Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays.     

A technique for extracting behavioral sequence patterns from GPS recorded data

The mobile wireless market has been attracting many customers. Technically, the paradigm of anytime-anywhere connectivity raises previously unthinkable challenges, including the management of million of mobile customers, their profiles, the profiles-based selective information dissemination, and server-side computing infrastructure design issues to support such a large pool of users automatically and intelligently. In this paper, we propose a data mining technique for discovering frequent behavioral patterns from a collection of trajectories gathered by Global Positioning System. Although the search space for spatiotemporal knowledge is extremely challenging, imposing spatial and temporal constraints on spatiotemporal sequences makes the computation feasible. Specifically, the mined patterns are incorporated with synthetic constraints, namely spatiotemporal sequence length restriction, minimum and maximum timing gap between events, time window of occurrence of the whole pattern, inclusion or exclusion event constraints, and frequent movement patterns predictive of one ore more classes. The algorithm for mining all frequent constrained patterns is named cAllMOP. Moreover, to control the density of pattern regions a clustering algorithm is exploited. The proposed method is efficient and scalable. Its efficiency is better than that of the previous algorithms AllMOP and GSP with respect to the compactness of discovered knowledge, execution time, and memory requirement.     

Software rejuvenation in cluster computing systems with dependency between nodes

Software rejuvenation is a preventive and proactive fault management technique that is particularly useful for counteracting the phenomenon of software aging, aimed at cleaning up the system internal state to prevent the occurrence of future failure. The increasing interest in combing software rejuvenation with cluster systems has given rise to a prolific research activity in recent years. However, so far there have been few reports on the dependency between nodes in cluster systems when software rejuvenation is applied. This paper investigates the software rejuvenation policy for cluster computing systems with dependency between nodes, and reconstructs an stochastic reward net model of the software rejuvenation in such cluster systems. Simulation experiments and results reveal that the software rejuvenation strategy can decrease the failure rate and increase the availability of the cluster system. It also shows that the dependency between nodes affects software rejuvenation policy. Based on the theoretic analysis of the software rejuvenation model, a prototype is implemented on the Smart Platform cluster computing system. Performance measurement is carried out on this prototype, and experimental results reveal that software rejuvenation can effectively prevent systems from entering into disabled states, and thereby improving the ability of software fault-tolerance and the availability of cluster computing systems.     

高模低缩涤纶浸胶帘子布在轮胎中的应用特性

一、我国高模低缩涤纶浸胶帘子布的发展及应用前景美国Allied Signal公司20世纪80年代开发了高模低缩(HMLS)涤纶浸胶帘子布,与普通涤纶帘布相比,具有模具高、热收缩低、尺寸稳定性好、滞后损失率小的性能,是子午线轮胎理想的胎体骨架材     

Reversible addition fragmentation transfer (RAFT) polymerization of styrene in a miniemulsion: A mechanistic investigation

The RAFT polymerization of styrene in miniemulsion using 1-phenylethyl phenyl-dithioacetate (PEPDTA) as a RAFT agent was investigated, in attempt to reveal the mechanism for the often observed inferior performance such as low polymerization rate, broad molecular weight distribution and particle size distribution in the RAFT miniemulsion polymerization with regular levels of surfactant and co-stabilizer (1 wt% sodium dodecyl sulfate and 2 wt% hexadecane). It is strongly evident that a few of large oligomer particles consisting of oligomer, RAFT agent (RAFT agent refers to the original RAFT agent), and monomer would be formed in the early stage of the polymerization due to the superswelling of the first nucleated droplets. With the regular levels of surfactant and co-stabilizer, the observed low polymerization rate, broadened molecular weight distribution, slow conversion of the RAFT agent, lower N_p, and broadened particle size distribution could be well explained by the formation of these large oligomer particles and their prolonged existence. When the formation of the oligomer particles was suppressed by increasing surfactant and co-stabilizer levels and wise selection of types of RAFT agent, the molecular weight distribution could be narrowed to around 1.3 and particle size distribution could be close to that of the conventional non-living miniemulsion polymerization.     

导电高分子PEDOT／PSS保护银纳米颗粒的制备与表征

利用导电高分子聚（3，4-二氧乙基噻吩）／聚（对苯乙烯磺酸）（PEDOT／PSS）作保护剂，制备了银纳米颗粒，用UV-Vis和TEM对其进行了表征．结果表明，选择合适量的PEDOT／PSS保护剂可以得到大小分布较窄银纳米颗粒．     

DQ型高效催化剂在环管PP装置上的应用

介绍了使用DQ型球形高效催化剂在上海石油化工股份有限公司塑料事业部70kt/a环管连续法工业聚丙烯生产装置上应用研究的结果，并对结果进行了讨论。     

CSG-Ⅰ型抽油机综合诊断仪的研究与应用

针对中原油田各采油厂所用抽油井综合诊断仪所出现的各种问题 ,开发出一种准确、可靠、便携式新型抽油井综合诊断仪———CSG—Ⅰ型综合诊断仪。改进后的示功仪位移部分的光电增量编码器 ,用 5KΩ高灵敏度可调电位器代替 ,电位器的活动端随拉线盒的转动而旋转成不同角度 ,对应不同的电阻值 ,在电位器的两端供给 + 5V电压 ,随着电位器的阻值变化 ,自由端便可输出 0～ 5V的电压 ,电压的变化量与光杆的位移变化成正比。该仪器投入使用后操作方便、安全可靠、测试功能齐全、性能稳定、计算准确 ,深受广大测试人员的喜爱。     

The dynamic mechanical behaviour of blends of polyphenylene sulfide with acetylene terminated sulfone

The dynamic mechanical behaviour of blends of poly(phenylene sulfide) (PPS) with the acetylene terminated sulfone bis(4-(4-ethynylphenoxy)phenyl)sulfone (ESF) was investigated by torsional braid analysis (TBA). A uniform dispersed system of ESF/PPS may be obtained by a solution process at 200°C, and can be maintained during the heat treatment up to 400°C. The increase of T_g of the blended system was found to be inappreciable by one-step and short time (e.g. 1 h) heat treatment, whatever the ESF fraction is. By a long term heat treatment or by step-curing, the T_g of the system may be raised from 180 to 220°C, in company with the increase of rigidity at 300°C, compared with pure PPS. The flexural modulus and interlaminar shear strength of continuous unidirectional carbon fibre composites with a blended matrix of ESF/PPS = 10/90 are significantly higher than those of composites with pure PPS matrix.     

硼酚醛树脂在涂料中的应用

通过将硼酚醛树脂和环氧树脂进行混用,利用硼酚醛树脂优异的耐酸、碱腐蚀性能以及耐高温性能和环氧树脂可以常温固化成膜的特点,制备常温固化的耐高温防腐蚀涂料。