金融领域的随机建模与基于软件R的Monte Carlo模拟(6):其他随机微分方程模型     

毛学荣  李晓月 《南京气象学院学报》2015,7(6):504-511

主要研究金融领域中的多种数学模型,重点是利用R软件进行数值模拟.继续讨论更多的随机微分方程(SDE)模型,包括均值回归过程、均值回归的Ornstein-Uhlenbeck(OU)过程、平方根过程、CIR模型以及Θ过程.进一步,将对当前SDE数值解的研究给出更深入的建议.  相似文献   

贵州茶树生长季热量资源的时空分布特征研究     

田月  赵孟  李勇  易俊莲  左晋 《贵州气象》2015,39(2):1-5

该研究根据贵州省1961—2010年茶树生育期内积温的气象观测资料,分析了贵州春、夏、秋茶季内热量资源的时空变化特征。结果表明:研究区茶树生育期热量资源最充足的是夏茶季,其次是秋茶季,最少的则是春茶季;春茶季、夏茶季及秋茶季热量资源的空间分布特征相似,都是由西到东逐渐增加;而且3个茶季生育期的热量资源从1961—2010年期间都呈增加趋势;春茶季、夏茶季、秋茶季热量资源呈现减少趋势的站点占研究区域总站点数的比例分别为9.9%、46%、12.3%。春茶季、夏茶季、秋茶季热量资源的地区间差异均呈现缩小的趋势。  相似文献   

基于模糊评判的数控机床零部件制造工艺FMECA研究     

谭壮  李国发  许彬彬  王松  朱光 《南京气象学院学报》2015,7(2):142-148

以数控机床零部件的制造工艺为研究对象,对其实施改进的制造工艺FMECA,通过梯形模糊数评判的方法确定出工艺FMECA中风险优先数的排序,利用模糊综合评判方法确定出工艺系统的风险等级,有效地找出薄弱工艺环节并采取改进措施,从而提高数控机床零部件制造工艺可靠性.  相似文献   

黄土高原春季干旱时空分异特征     

姚玉璧  王劲松  王莺  杨金虎  李俭峰  雷俊 《高原气象》2015,34(1):30-38

采用基于相对湿润度的干旱指数分析方法和黄土高原1961 2010年气候要素资料,研究了黄土高原春季干旱时空变化、异常分布和次区域演变特征。结果表明:1961 2010年黄土高原春季干旱强度变化呈现明显中心区域强、周边区域弱的分布特征,其中中部腹地干旱强度增加趋势倾向率最大,中部周边干旱强度增加次之,东北部和西部边缘呈减弱趋势。研究区不同区域春季干旱强度呈同位相变化是干旱变化的首要空间分布模态,异常中心区域在陕北、陇东及宁夏西南部。东西部反相位分布模态反映了黄土高原东西部所受大气系统影响差异性的特征。根据载荷向量不同模态空间异常分布型,可将春季干旱划分为西北部型、东北部型和南部型等3个次区域异常型,南部春季干旱强度时间序列呈显著增强趋势,其由弱变强的突变点出现在1977年,西北部和东北部干旱强度也呈波动增强趋势,但未通过显著性检验,没有突变。西北部和南部春季干旱指数存在显著的3~4年振荡周期,东北部存在显著的5~6年振荡周期。  相似文献   

上海“7·31”局地强对流快速更新同化数值模拟研究   总被引：2，自引：0，他引：2  

王晓峰  王平  张蕾  许晓林  李佳 《高原气象》2015,34(1):124-136

利用雷达、自动气象站、飞机观测(AMDAR)和探空等多种观测资料,采用中尺度数值预报模式WRF和资料同化系统ADAS,对2011年7月31日上海局地强对流过程进行了快速更新同化数值试验。结果表明,数值试验模拟降水的发生时间、落区和随时间演变与实况基本一致,较好再现了海陆热力差异导致上海南北两支海陆风爆发、形成低层辐合线,在热岛效应的叠加下进一步增强,继而引发局地强对流的过程。快速更新同化技术可有效延长此次过程的预警时效,这为城市强对流业务预报提供了新的思路。  相似文献   

