Review of Helmut Schwichtenberg Finite notations for infinite terms
摘录不饱和聚酯文献中的经典句子
1.To access the description of a composite material, it will be necessary to specify the nature of components and their properties, the geometry of the reinforcement, its distribution, and the nature of the reinforcement–matrix interface.2. However, most of them are not chemically compatible with polymers3. That’s why for many years, studies have been conducted on particles functionalization to modulate the physical and/or chemical properties and to improve the compatibility between the filler and the matrix [7].4. Silica is used in a wide range of products including tires, scratch-resistant coatings, toothpaste,medicine, microelectronics components or in the building5. Fracture surface of test specimens were observed by scanning electron microscopy6.Test specimens were prepared by the following method from a mixture composed with 40 wt% UPE, 60 wt% silica Millisil C6 and components of ‘‘Giral.’7.Grafted or adsorbed component amounts on modified silica samples were assessed by thermogravimetric analysis (TGA) using a TGA METTLER-TOLEDO 851e thermal system. For the analysis, about 10–20 mg of samples were taken and heated at a constant rate of 10 C/min under air (purge rate 50 mL/min) from 30 to 1,100 C.8.Nanocomposites with different concentrations of nanofibers wereproduced and tested, and their properties were compared with those of the neat resin.9.Basically, six different percentages were chosen, namely 0.1, 0.3, 0.5, 1, 2, 3 wt %.10.TEM images of cured blends were obtained with a Philips CM120 microscope applying an acceleration voltage of 80 kV.Percolation threshold of carbon nanotubes filled unsaturated polyesters 11.For further verification, the same experiment was carried out for the unmodified UP resin, and the results showed that there were no endothermic peaks12.The MUP resin was checked with d.s.c, scanning runs at a heating rate of 10°C min 1. Figure 4a shows that an endothermic peak appeared from 88 to 133°C, which indicates bond breaking in that temperature range.13.On the basis of these results, it is concluded that a thermally breakable bond has been introduced into the MUP resin and that the decomposition temperature is around I lO°C.14.The structures of the UP before and after modification were also checked with FTi.r. Figure 5 shows a comparison of the i.r. spectra of the unmodified and modified UP resins.15This is probably a result of the covalent bonding ofthe urethane linkage being stronger than the ionic bondingof MgO.16.These examples show that different viscosity profiles can be designed with different combinations of the resins and thickeners according to the needs of the applications.17. A small secondary reaction peak occurred at higher temperatures, probably owing to thermally induced polymerization. 18.Fiber-reinforced composite materials consist of fibers of high strength and modulus embedded in or bonded to a matrix with a distinct interfaces between them.19.In this form, both fibers and ma-trix retain their physical and chemical identities,yet they provide a combination of properties that cannot be achieved with either of the constituents acting alone.20.In general, fibers are the principal load-bearing materials, while the surrounding matrix keep them in the desired location, and orientation acts as a load transfer medium between them and protects them from environmental damage.21.Moreover, both the properties, that is,strength and stiffness can be altered according to our requirement by altering the composition of a single fiber–resin combination.22.Again, fiber-filled composites find uses in innumerable applied ar- eas by judicious selection of both fiber and resin.23.In recent years, greater emphasis has been rendered in the development of fiber-filled composites based on natural fibers with a view to replace glass fibers either solely or in part for various applications. 24.The main reasons of the failure are poor wettability and adhesion characteristics of the jute fiber towards many commercial synthetic resins, resulting in poor strength and stiffness of the composite as well as poor environmental resistance.25.Therefore, an attempt has been made to overcome the limitations of the jute fiber through its chemical modification.26.Dynamic mechanical tests, in general, give more information about a composite material than other tests. Dynamic tests, over a wide range of temperature and frequency, are especially sensitive to all kinds of transitions and relaxation process of matrix resin and also to the morphology of the composites.27.Dynamic mechanical analysis (DMA) is a sensitive and versatile thermal analysis technique, which measures the modulus (stiffness) and damping properties (energy dissipation) of materials as the materials are deformed under periodic stress.28.he object of the present article is to study the effect of chemical modification (cyanoethylation)of the jute fiber for improving its suitability as a reinforcing material in the unsaturated polyesterres in based composite by using a dynamic mechanical thermal analyzer.30.General purpose unsaturated polyester resin(USP) was obtained from M/S Ruia Chemicals Pvt. Ltd., which was based on orthophthalic anhydride, maleic anhydride, 1,2-propylene glycol,and styrene.The styrene content was about 35%.Laboratory reagentgrade acrylonitrile of S.D.Fine Chemicals was used in this study without further purification. 31.Tensile and flexural strength of the fibers an d the cured resin were measured by Instron Universal Testing Machine (Model No. 4303).32.Test samples (60 3 11 3 3.2 mm) were cut from jute–polyester laminated sheets and were postcured at 110°C for 1 h and conditionedat 65% relative humidity (RH) at 25°C for 15 days.33.In DMA, the test specimen was clamped between the ends of two parallel arms, which are mounted on low-force flexure pivots allowing motion only in the horizontal plane. The samples in a nitrogen atmosphere were measured in the fixed frequency mode, at an operating frequency 1.0 HZ (oscillation amplitude of 0.2 mm) and a heating rate of 4°C per min. The samples were evaluated in the temperature range from 40 to 200°C.34.In the creep mode of DMA, the samples were stressed for 30 min at an initial temperature of 40°C and allowed to relax for 30 min. The tem- perature was then increased in the increments of 40°C, followed by an equilibrium period of 10min before the initiation of the next stress relax cycle. This program was continued until it reached the temperature of160°C. All the creep experiments were performed at stress level of20 KPa (approximate).35.The tensile fracture surfaces of the composite samples were studied with a scanning electron microscope (Hitachi Scanning electron Microscope, Model S-415 A) operated at 25 keV.36.The much im proved moduli of the five chemically modified jute–polyester composites might be due to the greater interfacial bond strength between the ma trix resin and the fiber.37.The hydrophilic nature of jute induces poor wettability and adhesion characteristics with USP resin, and the presence of moisture at the jute–resin interface promotes the formation of voids at the interface. 