CEV模型下支付红利的美式看跌期权的差分法

作为B-S模型的一般化,CEV模型在实际操作中更有可行性.本文针对该模型下支付红利的美式看跌期权的定价问题.推导了模型遵循的变分方程,提出了相应的显示差分格式,然后讨论了格式的稳定性和收敛性并给出了相应的稳定条件.数值实验验证了算法的有效性.     

高速公路平曲线标志标线组合设计评价指标

基于驾驶模拟实验数据,结合驾驶员在高速公路平曲线的运行速度特征、转向特征与行驶轨迹特征,选择速度、方向盘转角系数与横向位置数据构建了高速公路平曲线标志标线组合设计的合理性评价指标与有效性评价指标.其中,合理性评价指标包括转向位置的合理性评价与驾驶负荷的合理性评价,采用小波分解的方法对方向盘转角系数进行多层分解,获取驾驶员转向起终点位置与高频能量,通过驾驶员转向起终点与直缓点/缓直点的距离进行转向位置的合理性评价,通过高频能量比进行驾驶员操作负荷的合理性评价.有效性评价包括运行速度控制的有效性与车辆横向位置控制的有效性,通过平均速度、运行速度与车速离散度进行速度控制效果的评价;通过平均换道次数、平均压线行驶距离进行车辆横向位置控制的有效性评价.通过实例应用验证了研究标志标线组合设置的必要性与评价指标的有效性.     

考虑碳排放和预约机制的送箱集卡多码头调度问题

考虑送箱集卡多码头调度的低碳、高效化要求,及为解决集卡不规律到达导致码头拥挤问题而提出的集卡预约集港机制,以单一外堆场调用送箱集卡数量最小及多集装箱码头调度方案碳排放总量最小为目标,构建了单堆场多码头送箱集卡调度模型.设计了改进的蚁群算法对该模型进行求解,得到按时间段划分的港外堆场多码头集卡低碳送箱方案,通过算例验证了所构建模型和算法的有效性.结果表明,考虑碳排放和预约机制的送箱集卡多码头调度方案所需集卡数量少,工作时间短,兼顾了集装箱码头集卡送箱作业低碳和高效的要求.     

基于弹性应变能的MohrCoulomb强度准则讨论

从弹性应变能释放是材料屈服的基本原理来看,MohrCoulomb(M-C)强度准则认为屈服时材料的泊松比恒为0.5,这可能违反能量守恒定律.研究了弹性应变能、应力偏量第二不变量、应力张量第二不变量及泊松比之间的关系,提出广义应力偏量第二不变量概念;从弹性应变能角度对M-C强度准则的物理意义进行分析,提出广义M-C强度准则;利用强度准则对岩石的破坏强度进行了计算.结果表明,由于考虑了中间主应力与泊松比的影响,广义M-C强度准则的计算精度更高,并分析了产生这种结果的内在机理.广义M-C强度准则突破了材料破坏时的泊松比恒为0.5的假设,这对于定量描述材料的屈服与破坏特性具有重要的意义.     

基于三维激光技术的路面坑槽多维度指标检测

为实现沥青路面坑槽深度、面积和体积等多维度指标的自动、准确检测,利用三维激光技术对室内坑槽模型进行扫描,基于Matlab软件对激光点云数据采用不规则三角网(TIN)平面插值法重构了坑槽三维模型,进而结合等高线提取确定了坑槽边界,实现了坑槽多维度指标自动计算;对比了不同坑槽多维度指标计算误差,研究了激光线纵向间距对计算误差影响规律.研究结果表明:坑槽深度、面积和体积指标的最大相对误差分别为3.96%、4.58%和4.74%;当激光线纵向间距从1mm逐渐增大至20mm时,坑槽多维度指标计算相对误差逐渐增加;当间距为5mm时,坑槽深度、面积和体积指标的最大相对误差分别为4.65%、6.32%和7.17%;当间距大于5mm后,坑槽三维重构模型逐渐失真并出现了部分缺失,从而导致多维度指标检测误差的增大;因此,为保证坑槽多维度指标检测准确度建议激光线纵向间距应不大于5mm;坑槽多维度指标准确获取将为路面破损层位判定、严重程度评价和修补材料估算提供依据.     

Loading-Balance Relay-Selective Strategy Based on Stochastic Dynamic Program

A Relay-Assisted(RA) network with relay selection is considered as a type of effective technology to improve the spectrum and energy efficiency of a cellular network. However, loading balance of the assisted relay node becomes an inevitable bottleneck in RA network development because users do not follow uniform distribution. Furthermore, the time-varying channel condition of wireless communication is also a major challenge for the RA network with relay selection. To solve these problems and improve the practicability of the RA network, a Loading Balance-Relay Selective(LBRS) strategy is proposed for the RA network in this paper. The proposed LBRS strategy formulates the relay selection of the RA network under imperfect channel state information assumption as a Multistage Decision(MD) problem. An optimal algorithm is also investigated to solve the proposed MD problem based on stochastic dynamic program. Numerical results show that the performance of the LBRS strategy is better than that of traditional greedy algorithm and the former is effective as an exhaustive search-based method.     

Global Existence and Optimal Decay Rate of the Compressible Magnetohydrodynamic Equation with Potential Force

In this paper, we consider the three dimensional compressible viscous magnetohydrodynamic equations(MHD) with the external potential force. We first derive the corresponding non-constant stationary solutions. Next, we show global wellposedness of the initial value problem for the three dimensional compressible viscous magnetohydrodynamic equations, provided that the initial data is close to the stationary solution. Finally, based on the elaborate energy estimates for the nonlinear system and L~p-L~q decay estimates of the linearized equation, we show the optimal convergence rates of the solution in L~q-norm with 2≤q≤6 and its first derivative in L~2-norm when the initial perturbation is bounded in L~p-norm with 1≤p6/5.     

Enantioselective Chlorocyclization of Olefinic Amides with 1,3-Dichloro-5,5-Dimethylhydantoin(DCDMH) Catalyzed by(DHQD)_2PHAL

An efficient catalytic asymmetric chlorocyclization of olefinic amides with 1,3-dichloro-5,5-dimethylhydantoin(DCDMH)using hydroquinidine 1,4-phthalazinediyl diether((DHQD)_2PHAL)as organocatalyst has been developed.Series of chiral chloro substituted isobenzofuran-1(3H)-imine derivatives were obtained in good yields(up to 85%)and enantioselectivities(up to 70%ee).     

基于电化学机理模型的锂离子电池参数辨识及SOC估计

采用Fisher信息矩阵进行参数可辨识性分析,解决了参数的辨识问题,进而提出了基于简化电化学机理模型SP2D(simple pseudo-two-dimensional)的SOC(电池电量)在线估计方法。实验表明,该SOC估计方法较基于等效电路模型(一阶RC模型)的SOC估计方法,可将SOC估计的平均误差减小近30%,而在电池放电中后期更可减小达60%,有效解决了在电池全工作范围内的SOC高精度估计问题。     

大连金普新区产业智能化现状分析

产业智能化基于工业互联网和传感器构建智能感知网络,通过全方位“互联”实现生产的自动化和产品的智慧化,企业获得在精益生产、智能管理等多方面的竞争优势。产业智能化通过大数据驱动和知识指导相结合,促进各种机械、装备和产品使具备更广泛的智能功能,从而满足消费者期望的无缝、便利和个性化的产品体验。以奇瑞汽车大连工厂MES系统、东洋重机(大连)有限公司APS系统为案例,分析了大连金普新区智能制造现状,并探讨了未来发展趋势。