Frequency domain polarization weighted ESPRIT method for bearing angle

The signal to noise ratio （SNR） of seismic waves is usually very low after long distance transmission. For this condition, to improve the bearing estimation capability in the low SNR, a frequency domain polarization weighted ESPRIT method using a single vector device is proposed. The frequency domain polari- zation parameters extracted from the signals are used to design the weighted function which is applied to the received signals. The bearing angle and the target frequency are estimated through ESPRIT using the weighted signals. The simulation and experiment results show that the presented method can obtain accurate estimation values under the low SNR with little prior information.

Arbitrage-free interval of American contingent claims under proportional transaction cost

In a general continuous-time market model with proportional transaction costs, we derive the range of arbitrage-free prices of American contingent claims. Using a martingale approach, we obtain the upper and the lower hedging price of American contingent claims.

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equation with Lévy Process

This paper investigates a linear-quadratic mean-field stochastic optimal control problem under both positive definite case and indefinite case where the controlled systems are mean-field stochastic differential equations driven by a Brownian motion and Teugels mar-tingales associated with Lévy processes.In either case,we obtain the optimality system for the optimal controls in open-loop form,and by means of a decoupling technique,we obtain the optimal controls in closed-loop form which can be represented by two Riccati differen-tial equations.Moreover,the solvability of the optimality system and the Riccati equations are also obtained under both positive definite case and indefinite case.

玄武岩纤维增强树脂基复合材料界面改性策略

近年来,工业界和学术界都将注意力聚焦在可持续天然纤维复合材料的开发上。玄武岩纤维具有高强度、高模量、耐高温、耐酸碱、隔热隔音、热振稳定性好、介电性能优异、绿色无污染及成本低等优点,玄武岩纤维增强树脂基复合材料凭借其优异的机械性能和可设计性被广泛地应用于飞行器、汽车、船舶、建筑、石油化工管道及风力发电机叶片等领域。然而,玄武岩纤维与聚合物基底间差的相容性导致玄武岩纤维增强树脂基复合材料存在诸多缺陷和不足。其中,界面强度不够高、界面相易被破坏的问题成为制约玄武岩纤维增强树脂基复合材料发展的瓶颈之一,因此许多玄武岩纤维增强树脂基复合材料研究工作集中在提高其界面结合能力上。本文介绍了玄武岩纤维增强树脂基复合材料的主要研究方向,以及几种常见的复合材料界面作用机理,并综述了近年来国内外关于玄武岩纤维增强树脂基复合材料界面增强改性方面的研究工作。

Forward and Backward Mean-Field Stochastic Partial Differential Equation and Optimal Control

This paper is mainly concerned with the solutions to both forward and backward mean-field stochastic partial differential equation and the corresponding optimal control problem for mean-field stochastic partial differential equation. The authors first prove the continuous dependence theorems of forward and backward mean-field stochastic partial differential equations and show the existence and uniqueness of solutions to them. Then they establish necessary and sufficient optimality conditions of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, the authors apply stochastic maximum principles to study the infinite-dimensional linear-quadratic control problem of mean-field type. Further, an application to a Cauchy problem for a controlled stochastic linear PDE of mean-field type is studied.