38.On the other hand, owing to cyanoethylation, the moisture regain capacity of the jute fiber is much reduced; also, the compatibility with unsaturated polyester resin has been improved and produces a strong interfacial bond with matrix resin and produces a much stiffer composite.39.Graphite nanosheets(GN), nanoscale conductive filler has attracted significant attention, due to its abundance in resource and advantage in forming conducting network in polymer matrix40.The percolation threshold is greatly affected by the properties of the fillers and the polymer matrices,processing met hods, temperature, and other related factors41.Preweighted unsaturated polyester resin and GN were mixed togetherand sonicated for 20 min to randomly disperse the inclusions.42.Their processing involves a radical polymerisation between a prepolymer that contains unsaturated groups and styrene that acts both asa diluent for the prepolymer and as a cross-linking agent.43.They are used, alone or in fibre-reinforced composites, in naval constructions, offshore applications,water pipes, chemical containers, buildings construction, automotive, etc.44.Owing to the high aspect ratio of the fillers, the mechanical, thermal, flame retardant and barrier properties of polymers may be enhanced without a significant loss of clarity, toughness or impact strength.45.The peak at 1724 cm-1was used as an internal reference, while the degree of conversion for C=C double bonds in the UP chain was determined from the peak at 1642 cm-1and the degree of conversion for styrene was calculated through the variation of the 992 cm-1peak46. Paramount to this scientific analysis is an understanding of the chemorheology of thermosets.47．Although UPR are used as organic coatings, they suffer from rigidity, low acid and alkali resistances and low adhesion with steel when cured with c onventional ‘‘small molecule’’ reagents.48．Improvements of resin flexibility can be obtained by incorporating long chain aliphatic com-pounds into the chemical structure of UPR. 47．In this study, both UPR and hardeners were based on aliphatic andcycloaliphatic systems to produce cured UPR, which have good durability with excellent mechan-ical properties.50．UPR is one of the widely used thermoset polymers in polymeric composites, due to their good mechanical properties and relatively inexpensive prices.51．[文档可能无法思考全面，请浏览后下载，另外祝您生活愉快，工作顺利，万事如意!]。
WilliamVeerbeek博士曾在代尔夫特理工大学学习建筑学和在
William Veerbeek博士曾在代尔夫特理工大学学习建筑学和在阿姆斯特丹自由大学学习人工智能。
他从联合国教科文组织水教育研究所IHE-Delft获得博士学位，主题是城市增长导致未来洪水风险。
Veerbeek博士是荷兰联合国教科文组织代尔夫特水教育研究所洪水弹性研究组的创始人之一。
他拥有丰富的荷兰和国际城市气候适应领域经验。
他的博士工作对完善国家洪水影响评估工具具有重要作用，並且这些工作在荷兰范式转变项目诸如UFM-Dordrecht 以及鹿特丹基于的荷兰知识型气候项中进行了测试。
他曾在达卡和孟买等大城市广泛开展城市增长预测和随后的灾害风险变化方面的工作。
在加强
IHE能力开发方面的使命，Veerbeek博士一直在许多城市进行气候适应培训，特别是在东南亚地区。
目前他正在北海地区建立一个城市于城市间绿蓝基础设施学习网络。
他的中国经验包括参与一个四年的欧盟FP7框架资助的城市地区防洪抗灾能力协作研究項目（CORFU)。
他曾与北京市城市规划设计研究院，中国城市规划设计研究院和北京工业大学合作，共同制定了新的洪水风险规范和未来的大北京评估。
他在北京举办的2016年国际低影响力发展大会发表演讲以及为深圳国际设计周和深圳水利规划院举办讲座。
氨法烟气脱硫工程中环境检测分析方法标准的思考与建议
化学工艺领域脱硫，氨法脱硫工程中控制环保及性能指标为二氧化硫、氮氧化物、颗粒物、氨、硫酸雾等，主要环境检测分析方法如表1所示。
表1 氨法脱硫工程中主要环境检测分析方法标准颗粒物固定污染源排气中颗粒物测定与气态污染物采样方法固定污染源废气低浓度颗粒物的测定重量法GB/T 16157—1996HJ 836—20172 氨法脱硫工程中环境检测分析方法标准存在的问题2.1 测试方法争议和问题汇总在氨法脱硫工程实施过程中，现有检测方法是否能较好地反映污染物排放情况，环境监测部门和相关被监测企业也发现一0 引言国内外主流烟气脱硫技术为石灰石-石膏湿法脱硫[1]，而氨法脱硫具有反应速率快，吸收剂利用率高，脱硫效率高，原料丰富，副产品经济价值高且运行稳定等优点，有一定市场占有率。
氨法烟气脱硫工艺应用工程中普遍存在在吸收塔出口气溶胶颗粒物排放浓度大的缺陷[2-3]，这些气溶胶颗粒会随着烟气排入大气，危害了环境和人身的健康，针对氨法脱硫烟气中气溶胶排放的问题，国内学者进行了实验室与实践中研究[4-6]，以往研究重点主要关注脱硫性能及性能研究测试，而针对检测方法及检测指标间相互影响的研究较少。
本文根据氨法脱硫尾气特点及检测标准内容进行探讨，分析氨法烟气脱硫工程中主要检测分析方法标准存在的问题和不足，针对存在的问题，建议从加快标准修订，合理增加检测指标，使标准更具有实用性和指导性，以推动氨法脱硫工程及检测分析方法标准的建设与发展。
1 氨法脱硫工程中主要环境检测分析方法标准氨法脱硫最早从硫酸工业尾气处理上发展而来，20世纪70年代，Krou Kroers 公司开发出氨-硫酸铵法脱硫工艺[7]。
随后这种工艺被不断改进和完善，进入20世纪90年代，氨-硫酸铵法脱硫工艺逐步得到推广应用，2010年我国发布了第一个氨法脱硫工程技术规范《火电厂氨法脱硫工程技术规范氨法》，2014年发布了《冶金烧结团球烟气氨法脱硫设计规范》，2016年发布了《铝电解烟气氨法脱硫脱氟除尘技术规范》，2018年发布了《氨法烟气脱硫工程通用技术规范》，氨法脱硫主要应用于氨法烟气脱硫工程中环境检测分析方法标准的思考与建议徐广标(云南佳测环境检测科技有限公司，云南 昆明 650032)摘要：文章研究了氨法烟气脱硫工程环境检测分析方法标准的现状，结合当前氨法烟气脱硫工程特点及检测标准内容，分析氨法烟气脱硫工程中主要检测分析方法标准存在的问题和不足，针对存在的问题，建议加快标准修订，合理增加检测指标，使标准更具有实用性和指导性，以推动环境检测分析方法标准的建设与发展。
金融风险与公司财务管理
2011年第2期国际学术动态力学的发展历史深刻论述了PT-对称理论的意义以及进一步研究主题。
在会议第3天，Carl M artin Bender 教授又作了第2个精彩报告，即量子力学的复对称原理，这个工作是Carl M artin Bender 教授等人最新研究成果，该成果将发表在《物理评论快报》上。
Konstantinos M akris 博士报告了光学中的PT-对称理论，他从光学实验上证明了PT-对称理论的正确性和广泛应用前景，工作成果发表在《自然物理快报》和《物理评论快报》上。
会议很多其他学者也从各方面报告了PT-对称理论及其应用问题。
这方面的研究在国内是一个空白，参会的中国学者都对这方面的研究颇有兴趣，并表示准备着手开展这方面的研究工作。
（2）量子信息、量子逻辑及相关数学理论。
清华大学龙桂鲁教授报告了对偶量子信息的研究进展，中国科学院骆顺龙教授报告了量子非扩散（No-broadcasting ）问题,首都师范大学费少明教授报告了贝尔不等式与拟厄米特系统，太原理工大学侯晋川教授报告了Hilbert 空间上效应代数序列同构的刻划，陕西师范大学杜鸿科教授报告了Gudder-Nagy 定理、数值域和算子概率论，中山大学邱道文教授报告了量子自动机的有关研究，陕西师范大学曹怀信教授和李永明教授分别报告了广义量子门和效应代数方面的研究成果，中国科学院尚云副研究员报告了弱量子M V 代数，这些报告部分展示了中国学者在量子理论，特别是量子信息、量子逻辑及相关数学理论方面的研究成果。
此外，斯洛伐克工业大学Riecanova 教授等人也报告了她们在量子逻辑理论方面的研究工作。
（3）量子开放系统、谱分析、场论。
法国M arek Ploszajczak 教授、日本Naomichi Hatano 教授、日本Ruri Nakano 博士等分别报告了他们在量子开放系统等方面的研究成果。
德国Uwe Guenther 教授、捷克科学院M ilos Tater 教授、南非W.Dieter Heiss 教授等报告了量子理论中的谱分析方面的研究工作。
the new issues puzzle
The New Issues Puzzle:Testing the Investment-Based ExplanationEvgeny Lyandres ∗Jones Graduate School of ManagementRice UniversityLe Sun †William E.Simon Graduate School of Business AdministrationUniversity of Rochester and GSAMLu Zhang ‡Stephen M.Ross School of BusinessUniversity of Michigan and NBERNovember 2006§AbstractAn investment factor,long in low investment stocks and short in high investment stocks,helpsexplain the new issues puzzle.Adding this factor into standard factor regressions reduces sub-stantially the magnitude of the underperformance following equity and debt offerings and thecomposite issuance effect.The reason is that issuers invest more than nonissuers,and the low-minus-high investment factor earns a significant average return of 0.57%per month.Our evi-dence lends support to the real options theory,in which investment extinguishes risky expansionoptions,and the q -theory of investment,in which firms with low costs of capital invest more.i li1IntroductionEquity and debt issuers underperform matching nonissuers with similar characteristics during the three tofive post-issue years(e.g.,Ritter1991;Loughran and Ritter1995;and Spiess and Affleck-Graves1995,1999).We explore empirically the investment-based hypothesis of this underper-formance.The q-theory of investment and real options theory imply a negative relation between investment and expected returns.If the proceeds from equity and debt issues are used tofinance in-vestment,then issuers should invest more and earn lower average returns than matching nonissuers.Our centralfinding is that a new investment factor,long in low investment stocks and short in high investment stocks,explains a substantial part of the new issues puzzle.Specifically:•We construct the investment factor by buying stocks with the bottom30%investment-to-asset ratios and selling stocks with the top30%investment-to-asset ratios,while using a triple sort to control for size and book-to-market.From January1970to December2005,the investment factor earns an average return of0.57%per month(t-statistic=7.13).