激光二极管自混合干涉和微振动的实验观测

介绍了利用LabView软件虚拟示波器和信号源,对激光二极管自混合干涉和微振动进行的实验观测.该实验可以作为本科低年级学生的综合设计实验.     

金融时间序列分析与建模

介绍了金融时间序列分析与建模的主要理论、方法,着重论述了近20多年发展起来的非平稳时间序列的建模方法及工具,指出进一步的研究方向.最后,对上证综合指数这一金融时间序列进行了实证分析.     

Double-Humped Transverse Density Profile in Two-Dimensional Chute Flow with Rough Sidewalls

We study a two-dimensional granular rapid flow with rough sidewalls stuck with the same size discs by molecular dynamics simulation. A transient state of the double-humped density profile in the flowing process has been found, which appears and moves as travelling wave and is the same as the phenomena in the recent experiments [Acta Phys. Sin. 53 （2004） 3389 （in Chinese）]. Our simulation shows that the rough sidewalls play an important role in the converting momentum of boundary discs from the vertical direction to the horizontal one through particle collisions to form this profile and the good elasticity of discs ensures this effect. The appearance of the double-humped profile may be a precursor, which determines if the whole flow will be far repulsed from the boundary and become dilute eventually.     

几种N-取代马来酰胺酸辅酶模型的核磁共振研究

我们对8种N-取代马来酰胺酸辅酶模型与不同类型的亲核试剂反应后生成的产物进行了¹H、¹³C NMR的研究, 测得¹H、¹³C谱化学位移,研 究探讨其规律性, 并测试了IR谱和元素分析.     

一种区间数的因子分析技术及其在证券市场中的应用

传统的因子分析技术能够有效地对高维变量空间进行降维处理,但它对于样本空间却缺乏行之有效的降维效果.为了解决这一问题,一种针对大量样本数据、新的因子分析技术———区间数因子分析技术(intervaldatafactoranalysis,IFA)被提出并得到了迅速的发展。IFA方法对传统的数据概念做了本质性的扩张,运用'数据打包'的理念,对海量原始数据在不破坏其原有内在逻辑关系的前提下,可以进行变量和样本点维度的双重降维。本文详细阐述了区间数因子分析技术的原理,并以中国股票市场为案例研究背景,结果表明IFA分析技术对大规模多维数据系统做综合简化是十分有效的。     

Investigation of the reaction order for nucleophilic substitution of dialkyl methylphosphonates by alkoxides

The rate of nucleophilic substitution at the phosphorus centre of dialkyl methylphosphonates by methoxide and ethoxide has been studied to investigate the possible involvement of hexacoordinated phosphorus species in this reaction. For alkoxide concentrations less than ca. 1.5 M the rate increases with the square of alkoxide concentration. However, consideration of the activity of the alkoxides, represented by an appropriate acidity function, reveals that only one equivalent of alkoxide is involved in the rate-determining step. Thus, there is no requirement to invoke the intermediacy of a hexacoordinated species in the reaction pathway. © John Wiley & Sons, Inc.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

随机需求条件下的延迟发运策略模型及性质

本针对随机需求条件下物流配送中心的库存和运输联合决策问题，在基本库存和自身运输能力不足的情况下，提出对剩余客户订货需求采取部分延迟到下一期与部分利用第三方物流立即发运两相结合的策略，并在具有一般惩罚(损失)费延迟发运量限制的条件下，建立运输和库存相关总成本数学期望最小的优化模型，论证了该模型的主要性质，在此基础上很容易构造求解该类问题的优化方法。     

The Spaces b~p with 0 < p < 1

Let 0 < p < 1. In this paper we prove that the Bergman norm on the p-th Bergman space bp(H) is equivalent to certain "normal direction norm" as well as certain "tangential direction norm", where H = Rn-1 × R is the upper half space. As an application, we get the boundedness of harmonic conjugation operators on bp(H).