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Far-field approximations to the derivatives of Green’s function for the Ffowcs Williams and Hawkings equation 被引量:1
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作者 Zhiteng Zhou Zhenyu Zang +1 位作者 Hongping Wang Shizhao Wang 《Advances in Aerodynamics》 2022年第1期218-240,共23页
The surface correction to the quadrupole source term of the Ffowcs Williams and Hawkings integral in the frequency domain suffers from the computation of high-order derivatives of Green’s function.The far-field appro... The surface correction to the quadrupole source term of the Ffowcs Williams and Hawkings integral in the frequency domain suffers from the computation of high-order derivatives of Green’s function.The far-field approximations to the derivatives of Green’s function have been used without derivation and verification in previous work.In this work,we provide the detailed derivations of the far-field approximations to the derivatives of Green’s function.The binomial expansions for the derivatives of Green’s function and the far-field condition are employed during the derivations to circumvent the difficulties in computing the high-order derivatives.The approximations to the derivatives of Green’s function are systemically verified by using the benchmarks two-dimensional convecting vortex and the co-rotating vortex pair.In addition,we provide the derivations of the approximations to the multiple integrals of Green’s function by using the far-field approximations to the derivatives. 展开更多
关键词 Ffowcs Williams and hawkings integral Green’s function High-order derivatives Far-field approximation
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Hawkes跳扩散模型下具有随机相关的期权定价
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作者 吕建平 马勇 《高校应用数学学报(A辑)》 北大核心 2025年第3期266-280,共15页
在随机波动率模型基础上,假设资产价格的跳跃由具有自刺激性的Hawkes过程所驱动,无风险利率是随机的,且标的资产价格与其波动率是随机相关的.针对所构建的标的资产价格模型,求得了标准欧式期权价值的解析表达式.数值分析中,发现相比常... 在随机波动率模型基础上,假设资产价格的跳跃由具有自刺激性的Hawkes过程所驱动,无风险利率是随机的,且标的资产价格与其波动率是随机相关的.针对所构建的标的资产价格模型,求得了标准欧式期权价值的解析表达式.数值分析中,发现相比常利率模型和常跳跃强度模型,文中所提模型的期权价值更高,但当到期时间较短时,随机利率和随机跳强度对期权价值影响甚微;此外,文中的模型能生成形态丰富的隐含波动率曲面,因此具备同时拟合期权市场中普遍观察到的隐含波动率微笑和隐含波动率倾斜的能力. 展开更多
关键词 期权定价 Hawkes过程 随机波动率 随机利率 随机相关
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基于Hawkes过程损失厌恶型保险公司最优投资-再保险策略
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作者 纪蔼芬 刘伟 魏铃芸 《应用概率统计》 北大核心 2025年第5期680-697,共18页
本文研究一类损失厌恶型保险公司的最优投资-再保险问题.考虑到索赔的发生具有集群性,论文采用Hawkes过程来描述索赔次数,建立复合Hawkes风险模型.假设保险公司经营两类保险业务,针对索赔次数过程的不同衰减强度,研究保险公司的再保险策... 本文研究一类损失厌恶型保险公司的最优投资-再保险问题.考虑到索赔的发生具有集群性,论文采用Hawkes过程来描述索赔次数,建立复合Hawkes风险模型.假设保险公司经营两类保险业务,针对索赔次数过程的不同衰减强度,研究保险公司的再保险策略.基于S型效用函数,本文以期望效用最大为优化目标,运用鞅方法得到最优投资策略和最优再保险策略的显式解.最后通过数值分析,讨论了模型主要参数对最优策略的影响.根据数值例子的结果发现,当索赔发生的集群性越强,保险公司面临的索赔风险越高,决策者会购买更多的再保险以减少自留风险. 展开更多
关键词 投资-再保险策略 S型效用 鞅方法 Hawkes过程
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Hawkes跳扩散模型下的最优投资策略
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作者 贾沐真 王伟 《宁波大学学报(理工版)》 2025年第6期97-104,共8页
旨在研究投资者在股票和货币市场账户之间的最优资产配置问题,为此假定股票价格服从Hawkes跳扩散模型,且跳跃幅度满足正态分布,以最大化终端财富效用为目标,运用随机动态规划方法构建相应的Hamilton-Jacobi-Bellman(HJB)方程,并利用Feyn... 旨在研究投资者在股票和货币市场账户之间的最优资产配置问题,为此假定股票价格服从Hawkes跳扩散模型,且跳跃幅度满足正态分布,以最大化终端财富效用为目标,运用随机动态规划方法构建相应的Hamilton-Jacobi-Bellman(HJB)方程,并利用Feynman-Kac公式获得值函数的隐式解,再基于Banach不动点定理严格证明了最优投资策略的收敛性,最后采用迭代收敛数值方法求解出最优投资策略的解析解。数值结果证实,Hawkes跳扩散模型的自激发性对最优投资策略存在显著影响。 展开更多
关键词 Hawkes跳扩散 动态规划 最优投资 迭代收敛
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A Rare Sesquiterpene from Hawk Tea
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作者 Guo Dongyang Cong Jingxian +5 位作者 Zhang Maosheng Dong Minjiana Liang Guangxiang Sun Chengxin Wu Wenxi Xiao Shiji 《有机化学》 北大核心 2025年第9期3486-3489,共4页
