可重构制造系统重组过程中设备选择模型的研究

根据生产任务选择加工设备进行制造资源重组是实现可重构制造系统的关键问题之一，由于设备的选择涉及到多种因素，既有定量指标，又有定性指标，传统的依靠人工经验的方法显得力不从心。本文首先结合实际情况，提出了一套设备选择评价体系，通过对模糊判断矩阵采用最小对数二乘法确定各评价因素的权重系数，针对定性指标和定量指标采用不同的方法确定其性能指标值，通过模糊积分对评判指标进行综合评判，最后进行了实例研究。所提出的方法有效地简化了决策过程，为可重构制造系统设备选择提供了一套行之有效的方法。     

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.     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Robust Speed Control of a Low Damped Electromechanical System Based on CRONE Control: Application to a Four Mass Experimental Test Bench

Robust speed control of a low damped electromechanical system with backlash is studied, controlled load angular speed being not measured. The proposed control strategy combines a Luenberger observer (load angular speed and load torque disturbance estimations) and a robust CRONE controller. The observer provides estimation of the load angular speed and of the disturbance torque applied on the load. Through the computation of only three independent parameters (as many as a PID controller), the CRONE controller permits to ensure the robust speed control of the load in spite of plant parametric variations and speed observation errors. The proposed control strategy is applied to a four mass experimental test bench.     

Universal elementary constituents of potential transformations shifting waves (qualitative theory)

It is shown that the potential perturbation that shifts a chosen standing wave in space is a block of potential barrier and well for every wave bump between neighbouring knots. The algorithms shifting the range of the primary localization of a chosen bound state in a potential well of finite width are as well applicable to the scattering functions if states of the continuous spectrum are considered as bound states normalized to unity but distributed on an infinite interval with vanishing density. The potential perturbations of the same type on the half-axis concentrate the scattering wave at the origin, thus creating a bound state embedded into the continuous spectrum (zero width resonance).     

集值Lebesgue—Stieltjes积分

本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.     

Extreme behavior of bivariate elliptical distributions

This paper exploits a stochastic representation of bivariate elliptical distributions in order to obtain asymptotic results which are determined by the tail behavior of the generator. Under certain specified assumptions, we present the limiting distribution of componentwise maxima, the limiting upper copula, and a bivariate version of the classical peaks over threshold result.     

High order generalized upwind schemes and numerical solution of singular perturbation problems

High even order generalizations of the traditional upwind method are introduced to solve second order ODE-BVPs without recasting the problem as a first order system. Both theoretical analysis and numerical comparison with central difference schemes of the same order show that these new methods may avoid typical oscillations and achieve high accuracy. Singular perturbation problems are taken into account to emphasize the main features of the proposed methods. AMS subject classification (2000)  65L10, 65L12, 65L50     

D∞-APPROXIMATION OF PRODUCT VARIATIONS OF TWO PARAMETER SMOOTH SEMIMARTINGALES

Let X be a two parameter smooth semimartingale and (~X) be its process of the product variation. It is proved that (~X) can be approximated as D∞-limit of sums of its discrete product variations as the mesh of division tends to zero. Moreover, this result can be strengthen to yield the quasi sure convergence of sums by estimating the speed of the convergence.