Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.     

单链表在离子发动机光学系统粒子模拟中的应用

 目前离子发动机光学系统数值模拟大多采用PIC方法，由于该方法需要跟踪单个粒子的运动，因此需要存储每个粒子的位置信息与运动信息。传统的粒子模拟程序中，保存粒子信息大多采用数组的方式，但是采用这种方式存在弊端，例如对粒子总数变化的自适应不好。基于此开发了一种使用链式存储结构的粒子模拟程序，该程序使用带头节点的单向链表存储粒子信息。使用基于链式存储结构的PIC方法对离子发动机光学系统进行了粒子模拟，验证了链式粒子信息存储方法在粒子模拟中的可用性。模拟表明：（1）在粒子模拟中采用链式存储结构存储粒子信息，无需预先指定最大粒子总数，程序可自适应粒子总数的变化，因此无需进行试算，节省了计算时间；（2）在粒子模拟中采用链式存储结构，由于不存在内存资源的浪费，因而可显著提高程序的存储效率与计算效率。     

Photoinduced Transformation between Charge Carrier and Spin Carrier in Polymers

By dynamical simulations, we show a transforming process between neutral soliton （spin carrier） and charged soliton （charge carrier） in polymers via photo-excitation, taking a polaron as the transitional bridge. It is photoinduced transformation between spin carrier and charge carrier. In this way, we demonstrate an access for polymers to be applied to spintronics.     

Anchoring Properties of Nematic Liquid Crystals Studied Using the Attenuated Total Reflection Method

By using the attenuated total reflection method associated with the excitation of surface plasmons, the tilt angle of the liquid crystal director and its gradient at the surface are measured in a planar nematic cell as a function of the applied voltage. The surface anchoring anisotropy δπ of the liquid crystal and the surface elastic constant k_s, are found to be δπ = 0.288 erg/cm and k_s, = 9·12 × 10^-11 erg, respectively, when the boundary condition suggested by Barbero et al is used. The theoretical and experimental values obtained with this boundary condition and that of Mada are discussed. The results show that the boundary condition proposed by Barbero et al is in better agreement with the experiment.     

用于近场集成光学头微透镜器件的灰度掩模技术

讨论了制作适用于近场集成光学头中的凸形、凹形微透镜和折衍射复合微透镜的灰度掩模技术。定性地给出了与几种典型的凸形、凹形微透镜和折衍射复合微透镜对应的灰度掩模版的设计实例 ,以及将它应用于光刻操作的情况 ,为采用灰度掩模技术制作适用于近场集成光学头中的微透镜器件奠定了基础。灰度掩模技术在微透镜器件的制作方面具有重要的应用前景 ,有助于简化制备工艺 ,降低制作成本 ,优化微透镜阵列的结构参数。     

A completion of the spectrum for large sets of disjoint transitive triple systems

In this paper, we give a recursive construction from an LTTS(v + 2) to an LTTS(16v + 2) for v 3. Furthermore, the existence of LTTS(2ⁿ + 2) is proved. Thereby, we completely solve the existence problem of LTTS)(v) (large set of pairwise disjoint transitive triple systems of order v).     

On the existence of nontrivial extremal metrics on complete noncompact surfaces

In this paper, we consider the 2-dimensional local Calabi flow on a complete noncompact surface . Then, based on the Harnack-type estimate, we show the long-time existence and asymptotic convergence of a subsequence of solutions of such a flow on with and bounded from above by a negative constant on a ball. For its applications, this will lead to the existence of extremal metrics on a complete noncompact surface of finite topological type. In particular, there exists an extremal metric of nonconstant Gaussian curvature on or Received: 21 June 2001 / 18 January 2002 / Published online: 27 June 2002 Research supported in part by NSC and NCTS.     

幂函数的一些密码学性质

二元域上n数组空间上的非线性置换在分组码，杂凑函数与流密码等密码学领域中有重要应用.域GF（2n）上的幂函数提供了二元域上n数组空间上的一类非线性置换．本文着重研究幂函数的强完全性、完全性与非线性度等密码学性质．作为结果，本文证明了幂函数具有完全性；证明了具有强完全性的函数必有较高的拓扑非线性度；木文找到一类具有强完全性的幂函数；周时也定出了幂函数的代数非线性度．     

线列阵甚宽频带恒定束宽的数字实现方法

线性嵌套阵可以很好地在很宽的频率（N个倍频程，N=7）上实现恒定束宽。这种方法设计简单，又节省线阵阵元。本文给出了线性嵌套阵具体的数字化实现方法，解决了FIR滤波器设计，滤波器时间延迟等问题。由于数字化实现过程中使用了很多组FIR滤波器，计算量很大，文章采用了DSP信号处理板实现数字化算法，利用DSP处理板可以多任务同时处理优势，解决了计算量大的问题。经过实验验证，在DSP上实现的数字化的线性嵌套阵宽带恒定束宽方法满足了工程上实时处理的需要。     

Very high coercivities of top-layer diffusion Au/FePt thin films

The Au/FePt samples were prepared by depositing a gold cap layer at room temperature onto a fully ordered FePt layer, followed by an annealing at 800 °C for the purpose of interlayer diffusion. After the deposition of the gold layer and the high-temperature annealing, the gold atoms do not dissolve into the FePt Ll₀ lattice. Compared with the continuous FePt film, the TEM photos of the bilayer Au(60 nm)/FePt(60 nm) show a granular structure with FePt particles embedded in Au matrix. The coercivity of Au(60 nm)/FePt(60 nm) sample is 23.5 kOe, which is 85% larger than that of the FePt film without Au top layer. The enhancement in coercivity can be attributed to the formation of isolated structure of FePt ordered phase.