金融领域的随机建模与基于软件R的Monte Carlo模拟(4):随机微分方程模型     

毛学荣  李晓月 《南京气象学院学报》2015,7(4):313-322

主要研究线性随机微分方程模型,为此定义Itô随机微积分,建立Itô公式.鉴于研究的重点是利用R软件进行数值模拟,所以详细讨论了过去10多年来随机微分方程数值解的研究.  相似文献   

2011年盛夏石家庄一次短时暴雨分析     

孙云  刘伟  李国翠  马贵东  冯洋 《干旱气象》2015,(1):156-161

2011年7月26日石家庄市出现一次暴雨冰雹天气,其特点是500 h Pa及以上高空强冷空气导致高空形势在12 h内发生剧变,短波槽快速南下,致使探空观测和数值预报失灵。本文对其他监测资料进行分析,发现这种剧烈变化的天气有明显特征:卫星云图上河套北部逗点云系尾长而粗壮,有向南发展趋势,云系后部的暗区表明干冷空气侵入,与低层暖湿空气形成对流云,尾部断裂表明冷空气加速南下。单站要素变化显示,石家庄地面假相当位温比正常值高了8℃,出现异常不稳定能量。强对流天气发生在假相当位温密集带内,能量中心假相当位温最高达到90℃以上,100 km内假相当位温温差超过25℃,最大降雨出现在假相当位温密集带内。雷达回波呈西南—东北带状排列,前部最大强度为65 d BZ,强回波前形成阵风锋,正负最大速度均超过20 m/s,飑线自西向东移动,它的移向和发展程度决定降雨和冰雹的路径和强度。石家庄市区风向转变和形成地面辐合线分别较降水起始时间提前21 min和30 min。  相似文献   

COMPARISONS OF CIRCULATION ANOMALIES BETWEEN THE DAILY PRECIPITATION EXTREME AND NON-EXTREME EVENTS IN THE MIDDLE AND LOWER REACHES OF YANGTZE RIVER IN BOREAL SUMMER   总被引：1，自引：1，他引：0  

韩洁  管兆勇  李明刚 《热带气象学报(英文版)》2015,21(2):131-142

Based on the NCEP/NCAR reanalysis dataset and in situ meteorological observations of daily precipitation in boreal summer from 1979 to 2008, the features of circulation anomalies have been investigated using the composite analysis for the extreme events and non-extreme events of regional mean daily rainfall(RMDR) occurring over the midand lower- Yangtze valley(MLYV). The extreme RMDR(ERMDR) events are the events at and above the percentile99 in the rearranged time-series of the RMDR with ascending order of rainfall amount. The non-extreme RMDR events are those at the percentiles 90-85 and 80-75 separately. Our results suggest that the threshold value is 25 mm/day for the ERMDR at percentile 99. Precipitation at all the percentiles is found to occur more frequently in the Meiyu rainfall season in MLYV, and the ERMDR events have occurred with higher frequency since the 1990 s. For the percentiles-associated events, the MLYV is under the control of an anomalous cyclonic circulation in the mid- and lower- troposphere with vastly different anomalous circulation at higher levels. However, at both low and high levels, the ERMDR events-related anomalous circulation is stronger compared to that linked to the non-ERMDR events. The dominant sources of water vapor differ between the ERMDR and non-ERMDR events. During the ERMDR events plentiful water vapor is transported from the Bay of Bengal into the MLYV directly by divergence while there is distinctly increased water vapor from the South China Sea(SCS) in non-RMERMDR episodes. The diabatic heating rates < Q1>, < Q2> and< Q1>- < Q2> have their anomalous patterns and are consistent with each other for these percentiles but their strength decreases markedly with the drop of rainfall intensity. For the precipitation at percentiles 99 and 90-85, the sea surface temperature anomalies(SSTA) in the Pacific distribute positively(negatively) in the south(north), and are stronger when the ERMDR emerges, with little or no SSTA as the events at percentile 80-75 occur. Besides, these results suggest that the genesis of the ERMDR event is directly related to intense local circulation anomalies and the circulation anomalies over the Pacific and SCS in tropical to mid-latitudes, and probably linked with the Pacific SSTA closely while the non-ERMDR events are mainly associated with the anomalous circulation on a local basis. The findings here help understand and predict the happening of ERMDR events over the MLYV.  相似文献   

