Time Changes for Lévy Processes

The goal of this paper is to consider pure jump Lévy processes of finite variation with an infinite arrival rate of jumps as models for the logarithm of asset prices. These processes may be written as time-changed Brownian motion. We exhibit the explicit time change for each of a wide class of Lévy processes and show that the time change is a weighted price move measure of time. Additionally, we present a number of Lévy processes that are analytically tractable, in their characteristic functions and Lévy densities, and hence are relevant for option pricing.     

基于有限元法的滑移门法规分析

文章以某款微型车滑移门为模型,建立了车门有限元模型,按照GB 15086—2006的标准实验方法,运用Ls-Dyna软件进行了仿真分析,并结合试验结果进行相关性分析,找出了车门变形原因并提出了改进方案。     

大跨度连续刚构桥梁静力计算分析

文章以某大跨度连续刚构桥为例,采用大型有限元计算软件建立完整的有限单元模型,对该大跨度连续刚构大桥进行了承载能力极限状态计算分析,正常使用极限状态荷载组合计算分析和施工阶段应力计算分析,得出了满意的结果。对同类桥梁计算分析有借鉴作用。     

净化隔断板自动生产线面板安装装置设计

为了解决净化隔断板生产过程中人工安装面板效率低、质量差、劳动强度大等问题,设计了一种全自动面板安装装置。主要包括上料装置、送料装置和面板固定装置3部分,利用气缸、直线模组和电动旋转台驱动整个装置将待安装面板送至吸盘架上,然后采用真空吸盘完成面板的固定。先后用ANSYS workbench对关键零部件进行有限元仿真分析,用UG对净化隔断板面板自动安装一体化装置进行运动仿真分析。结果显示,所设计的装置大大提高了面板的安装效率和安装质量,降低了工人的劳动强度;所采用的零部件的刚度和强度能够满足实际生产要求。自动化装置的安装效率约为人工安装的7.35倍。具有通用性强、结构简单、自动化程度高等优点,提高了净化隔断板的生产效率,顺应了生产线的自动化、无人化的发展趋势。     

地下洞室群围岩稳定性的三维损伤本构模型有限元研究

传统的弹塑性模型与工程实际存在较大差距,利用损伤模型进行围岩稳定性三维分析为地下洞室围岩稳定性分析研究提供了一种新的思路,具有较为重要的理论意义和工程实用价值。     

冲击电压下特高压支柱绝缘子表面电场研究

特高压输变电工程对支柱绝缘子提出了更高的技术要求,运行中支柱绝缘子会因雷击发生污闪,而支柱绝缘子的电场、电位分布和闪络现象存在一定关系。为研究特高压支柱绝缘子表面电场分布特性,建立了1 100kV支柱绝缘子的有限元计算模型。理论分析与仿真结果表明,雷电冲击电压作用下支柱绝缘子表面电场分布随时间变化的曲线在波形上与激励源雷电波的波形相似,第一对和最后一对大小伞的电场强度较大,中间大小伞的电场强度较小,最大场强点位于金属电极下端的绝缘护套表面。     

基于DSP技术的RFID读写器设计

论述了基于DSP技术的RFID读写器设计方法。在描述RFID系统组成的基础上,给出了读写器的软硬件设计流程。重点阐述了DSP对接收信号的软件处理以及反冲撞功能的实现方法。该读写器已应用于开放式门禁系统中,实际应用结果表明其性能良好。     

桥梁深水基础施工技术研究

随着我国综合国力的不断提升,横跨长江大河的桥梁不断涌现。桥梁的深水基础施工是大跨度桥梁施工的重要组成部分。桥梁深水基础施工所处的环境比较复杂,在工程实际中一般采用围堰和钢吊箱进行施工。本文以***桥梁深水基础施工为背景,详细的阐述了双壁钢围堰法在深水基础施工中的应用,并做了简单的数值模拟,验证了双壁钢围堰法的可用性。     

Fiscal policy and private consumption behaviour: The Spanish case

In this article we analyse whether the Ricardian equivalence hypothesis is a valid approximation for Spains economic reality or whether there exist deviations from that situation which would be more in line with the conventional Keynesian perspective of the effects of debt on private consumption-savings decisions.Our aim is to contribute to the rather sparse empirical literature on the subject for the Spanish case. The analysis is based on annual aggregate data for Spain covering the years 1955 to 2000, and uses both the structural and the Euler equation approaches to test the neutrality proposition, and is thus to be considered as a generalization of foregoing work on the Spanish economy.The findings indicate that support for Ricardian equivalence is mixed, while we also find very little support for the Keynesian specification of consumption and fiscal policy.First revision received: March 2003 / Final version received: October 2003The authors wish to thank M. Ferré, J.M. González-Páramo, A. Marchante, P. Meguire, F. Pedraja, J.L. Raymond, J. Salinas and two anonymous referees for their helpful comments and suggestions on this paper. We also thank the participants in the V Encuentro de Economía Aplicada (Oviedo, Spain, June 2002) and the XVII Simposio de Análisis Económico (Salamanca, Spain, December 2002) for their comments. Any remaining defects are our responsibility. We also are grateful to the Institute for Fiscal Studies of Spain (Ministerio de Hacienda, Secretaría de Estado de Hacienda) for its financial support.