A rare sesquiterpene of hawkteasesquioid A(1),featuring a novel 5/6/5 tricyclic system containing a 6,5-spiroketal motif,was isolated from the bark of Litsea coreana Lévl.var.lanuginosa(hawk tea).The structure of... A rare sesquiterpene of hawkteasesquioid A(1),featuring a novel 5/6/5 tricyclic system containing a 6,5-spiroketal motif,was isolated from the bark of Litsea coreana Lévl.var.lanuginosa(hawk tea).The structure of this compound was elucidated based on the high-resolution electrospray ionization mass spectrometry(HRESIMS),one-dimensional(1D)and two-dimensional(2D)nuclear magnetic resonance(NMR)spectroscopy,and single-crystal X-ray diffraction data.The cytotoxicity of this compound was assessed on the A549,HT-29,and SW1990 cell lines. 展开更多
关键词 hawk tea Litsea coreana LAURACEAE SESQUITERPENE
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基于改进Harris Hawk优化算法的虚拟电厂优化调度研究
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作者 丁君 秦浩庭 +3 位作者 苏鹏 曾雪松 李竞轩 郝巍 《可再生能源》 北大核心 2025年第6期829-838,共10页
文章针对虚拟电厂的优化调度问题,提出了一种基于改进Harris Hawk优化算法的调度策略。该策略旨在提高包含光伏、风力发电、燃料电池以及热电联产单元的虚拟电厂的经济性和环境友好性,并引入电动汽车和储能系统分别作为灵活储备和旋转备... 文章针对虚拟电厂的优化调度问题,提出了一种基于改进Harris Hawk优化算法的调度策略。该策略旨在提高包含光伏、风力发电、燃料电池以及热电联产单元的虚拟电厂的经济性和环境友好性,并引入电动汽车和储能系统分别作为灵活储备和旋转备用,建立虚拟电厂灵活性聚合模型,通过改进的Harris Hawk优化算法调度方案。最后进行全面的日前调度和短期调度分析。结果表明,该策略能有效应对可再生能源的不确定性,实现对联络线功率的响应跟随。研究结果为虚拟电厂的协调优化调度提供了新的思路和方法。 展开更多
关键词 虚拟电厂 改进Harris Hawk优化算法 灵活性聚合 日前和短期调度
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Optimizing Microgrid Energy Management via DE-HHO Hybrid Metaheuristics
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作者 Jingrui Liu Zhiwen Hou +1 位作者 Boyu Wang Tianxiang Yin 《Computers, Materials & Continua》 2025年第9期4729-4754,共26页
In response to the increasing global energy demand and environmental pollution,microgrids have emerged as an innovative solution by integrating distributed energy resources(DERs),energy storage systems,and loads to im... In response to the increasing global energy demand and environmental pollution,microgrids have emerged as an innovative solution by integrating distributed energy resources(DERs),energy storage systems,and loads to improve energy efficiency and reliability.This study proposes a novel hybrid optimization algorithm,DE-HHO,combining differential evolution(DE)and Harris Hawks optimization(HHO)to address microgrid scheduling issues.The proposed method adopts a multi-objective optimization framework that simultaneously minimizes operational costs and environmental impacts.The DE-HHO algorithm demonstrates significant advantages in convergence speed and global search capability through the analysis of wind,solar,micro-gas turbine,and battery models.Comprehensive simulation tests show that DE-HHO converges rapidly within 10 iterations and achieves a 4.5%reduction in total cost compared to PSO and a 5.4%reduction compared to HHO.Specifically,DE-HHO attains an optimal total cost of$20,221.37,outperforming PSO($21,184.45)and HHO($21,372.24).The maximum cost obtained by DE-HHO is$23,420.55,with a mean of$21,615.77,indicating stability and cost control capabilities.These results highlight the effectiveness of DE-HHO in reducing operational costs and enhancing system stability for efficient and sustainable microgrid operation. 展开更多
关键词 Microgrid optimization differential evolution Harris Hawks optimization multi-objective scheduling
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Fire Hawk Optimization-Enabled Deep Learning Scheme Based Hybrid Cloud Container Architecture for Migrating Interoperability Based Application
