Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

Global Phase Time and Wave Function for the Kantowski-Sachs Anisotropic Universe

A consistent quantization with a clear notion of time and evolution is given for the anisotropic Kantowski–Sachs cosmological model. It is shown that a suitable coordinate choice allows to obtain a solution of the Wheeler–DeWitt equation in the form of definite energy states, and that the results can be associated to two disjoint equivalent theories, one for each sheet of the constraint surface.     

Field Theory Methods in Classical Dynamics

A Dirac picture perturbation theory is developed for the time evolution operator in classical dynamics in the spirit of the Schwinger–Feynman–Dyson perturbation expansion and detailed rules are derived for computations. Complexification formalisms are given for the time evolution operator suitable for phase space analyses, and then extended to a two-dimensional setting for a study of the geometrical Berry phase as an example. Finally a direct integration of Hamilton's equations is shown to lead naturally to a path integral expression, as a resolution of the identity, as applied to arbitrary functions of generalized coordinates and momenta.     

甲基紫掺杂聚乙烯醇薄膜材料红光多重全息存储

甲基紫掺杂聚乙烯醇薄膜材料在两束相干光照射下生成相位光栅.当改变一束相干光光程,通过监测相位光栅的一级衍射信号强度的变化,可以检测相位光栅的生长和擦除过程.在此实验基础上,讨论了甲基紫掺杂聚乙烯醇薄膜材料多重全息存储的原理与结果.     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

克尔介质中超连续谱的产生与自聚焦的抑制

 从（3+1）维非线性薛定谔方程出发，理论上分析了超短脉冲频谱展宽与自聚焦的影响因素。分析得出：通过改变泵浦光的功率和光束口径，可以实现光谱的极大展宽并避免自聚焦成丝。数值模拟了小口径强泵浦光束在BK7玻璃中的传输过程并进行了实验验证。模拟结果显示在超连续谱产生的同时小尺度调制被完全抑制。实验结果表明：降低泵浦光功率，使光束不会因为全光束自聚焦而发生塌陷，同时还能控制除自聚焦外的其它非线性效应，进而改善近场光束质量。由于自相位调制是超短超强脉冲产生超连续谱的重要机制之一，需要维持传输过程中的泵浦光功率，由此最佳的入射光功率应选在全光束自聚焦功率阈值附近。     

β-MnO2高压相的从头计算模拟

 基于密度泛函理论（DFT），用完全势能线性缀加平面波方法（FPLAPW）计算模拟了MnO₂的同质多相变体（金红石型结构、CaCl₂型结构、黄铁矿型结构），通过计算，预测了β-MnO₂在5 GPa时从金红石型结构转变为CaCl₂型结构，在20 GPa时进一步转变为黄铁矿型结构。另外，还总结和比较了几种金红石型结构二氧化物的压致相变特点，得出第Ⅳ主族元素的金红石型结构氧化物有很好的规律性，发生的相变序列基本一致；并随着金属阳离子半径的增大，发生相变的压力值也相应地递减，各氧化物的体积模量值相应地减小。     

硬X射线磁圆二色实验方法的建立

在北京同步辐射装置(BSRF)1W1B光束线和XAFS实验站上国内首次建立了硬X射线波段的磁圆二色实验(XMCD)方法. 以单晶金刚石作为相位延迟片, 在透射劳埃(Laue)模式下, 利用衍射双折射效应, 将入射的单色线偏振光转变为相应的左旋和右旋圆偏振光, 测量磁化样品对左旋和右旋圆偏振光吸收的差异, 获得了XMCD信号. 本实验使用透射方法测量了Pt-Fe合金Pt L_2,3边的XMCD, 获得了XMCD信号. XMCD实验方法的建立, 为研究磁性材料尤其是磁性薄膜材料的电子结构和磁结构提供了实验基础.     

A dynamical test of phase transition order: New things in old places or old wine in new bottles

We first discuss nonlinear aspects of phase transition theory applied to a particular liquid crystal phase transition. A simple derivation is given to show how two coupled Goldstone modes (one appearing as gauge fluctuations of the ordered phase) can force a phase transition, against all expectations, to take place discontinuously (theory of Halperin, Lubensky, and Ma)-but the discontinuity may be immeasurably small. Then, we describe a new dynamical test of phase transition order, developed by Cladiset al., that turns out to be more sensitive than x-ray diffraction and adiabatic calorimetry. Quantitative data found by this new method are in excellent agreement with the measurements of adiabatic calorimetry and x-ray diffraction as well as expectations implicit in the predictions of HLM.This is the text of an after-banquet talk given at the CNLS Workshop on the Dynamics of Concentrated Systems.     

Theory of interfacial phase transitions in surfactant systems

The spin-1 Ising model, which is equivalent to the three-component lattice gas model, is used to study wetting transitions in three-component surfactant systems consisting of an oil, water, and a nonionic surfactant. Phase equilibria, interfacial profiles, and interfacial tensions for three-phase equilibrium are determined in mean field approximation, for a wide range of temperature and interaction parameters. Surfactant interaction parameters are found to strongly influence interfacial tensions, reducing them in some cases to ultralow values. Interfacial tensions are used to determine whether the middle phase, rich in surfactant, wets or does not wet the interface between the oil-rich and water-rich phases. By varying temperature and interaction parameters, a wetting transition is located and found to be of the first order. Comparison is made with recent experimental results on wetting transitions in ternary surfactant systems.This paper is dedicated to J. K. Percus in honor of his 65th birthday.