商业银行利率风险管理中久期技术运用初探

我国利率市场化改革已进入实质性阶段，今后商业银行如何管理利率风险，在利率市场波动的冲击保持盈利和安全经营。久期技术是较为良好的动态风险衡量和管理模型，通过结合凸性概念还可推广运用于隐含期权性质的资产及负债的利率风险衡量中去，这可以提高我国商业银行的风险管理水平。     

一种有理插值曲线的保凸控制问题

在给定的插值数据条件下,利用一种带参数的有理插值方法,通过调整插值函数中的参数,给出了插值曲线的保凸方法和该方法得以实现的充分必要条件。这种条件是对参数的简单的线性的不等式约束,容易在计算机辅助几何设计中得到实际应用;而在理论上,它将一般插值理论上的“插值函数关于插值条件的唯一性”演化为“插值函数关于插值条件和参数的唯一性”。给出的数值例子说明了这种方法的有效性。     

Properties of Elliptic Integrals and Their Generalizations

In this paper, a conjecture put forward by G. D. Anderson, S.-L. Qiu and M. K. Vamanamurthy in 1995 and concerning elliptic integrals is proved to be true, and some monotoneity and onvexity properties of certain combinations of generalized elliptic integrals are obtained.     

一类非线性波动方程混合问题解的爆破

依据势井理论，通过构造不稳定集，应用经过改进的凸性分析方法，简单明了地证明了一类非线性波动方程Un-△u=|u|^y-1u的混合问题解的爆破性质，即当初值属于不稳定集，初始能量为正但有适当上界时，解在L^2范数意义下有限时刻发生爆破。     

利用笼形聚倍半硅氧烷增强多壁碳纳米管在水溶液中的分散性

以笼形聚倍半硅氧烷(POSS)为物理分散剂,利用POSS与多壁碳纳米管(MWNTs)间较强的相互作用,在水溶液中对MWNTs进行分散。借助紫外吸光度对POSS分散的MWNTs浓度和稳定性进行了表征,测定了分散液的Zeta电位和离心后上清液中固体物质的质量分数,并用透射电镜观察了POSS与MWNTs间的结合情况。结果表明,POSS可以显著提高MWNTs在水溶液中的分散性,且提高程度与其有机官能团R的结构有关。在所采用的五种POSS中,八异丁基笼形聚倍半硅氧烷(POSSC)的分散效果最好。在此基础上,优化得到POSSC分散MWNTs的最佳条件,即MWNTs浓度为30mg/L,POSSC和MWNTs的质量比为1。此时,POSSC可较好地吸附在MWNTs表面对其进行分散,得到具有良好稳定性的MWNTs水分散液。该分散方法简单高效且不破坏MWNTs的完整结构,所得分散液可用于复合材料的制备。     

Robust output feedback control against disturbance filter uncertainty described by dynamic integral quadratic constraints

Motivated by a robust disturbance rejection problem, in which disturbances are described by an uncertain filter at the plant input, a convex solution is presented for the robust output feedback controller synthesis problem for a particularly structured plant. The uncertainties are characterized by an integral quadratic constraint (IQC) with general frequency‐dependent multipliers. By exploiting the structure of the generalized plant, linear matrix inequality (LMI)‐synthesis conditions are derived in order to guarantee a specified ??₂‐gain or ??₂‐norm performance level, provided that the IQC multipliers are described by LMI constraints. Moreover, it is shown that part of the controller variables can be eliminated. Finally, the rejection of non‐stationary sinusoidal disturbance signals is considered. In a numerical example, it is shown that specifying a bound on the rate‐of‐variation of the time‐varying frequency can improve the performance if compared with the static IQC multipliers. Copyright © 2009 John Wiley & Sons, Ltd.     

不规则障碍物的避障路径规划

传统的多智能体避障算法在考虑障碍物形状时存在路径冗余、能耗高等现象,不具备普适性。为此,首先采用自动识别凸形化的方式对不规则障碍物进行形状规则化的转变;其次,受子目标思想的启发,将智能体行走的路径转化成规则化后障碍物的多个登陆点路径的叠加,从而保证每段路径的最优化,再选取全局最优路径;最后,利用MATLAB进行仿真,对比与分析了另外两种算法执行的结果,验证了算法的可行性和有效性。     

Some vector optimization problems in Banach spaces with generalized convexity

In this paper, we consider a vector optimization problem where all functions involved are defined on Banach spaces. New classes of generalized type-I functions are introduced for functions between Banach spaces. Based upon these generalized type-I functions, we obtain a few sufficient optimality conditions and prove some results on duality.     

关于滚子轴承外滚道度母线加工的讨论

文中着重分析比较了目前国内外关于滚子轴承外圈滚道母线的凸度加工的各种工艺方案,同时,探讨了其它技术方案的可行性,以便企业根据自身生产工艺状况,进一步实践探索。