aerodynamic and acoustic problems in the presence of strong shocks and rarefactions. It uses a discontinuous Galerkin method (DGM) within the element, and a Riemann solver (HLLC) at the boundaries to propagate rarefactions while preserving the entropy condition and capturing shocks with no spurious oscillations. This approach is thought to marry the best aspects of finite element and finite volume methods, achieving conservation while not requiring the solution of a large matrix. Examples in which shock and rarefaction waves are well captured are presented and the propagation of acoustic pulses is well demonstrated. Copyright © 2003 John Wiley & Sons, Ltd.     

Simulation of single‐ and two‐phase flows on sliding unstructured meshes using finite volume method

The paper presents an efficient finite volume method for unstructured grids with rotating sliding parts composed of arbitrary polyhedral elements for both single‐ and two‐phase flows. Mathematical model used in computations is based on the ensemble averaged conservation equations. These equations are solved for each phase and in case of single‐phase flow reduce to the transient Reynolds‐averaged Navier–Stokes (TRANS) equations. Transient flow induced by rotating impellers is thus resolved in time. The use of unstructured grids allows an easy and flexible meshing for the entire flow domain. Polyhedral cell volumes are created on the arbitrary mesh interface placed between rotating and static parts. Cells within the rotating parts move each time step and the new faces are created on the arbitrary interfaces only, while the rest of the domain remain ‘topologically’ unchanged. Implicit discretization scheme allows a wide range of time‐step sizes, which further reduce the computational effort. Special attention is given to the interpolation practices used for the reconstruction of the face quantities. Mass fluxes are recalculated at the beginning of each time step by using an interpolation scheme, which enhances the coupling between the pressure and velocity fields. The model has been implemented into the commercially available CFD code AVL SWIFT (AVL AST, SWIFT Manual 3.1, AVL List GmbH, Graz, Austria, 2002). Single‐phase flow in a mixing vessel stirred by a six‐bladed Rushton‐type turbine and two‐phase flow in aerated stirred vessel with the four‐blade Rushton impeller are simulated. The results are compared with the available experimental data, and good agreement is observed. The proposed algorithm is proved to be both stable and accurate for single‐phase as well as for the two‐phase flows calculations. Copyright 2004 John Wiley & Sons, Ltd.