•Most importantly,adding the investment factor into standard factor regressions reduces the magnitude of the underperformance for new equity issues portfolios.The equally-weighted portfolio offirms that have conducted seasoned equity offerings(SEOs)in the prior36months earns an alpha of−0.41%per month(t-statistic=−2.43).Adding the investment factor makes the CAPM alpha insignificant and reduces its magnitude by82%to−0.07%per month.The equally-weighted portfolio offirms that have conducted initial public offerings(IPOs)in the prior36months earn an alpha of−0.71%per month(t-statistic=−2.60).Adding the investment factor makes the CAPM alpha insignificant and reduces its magnitude by59%to −0.29%.The results from the Fama-French(1993)model are quantitatively similar.•The investment factor also helps explain the underperformance following debt offerings.The equally-weighted portfolio offirms that have conducted convertible debt offerings in the prior 36months earn an alpha of−0.63%per month(t-statistic=−4.20).Adding the invest-ment factor makes reduces the CAPM alpha by46%in magnitude to−0.34%,albeit still significant(t-statistic=−2.04).The underperformance following straight debt offerings is largely insignificant in our sample.The only exception is the equally-weighted alpha from the Fama-French(1993)model,−0.26%per month(t-statistic=−2.35).Controlling for the investment factor makes the alpha weakly positive,0.029%per month(t-statistic=0.27).•The results from using buy-and-hold abnormal returns(BHARs)are largely consistent with factor regressions.The BHARs of the SEO portfolio from matching on size and book-to-market over thefirst two and three post-issue years are−21.9%and−34.6%,respectively.Matching further on investment-to-asset ratios reduces the BHARs to−16.1%and−25.2%, respectively,about26%drop in magnitude.The BHARs of the IPO portfolio from matching on size and book-to-market are significantly negative after about six post-issue months,and the BHARs of the convertible debt portfolio are significantly negative after about18post-issue months.Matching on investment-to-asset makes this underperformance largely insignificant.•The investment factor also explains part of Daniel and Titman’s(2006)finding.A zero-cost portfolio that buys stocks in the bottom30%and sells stocks in the top30%of their composite equity issuance measure earns an equally-weighted alpha of−0.56%per month (t-statistic=−4.38)from the CAPM.Adding the investment factor reduces the alpha to −0.40%(t-statistic=−3.18),a drop in magnitude of28%.The value-weighted alpha from the Fama-French(1993)model is−0.36%per month(t-statistic=−3.57),and it drops by 57%in magnitude to−0.16%(t-statistic=−1.49)when we include the investment factor.Our evidence lends support to the investment-based explanation of the new issues puzzle(e.g., Zhang2005;Carlson,Fisher,and Giammarino2006).In their real options model,Carlson et al. argue thatfirms have expansion options and assets in place prior to equity issuance.This compo-sition is levered and risky.If real investment isfinanced by equity,then risk and expected returns must decrease because investment extinguishes the risky expansion options.2Inspired by the negative relation between real investment and expected returnsfirst derived by Cochrane(1991),Zhang(2005)argues that investment is likely to be the main driving force of the new issues puzzle.Intuitively,real investment increases with the net present values(NPVs)of new projects(e.g.,Brealey,Myers,and Allen2006,chapter6).The NPVs of new projects are inversely related to their costs of capital or expected returns,controlling for their expected cashflows.If the costs of capital are high,then the NPVs are low,giving rise to low investment.If the costs of capital are low,then the NPVs are high,giving rise to high investment.The average costs of equity forfirms that take many new projects are reduced by the low costs of capital for the new projects.Further,firms’balance-sheet constraint implies that the sources of funds must equal the uses of funds.Therefore,firms raising capital are likely to invest more and earn lower expected returns,andfirms distributing capital are likely to invest less and earn higher expected returns.Consistent with this theoretical prediction,we document that issuers invest more than matching nonissuers.The investment-to-asset spread between issuers and nonissuers is the highest in the IPO sample,followed by the SEO and convertible debt sample,and is the lowest in the straight debt sample.The relative magnitudes of the investment-to-asset spreads are consistent with the relative magnitudes of the underperformance across the four samples.We alsofind that high composite issuancefirms invest more than low composite issuancefirms.Our paper brings the insights from the literature on investment-based asset pricing to the liter-ature on the new issues puzzle.Our use of investment-to-asset as a key matching characteristic is motivated by the partial equilibrium models of Cochrane(1991,1996)and Berk,Green,and Naik (1999).Our use of the investment factor as a common factor of stock returns is motivated by the general equilibrium models of Gala(2005)and P´a stor and Veronesi(2005a,b).Several papers document the negative relation between investment and average returns.Cochrane (1991)is among thefirst to show this relation in the time series.Titman,Wei,and Xie(2004) and Cooper,Gulen,and Schill(2006)find a similar relation in the cross section but interpret the evidence as investors underreacting to overinvestment.Xing(2005)shows that real investment3helps explain the value effect.Anderson and Garcia-Feij´o o(2006)find that investment growth classifiesfirms into size and book-to-market portfolios.Anderson and Garcia-Feij´o o also anticipate our analysis:“Many studies examine long-run returns tofirms subsequent to new security offerings and report negative abnormal returns.Benchmarking long-run returns to changes in investment spending that may coincide withfinancing events might attenuate abnormal returns(p.191).”Brav and Gompers(1997)and Brav,Geczy,and Gompers(2000)document that equity issuers are concentrated among small-growthfirms,and suggest that their underperformance reflects the Fama-French(1993)size and book-to-market factors.Our evidence supports this argument because both equity issuers and small-growthfirms invest more than other types offirms.We suggest that real investment is likely to be the common link and the more fundamental driving force of their underperformance.Eckbo,Masulis,and Norli(2000)show that a six-factor model can explain the new issues puzzle,but we show that controlling for the investment factor