基于现代控制理论的SD模型解析研究

介绍了现代控制理论与系统动力学（SD）的相通之处及其研究方法的内在联系和差异性，利用这种差异性，将现代控制理论的长处用于SD模型的解析研究，得到了SD模型发展的解析结果，并利用这一结果对系统发展性态进行了分析。通过一个实例，介绍了这种方法的实际应用。     

Time series modelling of childhood diseases: a dynamical systems approach

A key issue in the dynamical modelling of epidemics is the synthesis of complex mathematical models and data by means of time series analysis. We report such an approach, focusing on the particularly well-documented case of measles. We propose the use of a discrete time epidemic model comprising the infected and susceptible class as state variables. The model uses a discrete time version of the susceptible–exposed–infected–recovered type epidemic models, which can be fitted to observed disease incidence time series. We describe a method for reconstructing the dynamics of the susceptible class, which is an unobserved state variable of the dynamical system. The model provides a remarkable fit to the data on case reports of measles in England and Wales from 1944 to 1964. Morever, its systematic part explains the well-documented predominant biennial cyclic pattern. We study the dynamic behaviour of the time series model and show that episodes of annual cyclicity, which have not previously been explained quantitatively, arise as a response to a quicker replenishment of the susceptible class during the baby boom, around 1947.     

Parasitoids as model organisms for ecologists

This paper introduces the special issue of this journal, which is devoted to parasitoid ecology. We provide a brief review of the role that parasitoids have played in research in population, community, and behavioral ecology and speculate on their future importance to the subject. Received: January 11, 1999 / Accepted: January 19, 1999     

Co-evolution of conventions and networks: An experimental study

We study the emergence of conventions in dynamic networks experimentally. Conventions are modeled in terms of coordination games in which actors can choose both their behavior and their interaction partners. We study how macro-level outcomes of the process in terms of Pareto-efficiency and heterogeneity depend on initial conditions. Moreover, we examine the underlying processes at the microlevel. Predictions are derived from a game-theoretic model which is applied to our experimental conditions by means of computer simulation. The results provide mixed support for the macro-level hypotheses, and indicate possible directions to improve the model at the micro level.     

DYNAMIC FACTOR MODELS

This paper introduces nonlinear dynamic factor models for various applications related to risk analysis. Traditional factor models represent the dynamics of processes driven by movements of latent variables, called the factors. Our approach extends this setup by introducing factors defined as random dynamic parameters and stochastic autocorrelated simulators. This class of factor models can represent processes with time varying conditional mean, variance, skewness and excess kurtosis. Applications discussed in the paper include dynamic risk analysis, such as risk in price variations (models with stochastic mean and volatility), extreme risks (models with stochastic tails), risk on asset liquidity (stochastic volatility duration models), and moral hazard in insurance analysis.

We propose estimation procedures for models with the marginal density of the series and factor dynamics parameterized by distinct subsets of parameters. Such a partitioning of the parameter vector found in many applications allows to simplify considerably statistical inference. We develop a two- stage Maximum Likelihood method, called the Finite Memory Maximum Likelihood, which is easy to implement in the presence of multiple factors. We also discuss simulation based estimation, testing, prediction and filtering.     

计算流体力学在铸造过程中的应用

本文讨论计算流体力学在铸造生产中的应用，认为新发展的连续统一模型可使凝固模拟更接近实际，可通过凝固过程流场模拟来预测铸锭中的宏观偏析，推荐采用的自适应压力迭代法有利于计算速度的提高，流场模拟显然在我国仍是一个需要进一步发展的工作，本文作者对此提出了自己的一些看法。     

基于系统动力学的促进废旧家电环保化回收的策略模型

通过对目前家电产品的保有量、淘汰率、回收途径、回收量、处理方式等方面的研究，发现家电回收处理体系中政府的环保化回收量很少，私人的非环保化的回收方式占主导地位；由于对回收产品处理不当，造成的环境污染比较严重；通过建立系统动力学模型研究促进废旧家电环保化回收的策略尤为重要。本文以北京市废旧家电回收为例进行调研、绘制了废旧家电回收处理体系的存量流量图，给出了存量流量图的方程式，数值验证了模型的正确性；分析了政府实行政策调控并加强与家电品牌官方制造商、专业的回收处理企业的合作的策略，得出了该策略不仅能够增加政府环保化的回收量，而且能够实现合作整体利润增加的重要结论。该成果可为政府合理化废旧家电的回收处理体系提供借鉴。     

城市生态演替的等级缀块动态范式理论与应用

城市生态演替问题是典型的时空耦合问题,从景观的角度,应用等级缀块动态范式去认识城市生态演替,可以使人们能够从新的角度加深对城市生态演替现象的理解,并为多学科的整合提供一个新的理论框架。本文介绍了等级缀块动态范式的基本内容,并利用等级缀块动态范式对城市生态演替动力机制、演替的模式、演替的稳定性机制、演替的途径和方向等基本理论问题进行了系统分析。在总结我国大都市、资源型城市、小城镇等典型城市生态演替规律的基础上,指出了等级缀块动态范式的缺陷和不足,探讨了城市生态演替理论研究的发展方向。     

道德风险与企业动态投融资的有效策略集分析

给出了一定条件下企业多项目动态投融资的有效策略集分析.指出,企业经营者的道德风险程度及其持股比例对企业负债率的影响程度与经营者的风险厌恶程度间有密切的联系.结论:1)当投资额为内生变量时,企业负债率的变化与企业经营者道德风险程度或经营者持股比例的变化正相关.2)当经营者持股比例为内生变量时,企业负债率的变化与经营者道德风险程度的变化正相关.3)经营者的风险厌恶程度并不改变上述关系,但改变其强度,即经营者风险厌恶程度越高,上述关系的强度就越弱.4)在负债率等其他条件相同的前提下,若两个企业经营者的持股比例相同,则风险厌恶程度高的经营者道德风险程度较小;若两个企业经营者的道德风险程度相同,则风险厌恶程度高的经营者持股比例较小.     

关于对企业活力产生的结构性基础因素分析

目前国内外学者对于企业活力的影响因素研究,提出的主要是非结构性因素理论.本文先介绍了现有企业活力研究的理论进展,然后对决定企业活力的几个结构性基础因素进行了分析,阐述了企业活力产生的结构性因素观点.同时,本文还认为影响企业活力的非结构性因素也是极其重要的,但其重要性位于结构性基础因素之后,从某种程度来说是内涵于结构性因素之中的.