IMPACT OF TROPICAL INTRASEASONAL OSCILLATIONS ON THE PRECIPITATION OF GUANGDONG IN JUNES     

林爱兰  李春晖  谷德军  郑彬 《热带气象学报(英文版)》2015,21(4):326-336

The impact of tropical intraseasonal oscillations on the precipitation of Guangdong in Junes and its physical mechanism are analyzed using 30-yr (1979 to 2008), 86-station observational daily precipitation of Guangdong and daily atmospheric data from NCEP-DOE Reanalysis. It is found that during the annually first rainy season (April to June), the modulating effect of the activity of intraseasonal oscillations propagating eastward along the equator (MJO) on the June precipitation in Guangdong is different from that in other months. The most indicative effect of MJO on positive (negative) anomalous precipitation over the whole or most of the province is phase 3 (phase 6) of strong MJO events in Junes. A Northwest Pacific subtropical high intensifies and extends westward during phase 3. Water vapor transporting along the edge of the subtropical high from Western Pacific enhances significantly the water vapor flux over Guangdong, resulting in the enhancement of the precipitation. The condition is reverse during phase 6. The mechanism for which the subtropical high intensifies and extends westward during phase 3 is related to the atmospheric response to the asymmetric heating over the eastern Indian Ocean. Analyses of two cases of sustained strong rainfall of Guangdong in June 2010 showed that both of them are closely linked with a MJO state which is both strong and in phase 3, besides the effect from a westerly trough. It is argued further that the MJO activity is indicative of strong rainfall of Guangdong in June. The results in the present work are helpful in developing strategies for forecasting severe rainfall in Guangdong and extending, combined with the outputs of dynamic forecast models, the period of forecasting validity.  相似文献   

IMPACT OF ENSO ON THE PRECIPITATION OVER CHINA IN WINTER HALF-YEARS     

李天然  张人禾  温敏 《热带气象学报(英文版)》2015,21(2):161-170

In this paper, the impact of ENSO on the precipitation over China in the winter half-year is investigated diagnostically. The results show that positive precipitation anomalies with statistical significance appear over southern China in El Nio episodes, which are caused by the enhanced warm and humid southwesterlies along the East Asian coast in the lower troposphere. The enhanced southwesterlies transport more water vapor to southern China, and the convergence of water vapor over southern China increases the precipitable water and specific humidity. In La Nia episodes,although atmospheric elements change reversely, they are not statistically significant as those in El Nio periods. The possible physical mechanism of the different impact of ENSO cycle on the precipitation over southern China is investigated by analyzing the intraseasonal oscillations(ISOs) in El Nio and La Nia winter half-years, respectively. By comparing the characteristics of ISOs in El Nio and La Nia, a physical mechanism is proposed to explain the different responses of the precipitation over China to ENSO in the winter half-year. In El Nio episodes, over western North Pacific(WNP) and South China Sea(SCS) the ISOs are inactive and exert little effect on water vapor transport and convergence, inducing positive precipitation anomalies with statistical significance over southern China in El Nio episodes. In La Nia episodes, however, the ISOs are active, which weaken the interannual variation signals of ENSO over WNP and southern China and lead to the insignificance of the interannual signals related to ENSO. Therefore, the different responses of precipitation over China to ENSO in the winter half-year are possibly caused by the difference of intraseasonal oscillations over WNP and SCS between El Nio and La Nia.  相似文献