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国家自然科学基金(10305005)

作品数:7 被引量:25H指数:3
相关作者:陈勇马军甘正宁张国勇杨小鹏更多>>
相关机构:兰州大学兰州理工大学湖北师范学院更多>>
发文基金:国家自然科学基金更多>>
相关领域:理学经济管理自然科学总论农业科学更多>>

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Description of dynamics of stock prices by a Langevin approach被引量:1
2007年
We have studied the Langevin description of stochastic dynamics of financial time series. A sliding-window algorithm is used for our analysis. We find that the fluctuation of stock prices can be understood from the view of a time-dependent drift force corresponding to the drift parameter in Langevin equation. It is revealed that the statistical results of the drift force estimated from financial time series can be approximately considered as a linear restoring force. We investigate the significance of this linear restoring force to the prices evolution from its two coefficients, the equilibrium position and the slope coefficient. The daily log-returns of S&P 500 index from 1950 to 1999 are especially analysed. The new simple form of the restoring force obtained both from mathematical and numerical analyses suggests that the Langevin approach can effectively present not only the macroscopical but also the detailed properties of the price evolution.
黄子罡陈勇张勇汪映海
关键词:AUTOCORRELATION
宁夏六盘山区生态经济可持续发展被引量:5
2008年
通过对区域生态经济的现状分析,指出六盘山区实现可持续发展必须走生态经济之路,使生态建设与经济发展有机地结合起来,相互促进、共同发展.提出了加快水源涵养林基地建设,增强六盘山区水源涵养能力、合理利用草场,恢复和提高草原生态效能、调整种植业内部结构,大力发展优势特色农业、积极开展生态旅游业,促进区域经济发展、控制人口数量,减轻生态环境压力、提高水资源承载力,创建节水型社会等生态经济发展对策,从而实现六盘山区人口、资源、环境的可持续发展.
安平山杨小鹏
关键词:生态经济可持续发展
小世界网络上螺旋波失稳的研究被引量:7
2008年
利用数值计算和分析,研究了螺旋波失稳与重联概率p之间的关系.通过对基于FitzHugh-Nagumo神经元模型的小世界网络的计算和分析,发现螺旋波的小世界效应失稳具有全局性作用和失稳后再激发作用等特点,是不同于爱克豪斯(Eckhaus)失稳和多普勒(Doppler)失稳的又一种新的重要失稳方式.
甘正宁马军张国勇陈勇
关键词:螺旋波失稳小世界网络
Synchronization of spiral waves in a two-layer coupled inhomogeneous excitable system被引量:2
2008年
We studied synchronization behaviours of spiral waves in a two-layer coupled inhomogeneous excitable system. It was found that phase synchronization can be observed under weak coupling strength. By increasing the coupling strength, the synchronization is broken down. With the further increase of the coupling strength, complete synchronization and phase synchronization occur again. We also found that the inhomogeneity in excitable systems is helpful to the synchronization.
张国勇马军俞连春陈勇
关键词:SYNCHRONIZATION
非均匀可激介质中的螺旋波被引量:9
2008年
以Barkley模型为对象,研究了可激介质的非均匀性对螺旋波斑图形成的影响.该模型中各参数与可激介质的属性密切相关,通过参数涨落的正态分布来刻画非均匀性,数值研究了单参数以及多参数涨落的正态分布情形下螺旋波斑图的形成.研究表明,可激介质的非均匀性对于螺旋波波纹的粗细及疏密程度有较大影响.参数涨落分布的方差越大,形成的螺旋波波纹越粗糙.对于两参数均匀分布的极端情形,当参数分布大于某一范围,无法形成螺旋波.这些都与螺旋波旋转的角频率密切相关.螺旋波旋转的角频率越大,螺旋波波纹越粗,同时波纹越密集;反之,螺旋波旋转角频越小,螺旋波波纹越细,同时波纹越稀疏.
张国勇马军甘正宁陈勇
关键词:螺旋波非均匀介质
Oregonator模型中周期外力对螺旋周期的影响
通过描述光敏Belousov-Zhabotinsky(BZ)反应的Oregonator模型,研究了周期力对螺旋波传播周期变化的影响.研究表明,外部周期力的周期和振幅是影响螺旋波传播周期变化的决定性的因素.过强的外部力振幅...
甘正宁
关键词:螺旋波
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离子通道噪声对神经元新陈代谢能量的影响被引量:2
2009年
利用随机Hodgkin-Huxley模型对发生在不同膜面积、不同温度下的神经元新陈代谢能量损耗进行了数值模拟研究.与实际神经元进行比较,表明神经元细胞膜存在一个最佳的膜面积和最佳的温度.在最佳的膜面积和温度下,神经元的新陈代谢能量损耗最小.最佳的膜面积与实际神经元膜面积一致,并且这个最佳的温度与室温一致.
王慧巧俞连春陈勇
关键词:噪声离子通道神经元
Distributed predictive control of spiral wave in cardiac excitable media
2010年
In this paper, we propose the distributed predictive control strategies of spiral wave in cardiac excitable media. The modified FitzHugh-Nagumo model was used to express the cardiac excitable media approximately. Based on the control-Lyapunov theory, we obtained the distributed control equation, which consists of a positive eontrol-Lyapunov function and a positive cost function. Using the equation, we investigate two kinds of robust control strategies: the time-dependent distributed control strategy and the space-time dependent distributed control strategy. The feasibility of the strategies was demonstrated via an illustrative example, in which the spiral wave was prevented to occur, and the possibility for inducing ventricular fibrillation was eliminated. The strategies are helpful in designing various cardiac devices. Since the second strategy is more efficient and robust than the first one, and the response time in the second strategy is far less than that in the first one, the former is suitable for the quick-response control systems. In addition, our spatiotemporal control strategies, especially the second strategy, can be applied to other cardiac models, even to other reaction-diffusion systems.
甘正宁成新明
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