H型钢多道次粗轧工艺过程的数值分析

为了分析现有型钢轧制工艺的合理性,必须综合考虑轧件的微观组织演化、轧制力等多方面因素.为此,文中提出了针对H型钢多道次轧制过程的综合数值分析流程,通过热模拟实验和金相观测,建立轧件材料的高温屈服应力模型及奥氏体再结晶预报模型,并构建基于网格重构的多道次仿真分析方法.对某11道次H型钢多道次粗轧过程的仿真计算表明:轧制力的计算结果和现场实测数据吻合较好,现有多道次粗轧工艺对轧件腹板的晶粒细化作用较为明显.     

燃气-太阳能空调系统采暖季的运行模拟及分析

提出太阳能集热器阵与直燃型吸收式冷温水机联合采暖系统,并建立系统逐时运行的数学模型.然后以东华大学3,4号学院楼空调系统的节能改造方案为应用实例,编写计算机程序进行数值模拟.模拟结果揭示了该改造系统的运行情况、影响系统运行的因素.该结果对学院楼现有空调系统的改造工作具有指导意义,对类似工程也具有参考价值.     

试析走出去企业的社会责任

关于企业社会责任仁者见仁智者见智。借鉴国内外专家的观点,走出去企业尤其需要注意的社会责任包括经济责任、法律责任、安全责任、道义责任、文化责任等。     

Research on catalysis of sodium-metallochlorophylls in Ni/MH battery

The effects of sodium-metallochlorophylls including sodium-iron chlorophyllin, sodium-copper chlorophyllin and sodium-magnesium chlorophyllin on performance of Ni/MH battery were investigated. The results show that sodium-iron chlorophyllin can effectively activate the gases produced during charge in Ni/MH battery, therefore reducing the reduction potential of oxygen and the oxidation potential of hydrogen, and the increased speed of inner pressure of battery is decreased significantly. With the aid of DMol3 software, the activation process of oxygen and hydrogen by sodiummetallochlorophylls was simulated and analyzed. It was found that the catalysis behavior is in agreement with the experimental results, and the activation process also gets a reasonable explanation from the calculated results.     

糖类遗传与生命起源

从遗传学角度探讨了糖类与生命起源，讨论了遗传学上的再认识，提出糖类在遗传学上扮演着重要、核心的角色、糖类是生命起源物质，基因是糖类衍生物。生命诞生过程可能是：先有糖类、然后有氨基酸和碱基；磷酸及其盐类既是生命物质的组成部分、也是催化剂，阳光或地热为能源，于是诞生了基因。生命体是分子相互作用、有序组合、自我调控的耗散体系。     

连续梁施工技术

介绍山西晋济高速公路连续刚构桥施工.采用双肢联体挂篮施工T构梁段,在0#梁段上拼装双肢联体挂篮.对称悬臂施工大跨、整幅、斜腹板箱梁.包括双肢联体挂篮的设计、加工与安装和混凝土施工工艺,为同类工程提供借鉴.     

浅谈我国规范设计安全度

文章论述了我国从建国以前到当今规范设计安全度的变化历程,通过查阅大量文献总结出国内专家、学者对我国现行规范设计安全度的不同见解,希望能为同行的设计及研究人员提供一定的参考.     

Competing Definitions of Information Versus Entropy in Physics

As was mentioned by Nicolas Lori in his (Found Sci, 2010) commentary, the definition of Information in Physics is something about which not all authors agreed. According to physicists like me Information decreases when Entropy increases (so entropy would be a negative measure of information), while many physicists, seemingly the majority of them, are convinced of the contrary (even in the camp of Quantum Information Theoreticians). In this reply I reproduce, and make more precise, some of my arguments, that appeared here and there in my (2010) paper, in order to clarify the presentation of my personal point of view on the subject.     

Heterogeneity,nonlinearity and endogenous market volatility

This paper aims to contribute to the literature on the explanatory power of behavior models with heterogeneous agents. The authors present a new nonlinear structural stock market model which is a nonlinear deterministic process buffeted by dynamic noise. An exogenous noise is introduced to the model with the assumption of IID normal innovations of the fundamental value in order to investigate how noisy dynamics interacts with deterministic process. The market is composed of two typical trader types: the rational fundamentalists and the boundedly rational traders governed by greed and fear. The interaction between noise and deterministic element determines the evolution process of the system as key parameters are changed. The authors find the model is able to generate time series that exhibit dynamical and statistical properties closely resembling those of the S&P500 index, such as volatility clustering, fat tails (leptokurtosis), autocorrelation in square and absolute return, larger amplitude, crashes and bubbles. The authors also investigate the nonlinear dependence structure in our data. The results indicate that the GARCH-type model cannot completely account for all nonlinearity in our simulated market, which is thus consistent with the results from real markets. It seems that the nonlinear structural model is more powerful to give a satisfied explanation to market behavior than the traditional stochastic approach.     

Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer

This paper considers the optimal investment strategy for an insurer under the criterion of mean-variance. The risk process is a compound Poisson process and the insurer can invest in a risk-free asset and multiple risky assets. This paper obtains the optimal investment policy using the stochastic linear quadratic (LQ) control theory with no-shorting constraint. Then the efficient strategy (optimal investment strategy) and efficient frontier are derived explicitly by a verification theorem with the viscosity solution of Hamilton-Jacobi-Bellman (HJB) equation.