利用软件提供的用户自定义标量(user defined scalar,UDS),并使用户自定义函数(user defined function,UDF)接口和用户自定义变量(user defined memory,UDM),将碳烟生成模型、碳烟辐射模型和挥发分析出模型嵌入商业计算流体力学(computa...利用软件提供的用户自定义标量(user defined scalar,UDS),并使用户自定义函数(user defined function,UDF)接口和用户自定义变量(user defined memory,UDM),将碳烟生成模型、碳烟辐射模型和挥发分析出模型嵌入商业计算流体力学(computational fluid dynamics,CFD)平台FLUENT中,并通过案例研究验证了开发程序在计算中尤其是大规模并行计算中的正确调用问题。结果表明,该文开发程序可应用于煤粉火焰中碳烟分布预测及其辐射传热影响分析,适用于二维或三维模型,满足常见CFD计算需求。模型预测结果及其与实验数据对比结果表明程序能较好地预测煤粉火焰中碳烟的分布,且碳烟辐射明显降低了火焰温度。该文开发的碳烟程序拓展了FLUENT性能,并使其能更好地预测煤粉火焰中的温度分布、传热量及污染物排放。展开更多
In this paper a stochastic volatility model is considered. That is, a log price process Y whichis given in terms of a volatility process V is studied. The latter is defined such that the logprice possesses some of the...In this paper a stochastic volatility model is considered. That is, a log price process Y whichis given in terms of a volatility process V is studied. The latter is defined such that the logprice possesses some of the properties empirically observed by Barndorff-Nielsen & Jiang[6]. Inthe model there are two sets of unknown parameters, one set corresponding to the marginaldistribution of V and one to autocorrelation of V. Based on discrete time observations ofthe log price the authors discuss how to estimate the parameters appearing in the marginaldistribution and find the asymptotic properties.展开更多
文摘利用软件提供的用户自定义标量(user defined scalar,UDS),并使用户自定义函数(user defined function,UDF)接口和用户自定义变量(user defined memory,UDM),将碳烟生成模型、碳烟辐射模型和挥发分析出模型嵌入商业计算流体力学(computational fluid dynamics,CFD)平台FLUENT中,并通过案例研究验证了开发程序在计算中尤其是大规模并行计算中的正确调用问题。结果表明,该文开发程序可应用于煤粉火焰中碳烟分布预测及其辐射传热影响分析,适用于二维或三维模型,满足常见CFD计算需求。模型预测结果及其与实验数据对比结果表明程序能较好地预测煤粉火焰中碳烟的分布,且碳烟辐射明显降低了火焰温度。该文开发的碳烟程序拓展了FLUENT性能,并使其能更好地预测煤粉火焰中的温度分布、传热量及污染物排放。
基金Project supported by the Yunnan Provincial Natural Science Foundation of China(No.00A0006R).
文摘In this paper a stochastic volatility model is considered. That is, a log price process Y whichis given in terms of a volatility process V is studied. The latter is defined such that the logprice possesses some of the properties empirically observed by Barndorff-Nielsen & Jiang[6]. Inthe model there are two sets of unknown parameters, one set corresponding to the marginaldistribution of V and one to autocorrelation of V. Based on discrete time observations ofthe log price the authors discuss how to estimate the parameters appearing in the marginaldistribution and find the asymptotic properties.