私募股权投资的估值问题研究进展

阐述了私募股权投资的估值问题.首先简要介绍了投资组合问题的发展历史与研究成果.接着较为详细地论述了私募股权投资的估值问题的研究现状,包括有限合伙人的投资组合选择,以及对投资企业的价值评估体系和评估方法的研究,并给出了所要研究的模型,即含有未支撑风险的私募股权投资模型.最后给出所要研究模型在通胀环境、Knight不确定环境下以及跳扩散环境下的拓展框架.     

基于积分不等式的时滞Markovian跳变系统的稳定性分析和镇定

文章研究了时滞 Markovian 跳变系统的稳定性和镇定问题.首先,运用一个新的积分不等式,得到了保守性更小的稳定性判据;其次,基于此判据,获得了一个状态反馈控制器存在的充分条件,使得闭环系统具有随机稳定性并满足扩展耗散性;最后,两个实际例子说明了设计方法的可行性和有效性.     

SPH procedures for modeling multiple intersecting discontinuities in geomaterial

A methodology is developed in SPH framework to analyze the behavior of preexisting multiple intersecting discontinuities or joints in rock material. The procedure does not require any additional unknowns to represent discontinuities and to capture velocity jump across them. Instead, a discontinuity is represented by a set of joint particles placed along the discontinuity plane, in which relative velocity and traction vector is evaluated, obeying the Mohr–Coulomb friction law with zero tension constrain. For failure of continuous rock material, the Drucker–Prager yield criterion with tensile cracking is employed in the elastic‐plastic constitutive model. Free‐sip, no‐slip, and symmetric boundary conditions are also implemented in SPH framework for proper representation of physical system. The paper analyzes behavior of a rock sample having a discontinuity plane under uniaxial loading and compares velocity and stress with a theoretical solution derived considering effective vertical stiffness of the joint planes. The efficacy of the proposed method is successfully demonstrated by solving another two problems of jointed rock mass under uniaxial and gravitational loading conditions.Copyright © 2014 John Wiley & Sons, Ltd.     

Spatial distribution and temporal trends of mean precipitation and extremes in the arid region,northwest of China,during 1960–2010

On the basis of daily precipitation records at 76 meteorological stations in the arid region, northwest of China, the spatial and temporal distribution of mean precipitation and extremes were analysed during 1960–2010. The Mann–Kendall trend test and linear least square method were utilized to detect monotonic trends and magnitudes in annual and seasonal mean precipitation and extremes. The results obtained indicate that both the mean precipitation and the extremes have increased except in consecutive dry days, which showed the opposite trend. The changes in amplitude of both mean precipitation and extremes show seasonal variability. On an annual basis, the number of rain days (R0.1) has significantly increased. Meanwhile, the precipitation intensity as reflected by simple daily intensity index (SDII), number of heavy precipitation days (R10), very wet days (R95p), max 1‐day precipitation amount (RX1day) and max 5‐day precipitation amount (RX5day) has also significantly increased. This suggests that the precipitation increase in the arid region is due to the increase in both precipitation frequency and intensity. Trends in extremes are very highly correlated with mean trends of precipitation. The spatial correlation between trends in extremes and trends in the mean is stronger for winter (DJF) than for annual and other seasons. The regional annual and seasonal precipitation and extremes are observed the step jump in mean in the late 1980s. Overall, the results of this study are good indicators of local climate change, which will definitely enhance human mitigation to natural hazards caused by precipitation extremes. Copyright © 2012 John Wiley & Sons, Ltd.     

数字化体应变仪观测值突跳的分析

山东长清台数字化体应变仪观测曲线自1999年以来出现几次形态类似的大幅度突跳,为正确认识这类现象,在长清台做了交直流切换对观测值影响试验,并对水位、气压资料进行综合分析。研究结果表明,水位、气压、电源切换等因素不会引起体应变仪观测曲线的突跳。对比其他类似观测分析推测,这类突跳可能与“慢地震”事件或“岩孔崩落”现象有关。     

基坑降水中的渗出面

对基坑降水中渗出面产生的机理、影响渗出面高度的因素、渗出面高度的计算、渗出面对基坑工程的危害及采取的措施等进行了详细的论述。工程实践证明,基坑降水工程中渗出面的研究对解决基坑降水中遇到的相关工程问题提供了理论依据。     

Recognition of cyclic steps in sandy and gravelly turbidite sequences,and consequences for the Bouma facies model