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作者 G Indumathi R Sarala 《China Communications》 2025年第5期285-304,共20页
Virtualization is an indispensable part of the cloud for the objective of deploying different virtual servers over the same physical layer.However,the increase in the number of applications executing on the repositori... Virtualization is an indispensable part of the cloud for the objective of deploying different virtual servers over the same physical layer.However,the increase in the number of applications executing on the repositories results in increased overload due to the adoption of cloud services.Moreover,the migration of applications on the cloud with optimized resource allocation is a herculean task even though it is employed for minimizing the dilemma of allocating resources.In this paper,a Fire Hawk Optimization enabled Deep Learning Scheme(FHOEDLS)is proposed for minimizing the overload and optimizing the resource allocation on the hybrid cloud container architecture for migrating interoperability based applications This FHOEDLS achieves the load prediction through the utilization of deep CNN-GRU-AM model for attaining resource allocation and better migration of applications.It specifically adopted the Fire Hawk Optimization Algorithm(FHOA)for optimizing the parameters that influence the factors that aid in better interoperable application migration with improved resource allocation and minimized overhead.It considered the factors of resource capacity,transmission cost,demand,and predicted load into account during the formulation of the objective function utilized for resource allocation and application migration.The cloud simulation of this FHOEDLS is achieved using a container,Virtual Machine(VM),and Physical Machine(PM).The results of this proposed FHOEDLS confirmed a better resource capability of 0.418 and a minimized load of 0.0061. 展开更多
关键词 CONTAINER deep learning fire hawk optimization algorithm hybrid cloud interoperable application migration
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First-order correction of tunneling and entropy in the Horndeski gravity-like hairy black hole
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作者 Riasat Ali Xia Tiecheng Rimsha Babar 《Communications in Theoretical Physics》 2025年第7期142-152,共11页
In this work,we apply tunneling formalism to analyze charged particles tunneling across a hairy black hole horizon.Such black hole solutions are essential for frameworks based on Horndeski's gravity theory.Applyin... In this work,we apply tunneling formalism to analyze charged particles tunneling across a hairy black hole horizon.Such black hole solutions are essential for frameworks based on Horndeski's gravity theory.Applying a semi-classical technique,we examine the tunneling of charged particles from a hairy black hole and derive the generic tunneling spectrum of released particles,ignoring self-gravitational and interaction.It is studied to ignore the back-reaction impact of the radiated particle on the hairy black hole.We analyze the properties of the black hole,such as temperature and entropy,under the influence of quantum gravity and also observe that the firstorder correction is present.We study tunneling radiation produced by a charged field equation in the presence of a generalized uncertainty effect.We modify the semi-classical technique by using the generalized uncertainty principle,the WKB approximation,and surface gravity. 展开更多
关键词 Horndeski like hairy black hole hawking temperature semi-classical approach quantum correction corrected entropy