is often sufficient.The rest of the paper is organized as follows.Section2develops the testable hypothesis.Section 3describes our data.Section4reports our empirical results,and Section5concludes.2Hypothesis DevelopmentThe investment-based explanation of the new issues puzzle argues that the post-issue underperfor-mance arises from the negative relation between real investment and expected returns.First,the relation between real investment and expected returns is negative.Second,iffirms issue new equity and debt tofinance real investment,then issuers should earn lower expected returns than nonissuers.2.1Theoretical MotivationFigure1illustrates the negative relation between real investment and expected returns,a central prediction in recent theoretical literature on investment-based asset pricing.Cochrane(1991,1996) derives the negative investment-return relation from the q theory of investment.In his models,firms invest more when their marginal q—the net present value of future cashflows generated from4one additional unit of capital—is high.Controlling for expected cashflows,a high marginal q is associated with a low cost of capital.In the real options model of Berk,Green,and Naik(1999),firms invest more when they have access to many low risk projects.Investing in these projects lowersfirm level risk and expected returns.In Carlson,Fisher,and Giammarino(2004),expansion options are riskier than assets in place.Real investment transforms riskier expansion options into less risky assets in place,thereby reducing risk and expected returns.1Figure1:The Investment-Based Explanation of the New Issues PuzzleTExpected return1The basic mechanisms in the real options and the q-theory models are similar because the two approaches are equivalent(e.g.,Abel,Dixit,Eberly,and Pindyck1996).5Gala(2005)constructs a general equilibrium production economy with heterogeneousfirms.In his model,afirm’s ability to provide consumption insurance depends on its ability to mitigate ag-gregate business cycle shocks through capital investment.In bad times,low investment,valuefirms want to disinvest and sell offtheir capital stocks.But they are prevented from doing so because of binding irreversibility constraints.Thesefirms thus earn high expected returns because their returns covary more with economic downturns.In contrast,in the face of negative shocks,high investment, growthfirms can easily lower their positive investment without facing the irreversibility constraints. Thesefirms thus earn low expected returns as they provide consumption insurance to investors.P´a stor and Veronesi(2005a)develop a general equilibrium model of optimal timing of initial public offerings,in which IPO waves are partially caused by declines in expected market returns.In their model,entrepreneurs choose the optimal timing of taking their privatefirms public,and then immediately investing part of the equity proceeds.Entrepreneurs prefer to postpone their IPOs until favorable market conditions such as low expected market return and high expected aggregate profitability.As a result,real investment of IPOfirms can serve as a state variable:high investment suggests low expected market returns,high aggregate profitability,or both.P´a stor and Veronesi(2005b)develop a general equilibrium model in which returns offirms investing in new technologies can define new systematic factors.Their model has two sectors:the “new economy”and the“old economy.”The old economy implements existing technologies on a large scale and its output determines a representative agent’s terminal wealth.The new economy implements the new technology on a small scale that does not affect the terminal wealth.The agent optimally chooses to experiment with the new technology on a small scale to learn about its unobservable productivity.If the productivity turns out to be sufficiently high,the new technology is adopted on a large scale.The nature of the risk associated with new technologies changes over time.The risk is initially idiosyncratic because of the small scale of production.Once adopted on a large scale,the risk becomes systematic because the new economy now affects the terminal wealth.6Figure1also shows that issuers are located at the right end of the curve,where expected re-turns are low,and nonissuers are located at the left end of the curve,where expected returns are high.Intuitively,the balance-sheet constraint requires that the uses of funds must equal the sources of funds,implying that issuers are likely to invest more than nonissuers.Based on this insight, Zhang(2005)and Carlson,Fisher,and Giammarino(2006)argue that SEOfirms must earn lower expected returns than matching nonissuers.The same intuition also applies to the underperfor-mance following IPOs(e.g.,Ritter1991)and convertible and straight debt offerings(e.g.,Spiess and Affleck-Graves1999),as well as the composite issuance effect(e.g.,Daniel and Titman2006).The investment-based explanation of the new issues puzzle,and more generally,the negative investment-return relation are conditional on a given level of profitability.High investment can be caused not only by low costs of capital,but also by high expected cashflows(profitability). More profitablefirms earn higher average returns than less profitablefirms(e.g.,Piotroski2000; Fama and French2006).Our results show that the difference in investment between issuers and nonissuers,rather than the difference in profitability,drives the new issues puzzle.2.2Empirical DesignOur choice of empirical methods echoes the theme of the theoretical motivation by complementing the use of a zero-cost low-minus-high investment factor as a common factor of stock returns and the use of investment as a matching characteristic.Motivated by the partial equilibrium models(e.g.,Cochrane1991;Berk,Green,and Naik1999), we examine the performance of security issuers relative to matchingfirms with similar characteris-tics including prior investment-to-asset ratios.The theoretical prior is that matching on investment should reduce the magnitude of buy-and-hold abnormal returns documented in previous studies(in which investment is not one of the control characteristics).Motivated by the general equilibrium models(e.g.,Gala2005;P´a stor and Veronesi2005a,b),we augment standard factor regressions with the investment factor constructed by sortingfirms on their investment-to-asset ratios.The7theoretical prior is that doing so should reduce the magnitude of the post-issue underperformance.Following Fama and French(1993,1996),we interpret the investment factor as a common fac-tor.While Fama and French go further and interpret their similarly constructed SMB and HML factors as risk factors motivated from ICAPM or APT,we do not take a stance on the risk inter-pretation of our investment factor.Arguments supporting the risk interpretation are clear.None of the theoretical papers that we use to motivate the investment factor assumes any form of over-and under-reaction.And unlike size and book-to-market,investment-to-asset does not involve the market value of equity,and is less likely to be affected by mispricing,at least directly.However,general equilibrium models with behavioral biases(e.g.,Barberis,Huang,and Santos 2001)can also motivate the investment factor.2Moreover,investor sentiment can presumably affect investment policy through shareholder discount rates(e.g.,Polk and Sapienza2006).Perhaps more importantly,covariance-based and characteristic-based explanations of the average-return variations are not mutually exclusive,in contrast to the position taken by Daniel and Titman(1997) and Davis,Fama,and French(2000).Under certain conditions,there exists a one-to-one mapping between covariances and characteristics,implying that they can both serve as sufficient statistics for expected returns(e.g.,Zhang2005).Our goal is thus to search for a theoretically motivated and empirically parsimonious factor specification that can explain anomalies in asset pricing tests. 