Preservation of cyclic steps contrasts markedly with that of subcritical‐flow bedforms, because cyclic steps migrate upslope eroding their lee face and preserving their stoss side. Such bedforms have not been described from turbidite outcrops and cores as yet. A conceptual block diagram for recognition of cyclic steps in outcrop has been constructed and is tested by outcrop studies of deep water submarine fan deposits of the Tabernas Basin in south‐eastern Spain. Experimental data indicate that depositional processes on the stoss side of a cyclic step are controlled by a hydraulic jump, which decelerates the flow and by subsequent waxing of the flow up to supercritical conditions once more. The hydraulic jump produces a large scour with soft‐sediment deformation (flames) preserved in coarse‐tail normal‐graded structureless deposits (Bouma Ta), while near‐horizontal, massive to stratified top‐cut‐out turbidite beds are found further down the stoss side of the bedform. The architecture of cyclic steps can best be described as large, up to hundreds of metres, lens‐shaped bodies that are truncated by erosive surfaces representing the set boundaries and that consist of nearly horizontal lying stacks of top‐cut‐out turbidite beds. The facies that characterize these bedforms have traditionally been described as turbidite units in idealized vertical sequences of high‐density turbidity currents, but have not yet been interpreted to represent bedforms produced by supercritical flow. Their large size, which is in the order of 20 m for gravelly and up to hundreds of metres for sandy steps, is likely to have hindered their recognition in outcrop so far.     

Widespread overspill from a saline density‐current channel and its interaction with topography on the south‐west Black Sea shelf

Seaward of the Bosphorus Strait, the south‐west Black Sea shelf is dominated by the world's largest channel network maintained by a quasi‐continuous saline (ca 35 → 31 psu) underflow. Calculations indicate that >85% of the initial discharge of ca 10⁴ m³s^?1 spills overbank before the shelf edge. This paper documents interaction of the overspill with sea bed topography using multibeam bathymetry, echo‐sounder images of the water column, conductivity–temperature–depth profiles and sediment cores. Overbank spill is widespread, particularly through crevasse channels and on the middle shelf where confinement by channel banks is negligible. Towards the outer shelf, the wind‐driven Rim Current advects mud along the shelf, contributing to levée successions and deposition on stoss sides of elongate transverse ridges. Echo‐sounder profiles reveal metre‐scale eddies over megaflutes, and breaking lee waves and internal hydraulic jumps over ridges. Megaflutes reach 600 m long and 7 m deep, yet form where the underflow, outside the flute, is no thicker than ca 2 to 5 m. Two types of elongate seaward‐facing ridges are recognized. Type 1 ridges, 2 to 5 m high, consist of bivalve‐rich muddy sand in low‐angle (3·5° to 6°) cross‐sets created by the underflow. Type 2 ridges, ca 5 m high, have crests up to 2 km long and a buried wedge‐shaped foundation (the ‘ridge‐core’) comprised of facies similar to Type 1 ridges. These ridge‐cores are blanketed on the landward side by stratified muds, and are capped by obliquely oriented ribs supporting a diverse benthic community. This facies distribution is interpreted to result from stoss‐side and lee‐side velocity and turbulence fluctuations induced by internal hydraulic jumps and breaking lee waves in overspilling portions of the underflow. Experimental results published by W.H. Snyder and co‐workers effectively explain ridge evolution and flow across the ridges, and therefore can be applied with confidence to less easily studied deep‐marine settings swept by turbidity currents.     

JGS-1B智能测井仪应用中遇到的问题及解决方法

JGS-1B智能测井仪广泛应用于煤田、水文、金属矿、非金属矿及工程地质勘探.本文对该仪器在测井过程产生的深度误差、测井曲线出现跳点、测井曲线异常等问题提出了解决方法,具有示范意义.     

Bayesian uncertainty quantification for flows in heterogeneous porous media using reversible jump Markov chain Monte Carlo methods

In this paper, we study the uncertainty quantification in inverse problems for flows in heterogeneous porous media. Reversible jump Markov chain Monte Carlo algorithms (MCMC) are used for hierarchical modeling of channelized permeability fields. Within each channel, the permeability is assumed to have a log-normal distribution. Uncertainty quantification in history matching is carried out hierarchically by constructing geologic facies boundaries as well as permeability fields within each facies using dynamic data such as production data. The search with Metropolis–Hastings algorithm results in very low acceptance rate, and consequently, the computations are CPU demanding. To speed-up the computations, we use a two-stage MCMC that utilizes upscaled models to screen the proposals. In our numerical results, we assume that the channels intersect the wells and the intersection locations are known. Our results show that the proposed algorithms are capable of capturing the channel boundaries and describe the permeability variations within the channels using dynamic production history at the wells.