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Machine Learning Model for Wind Power Forecasting Using Enhanced Multilayer Perceptron
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作者 Ahmed A.Ewees Mohammed A.A.Al-Qaness +1 位作者 Ali Alshahrani Mohamed Abd Elaziz 《Computers, Materials & Continua》 2025年第5期2287-2303,共17页
Wind power forecasting plays a crucial role in optimizing the integration of wind energy into the grid by predicting wind patterns and energy output.This enhances the efficiency and reliability of renewable energy sys... Wind power forecasting plays a crucial role in optimizing the integration of wind energy into the grid by predicting wind patterns and energy output.This enhances the efficiency and reliability of renewable energy systems.Forecasting approaches inform energy management strategies,reduce reliance on fossil fuels,and support the broader transition to sustainable energy solutions.The primary goal of this study is to introduce an effective methodology for estimating wind power through temporal data analysis.This research advances an optimized Multilayer Perceptron(MLP)model using recently proposedmetaheuristic optimization algorithms,namely the FireHawk Optimizer(FHO)and the Non-Monopolize Search(NO).A modified version of FHO,termed FHONO,is developed by integrating NO as a local search mechanism to enhance the exploration capability and address the shortcomings of the original FHO.The developed FHONO is then employed to optimize the MLP for enhanced wind power prediction.The effectiveness of the proposed FHONO-MLP model is validated using renowned datasets from wind turbines in France.The results of the comparative analysis between FHONO-MLP,conventionalMLP,and other optimized versions of MLP show that FHONO-MLP outperforms the others,achieving an average RootMean Square Error(RMSE)of 0.105,Mean Absolute Error(MAE)of 0.082,and Coefficient of Determination(R^(2))of 0.967 across all datasets.These findings underscore the significant enhancement in predictive accuracy provided by FHONO and demonstrate its effectiveness in improving wind power forecasting. 展开更多
关键词 Wind power forecasting multilayer perceptron fire hawk optimizer non-monopolize search
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Towards Addressing Challenges in Efficient Alzheimer’s Disease Detection in Limited Resource Environments
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作者 Walaa N.Ismail Fathimathul Rajeena P.P. Mona A.S.Ali 《Computer Modeling in Engineering & Sciences》 2025年第6期3709-3741,共33页
Early detection of Alzheimer’s disease(AD)is crucial,particularly in resource-constrained medical settings.This study introduces an optimized deep learning framework that conceptualizes neural networks as computatio... Early detection of Alzheimer’s disease(AD)is crucial,particularly in resource-constrained medical settings.This study introduces an optimized deep learning framework that conceptualizes neural networks as computational“sensors”for neurodegenerative diagnosis,incorporating feature selection,selective layer unfreezing,pruning,and algorithmic optimization.An enhanced lightweight hybrid DenseNet201 model is proposed,integrating layer pruning strategies for feature selection and bioinspired optimization techniques,including Genetic Algorithm(GA)and Harris Hawks Optimization(HHO),for hyperparameter tuning.Layer pruning helps identify and eliminate less significant features,while model parameter optimization further enhances performance by fine-tuning critical hyperparameters,improving