3DataWe examine four types of security offerings:IPOs,SEOs,convertible debt issues,and straight debt issues.All four samples are obtained from Thomson Financial’s SDC database.The samples of the IPOs,SEOs,and convertible debt offerings are from1970to2005.Due to data availability,the sample of the straight debt offerings is from1983to2005.We obtain monthly returns from the Center for Research in Security Prices(CRSP).The monthly returns of Fama and French’s(1993)three factors and the risk-free rate are from Kenneth French’s website.Accounting information is from the COMPUSTAT Annual Industrial Files.Our sample selection largely follows previous studies.3To be included in a sample,a security offering must be performed by a U.S.firm that has returns on CRSP at some point during the three post-issuance years.We exclude unit offerings and secondary offerings of SEOs,in which new shares are not issued.For SEOs,our results are also robust to the exclusion of mixed offerings.4We also exclude equity and debt offerings offirms that trade on exchanges other than NYSE,AMEX, and NASDAQ.Similar to Brav,Geczy,and Gompers(2000)and Eckbo,Masulis,and Norli(2000), but different from Loughran and Ritter(1995)and Spiess and Affleck-Graves(1995,1999),we include utilities in our sample.Following Loughran and Ritter,we define utilities asfirms with SIC codes ranging between4,910and4,949.Excluding utilities does not materially impact our results,likely because the fraction of utilities in each sample is small:6%for SEOs,0.4%for IPOs, 2%for convertible debt issues,and8%for straight debt issues.Further,manyfirms issue multiple tranches of debt on the same date.We deal with this issue by aggregating the amount issued on a given day but separating straight and convertible debt issues.Table1reports for each of the four samples the number of offerings for each year,the number of offerings by non-utilities,and the number of offerings with valid data on size,book-to-market,and investment-to-asset ratio.These characteristics are used to select matching nonissuers.Our samples include10,084SEOs,7,732IPOs,1,215convertible debt offerings,and2,969straight debt offerings. Because of the long sample period(22years for straight debt offerings and36years for all others), our samples are among the largest in the literature.For comparison,Eckbo,Masulis,and Norli’s (2000)sample includes4,766SEOs,Loughran and Ritter’s(1995)sample consists of3,702SEOs and 4,753IPOs,and Brav,Geczy,and Gompers’s(2000)sample includes4,526SEOs and4,622IPOs.Inaddition,Spiess and Affleck-Graves’s(1995)sample consists of1,247SEOs,and Spiess and Affleck-Graves’s(1999)samples contain1,557straight debt offerings and672convertible debt offerings.To study the frequency distribution of issuers across size and book-to-market quintiles,we as-sign issuers to quintiles using the breakpoints from Kenneth French’s website.Forfirms that have issued in the period from July of year t to June of year t+1,we determine the size and book-to-market quintiles at thefiscal yearend of calendar year t−1.If size or book-to-market is missing at that time(frequently in the IPO sample),we use thefirst available size and book-to-market if the available date is no later than12months after the offering(24months for IPOs).We measure the market value as the share price at the end of June times shares outstanding. Book equity is stockholder’s equity(item216)minus preferred stock plus balance sheet deferred taxes and investment tax credit(item35)if available,minus post-retirement benefit asset(item330) if available.If stockholder’s equity is missing,we use common equity(item60)plus preferred stock par value(item130).If these variables are missing,we use book assets(item6)less liabilities(item 181).Preferred stock is preferred stock liquidating value(item10),or preferred stock redemption value(item56),or preferred stock par value(item130)in that order of availability.To compute the book-to-market equity,we use December closing price times number of shares outstanding.Table2presents the frequency distribution of issuingfirms and the relative amount of capital raised in the offerings.From the left four panels,smallfirms are more likely than largefirms to issue equity and convertible debt,but are less likely to issue straight debt.Growthfirms are more likely than valuefirms to issue equity and convertible debt,and to a lesser extent,straight debt. From Panel A,small-growthfirms perform19%of SEOs,while big-valuefirms account for only 0.52%of SEOs.The spread in issuing frequency is even wider for IPOs:32%of IPOs are conducted by small-growthfirms,in contrast to only0.11%by big-valuefirms.The frequency distribution of the convertible debt offerings sample is similar to that of the SEO sample.12%of the convertible debt issues are performed by small-growthfirms,in contrast to only0.58%undertaken by big-value firms.Prior studies show that small-growthfirms have higher investment-to-asset ratios than other10firms(e.g.,Xing2005;Anderson and Garcia-Feijoo2006).Our evidence that small-growthfirms are also the most frequent equity and convertible debt issuers is therefore suggestive of the role of real investment in explaining the underperformance following the offerings.5The right four panels of Table2report the median new issue-to-asset ratios of issuers by size and book-to-market quintiles.We measure the new issue-to-asset ratio as the proceeds of a new issue from SDC divided by the book value of assets at thefiscal yearend preceding an SEO or convertible or straight debt offering.Because of data limitations,we use the book value of assets at thefiscal yearend of an IPO.The distribution of the median new issue-to-asset across size and book-to-market quintiles is similar to the frequency distribution reported in the left panels of the table.Not only small-growthfirms issue securities much more frequently than big-valuefirms,but they also issue much more as a percentage of their book assets.From Panel A,the median new seasoned equity-to-asset ratio of small-growthfirms is0.89.In contrast,the median ratio of big-valuefirms is only 0.01.Dispersions of similar magnitudes are also evident in the convertible and straight debt samples (Panels C and D).From Panel B,the IPO sample displays an even wider spread:the median new equity-to-asset ratio for small-growthfirms is1.75,much higher than that for big-valuefirms,0.05. 