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.     

固体颗粒对三相气升式环流反应器流动特性的影响

将液相视为连续相,气相和固相视为分散相,同时考虑各相之间的相互作用,结合气液固三相流体的动力学理论,建立气液固三相环流反应器三流体湍流流动的Eulerian模型.采用计算模拟软件Fluent对三相环流反应器的流动状况进行模拟,考察表观气速、固含率、颗粒大小对反应器的气含率以及液体流动速度的影响.模拟结果较好地解释了气升式环流反应器内的三相流体行为,模型与实验结果较好地吻合,表明了模型的可行性.     

通用循环水冷却器延时关闭控制联动电路设计

目前许多大型仪器的循环冷却水系统，都没有提供相应的自动化延时关闭装置，给工作带来不便。经过分析，将主机供电系统与循环冷却水供电系统进行关联，设计了联动电路，实现了正常关机，循环冷却水系统自动延时20min后关闭。既节约了工作时间，又提高了工作效率。     

Delay time compensation based on coefficient of restitution for collision hybrid motion simulator

A hybrid motion simulator embeds a hardware experiment in a numerical simulation loop. However, it is often subjected to the inherent problem of an energy increase in the collision of two pieces of hardware in a loop because of the delay time. This paper proposes a delay time compensation method based on contact dynamics model for a collision hybrid motion simulator under delay time and establishes a compensation method for coupled translational and rotational motion. The model developed in this paper describes linear uniform motion of a floating object during the period of the delay time until the force and torque are observed and non-linear motion according to environmental stiffness after the initial delay time period in contact. By using the above model, compensation parameters are designed based on desired coefficient of restitution with iterative calculation. The proposed method achieves accurate delay time compensation and simultaneously realizes a variable desired coefficient of restitution over a wide range of frequencies. Furthermore, the compensation method for multi-dimensional motion is established under the assumption that the friction effect is very small. The efficiency of the proposed method is verified through collision experiments for the coupled motion in two dimensions.     

软件定义网络中交换机处理时延的仿真

针对目前的网络仿真工具在对软件定义网络(SDN)的仿真过程中,未考虑交换机的处理时延的问题,提出一种处理时延的仿真方法,目的是为了使仿真结果更加真实和准确。该方法首先将交换机的转发处理过程分解为对流表的查询操作和执行不同的动作;然后,利用交换机的处理器频率和访存周期,将查询流表和执行动作转换为处理时间。实验中测量了真实环境中不同配置的交换机处理时延,并与利用该方法仿真出的处理时延进行对比。实验结果表明,利用该方法仿真出的处理时延和真实交换机的处理时延基本一致,该方法能够较准确地仿真交换机处理时延。     

基于N步不变集的时滞切换系统的饱和控制

构造离散时滞切换系统的不变集,提出基于N步不变集的切换控制器设计方法,估计执行器饱和非线性的吸引域范围。首先,考虑时滞的影响,选取依赖于时滞的Lyapunov函数,构造时滞切换系统的不变集,并将其表达为若干个椭球集的凸组合,椭球集的个数与时滞常数相关。其次,在系统的前N个采样时刻,分别施加不同的饱和约束,求解得到一组椭球集,椭球集的个数与常数N相关,而每一步计算得到的椭球集均为时滞切换系统的不变集。再将N个不变集用一组凸包系数拟合,即可获取较大的吸引域估计。最后,在满足平均驻留时间约束的条件下设计切换律,并设计状态反馈控制器,保证闭环系统渐近稳定。控制器的求解转化为线性矩阵不等式的可行性问题。仿真结果验证了所提方法的可行性和有效性。     

基于异步切换多胞系统的网络化飞行器故障检测

本文研究了存在时变短时延和随机丢包的大包线网络化飞行器故障检测问题.首先,采用切换多胞系统描述飞行动态,并提出了一种局部重叠多胞划分方式以较低设计保守性.然后,借助泰勒级数展开和伯努利分布将时延和丢包转化为多胞系统参数,并构建了切换参数依赖故障检测滤波器.同时,考虑滤波器切换指令及多胞加权参数更新滞后引起的异步切换问题,基于切换参数依赖Lyapunov函数和平均驻留时间方法分析了系统的稳定性和l2性能,并以LMI形式给出了滤波器存在的充分条件.最后,以HiMAT(highly maneuverable technology)飞行器为例验证了所提方法的有效性.     

基于80 C196KC单片机的Smith伺服控制器

讨论全数字伺服系统中的时间滞后，通过Smith预估控制器补偿系统中的时间滞后，提出一种应用80C196KC单片机的宽范围、高精度调速的控制方案及算法。对于非滞后系统采用Smith伺服控制器，可以简化系统、提高性能指标。     

An Investigation of Error Sources in Computational Fluid Dynamics Modelling of a Co-current Spray Dryer

The paper is focused on identifying error sources in computational fluid dynamics(CFD) predictions of a spray drying process. Seven groups of drying and atomisation parameters were selected for analysis and 13 simulation trials were performed. The theoretical results were compared with experimental data and sensitivity of the simulation results to the analysed factors was determined. The following parameters affecting the accuracy of CFD spray modelling were found: gas turbulence model, particle dispersion, atomising air, initial parameters of atomisation and heat losses to the environment. A major difference in the errors committed during modelling of spray drying process for fine and coarse sprays was observed.