不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

流动注射化学发光法测定甲氨蝶呤

研究了甲醛增强高锰酸钾与甲氨蝶呤的化学发光反应，由此建立了一种测定甲氨蝶呤的流动性注射化学发光分析法，方法的检出限为３．４×１０＾－９ｇ／ｍＬ，相对标准偏差为１．１％（２．０×１０＾－６ｇ／ｍＬ甲氨蝶呤，ｎ＝１１）线性范围为１．０×１０＾－８～１．０×１０＾－５ｇ／ｍＬ。该法已用于甲氨蝶呤针剂及片剂中甲氨蝶呤含量的测定。     

反相高效液相色谱法分析无机阴离子研究

本文研究了提高ＲＰ－ＨＰＬＣ测定无机阴离子的选择性的方法，设计了利用对离子试剂和背景试剂兼作ｐＨ调节剂，建立了几种分离分析系统和实际样品分析方法。     

Complex dynamics in equilibrium asset pricing models with boundedly rational,heterogeneous agents

We study a simple model based upon the Lucas framework where heterogeneous agents behave rationally in a fully intertemporal setting but do not know other investors' personal preferences, wealth or investment portfolios. As a consequence, agents initially do not know the equilibrium asset pricing function and must make guesses, which they update via adaptive learning with constant gain. We demonstrate that even in this simple environment the economy can, depending on parameters, exhibit either stable convergence to equilibrium, or chaotic dynamical behavior of asset prices and trading volume without converging to the rational expectations equilibrium of the Lucas model. This contradicts the assertion that the Lucas model is stable in the face of modest deviations from the strong assumptions required to compute the equilibrium. © 2013 Wiley Periodicals, Inc. Complexity 19: 38–55, 2014     

Simulation of optical field in laser resonators cavity by eigenvector method

In this paper, an Eigenvector method (EM) for the calculation of optical resonator modes and beam propagation is introduced, in which the transit matrix of an optical resonator is obtained by dividing the mirror into finite grids based on the Fresnel–Kirchoff diffractive integral equation. Then, the eigenvectors, representing the multimode characteristics of the resonator, can be calculated by solving the integral matrix eigenequation. The merits of EM include that the considerably simpler procedure of solution of eigenvectors of the matrix eigenequation replaces the complicated iteration in traditional methods, and there is no dependence on the initial field distribution, and a number of modes can be derived once and the discrimination capability of the resonator can be evaluated easily. The examples using EM to simulate con-focal resonators with small or large Fresnel numbers are given, and the calculated results, well matched with Fox–Li method or Lagueree–Gaussian approximation analytical solution, prove that EM is highly feasible and reasonable.     

机动方舱核爆炸冲击波动力响应和安定性分析

本文以核爆炸当量、高度、距离为参数，采用等超压圆给出了普通方舱和防核加固方舱结构在核冲击波下的安全域。研究了限制舱体倾斜的压力条件。本文还以冲击波压力的时间函数为激励，求解了方舱的动力响应。从试验结果推论和计算模拟两方面，分析了方舱承受冲击波的能力。     

星载张力索网天线结构混合变量的多目标优化

以纵向拉索调整力大小和可调整的纵向拉索数目为设计变量,可调整的纵向拉索数目最少和网状反射面的均方根误差最小为目标函数,应力和频率为约束条件,建立了大型空间网状可展开天线的形面调整的多目标优化数学模型,并用遗传算法进行了优化求解。优化结果表明:该方法在提高天线表面精度的同时,能有效地减少可调整的纵向拉索数目,降低了工程人员在网面调整中的繁杂劳动。并且,网面调整的总次数也远少于实际工程中的调整,对工程应用具有一定的指导意义。     

非线性均值方差模型的贝叶斯数据删除统计诊断

文章在非线性均值方差模型框架下基于K-L距离研究贝叶斯数据删除影响的统计诊断问题,通过应用Gibbs抽样和MH算法估计贝叶斯数据删除影响诊断统计量.随机模拟研究和红鳟鲑鱼数据的数值例子说明该诊断方法的可行性.