4Empirical ResultsWe study the role of investment in driving the new issues puzzle using factor regressions(Section 4.1)and buy-and-holding abnormal returns(Section4.2).Section4.3examines the investment and profitability behavior for issuers and matching nonissuers.Inspired by Daniel and Titman(2006), Section4.4studies the link between investment and the returns of composite issuance portfolios.4.1Factor RegressionsEvidence on the New Issues PuzzleWe measure the post-issue underperformance as Jensen’s alphas in factor regressions.Lyon,Barber and Tsai(1999)argue that factor regressions are one of the two methods that yield well-specifiedtest statistics.(The other approach is Buy-and-Hold Abnormal Returns,see Section4.2.) We use the CAPM and the Fama and French(1993)three-factor model.The dependent variables in the factor regressions are the new issues portfolio returns in excess of the one-month Treasury bill rate.The new issues portfolios,including the SEO,IPO,convertible debt,and straight debt portfolios,consist of allfirms that have issued seasoned equity,gone public,issued convertible debt, and issued straight debt in the past36months,respectively.6Loughran and Ritter(2000)argue that the power of the tests can be increased if we weight eachfirm equally,instead of weighting each period equally.Following Spiess and Affleck-Graves(1999),we thus estimate factor regressions using Weighted Least Squares(WLS),where the weight of each month corresponds to the number of eventfirms having non-missing returns during that month.7Table3reports strong evidence of underperformance following equity issuance(Panels A and B).From Panel A,the equally-weighted alpha from the CAPM regression of the SEO portfolio is −0.41%per month(t-statistic=−2.43),and that from the Fama-French(1993)model is−0.39% per month(t-statistic=−3.52).The value-weighted alphas are similar in magnitude.From Panel B,the post-issue underperformance of IPOs from the CAPM is larger in magnitude than that of SEOs.The equally-weighted and value-weighted CAPM alphas of the IPO portfolio are−0.71% and−0.82%per month with t-statistics−2.60and−3.03,respectively.The alphas of the IPO portfolios from the Fama-French model are close to those of the SEO portfolios.Table3also reports reliable evidence of post-issue underperformance of convertible debt issuers, but not of straight debt issuers(Panels C and D).Convertible debt issuers show comparable under-performance to equity issuers.The convertible debt portfolio earns equally-weighted alphas from the CAPM and the Fama-French(1993)model of−0.63%and−0.54%per month,respectively. Both have t-statistics above four.The value-weighted alphas are smaller in magnitude,−0.44% and−0.26%,but still significant(t-statistics−3.38and−2.00),respectively.In contrast,only the equally-weighted alpha from the Fama-French model,−0.26%,is significant for the straight debtportfolio(t-statistic=−2.35).All the other alphas are insignificantly different from zero.Our evidence that convertible debt issuers display higher post-issue underperformance than straight debt issuers is consistent with Spiess and Affleck-Graves(1999).The Investment FactorAs a direct test of the investment hypothesis,we augment traditional factor models with a common factor based on real investment.We construct the investment factor as the zero-cost portfolio from buying stocks with the lowest30%investment-to-asset ratios and selling stocks with the highest 30%investment-to-asset ratios,while controlling for size and book-to-market.We measure investment-to-asset as the annual change in gross property,plant,and equipment (COMPUSTAT annual item7)plus the annual change in inventories(item3)divided by the lagged book value of assets(item6).We use property,plant,and equipment to measure real investment in long-lived assets used in operations over many years such as buildings,machinery,furniture, computers,and other equipment.We use inventories to measure real investment in short-lived assets used in a normal operating cycle such as merchandise,raw materials,supplies,and work in process.We do a triple sort on size,book-to-market,and investment-to-asset`a la Fama and French (1993).We independently sort stocks in each June on size,book-to-market,and investment-to-asset into three groups,the top30%,the medium40%,and the bottom30%.By taking intersections of these nine portfolios,we classify stocks into27portfolios.The investment factor,denoted INV, is defined as the average return of the nine low investment-to-asset portfolios minus the average return of the nine high investment-to-asset portfolios.8In untabulated results,the investment factor earns an average return of0.57%per month (t-statistic=7.13)from January1970to December2005.This average return is economically meaningful.For comparison,the average market excess return over the same period is0.50%per month(t-statistic=2.28)and the average HML return is0.48%per month(t-statistic=3.24).。
彼得·卒姆托“诗意”建造的形式与材料研究——以克劳斯兄弟教堂为例
1552023.14 / Architectural Design and Theory 建筑设计·理论有着千丝万缕的联系，艺术审美观念的变化深刻地影响着不同时空的建筑形式。
彼得·卒姆托（Peter Zumthor，以下简称“卒姆托”）是建筑现象学的代表人物，其作品的建造理念受现象学影响颇深，但不难看出其形式有战后欧洲艺术流派的影子。
1卒姆托社会家庭背景及早期设计教育的影响1943年，卒姆托出生于瑞士巴塞尔的一个天主教木匠家庭，从小接受严格的木匠训练的他对材料和细节构造非常敏感。
后来，卒姆托进入巴塞尔工艺美术学校学习，该学校的课程以包豪斯为模板，由从包豪斯来的老师任教，根植于约翰内斯·伊顿（Jogannes ltten）的教育理念，由莫霍利·纳吉（Moholy Nag）进一步发展[1]。
约翰内斯·伊顿的教育体系锻炼学生敏锐的观察能力，要求学生对不同的自然材料做真实的表达。
卒姆托在巴塞尔工艺美术学校所接受的设计教育深受包豪斯教育理念的影响，有浓厚的现代主义传统。
在这里，卒姆托学习了基本的现代主义设计理念，包括观察的方法、材料的使用、形式的表达和技术的运用等。
还涉猎了不同的艺术和设计领域，使他具备了艺术家的创作感知能力和科学的理性分析能力。
其次，瑞士美丽的自然风光与城市融为一体，自然材料的应用和尊重自然的理念根植于瑞士人的观念中。
因此，这些就是卒姆托建筑创作赖以存在的土壤，他在建筑中对材料的运用、构造的关注和对自然设计理念的尊重是现代主义传统和瑞士地域特征的体现。
摘要 瑞士建筑师彼得·卒姆托自20世纪80年代至今，设计的建筑作品以其“诗意”的气质而闻名，致力于回归建筑的真实性探索，是当今建筑界备受关注的建筑师。
文章将简析彼得·卒姆托的经历，以战后欧洲艺术角度为切入点，追溯其作品的建造形式。
文章以克劳斯兄弟教堂为例，从建筑形体和材料构造两个方面分析其作品及思想，以获得对其作品的超越形式的理解。
德国劳氏船级社运用数值模型分析、评估和优化系泊系统
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本刊主编郭雄教授指导的博士生在国际顶级杂志发表封面论文并被“F1000”推荐
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Walter Heitler Elementary Wave Mechanics: Introductory Course of LecturesNotes taken and prepared by W.son (Oxford, 1943年)
Walter Heitler Elementary Wave Mechanics(Oxford, 1945, 1946, 1948, 1950) Walter Heitler The Quantum Theory of Radiation(Clarendon Press, 1936, 1944, 1947, 1949, 1950, 1953, 1954, 1957, 1960, 1966, 1970) Walter Heitler The Quantum Theory of Radiation(Dover, 1984) Walter Heinrich Heitler 14 Offprints: 1928-1947(1947) Walter Heitler Eléments de Mécanique Ondulatoire(Presses Universitaires de France, PUF, Paris, 1949, 1964) Walter Heitler Elementi di Meccanica Ondulatoriacon presentazione di R.
