基于不确定控制理论的最优策略研究

本文在不确定理论的框架下,研究一类带背景状态变量的最优控制模型.在乐观值准则下,利用不确定动态规划的方法,证明了不确定最优性原则,得到最优性方程.作为应用,求解一个固定缴费(DC)型养老金的最优投资策略问题,在乐观值准则下,以工资变量为背景状态变量,建立养老金模型.通过求解不确定最优性方程得到最优投资策略和最优支付率.     

Simultaneous determination of cinnamaldehyde and its metabolite in rat tissues by gas chromatography–mass spectrometry

Cinnamaldehyde (CA), an active ingredient isolated from the traditional Chinese medicine Cortex Cinnamomi, has a wide range of bioactivities. To clarify the distribution characteristics of CA, a selective and sensitive method utilizing gas chromatography–mass spetrometry was initially developed for simultaneously determining the concentration of CA and its metabolite cinnamyl alcohol in rat tissues. Selected ion masses of m/z 131, 105 and 92 were chosen, and separation of the analytes was performed on a DB‐5 ms (30 m × 0.25 mm, 0.25 µm, thickness) capillary column by gas chromatography–mass spectrometry. The calibration curves demonstrated good linearity and reproducibility over the range of 20–2000 and 20–4000 ng/mL for various tissue samples. Recoveries ranged from 86.8 to 107.5%, while intra‐ and interday relative standard deviations were all <11.3%. The analysis method was successfully applied in tissue distribution studies for CA and cinnamyl alcohol. As CA and cinnamyl alcohol may inter‐convert to one another, simultaneous determination of both analytes provides a comparative and accurate data for tissue study. The concentrations of CA and cinnamyl alcohol remaining in spleen were the highest among the main organs, including heart, liver, spleen, lung, kidney and brain. In addition, there was no long‐term accumulation of CA in rat tissues. Copyright © 2014 John Wiley & Sons, Ltd.     

Lithium Insertion Mechanism in Iron-Based Oxyfluorides with Anionic Vacancies Probed by PDF Analysis

The mechanism of lithium insertion that occurs in an iron oxyfluoride sample with a hexagonal–tungsten–bronze (HTB)-type structure was investigated by the pair distribution function. This study reveals that upon lithiation, the HTB framework collapses to yield disordered rutile and rock salt phases followed by a conversion reaction of the fluoride phase toward lithium fluoride and nanometer-sized metallic iron. The occurrence of anionic vacancies in the pristine framework was shown to strongly impact the electrochemical activity, that is, the reversible capacity scales with the content of anionic vacancies. Similar to FeOF-type electrodes, upon de-lithiation, a disordered rutile phase forms, showing that the anionic chemistry dictates the atomic arrangement of the re-oxidized phase. Finally, it was shown that the nanoscaling and structural rearrangement induced by the conversion reaction allow the in situ formation of new electrode materials with enhanced electrochemical properties.     

基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

基于DIS数字信息化系统对透光物质透光性能的研究

采用DIS数字信息化系统,对不同浓度的蓝墨水溶液在激光光源照射下的透射平均照度及照度分布图像进行实验研究,得到了平均照度值随溶液浓度变化的规律。对不同颜色塑料膜片对白炽灯光源透过照度值及照度分布图像进行实验研究得到及其相关之规律。     

一阶最优性条件研究

本对由Botsko的关于多变量函数取极值的一阶导数检验条件定理^[1]进行了分析研究，给出了更实用而简捷的差别条件。最后，举出若干例子予以说明。     

ESTIMATING EXTREME-VALUE INDEX FROM RECORDS

1.IntroductionLet{X.,n21}beasequenceoflidry'swithanondegeneratedistributionfunctionF(x).Supposethereexistsomeconstantsan>0,b.6RandsomeacERsuchthatwhereG.standsforoneoftheextremevaluedistributions:Heretheindex7ERisarealparameter(interpret(1 box)--'/ryase--"for7~0).Theestimationoftheextreme-valueindex7isveryimportantbothintheextremevaluetheoryandinpractice.Manystatistics,suchasHillestimator(forcaseac>0),PickandsestimatorandDekkers-EinmahLdeHaan'smomentestimatorwhicharebasedonafinitesample,…     

The number of powers of 2 in a representation of large even integers II

It is proved that for any integerk≥ 54 000, there isN _k >0 depending onk only such that every even integer ≥N _k is a sum of two odd prime numbers andk powers of 2. Project partially supported by RGC Research Grant (No.HKU 7122/97P) and Post-Doctoral Fellowship of the University of Hong Kong.     

Integral Kernel Operators on Fock Space – Generalizations and Applications to Quantum Dynamics

A general theory of operators on Boson Fock space is discussed in terms of the white noise distribution theory on Gaussian space (white noise calculus). An integral kernel operator is generalized from two aspects: (i) The use of an operator-valued distribution as an integral kernel leads us to the Fubini type theorem which allows an iterated integration in an integral kernel operator. As an application a white noise approach to quantum stochastic integrals is discussed and a quantum Hitsuda–Skorokhod integral is introduced. (ii) The use of pointwise derivatives of annihilation and creation operators assures the partial integration in an integral kernel operator. In particular, the particle flux density becomes a distribution with values in continuous operators on white noise functions and yields a representation of a Lie algebra of vector fields by means of such operators.