convergence speed,and maximizing classification accuracy.GA is also used to reduce the number of selected features further.A detailed comparison of six AD classification model setups is provided to illustrate the variations and their impact on performance.Applying the lightweight hybrid DenseNet201 model for MRI-based AD classification yielded an impressive baseline F1 score of 98%.Overall feature reduction reached 51.75%,enhancing interpretability and lowering processing costs.The optimized models further demonstrated perfect generalization,achieving 100%classification accuracy.These findings underscore the potential of advanced optimization techniques in developing efficient and accurate AD diagnostic tools suitable for environments with limited computational resources. 展开更多
关键词 Artificial intelligence Alzheimer’s disease Harris Hawks optimization genetic algorithm
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An Improved Chaotic Quantum Multi-Objective Harris Hawks Optimization Algorithm for Emergency Centers Site Selection Decision Problem
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作者 Yuting Zhu Wenyu Zhang +3 位作者 Hainan Wang Junjie Hou Haining Wang Meng Wang 《Computers, Materials & Continua》 2025年第2期2177-2198,共22页
Addressing the complex issue of emergency resource distribution center site selection in uncertain environments, this study was conducted to comprehensively consider factors such as uncertainty parameters and the urge... Addressing the complex issue of emergency resource distribution center site selection in uncertain environments, this study was conducted to comprehensively consider factors such as uncertainty parameters and the urgency of demand at disaster-affected sites. Firstly, urgency cost, economic cost, and transportation distance cost were identified as key objectives. The study applied fuzzy theory integration to construct a triangular fuzzy multi-objective site selection decision model. Next, the defuzzification theory transformed the fuzzy decision model into a precise one. Subsequently, an improved Chaotic Quantum Multi-Objective Harris Hawks Optimization (CQ-MOHHO) algorithm was proposed to solve the model. The CQ-MOHHO algorithm was shown to rapidly produce high-quality Pareto front solutions and identify optimal site selection schemes for emergency resource distribution centers through case studies. This outcome verified the feasibility and efficacy of the site selection decision model and the CQ-MOHHO algorithm. To further assess CQ-MOHHO’s performance, Zitzler-Deb-Thiele (ZDT) test functions, commonly used in multi-objective optimization, were employed. Comparisons with Multi-Objective Harris Hawks Optimization (MOHHO), Non-dominated Sorting Genetic Algorithm II (NSGA-II), and Multi-Objective Grey Wolf Optimizer (MOGWO) using Generational Distance (GD), Hypervolume (HV), and Inverted Generational Distance (IGD) metrics showed that CQ-MOHHO achieved superior global search ability, faster convergence, and higher solution quality. The CQ-MOHHO algorithm efficiently achieved a balance between multiple objectives, providing decision-makers with satisfactory solutions and a valuable reference for researching and applying emergency site selection problems. 展开更多
关键词 Site selection triangular fuzzy theory chaotic quantum Harris Hawks optimization multi-objective optimization
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Multi-Neighborhood Enhanced Harris Hawks Optimization for Efficient Allocation of Hybrid Renewable Energy System with Cost and Emission Reduction