17英文物理文献中的德语词_之二
lim itations; instead its purpose is to exp lore the poten2 tial consequences of the p rincip le in question). 所谓 “囿于现实而无法实现 ”有两重不同的含义 :一是原 则上不可能的 ,如爱因斯坦曾经假想的骑在光波上 ( riding on a beam of light)看世界 ;二是现实意义上 的不可能 ,如后文要谈到的对电子的记录 :固体探测 器记录的所谓电子的位置就不可能是电子自身尺度 大小的. 不过 , 在马赫那里 , Gedankenexperiment 却 有另外的意思 ,它是对真实实验在想象中的操作 ,实
折特征 ,而 Trembling至少字面上缺少这层意思. 德 语词“zitter”的意思可从复合词 Zitteraal (电鳗 ) 、Zit2 terrochen (电鳐 )得到形象化的理解 (图 3).
Zitterbewegung指的是遵循狄拉克 D irac方程的 粒子 ,尤其是电子 (这也是为什么用 Zitter这个词的 一个原因 )的一种理论上的快速运动 (图 4 ). 1930 年 , 薛定谔推导相对论性自由电子之狄拉克方程的 波包解 ,发现正能量态和负能量态的干涉产生了看 似电子位置绕其中线 (median)的快速涨落 ,其频率 为 2m c2 / h,约为 1. 6 ×1021 Hz [ 5 ]. 注意到可见光频 率在 1014 —1015 Hz,可以想见这个频率真的是太快 了 (这要求把电子限制到康普顿波长以内 ) ,这解释
八 、Zitterbewegung. 德语词 Zitterbewegung由 Zit2 ter (动词形式为 zittern, 颤抖 、发抖 、哆嗦 ) + 名词 B ewegung (运动 )构成. 英语文献多愿意保留其原文 形式 ,但有时会加上英文注解 trembling motion. 中 文物理文献将之翻译成颤振运动 ,但“振 ”字破坏了 “颤 ”字要表达的意思. 中文“颤 ”表达的应是“小振 幅快速抖动 ”的意思 ,例如王实甫《西厢记 》有句云 : “颤巍巍花梢弄影 ”,就非常贴近 zittern的原意. 英 文文献不将 Zitterbewegung翻译成 trembling motion, 是因为 trembling难以表达 zittern 字面上的形象 ,即 以字母 “Z”开始从而表达弯曲 、曲折 、颤抖等形象. 类似的英文字词有 zigzag, zipper等. 作为物理学专 业术语的 Zitterbewegung强调了高频率 、小振幅的弯
贾丰副主任应邀参加瑞典“哥德堡号”访穗有关活动
中国科学 院与瑞典卡 罗琳斯卡
歌德堡号将要靠 岸时船上的水手举起了中国国旗
夜间停 泊在港口的歌德堡号
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维普资讯
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活动中就中瑞友好合作 科技发展等致 大学签订合作意向书仪式及卡罗琳斯卡 狮表演 令人印象深刻。当晚 贾丰副 词。中瑞医学交往由来已久 肿瘤医院 主任还应邀出席了瑞典国王和王后主办 大学中国校友会成立仪式。 与卡罗琳斯卡大学早已建立了合作实验 哥德堡号 ” 广州之夜晚会 缤 ７ ２ 日， 月 １ 贾丰副主任参加了在广 的晚宴及” 室 共 同开展科学研究并互换学生培 州洲头咀码头举行的”哥德堡号 仿古 纷的焰火和灯光迤逦 的珠江夜景令 中瑞 养。 我办此前也曾邀请该校校长汉瑞克 商船入港仪式。下午 ３ ２ 分 ． 时 ２ “哥德 宾朋赞叹不 已。 松 女 士及 诺 贝尔 奖 有关 评 委来 华访 问 ． ２ 日上午 ． １ 国家科学技术奖励工作 堡号 “ 鸣起 ８ 响礼炮 ３时３ 分 “哥德 ７ 取得了较好的效 果。 堡号 “ 顺利入港。精彩的龙舟表演 、舞 办公室有关同志还参加了在中山大学肿
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平板几何形状的整体不对称均孔嵌段共聚物膜[发明专利]
![平板几何形状的整体不对称均孔嵌段共聚物膜[发明专利]](https://img.taocdn.com/s3/m/80e50a841eb91a37f0115c8a.png)
专利名称：平板几何形状的整体不对称均孔嵌段共聚物膜专利类型：发明专利
发明人：沃尔克·阿贝茨,M·吴
申请号：CN201780087440.7
申请日：20171217
公开号：CN110382093A
公开日：
20191025
专利内容由知识产权出版社提供
摘要：本发明涉及一种制备平板几何形状的嵌段共聚物膜的方法，所述嵌段共聚物膜具有包含有序的等孔纳米孔的表面形态。
所述方法包括提供至少一种两亲性嵌段共聚物在溶剂中的聚合物溶液；将所述聚合物溶液施加于基底从而得到浇铸聚合物溶液；将电场在与所述浇铸聚合物溶液基本垂直的方向上施加到所述浇铸聚合物溶液；然后将所述浇铸聚合物溶液浸入共凝浴中，从而引发相转化，以产生平板几何形状的整体不对称嵌段共聚物膜。
申请人：亥姆霍兹中心盖斯特哈赫特材料及海岸研究中心有限公司
地址：德国盖斯特哈赫特市
国籍：DE
代理机构：北京攀腾专利代理事务所(普通合伙)
更多信息请下载全文后查看。
霍华德休斯与云杉鹅英语作文
霍华德休斯与云杉鹅英语作文Howard Hughes and the Spruce GooseHoward Robard Hughes Jr. was an American business tycoon, investor, aviator, aerospace engineer, inventor, and filmmaker. During his lifetime, he was one of the wealthiest people in the world. He is remembered for his involvement in the development of the Spruce Goose, the largest aircraft ever built, and for his eccentric and reclusive lifestyle in later life.Hughes was born in 1905 in Houston, Texas, to a wealthy family. His father, Howard Robard Hughes Sr., had founded the Hughes Tool Company, which manufactured drill bits for the oil industry. From a young age, Hughes displayed a keen interest in technology and aviation. He attended the California Institute of Technology and the University of Texas, but he never graduated, instead choosing to focus on his business ventures and personal projects.In the 1930s, Hughes began to make a name for himself in the film industry. He produced and directed several successful movies, including "Hell's Angels" and "The Outlaw." However, his true passion lay in aviation. In 1939, he set a world speed record for landplanes, flying at 352 miles per hour. This achievement cemented his reputation as a skilled and daring pilot.As World War II approached, Hughes turned his attention to the development of military aircraft. In 1942, he was awarded a contract by the U.S. government to design and build a large transport plane that could carry troops and cargo across the Pacific Ocean. This project became known as the "Spruce Goose," a nickname that referred to the aircraft's unusual construction, which used a significant amount of wood, including spruce.The Spruce Goose was an engineering marvel, with a wingspan of 320 feet and a height of 79 feet. It was the largest aircraft ever built, and it was powered by eight massive engines. The project was plagued by delays and cost overruns, and it faced significant skepticism from the government and the public. Many believed that the Spruce Goose was an impractical and unnecessary endeavor.Despite these challenges, Hughes remained determined to complete the project. He poured vast sums of his own money into the development of the aircraft, and he worked tirelessly to overcome the technical and logistical hurdles. In the end, the Spruce Goose took eight years to build and cost an estimated $23 million, which was an astronomical sum at the time.On November 2, 1947, the Spruce Goose made its only flight, taking to the air for a distance of one mile and reaching an altitude of 70 feet. This brief flight was a triumph for Hughes and his team, but it also marked the end of the project. The Spruce Goose was never used for military purposes, and it was ultimately dismantled and stored in a hangar.Despite the Spruce Goose's failure to achieve its intended purpose, it remains an enduring symbol of Hughes' ambition and engineering prowess. The aircraft's sheer size and technical complexity have made it a subject of fascination for historians and aviation enthusiasts alike. Many have speculated about what might have been if the Spruce Goose had been more successful, but its legacy is ultimately one of a bold and visionary endeavor that pushed the boundaries of what was thought possible.In the years following the Spruce Goose project, Hughes continued to be a prominent figure in the aviation industry. He acquired several airlines, including TWA, and he invested heavily in the development of new aircraft and technologies. However, his later life was marked by increasing eccentricity and reclusion, as he became increasingly paranoid and withdrawn from public life.Hughes died in 1976 at the age of 70, leaving behind a complex and multifaceted legacy. He was a brilliant engineer and visionary, but hewas also a deeply troubled and eccentric individual. The Spruce Goose remains one of the most iconic and enduring symbols of his ambition and ingenuity, a testament to the power of human creativity and the pursuit of the impossible.。
