A stochastic maximum principle for systems with jumps, with applications to finance

We consider a stochastic control problem with linear dynamics with jumps, convex cost criterion, and convex state constraint, in which the control enters the drift, the diffusion, and the jump coefficients. We allow these coefficients to be random, and do not impose any L^p-bounds on the control.

We obtain a stochastic maximum principle for this model that provides both necessary and sufficient conditions of optimality. This is the first version of the stochastic maximum principle that covers the consumption–investment problem in which there are jumps in the price system.     

Combined shape and sizing optimization of truss structures

 In this paper, an evolutionary optimization method is presented for weight minimum problem of a 3-dimensional truss structure in terms of nodal coordinates and element cross-sectional areas. The structure is subject to stress, local buckling and displacement constraints. Two types of design variables with different natures are optimized separately: (1) a fully stressed design (FSD) and scaling techniques are applied to sizing variables and (2) the evolutionary node shift method is applied to shape variables. Alternating procedure is utilized to couple the two types of variables and to combine the results. The optimum solution is achieved gradually from the initial configuration design. Two typical truss structures are examined to illustrate the validity of the method. Received: 22 October 2001 / Accepted: 04 June 2002 This research work is supported by the National Natural Science Foundation of China under the guarantees no. 10072050 and 10172072, respectively.     

The effect of additives on the thermal stability of poly(vinyl chloride)

The effect of a range of organic additives on the thermal stability of poly(vinyl chloride), both with and without a chloroparaffin extender, was studied using a number of experimental techniques. Of the additives used the best overall balance was provided by pentaerythritol, which increased stability when the extender was present and had no effect when it was absent. The congo red test emerged as the most suitable technique, being consistent and inexpensive and able to screen several additives simultaneously. Isothermal differential thermal analysis correlated with the congo red test but required more expensive equipment, was time-consuming and demanded good mixing of the poly(vinyl chloride) compound to give reproducible results. Thermogravimetry was not sufficiently sensitive and the heat stability test was the least useful of all.     

硫脲型整合树脂在分析上的应用 Ⅰ.岩样中微量银的中子活化分析

前言银和其他贵金属元素一样,在地壳中比较稀少,按其自然丰度为第67号元素,平均含量仅0.07 ppm。由于地质样品成分非常复杂,为测定其微量银,必须进行严格的化学分离。但是迄今文献中报道的许多分离分法,步骤都相当冗长,一般采用氯化银反     

云南省水环境状况及问题分析

根据2000年云南省主要河流水质监测评价结果，全省评价河段总长9280km中，水质为Ⅰ－Ⅲ类的河长占76．3％，总体上，云南省内各大水系水质良好，但水污染总体上正在加重，从1985－2000年，Ⅰ类河长年均减少2．3％，V类河长年均增长0．6％，废污水直接排入江河是引起污染的重要原因。水环境问题已成为社会经济可持续发展的关键问题，要切实加强水资源的保护，科学地开发利用水土资源，为了有效地改善水环境的质量，污染控制应从源头开始并采取综合治理措施。     

二次型时频分析技术的开发与应用

基于二次型的时频分析是高分辨率时频分析技术的有效方法之一，该项技术能够有效反映时变信号的频谱特性，具有分辨率高、能量集中和跟踪瞬时频率的特点。从时变信号的特点出发，阐述了二次型时频分析技术的基本方法原理，采用正演模型分析验证了该方法的有效性，并在实际地震资料中应用于识别物源方向、划分沉积相带、预测储层结构以及相对厚度等诸多方面，均取得了较好的效果。     

EFFECT OF THE RATIO Th/U ON TL DATING ACCURACY

ＥＦＦＥＣＴＯＦＴＨＥＲＡＴＩＯＴｈ／ＵＯＮＴＬＤＡＴＩＮＧＡＣＣＵＲＡＣＹ￥Ｐ．Ｌ．Ｌｅｕｎｇ（梁宝鎏）；ＭｉｃｈａｅｌＪ．Ｓｔｏｋｅｓ（ＤｅｐａｒｔｍｅｎｔｏｆＰｈｙｓｉｃｓａｎｄＭａｔｅｒｉａｌｓＳｃｉｅｎｃｅ，ＣｉｔｙＰｏｌｙｔｅｃｈｎｉｃｏ...     

Application of a Compaction Simulator to the Design of a High-Dose Tablet Formulation. Part I

The compaction properties of an investigational drug are studied by the use of a compaction simulator. The effects of punch velocity over the range of 30-640 mm^-1 on the compaction properties of the pure drug and a variety of formulas incorporating a high dose of the active compound have been investigated. The data were analyzed by applying the Heckel equation. The pure drug was found to have a high yield pressure at a relatively low punch velocity of 31 mm^-1. As the punch velocity was increased there was a decrease in crushing strength, primarily as a result of increasing yield pressure. These findings indicate that the pure drug predominantly consolidated by fragmentation and elastic deformation, with a slow plastically deforming component. The information obtained on the consolidation mechanism of the pure drug and, subsequently, on model formulas were instrumental in the design and selection of a robust formula and granulation process. The advantages of conducting dosage form design and characterization studies during the early phase of tablet formulation using means such as a compaction simulator are emphasized in this investigation.