Algorithmic estimation of risk factors in financial markets with stochastic drift

We assume a financial market governed by a diffusion process reverting to a stochastic mean which is itself governed by an unobservable ergodic diffusion, similar to those observed in electricity and other energy markets. We develop a moment method algorithm for the estimation of the parameters of both the observable process and the unobservable stochastic mean. Our approach is contrasted with other methods for parameter estimation of partially observed diffusions, and applications to the modelling of interest rates and commodity prices are discussed.     

通风量对菇渣好氧发酵温度时空特性的影响

采用不同通风量进行菇渣与猪粪高温共发酵,研究通风对发酵过程中堆体温度的时空变化的影响。结果表明,通风使堆体温度呈现出明显的梯度效应,不同处理各发酵时期的温度分布均由剖面中部向四周不断降低。高温区域的位置和面积随发酵时间呈动态变化规律,升温期温度在发酵罐中上部积聚,高温分布区类似椭圆形,高温期椭圆面积逐渐向堆体中部扩散和扩大,随后高温面积不断递减并向中下部迁移,降温期堆体各区域温度趋于一致。由等值线的疏密程度可知,温度的空间变异性大体呈现出高温期>第2次高温期>升温期>降温期的规律。结合试验各阶段的温度变化并考虑节能降耗,得出发酵升温期和高温期分别以0.05,0.067m3/(d·m3)进行通风,二次高温期与降温期以0.033 m3/(d·m3)进行通风条件最佳。     

Growth rates of ibuprofen crystals grown from ethanol and aqueous ethanol

To quantify the crystallization of racemic ibuprofen [2-(4-isobutyl-phenyl)-propionic acid] from aqueous ethanol it is necessary to know the growth rate kinetics. Growth rates were measured by adding SPG (size proportional growth) seed crystals to an isothermal non-nucleating batch crystallization and sampling during the batch. The supersaturation was measured by refractive index and the crystal size by laser light scattering (Malvern). To ensure the batch was non-nucleating the supersaturation was kept within the narrow secondary MZ (metastable zone). Measurements were made at three temperatures, 10, 25 and 40 °C. The growth rate was proportional (first order kinetics) to the solution supersaturation, expressed in mass ratio of ibuprofen to ethanol units. Despite the narrow MZ, the initial growth rates were substantial (up to 1 μm/min). Temperature has a large effect on growth rate with an activation energy of 13.7 kJ/mol. The water content affects the growth rate coefficient differently depending on the temperature.     

星用微处理器在轨单粒子翻转率预估方法研究

运用程序占空比概念及故障注入技术对星用微处理器动态和静态单粒子翻转率间的关系进行了研究,并将预估结果与国外在轨飞行监测数据进行了对比。结果表明,由程序占空比计算所得动态单粒子翻转率可对星用微处理器在轨单粒子翻转率进行合理预估;故障注入技术是灵活、方便的动态单粒子翻转率预估方法。     

脉冲电流处理过程中的相变和再结晶细化晶粒(英文)

在室温下对铸态TiAl合金和冷轧TA15合金进行高密度脉冲电流处理。应用光学金相显微镜和透射电子显微镜研究脉冲电流处理前、后试样的显微组织。实验结果表明:通过脉冲电流处理可以细化铸态TiAl基合金的晶粒,从约1000μm的原始粗大层片组织,经脉冲电流处理后可以得到尺寸为3050μm细小、均匀的晶粒。对于冷轧TA15合金,脉冲电流处理后发生了完全的再结晶,晶粒组织由原始的α板条晶粒转变为细小的α等轴晶粒。研究结果表明,脉冲电流处理是一种有效的细化晶粒方法;由于不需要热机处理所要求的挤压等变形工序和高温加热、真空保护等条件,简化了工艺过程。     

原位测量法研究AZ31镁合金表面化学镀Ni-P的沉积机理

设计一种原位方法去测量AZ31镁合金在化学镀Ni-P过程中基体在镀液中的开路电位和体积表面的镀层形貌变化。通过开路电位曲线、扫描电子显微镜和能谱分析研究AZ31镁合金化学镀Ni-P的沉积机理。结果表明：化学镀Ni-P的沉积过程包括镀层的形成过程和镀层的增厚过程,其中镀层的形成过程又包括镍晶核的形核和长大过程、镀层的二维扩展过程和镀层的三维搭接过程。扫描电镜分析证实了Ni-P镀层的球形瘤状物不仅形成于镀层的增厚阶段,同样也形成于Ni-P镀层的初始沉积阶段。不同沉积阶段的沉积速度变化分别与各自的沉积机理对应。     

高温高压下金刚石成核机制的研究

本文以国产六面顶压机作为人造金刚石的合成设备,采用金属粉末触媒技术,进行了金刚石晶体的合成.实验中,通过对生长工艺的调整,考察了金刚石在合成区间内的不同合成习性.实验结果表明:金刚石的合成区间可以根据能否自发成核而分为成核区与生长区.在生长区内,金刚石不能自发成核,但金刚石晶种可以在此区间稳定存在并长大.在生长区内金刚...     

Experimental determination of grain density function of AZ91/SiC composite with different mass fractions of SiC and undercoolings using heterogeneous nucleation model

The grain density,Nv,in the solid state after solidification of AZ91/SiC composite is a function of maximum undercooling,ΔT,of a liquid alloy.This type of function depends on the characteristics of heterogeneous nucleation sites and number of SiC present in the alloy.The aim of this paper was selection of parameters for the model describing the relationship between the grain density of primary phase and undercooling.This model in connection with model of crystallisation,which is based on chemical elements diffusion and grain interface kinetics,can be used to predict casting quality and its microstructure.Nucleation models have parameters,which exact values are usually not known and sometimes even their physical meaning is under discussion.Those parameters can be obtained after mathematical analysis of the experimental data.The composites with 0,1,2,3 and 4wt.% of SiC particles were prepared.The AZ91 alloy was a matrix of the composite reinforcement SiC particles.This composite was cast to prepare four different thickness plates.They were taken from the region near to the thermocouple,to analyze the undercooling for different composites and thickness plates and its influence on the grain size.The microstructure and thermal analysis gave set of values that connect mass fraction of SiC particles,and undercooling with grain size.These values were used to approximate nucleation model adjustment parameters.Obtained model can be very useful in modelling composites microstructure.     

Effects of novel self-inoculation method on microstructure of AM60 alloy

A novel cast processing method,self-inoculation method (SIM),was proposed.The process involves the addition of self-inoculant to melt,then pouring the melt to a mould through a multi-stream mixing cooling channel.In this paper,the process parameters were investigated.Results indicate that the melt treatment temperature,the amount of self-inoculant added,and the slope angle of the cooling channel are the key factors for SIM process.The optimized parameters are that the melt treatment temperature is between 680 and 700°C;the addition of self-inoculant is between 5wt.% and 7wt.%;and the slope angle of the cooling channel is between 30° and 45°.Further analysis reveals that SIM changes the solidification microstructure of slurry by controlling the nucleation and growth of the primary phase in the melt.