Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

辽宁高校高水平运动队现状及可持续发展研究

采用文献资料法、调查访谈法，逻辑演绎法，针对辽宁省普通高校高水平运动队现状、存在的问题及可持续发展的前景进行调查研究，结果表明：辽宁省部分普通高等学校高水平运动队经过近20年的建设与发展，在运动员招生制度、政策完善、运动队管理、训练、生活与学习方面，取得了一些可喜的成绩，但同时也存在一些问题．高校高水平运动队要立足本校实际，合理布局，加大经费投入，重点发展优势项目；建立可行的管理办法，提高教练员的业务水平；建立和完善“一条龙”训练体制，实现可持续发展。     

Large scale petroleum reservoir simulation and parallel preconditioning algorithms research

Solving large scale linear systems efficiently plays an important role in a petroleum reservoir simulator, and the key part is how to choose an effective parallel preconditioner. Properly choosing a good preconditioner has been beyond the pure algebraic field. An integrated preconditioner should include such components as physical background, characteristics of PDE mathematical model, nonlinear solving method, linear     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

从像上提取非旋转对称系统的传递函数制作解卷空间滤波器

本文提出从高分辨电子显微像中,利用光学、全息和部分相干等方法,提取传递函数,制作相位和振幅滤波器,实现解卷,提高高分辨电子显微像的分辨率.     

Rotational analysis ofA 1Π-X 1Σ+ bands of P14N and P15N: Perturbatio studies in theA 1Π state

The ultraviolet band systemsA ¹Π-X ¹Σ⁺ of P¹⁴N and P¹⁵N were excited in an electrodeless tube containing traces of phosphorus specpure nitrogen and neon using a microwave discharge (2450 MHz). Bands of the isotopic species, P¹⁵N, were obtained using¹⁵N₂ enriched to 95.5%. Rotational analyses of eleven bands of P¹⁴N and sixteen bands of P¹⁵N were carried out. Three perturbing statese ³Σ⁻,d ³Δ andb ³Π, arising from the lower valence configurations were identified from the observed perturbations in thev′=0–4 levels of theA ¹Π state. Deperturbation studies led to the determination of molecular constants of the perturbing states. Vibrational assignments of the perturbing states were made from isotope shift studies.     

Computations of two passing‐by high‐speed trains by a relaxation overset‐grid algorithm

This paper presents a relaxation algorithm, which is based on the overset grid technology, an unsteady three‐dimensional Navier–Stokes flow solver, and an inner‐ and outer‐relaxation method, for simulation of the unsteady flows of moving high‐speed trains. The flow solutions on the overlapped grids can be accurately updated by introducing a grid tracking technique and the inner‐ and outer‐relaxation method. To evaluate the capability and solution accuracy of the present algorithm, the computational static pressure distribution of a single stationary TGV high‐speed train inside a long tunnel is investigated numerically, and is compared with the experimental data from low‐speed wind tunnel test. Further, the unsteady flows of two TGV high‐speed trains passing by each other inside a long tunnel and at the tunnel entrance are simulated. A series of time histories of pressure distributions and aerodynamic loads acting on the train and tunnel surfaces are depicted for detailed discussions. Copyright © 2004 John Wiley & Sons, Ltd.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.     

High‐order accurate numerical solutions of incompressible flows with the artificial compressibility method

A high‐order accurate, finite‐difference method for the numerical solution of incompressible flows is presented. This method is based on the artificial compressibility formulation of the incompressible Navier–Stokes equations. Fourth‐ or sixth‐order accurate discretizations of the metric terms and the convective fluxes are obtained using compact, centred schemes. The viscous terms are also discretized using fourth‐order accurate, centred finite differences. Implicit time marching is performed for both steady‐state and time‐accurate numerical solutions. High‐order, spectral‐type, low‐pass, compact filters are used to regularize the numerical solution and remove spurious modes arising from unresolved scales, non‐linearities, and inaccuracies in the application of boundary conditions. The accuracy and efficiency of the proposed method is demonstrated for test problems. Copyright © 2004 John Wiley & Sons, Ltd.