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.     

广义C-R组的性质及两个边值问题

本文考虑广义C-R组^[1](H)的解f=u iv jw∈C^2的一些性质，提出与之相关的两个边值问题，用积分方程方法和调和函数性质证明了边值问题解的存在唯一性，并写出解的积分表达式．     

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     

Temperature coefficient of NH chemical shifts of thioamides and amides in relation to structure

NH chemical shift temperature coefficients have been measured in a large series of N-substituted-3-piperidinethiopropionamides in which the NN distances are short but of varied length, as well as in a couple of the corresponding amides and in some simpler amides and thioamides. Geometries are calculated by means of ab initio DFT methods. The N-substituted-3-piperidinethiopropionamides show in most cases strong intramolecular N–HN hydrogen bonds according to IR spectra and ab initio calculations. For compounds with rather short NN distances the S=C–N–H moiety is non-planar. Dihedral angles as small as 160° are found. The NH chemical shift coefficients measured in non-polar solvents in all the N-substituted-3-piperidinethiopropionamides are more negative (−8 to −17 ppb/K) than in non-hydrogen bonded thioamides. For the latter in non-polar solvents like CDCl₃ and toluene the temperature coefficients are as small as −1 to −4 ppb/K. The large negative effects can be related not only to the non-planarity of the thioamide group in a way that the more pronounced the non-planarity the more negative the temperature coefficients, but also to strong hydrogen bonding and the fact that the acceptor is a nitrogen. For similar amides with non-planar amide groups and nitrogen acceptor large negative temperature coefficients are likewise seen. In polar solvents like DMF the effects in simple thioamides are uniform and close to −6 ppb/K, whereas in the more complex compound like 4p(t) the temperature coefficient is close to 0. An essential feature of measuring temperature coefficients of compounds without strong intramolecular hydrogen bonds in non-polar solvents and at low temperatures is to keep the concentration low enough to avoid dimerisation.     

Computing Zeta Functions of Kummer Curves via Multiplicative Characters

We present a practical polynomial-time algorithm for computing the zeta function of a Kummer curve over a finite field of small characteristic. Such algorithms have recently been obtained using a method of Kedlaya based upon Monsky–Washnitzer cohomology, and are of interest in cryptography. We take a different approach. The problem is reduced to that of computing the L-function of a multiplicative character sum. This latter task is achieved via a cohomological formula based upon the work of Dwork and Reich. We show, however, that our method and that of Kedlaya are very closely related.Dedicated to the memory of Gian-Carlo Rota     

Integrability of subdifferentials of directionally Lipschitz functions

Using a quantitative version of the subdifferential characterization of directionally Lipschitz functions, we study the integrability of subdifferentials of such functions over arbitrary Banach space.

     

LES of turbulent heat transfer: proper convection numerical schemes for temperature transport

Large eddy simulations of two basic configurations (decay of isotropic turbulence, and the academic plane channel flow) with heat transfer have been performed comparing several convection numerical schemes, in order to discuss their ability to evaluate temperature fluctuations properly. Results are compared with the available incompressible heat transfer direct numerical simulation data. It is shown that the use of regularizing schemes (such as high order upwind type schemes) for the temperature transport equation in combination with centered schemes for momentum transport equation gives better results than the use of centred schemes for both equations. Copyright © 2004 John Wiley & Sons, Ltd.     

A subdomain boundary element method for high‐Reynolds laminar flow using stream function‐vorticity formulation

The paper presents a new formulation of the integral boundary element method (BEM) using subdomain technique. A continuous approximation of the function and the function derivative in the direction normal to the boundary element (further ‘normal flux’) is introduced for solving the general form of a parabolic diffusion‐convective equation. Double nodes for normal flux approximation are used. The gradient continuity is required at the interior subdomain corners where compatibility and equilibrium interface conditions are prescribed. The obtained system matrix with more equations than unknowns is solved using the fast iterative linear least squares based solver. The robustness and stability of the developed formulation is shown on the cases of a backward‐facing step flow and a square‐driven cavity flow up to the Reynolds number value 50 000. 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.