基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Surface of room temperature ionic liquid [bmim][PF6] studied by polarization- and experimental configuration-dependent sum frequency generation vibrational spectroscopy

Understanding and control of the surface properties such as molecular orientations are of great importance in numerous applications of ionic liquids. However, there remain discrepancies among the previous experimental and theoretical studies on the surface orientation and structures of room temperature ionic liquids(RTIL) systems. In this article, the orientation of 1-butyl-3-methylimidazolium([bmin]) cation at the air/liquid interface of a characteristic RTIL, 1-butyl-3-methylimidazolium hexafluorophosphate([bmim][PF6]), was investigated by the sum frequency generation vibrational spectroscopy(SFG-VS). Detailed polarization and experimental configuration analyses of the SFG-VS spectra showed the possibility of a small spectral splitting in the CH3 symmetric stretching region, which can be further attributed to the probable existence of multiple orientations for the interfacial [bmim] cations. In addition, the(N)–CH3 vibrations were absent, ruling out the prediction by several recent molecular dynamics simulations which state that portions of the [bmim] cations orient with a standing-up(N)–CH3 group at the ionic liquid surface. Hence, new realistic theoretical models have to be developed to reflect the complex nature of the ionic liquid surface.     

Facile non‐lithographic route to highly aligned silica nanopatterns using unidirectionally aligned polystyrene‐block‐polydimethylsiloxane films

Thin films (monolayer and bilayer) of cylinder forming polystyrene‐block‐polydimethylsiloxane (PS‐b‐PDMS) were shear aligned by the swelling and deswelling of a crosslinked PDMS pad that was physically adhered to the film during solvent vapor annealing. The nanostructures formed by self‐assembly were exposed to ultraviolet‐ozone to partially oxidize the PDMS, followed by calcination in air at 500 °C. In this process, the PS segments were fully decomposed, while the PDMS yielded silica nanostructures. The highly aligned PDMS cylinders were thus deposited as silica nanolines on the silicon substrate. Using a bilayer film, the center‐to‐center distance of these features were effectively halved from 38 to 19 nm. Similarly, by sequential shear‐alignment of two distinct layers, a rhombic array of silica nanolines was fabricated. This methodology provides a facile route to fabricating complex topographically patterned nanostructures. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part B: Polym. Phys. 2015 , 53, 1058–1064     

Direct Intermediate Regulation Enabled by Sulfur Containers in Working Lithium–Sulfur Batteries

Polysulfide intermediates (PSs), the liquid-phase species of active materials in lithium–sulfur (Li-S) batteries, connect the electrochemical reactions between insulative solid sulfur and lithium sulfide and are key to full exertion of the high-energy-density Li-S system. Herein, the concept of sulfur container additives is proposed for the direct modification on the PSs species. By reversible storage and release of the sulfur species, the container molecule converts small PSs into large organosulfur species. The prototype di(tri)sulfide-polyethylene glycol sulfur container is highly efficient in the reversible PS transformation to multiply affect electrochemical behaviors of sulfur cathodes in terms of liquid-species clustering, reaction kinetics, and solid deposition. The stability and capacity of Li-S cells was thereby enhanced. The sulfur container is a strategy to directly modify PSs, enlightening the precise regulation on Li-S batteries and multi-phase electrochemical systems.     

Unidirectional Quantum Remote Control:Teleportation of Control-State

We investigate the problem of teleportation of unitary operations by unidirectional control-state telepor-tation and propose a scheme called unidirectional quantum remote control. The scheme is based on the isomorphismbetween operation and state. It allows us to store a unitary operation in a control state, thereby teleportation of theunitary operation can be implemented by unidirectional teleportation of the control-state. We find that the probabilityof success for implementing an arbitrary unitary operation on arbitrary M-qubit state by unidirectional control-stateteleportation is 4-M, and 2M ebits and 4M cbits are consumed in each teleportation.     

双掺(Tm3+,Tb3+)LiYF4激光器1.5 μm波长激光阈值分析

由速率方程推出了双掺（Tm^3 ,Tb^3 ）离子准四能级系统的激光阈值解析式，讨论了Tm^3 和Tb^3 离子之间的相互作用。分析了1.5μm波长附近的激光阈值和Tm^3 、Tb^3 离子的掺杂原子数分数及晶体长度的关系。结果表明，对于对应Tm^3 离子^3H4→^3F4跃迁的约1.5μm波长的激光，激活离子Tm^3 的掺杂原子数分数过大时，交叉弛豫作用将使系统阈值迅速增加。Tb^3 离子的加入，一方面能抽空激光下能级，起到降低阈值的作用；另一方面亦减少了激光上能级的寿命，使阈值升高。故Tb^3 离子有最佳掺杂原子数分数。对于Tm原子数分数为y=0.01的Tm:LiYF4晶体，Tb^3 离子的最佳掺杂原子数分数为0.002左右，同时表明，激光阈值与晶体长度有关。最佳晶体长度与Tm^3 、Tb^3 离子的掺杂原子数分数以及晶体的衍射损耗和吸收损耗有关。     

实二次域上理想类的zeta-函数在-1处的值

用连分数给出了实二次域理想类的zeta-函数-1处值的一个具体的计算公式.     

虚拟RLC电参量测试仪

虚拟仪器在测试测量领域、自动控制和工业控制领域有着广泛的应用.为提高本科生普通物理实验训练的起点,北京大学基础物理实验中心将虚拟仪器引入到物理实验教学中.本文以虚拟RLC电参量的测量为例,介绍了虚拟仪器在物理实验中的具体应用.     

油水两液相一维非等温渗流的传递分析

在求解油水两液相非等温渗流的温度场、压力场基础上,以驱动功、驱动功率、驱动阻力、驱动速率为特征参数,对该过程进行(火用)传递分析。数值模拟的结果表明:含水通过降低油的相对渗透率、从而增大驱动阻力、减小驱动功率, 最终导致原油产量降低。     

《光谱学与光谱分析》2007年征订启事

The authors achieved the temporal coherent control in an Er^3＋ doped telluride glass, one kind of disordered solids. The upconversion at 670 nm was modulated and the dephasing time was simulated as 300 fs. Moreover, the photon echo signal gave the dephasing time due to the phonon interaction. The agreement between the two data indicates that the interaction between the wavepacket and the phonon leads to the fast disappearance of wavepackets interference, which is helpful for the tech- nique to be applied to the disordered solids.