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作者 Elaine Yi-Ling Wu 《Computer Modeling in Engineering & Sciences》 2025年第4期1185-1214,共30页
Hybrid renewable energy systems(HRES)offer cost-effectiveness,low-emission power solutions,and reduced dependence on fossil fuels.However,the renewable energy allocation problem remains challenging due to complex syst... Hybrid renewable energy systems(HRES)offer cost-effectiveness,low-emission power solutions,and reduced dependence on fossil fuels.However,the renewable energy allocation problem remains challenging due to complex system interactions and multiple operational constraints.This study develops a novel Multi-Neighborhood Enhanced Harris Hawks Optimization(MNEHHO)algorithm to address the allocation of HRES components.The proposed approach integrates key technical parameters,including charge-discharge efficiency,storage device configurations,and renewable energy fraction.We formulate a comprehensive mathematical model that simultaneously minimizes levelized energy costs and pollutant emissions while maintaining system reliability.The MNEHHO algorithm employs multiple neighborhood structures to enhance solution diversity and exploration capabilities.The model’s effectiveness is validated through case studies across four distinct institutional energy demand profiles.Results demonstrate that our approach successfully generates practically feasible HRES configurations while achieving significant reductions in costs and emissions compared to conventional methods.The enhanced search mechanisms of MNEHHO show superior performance in avoiding local optima and achieving consistent solutions.Experimental results demonstrate concrete improvements in solution quality(up to 46% improvement in objective value)and computational efficiency(average coefficient of variance of 24%-27%)across diverse institutional settings.This confirms the robustness and scalability of our method under various operational scenarios,providing a reliable framework for solving renewable energy allocation problems. 展开更多
关键词 Hybrid renewable energy system multi-neighborhood enhanced Harris Hawks optimization costemission optimization renewable energy allocation problem reliability
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Magnitude and uniformity improvement of the received optical power for an indoor VLC system jointly assisted by angle-diversity transceivers and STAR-IRS
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作者 YANG Ting WANG Ping +3 位作者 HE Huimeng XIONG Yingfei SUN Yanzhe LIU Qi 《Optoelectronics Letters》 2025年第11期671-676,共6页
To improve the quality of the illumination distribution,one novel indoor visible light communication(VLC)system,which is jointly assisted by the angle-diversity transceivers and simultaneous transmission and reflectio... To improve the quality of the illumination distribution,one novel indoor visible light communication(VLC)system,which is jointly assisted by the angle-diversity transceivers and simultaneous transmission and reflection-intelligent reflecting surface(STAR-IRS),has been proposed in this work.A Harris Hawks optimizer algorithm(HHOA)-based two-stage alternating iteration algorithm(TSAIA)is presented to jointly optimize the magnitude and uniformity of the received optical power.Besides,to demonstrate the superiority of the proposed strategy,several benchmark schemes are simulated and compared.Results showed that compared to other optimization strategies,the TSAIA scheme is more capable of balancing the average value and variance of the received optical power,when the maximal ratio combining(MRC)strategy is adopted at the receiver.Moreover,as the number of the STAR-IRS elements increases,the optical power variance of the system optimized by TSAIA scheme would become smaller while the average optical power would get larger.This study will benefit the design of received optical power distribution for indoor VLC systems. 展开更多
