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11.
Investigation of the conformational properties of a SAW polymer chain near an impenetrable, non-interacting flat surface showed that the chain at first contracted and orientated itself to slightly parallel when it pulled close to the surface and at last elongated and reoriented itself to slightly perpendicular to the surface at very small distance from the surface. Simulation showed that most of the disappeared configurations were of large size at moderate distance from the surface while they were of small size at very small distance from the surface; and that the mean-square end-to-end distance was much more prone to be influenced by the surface than the mean-square radius of gyration . The orientational correlation between the direction of the longest principal axis of the moment of inertia and end-to-end vector was also discussed. 相似文献
12.
为了能准确分析光束的偏振特性在大气传输过程中所受到的影响,特别是在光束发生散射后含有决定大气光学特性的偏振信息这一目的。采用Stokes-Mueller方法处理光束偏振态,以及Monte Carlo方法对偏振光的传输特性进行建模分析。 相似文献
13.
在多源理想气体模型的框架内,用解析和蒙特卡洛两种方法计算分析了中能重离子碰撞中末态核碎片的方位角分布和椭圆流对横动量的依赖关系,并由此分析了末态核碎片的各向异性分布特征。对计算结果与同位旋依赖的的量子分子动力学(ISQMD)模型的计算结果进行了比较,发现二者基本符合。 相似文献
14.
本文从再保险人角度对我国巨灾再保险偿付规模与费率的敏感性进行了研究。为此,引入资产—负债—利率动态模型并根据我国地震、洪水损失分布,采用蒙特卡罗方法对我国巨灾再保险偿付规模与公平定价费率的敏感性进行了实证研究,研究结果表明:提高巨灾再保险的偿付规模,能够降低巨灾再保险公平定价费率,从而得到更适合市场的可行性定价,使投保人更愿意购买巨灾保险;对于市场可接受的费率,我国地震灾害再保险适宜的偿付规模在103亿元量级,而洪水灾害再保险适宜规模在105亿元量级,两者的差异主要是由我国地震、洪水损失分布不同造成的。基于上述实证研究结果并结合我国国情,提出了我国开展巨灾再保险的发展策略与政策建议。 相似文献
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16.
The vapor-liquid equilibrium(VLE) properties for the binary and ternary mixtures of CH4,C2H4 and isoC4H10 are of great importance in the recovery of ethylene from mixture containing CH4 and C2H4 with iso-C4H10 as solvent.Hence,Gibbs ensemble Monte Carlo(GEMC) simulations were used to estimate vapor-liquid equilibrium for the binary and ternary mixtures of CH4,C2H4 and iso-C4H10 with the united atom potential NERD model.The selected simulation conditions are based on the experiment in the literature.The results of this work were shown to be in satisfactory agreement with available experimental data and predictions of Peng-Robinson equation of state.The structure of simulated liquid phase is also characterized by radial distribution function(RDF),which contributes to further understanding of the VLE curve of these systems.RDF is not sensitive to the pressure and temperature range.With the increase of pressure or the decrease of temperature,the molecules tend to gather together. 相似文献
17.
梁曦 《洛阳师范学院学报》2014,(5):103-105,112
近年来,结构性理财产品因其远高于活期利率的最大可能预期收益率而在理财产品市场走俏.然而,其收益实现的复杂条款,以及商业银行对最大可能收益的过分强调,对普通投资者确定产品实际收益情况造成了障碍.文章采用Monte Carlo模拟的方法,对中国招商银行焦点联动系列之股票指数表现联动理财产品进行定价的实证研究.结果表明,严苛的收益条件使得该产品达到最大可能收益的概率仅有51.6%,投资者可能高估该产品的预期收益率. 相似文献
18.
本文主要介绍风险价值的背景及其应用,以及VaR模型及其计算方法。在此基础上,利用具体实例比较各类方法的优劣。 相似文献
19.
The purpose of this study was to explore the influence of the number of targets specified on the quality of exploratory factor analysis solutions with a complex underlying structure and incomplete substantive measurement theory. Three Monte Carlo studies were performed based on the ratio of the number of observed variables to the number of underlying factors. Within each study, communality, sample size, and the number of targets were manipulated. Outcomes included a measure of congruence and a measure of variability with regard to the rotated pattern matrix. The magnitude of the main effect for the influence of the number of targets on congruence and variability ranged from moderate to large. The magnitude of the interaction between the number of targets and level of communality ranged from small to moderate with regard to congruence and variability. Consistent with theoretical expectations, the minimum number of targets to specify to be reasonably assured of obtaining an accurate solution varied across study conditions. 相似文献
20.
Latent profile analysis (LPA) has become a popular statistical method for modeling unobserved population heterogeneity in cross-sectionally sampled data, but very few empirical studies have examined the question of how well enumeration indexes accurately identify the correct number of latent profiles present. This Monte Carlo simulation study examined the ability of several classes of enumeration indexes to correctly identify the number of latent population profiles present under 3 different research design conditions: sample size, the number of observed variables used for LPA, and the separation distance among the latent profiles measured in Mahalanobis D units. Results showed that, for the homogeneous population (i.e., the population has k = 1 latent profile) conditions, many of the enumeration indexes used in LPA were able to correctly identify the single latent profile if variances and covariances were freely estimated. However, for a heterogeneous population (i.e., the population has k = 3 distinct latent profiles), the correct identification rate for the enumeration indexes in the k = 3 latent profile conditions was typically very low. These results are compared with the previous cross-sectional mixture modeling studies, and the limitations of this study, as well as future cross-sectional mixture modeling and enumeration index research possibilities, are discussed. 相似文献