For entire roller embedded shapemeter roll, the relationship between the value of interference fit and the sensor pre-pressure, and the pressure transfer performance of shapemeter roll were analyzed by elasticity theo...For entire roller embedded shapemeter roll, the relationship between the value of interference fit and the sensor pre-pressure, and the pressure transfer performance of shapemeter roll were analyzed by elasticity theory during the cold reversible rolling process. Considering the influence of strip temperature on the interference fit, the distributions of contact pressure of the framework's top surface and the sensor pre-pressure on different values of interference fit were analyzed by the finite element technology. The results show that the contact pressure of the framework's top surface and the sensor pre-pressure increase with the increase of the value of interference fit. When the value of interference fit is between 0.05 mm and 0.09 mm, roll body's inner hole surface, the framework and pressure magnetic sensitive component don't separate from each other, and the sensor works in the linear segment of characteristic curve, so the normal operation of shapemeter roll is guaranteed.展开更多
This paper studies the traditional local volatility model and proposes:A novel local volatility model with mean-reversion process.The larger is the gap between local volatility and its mean level,the higher will be th...This paper studies the traditional local volatility model and proposes:A novel local volatility model with mean-reversion process.The larger is the gap between local volatility and its mean level,the higher will be the rate at which local volatility will revert to the mean.Then,a B-spline method with proper knot control is applied to interpolate the local volatility matrix.The bi-cubic B-spline is used to recover the local volatility surface from this local volatility matrix.Finally,empirical tests show that the proposed mean-reversion local volatility model offers better prediction performance than the traditional local volatility model.展开更多
基金Project(2011BAF15B00)supported by the National Science and Technology Support Plan of ChinaProject(E2011203004)supported by the Hebei Provincial Natural Science Iron and Steel Joint Research Fund Program,China
文摘For entire roller embedded shapemeter roll, the relationship between the value of interference fit and the sensor pre-pressure, and the pressure transfer performance of shapemeter roll were analyzed by elasticity theory during the cold reversible rolling process. Considering the influence of strip temperature on the interference fit, the distributions of contact pressure of the framework's top surface and the sensor pre-pressure on different values of interference fit were analyzed by the finite element technology. The results show that the contact pressure of the framework's top surface and the sensor pre-pressure increase with the increase of the value of interference fit. When the value of interference fit is between 0.05 mm and 0.09 mm, roll body's inner hole surface, the framework and pressure magnetic sensitive component don't separate from each other, and the sensor works in the linear segment of characteristic curve, so the normal operation of shapemeter roll is guaranteed.
文摘This paper studies the traditional local volatility model and proposes:A novel local volatility model with mean-reversion process.The larger is the gap between local volatility and its mean level,the higher will be the rate at which local volatility will revert to the mean.Then,a B-spline method with proper knot control is applied to interpolate the local volatility matrix.The bi-cubic B-spline is used to recover the local volatility surface from this local volatility matrix.Finally,empirical tests show that the proposed mean-reversion local volatility model offers better prediction performance than the traditional local volatility model.