施里芬计划能成功吗
施里芬计划能成功吗The success of the Schlieffen Plan has been a topic of much debate and speculation among historians and military strategists. The plan, devised by German Field Marshal Alfred von Schlieffen in the early 20th century, aimed to quickly defeat France in the event of a war with Russia. However, the plan ultimately failed to achieve its intended objectives, leading to significant consequences for Germany and the rest of Europe.One of the key factors that contributed to the failure of the Schlieffen Plan was the underestimation of the strength and resilience of the French army. The plan relied on the assumption that the French would be easily defeated within a matter of weeks, allowing the bulk of the German forces to then be redeployed to the Eastern Front to face the Russian threat. However, the French put up a much stronger resistance than anticipated, leading to a prolonged and costly war of attrition that ultimately thwarted the German strategy.Furthermore, logistical challenges and communication breakdowns also played a significant role in the plan's failure. The sheer scale of the operation, which involved coordinating the movements of hundreds of thousands of troops and vast amounts of equipment, proved to be a daunting task for the German high command. As a result, delays and miscommunications hampered the execution of the plan, giving the French and their allies crucial time to mobilize their defenses and mount a more effective resistance.Additionally, the Schlieffen Plan was based on a rigid and inflexible strategy that did not account for unexpected developments or changes in the battlefield. The plan's reliance on a swift and decisive victory in the West left little room for adaptation or improvisation in the face of unforeseen challenges. This lack of flexibility ultimately proved to be a fatal flaw, as it left the German forces vulnerable to counterattacks and strategic maneuvers by the Allied powers.In conclusion, the Schlieffen Plan's failure can be attributed to a combination of factors, including the underestimation of the enemy, logistical challenges, and a lack offlexibility in its execution. While the plan was an ambitious and audacious attempt to secure a quick and decisive victory for Germany, it ultimately proved to be overly ambitious and unrealistic in its assumptions. The lessons learned from the failure of the Schlieffen Plan continue to be studied and debated by military historians and strategists, serving as a cautionary tale of the dangers of overconfidence and rigid thinking in the planning and execution of military operations.。
德国海恩斯坦纺织研究院专家到访我校
德国海恩斯坦纺织研究院专家到访我校
佚名
【期刊名称】《艺术设计研究》
【年(卷),期】2017(000)004
【摘要】2017年11月7日下午受我校中国服饰科技研究院服装安全研究检测中心的邀请,德国海恩斯坦纺织研究院生命科学研究部首席执行官Timo Hammer博士在我校科技报告厅做了一场题为《海恩斯坦纺织品生命科学研究成果报告》的专题讲座。
参加此次讲座的除了我校各级领导和各专业师生外,还有30多名来自相关行业协会、检测机构、研究院所以及知名纺织服装企业的代表。
整个会场座无虚席。
【总页数】1页(P9-9)
【正文语种】中文
【中图分类】TS107
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物的方法
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Review of:Helmut Schwichtenberg
Finite notations for infinite terms
Herman Ruge Jervell
University of Oslo
Oslo,Norway
www.uio.no/˜herman
February14,2000
One of the aims of proof theory is to use the syntactical information given in a well formed formula or a well formed derivation to make analyses about what can and what cannot be done in certain formal systems.There are many ways to give such syntactical information.Some of the most important ones are •Gentzen’s system of natural deduction and of sequential calculi
•Kleene’s system O of ordinal notation
•Veblen-Bachmann-Ackermann-Sch¨u tte-Takeuti systems of ordinal nota-tion
•Martin-L¨o fs theory of types
•the Novikoff-Sch¨u tte-Tait analyses of arithmetic usingω-rules
The syntactical objects are eitherfinite or infinite in a uniform way.
Wilfried Buchholz has in an important paper[1]showed how to give notation-systems for infinitary sequent-calculus derivations.An essential feature there is that from a notation one canfind in a primitive recursive way information like“last rule used”.Furthermore the terms are ordered in such a way that the syntactical transformation for getting cut-free derivations produces smaller terms.
The present paper does much the same thing for natural deduction systems (typed lambda-calculi)as Buchholz does for sequent-calculi.This turns out to be more complicated thanfirst expected.The assignment goes in three steps. First we assign infinitary terms as in the Novikoff-Sch¨u tte-Tait analysis.Then we code them in a primitive recursive way using the uniformity in the infinitary terms.This is cumbersome,but more or less straightforward.The last step is new.Say we have a notation system T using primitive recursive codes for the infinitary terms.We extend T to a new notation system T where we are
1
also able to express directly that we have beta-conversion and reduction among terms.This is done by having new symbols for each variable,and function symbols for beta-conversion and for reduction.
The terms in T is ordered by the usual tree ordering of the infinitary terms. In T this is extended to an ordering which also respects reductions among terms.This is done by a straightforward construction but where we get a jump up to the next epsilon-number.
So far about the notation systems.Now to the applications.First we con-sider the system P CFαof partial recursive functionals withfixed point operator. In P CFαwe use approximation of ing the theory the author is able to prove in a direct and perspicuous way a trade-offtheorem,where higher type recursion is traded offfor simpler recursion over longer orderings.The second applications is to show continuous normalization for natural deduction. Both these applications are known.But they are notoriously hard to prove in a natural way.With the new proof here this is solved.
The author has shown how the new tools in proof theory given by Buchholz for sequential calculi can now also be used for systems of natural deduction (typed lambda-calculi).
References
[1]Wilfried Buchholz.Notation systems for infinitary derivations.Archive for
Mathematical Logic,30,pp277-296.1991.
2。