关键词 indoor VLC Two Stage Alternating Iteration Algorithm Harris Hawks Optimizer optimize magnitude uniformity star IRS demonstrate superiori improve quality illumination distributionone angle diversity transceivers
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导流槽构型对火箭起飞时流场和声场的影响 被引量:6
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作者 邢成龙 乐贵高 +1 位作者 沈林 赵昌方 《航空动力学报》 EI CAS CSCD 北大核心 2020年第3期589-596,共8页
为了研究四喷管运载火箭起飞时火箭周围噪声环境问题,建立燃气/空气双组分的可压缩流动模型,采用2阶Roe格式、SAS(scale-adaptive simulation)湍流模型和声学类比积分法Ffowcs-Williams Hawkings(FW-H)求解三维Navier-Stokes方程。以单... 为了研究四喷管运载火箭起飞时火箭周围噪声环境问题,建立燃气/空气双组分的可压缩流动模型,采用2阶Roe格式、SAS(scale-adaptive simulation)湍流模型和声学类比积分法Ffowcs-Williams Hawkings(FW-H)求解三维Navier-Stokes方程。以单机火箭的噪声问题为对象开展数值模拟,并将噪声数值计算结果与试验数据对比,误差在3 dB以内(相对误差小于1.6%),验证预测噪声方法的有效性,进而研究四喷管运载火箭起飞阶段采用不同导流槽构型对箭体舱段区域噪声环境的影响,结果表明:在相同噪声接收点处,单侧导流槽对应的总声压级比双侧导流槽大,两者的总声压级(OASPL)之差最大为10.7 dB。另外,当采用单侧导流槽时,沿周向接收点的噪声总声压相对单侧导流槽中心截面呈对称分布,而且沿导流出口方向逐渐增大。所建立的噪声数值方法为大推力捆绑运载火箭舱段的噪声环境预测及其控制提供一定参考。 展开更多
关键词 四喷管运载火箭 SAS(scade-adaptive simulation)湍流模型 声学类比积分法FW-H(Ffowcs-Williams hawkings) 噪声环境 单/双侧导流槽
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中国股市暴涨暴跌的交互作用及其预测 被引量:12
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作者 马勇 张卫国 闫杜娟 《系统管理学报》 CSSCI 2014年第5期755-760,共6页
运用互相刺激的Hawkes过程研究中国股市暴涨和暴涨之间的交互作用。结果表明,在暴涨和暴跌幅度都服从广义帕累托分布的情形下,Hawkes过程能很好地拟合两者之间的相互作用。由模型可得,无论发生暴涨还是暴跌事件,都将显著地刺激下一个暴... 运用互相刺激的Hawkes过程研究中国股市暴涨和暴涨之间的交互作用。结果表明,在暴涨和暴跌幅度都服从广义帕累托分布的情形下,Hawkes过程能很好地拟合两者之间的相互作用。由模型可得,无论发生暴涨还是暴跌事件,都将显著地刺激下一个暴涨和暴跌的发生,这说明,中国股市体现出很明显的大波动聚集特征;此外,暴涨和暴跌都对同类事件的刺激持续更长时间。最后,运用该模型对中国股市未来发生暴涨和暴涨的时间进行相应预测。 展开更多
关键词 大波动聚集 标记点过程 互相刺激 Hawkes过程
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由Dirac方程研究带电蒸发黑洞的新方法 被引量:5
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作者 李传安 张建华 +2 位作者 孟庆苗 朱建阳 赵峥 《数学物理学报(A辑)》 CSCD 北大核心 1996年第S1期114-118,共5页
该文从Dirac方程本身直接导出带电蒸发黑洞的视界位置和Hawking温度。
关键词 视界 HAWKING温度 广义Tortoise变换 DIRAC方程
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任意加速带电动态黑洞的辐射 被引量:6
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作者 牛振风 曹江陵 刘文彪 《北京师范大学学报(自然科学版)》 CAS CSCD 北大核心 2004年第4期481-486,共6页
采用一种新的Tortoise坐标变换 ,通过约化和求解视界附近的Klein Gordon方程 ,得到了黑洞的Hawking热谱和Hawking温度 .同时用新的Tortoise坐标变换 ,研究了黑洞的非热辐射 。
关键词 TORTOISE坐标变换 黑洞 HAWKING温度 非热辐射
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基于Hawkes过程中美股市大幅波动互激效应的研究 被引量:9
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作者 汪冬华 张裕恒 《中国管理科学》 CSSCI CSCD 北大核心 2018年第7期32-39,共8页
近年来,由于中美经济联系日趋紧密,中美股票市场大幅波动的互激效应明显增强。本文考虑中美股市时差和法定节假日差异等因素,运用标值Hawkes过程对2006-2017年CSI300和S&P500大幅波动收益率数据进行建模,结果表明:(1)中美股市大幅... 近年来,由于中美经济联系日趋紧密,中美股票市场大幅波动的互激效应明显增强。本文考虑中美股市时差和法定节假日差异等因素,运用标值Hawkes过程对2006-2017年CSI300和S&P500大幅波动收益率数据进行建模,结果表明:(1)中美股市大幅波动互激效应存在不对称性,美股市场大幅波动对中国股市的互激效应更强;(2)中美股市大幅波动的幅度对互激效应不存在显著影响;(3)中美股票市场对于大幅波动互激效应的消化速度存在差异,中国股票市场消化美股大幅波动互激效应的速度较快。本研究对金融市场监管者和投资者均有一定意义。 展开更多
关键词 Hawkes过程 大幅波动 互激效应
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带有整体磁单极子的Reissner-Nordstrom黑洞的隧道效应 被引量:2
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作者 曹江陵 任军 +1 位作者 杨波 赵峥 《北京师范大学学报(自然科学版)》 CAS CSCD 北大核心 2006年第3期276-278,共3页
将Parikh的工作推广到带有整体磁单极子的R-N黑洞,其特点是ADM质量不等于黑洞的质量参数,需要改变一个常数.通过将Hawking辐射看成是穿过事件视界的隧道效应,计算出隧道穿透率并且得到了一个相对于半经典穿透率的修正.
关键词 Painleve坐标 HAWKING辐射 ADM质量
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