A note on calculating autocovariances of long-memory processes

In this paper, we consider a method (splitting) for calculating the auto- covariances of fractional integrated processes (ARFIMA) and generalized integrated processes (GARMA). The splitting method does not require any restriction on the autoregressive roots, and allows fast calculation of the autocovariances of these processes.     

T-stress in orthotropic functionally graded materials: Lekhnitskii and Stroh formalisms

A new interaction integral formulation is developed for evaluating the elastic T-stress for mixed-mode crack problems with arbitrarily oriented straight or curved cracks in orthotropic nonhomogeneous materials. The development includes both the Lekhnitskii and Stroh formalisms. The former is physical and relatively simple, and the latter is mathematically elegant. The gradation of orthotropic material properties is integrated into the element stiffness matrix using a “generalized isoparametric formulation” and (special) graded elements. The specific types of material gradation considered include exponential and hyperbolic-tangent functions, but micromechanics models can also be considered within the scope of the present formulation. This paper investigates several fracture problems to validate the proposed method and also provides numerical solutions, which can be used as benchmark results (e.g. investigation of fracture specimens). The accuracy of results is verified by comparison with analytical solutions.     

Material constant sensitivity boundary integral equation for anisotropic solids

In this paper, the material constant sensitivity boundary integral equation is presented, and its numerical solution proposed, based on boundary element techniques. The formulation deals with plane problems with general rectilinear anisotropy. Expressions for the computation of sensitivities for displacements, tractions, strains and stresses are derived, both for boundary and interior points. The sensitivities can be computed with respect to the bulk material properties or to the properties of part of the domain (inclusions, coatings, etc.). To assess the accuracy of the proposed approach, the computed results are compared to analytical ones derived from exact solutions obtained by complex potential theory, when possible, or finite difference derivatives otherwise. Copyright © 2005 John Wiley & Sons, Ltd.     

Time‐dependent heat transfer coefficient of a wall

A time‐dependent coefficient of heat transfer is proposed for the computation of thermal power required, so that a room temperature reaches a desired value within a given time. A mathematical formulation of the room heating transient phenomenon is constructed in a dimensionless form. Using an integral approximate solution an analytical expression for this coefficient is provided and it is verified by diagrams adopted by DIN 4701. Copyright © 2003 John Wiley & Sons, Ltd.     

Inference for pth‐order random coefficient integer‐valued autoregressive processes

Abstract. A pth‐order random coefficient integer‐valued autoregressive [RCINAR(p)] model is proposed for count data. Stationarity and ergodicity properties are established. Maximum likelihood, conditional least squares, modified quasi‐likelihood and generalized method of moments are used to estimate the model parameters. Asymptotic properties of the estimators are derived. Simulation results on the comparison of the estimators are reported. The models are applied to two real data sets.     

机构设计在大型柱面网壳结构施工中的应用

 将机械行业中的机构运动概念应用到大型柱面网壳结构的施工，提出一种“折叠展开式”整体提升施工技
术． 详细阐述了该项施工方法的基本思想，并推导机构运动过程的运动学和动力学公式． 通过一个工程算例的分
析，总结机构运动和动力特性．计算结果证明机构运动过程中产生的动力效应不明显，处于“折叠”状态的网壳能够
承受施工荷载．该项新技术在亚洲最大跨度的柱面网壳结构的施工中得到了成功应用，证明了它的实用性和优越性．     

An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models

We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid.     

江苏复杂断块高含水单元改善水驱效果的技术对策

在分析高含水开发单元特点的基础上,针对该阶段剩余油的品位、分布和油水关系极为复杂、挖潜难度大的技术难点,提出了适合江苏复杂断块油田高含水开发单元改善水驱开发效果的思路和工作程序、技术对策,并在真武油田高含水开发单元进行了实际应用,取得了良好的效果.     

Necessary and Sufficient Conditions of Existence of Extreme Distributions F 5 – F 7 in the Generalized Chebyshev Inequalities Problem. Part II

The optimization problem for a linear functional on the set of distribution functions with two fixed power moments is considered. New criteria are proposed for the existence of the extreme distributions, on which a linear functional may take on the extremum value.     

SARS流行预测分析

表面上突如其来的SARS本质上却有极规律的内在发展演化机制，遵从初始缓慢增长、加速、减速和稳定终止四个阶段总体道路，自然和社会生活领域众多事件演化都符合这一规律，因而可以运用广义的Logistic生长模型进行描述。基于先期流行的广东SARS感染病例数据，以及尚未结束的北京、全国2003年SARS流行统计数据，借助于最优化分析技术，运用广义的Logistic生长模型对该事件演化特征参量进行了辨识；在此基础上，又借助于广义生长模型的特例——Gompertz函数进行了演化过程的预测，并与其他生长模型结果进行了比较。研究表明，生长模型模拟结果均与实际数据有很好的一致性，可以用来预测事件的发生演化过程，此次SARS事件堪称生长模型的经典实例。