小波变换在金融数据分析中的应用

市场上的数据,从本质上讲都是一种时间序列。它和小波分析中的信号具有相同的特性。因此,完全可以将这些经济时间序列看成信号,应用小波变换进行分析和预测。     

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     

X波段六腔渡越管振荡器的高频特性研究

 从麦克斯韦方程出发，采用时域有限差分法（FDTD）和离散傅里叶变换（DFFT）相结合的方法，通过数值计算得出了六腔开放式谐振腔中前四个谐振频率和场分布，计算出的谐振频率与实验测量结果基本相同。比较了开放腔和封闭腔谐振频率，验证了TEM波吸收边界条件，并在实际编程计算中得以应用。计算结果为六腔渡越管振荡器的机理研究提供了依据。     

Analysis of end point vibrations of a two-link manipulator by integrated CAD/CAE procedures

In this work, the effect of flexibility on the trajectory of a planar two-link manipulator is studied using integrated computer-aided design/analysis (CAD/CAE) procedures. The solid models and finite element models of the parts of the manipulator are created by using the CAD/CAE software I-DEAS. The assembly is defined, and knowing the payload and the end point trajectory, the velocities and accelerations of the parts, joint forces and driving torques are calculated using the rigid body dynamics. All the time dependent nodal forces acting on the parts including distributed gravity and inertia forces are created in files with the I-DEAS program file format. The finite element vibration analysis of the parts is performed by I-DEAS. The end point vibrations and the deviations from the rigid-body trajectory are analyzed for different types of end point acceleration curves. A circular trajectory is considered as an example. It is observed that the precision of the manipulator can be increased by testing different end point acceleration curves without changing the trajectory and the duration of the end point work. The procedure explained in this work can be used for this purpose successfully.     

Space time-index plots for probing dynamical nonstationarity

We propose a simple method to efficiently probe dynamical nonstationarity in observed time series. In a space time-index plot, the density distributions as a function of normalized time-index are V-shaped due to nonstationarity. We show that this method is workable for short data sets and typical examples are illustrated.     

关于具有给定Sylow子群正规化子的有限群Ⅱ

本文在有限可解群中解决了：任意ｍ－秩≤２的子群闭的局部群系具有性质：“如果群Ｇ的非单位Ｓｙｌｏｗ子群的正规化子属于，则群Ｇ也属于的一个充分必要条件．     

A numerical experimental study of inverse preconditioning for the parallel iterative solution to 3D finite element flow equations

Integration of the subsurface flow equation by finite elements (FE) in space and finite differences (FD) in time requires the repeated solution to sparse symmetric positive definite systems of linear equations. Iterative techniques based on preconditioned conjugate gradients (PCG) are one of the most attractive tool to solve the problem on sequential computers. A present challenge is to make PCG attractive in a parallel computing environment as well. To this aim a key factor is the development of an efficient parallel preconditioner. FSAI (factorized sparse approximate inverse) and enlarged FSAI relying on the approximate inverse of the coefficient matrix appears to be a most promising parallel preconditioner. In the present paper PCG using FSAI, diagonal and pARMS (parallel algebraic recursive multilevel solvers) preconditioners is implemented on the IBM SP4/512 and CLX/768 supercomputers with up to 32 processors to solve underground flow problems of a large size. The results show that FSAI may allow for a parallel relative efficiency larger than 50% on the largest problems with p=32 processors. Moreover, FSAI turns out to be significantly less expensive and more robust than pARMS. Finally, it is shown that for p in the upper range may be much improved if PCG–FSAI is implemented on CLX.     

Modeling of radiative heat transfer in an axisymmetric cylindrical enclosure with participating medium

Radiative heat transfer in an axisymmetric enclosure with absorbing, emitting, and scattering medium is studied here by using the different methods such as MDOM, FVM, and MFVM with emphasis on the treatment of angular derivative term, which appears in curvilinear coordinates due to angular redistribution. After final discretization equation for MFVM is introduced by using the step scheme and directional weights, the present approach is validated by applying it to three different benchmarking problems with absorbing, emitting, and scattering medium. All of the results presented here support its accuracy as well as moderate efficiency. Finally, the present approaches are applied to a truncated cone-shaped enclosure as a body-fitted geometry case.     

Constructions of External Difference Families and Disjoint Difference Families

External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference sets is set up.