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.     

Potts models with magnetic field: Arithmetic,geometry, and computation

We give a sheaf theoretic interpretation of Potts models with external magnetic field, in terms of constructible sheaves and their Euler characteristics. We show that the polynomial countability question for the hypersurfaces defined by the vanishing of the partition function is affected by changes in the magnetic field: elementary examples suffice to see non-polynomially countable cases that become polynomially countable after a perturbation of the magnetic field. The same recursive formula for the Grothendieck classes, under edge-doubling operations, holds as in the case without magnetic field, but the closed formulae for specific examples like banana graphs differ in the presence of magnetic field. We give examples of computation of the Euler characteristic with compact support, for the set of real zeros, and find a similar exponential growth with the size of the graph. This can be viewed as a measure of topological and algorithmic complexity. We also consider the computational complexity question for evaluations of the polynomial, and show both tractable and NP-hard examples, using dynamic programming.     

Gas-phase 21Ne NMR studies and the nuclear magnetic dipole moment of neon-21

Gas-phase ²¹Ne nuclear magnetic resonance spectra were measured at the natural abundance of ²¹Ne isotope for samples consisting of pressurized neon up to 60 bar at room temperature and applying the magnetic field of the strength B₀ = 11.7574 T. It showed that the nuclear magnetic resonance frequency is linearly dependent on the density of gaseous neon. The resonance frequency was extrapolated to the zero-density point, and it permitted the determination of the ²¹Ne nuclear magnetic moment, μ(²¹Ne) = 0.6617774(10) μ_N. The present value of μ(²¹Ne) is not influenced by the bulk magnetic susceptibility of neon and interactions between neon atoms; therefore, it is more precise and reliable than the previous result obtained for μ(²¹Ne).     

砂岩方梁断裂过程区范围的实验确定方法

裂纹前端的断裂过程区是引起岩石非线性断裂及尺寸效应的主要原因。利用数字图像相关技术对砂岩开展了三点弯曲梁实验,获得观测区域高精度的全场位移和应变数据,根据断裂韧带区域水平位移和水平应变的分布特征,结合裂尖岩石颗粒变化的微观分析,提出采用裂纹尖端水平位移波动性和水平应变突变性所得到的波动系数和水平应变突变值,确定断裂过程区形状和临界尺寸的方法。结果表明:砂岩断裂过程区的形状为不规则的狭长带状区域,断裂过程区的临界长度为11~13mm,临界宽度为1.58~2.36mm。断裂过程区区域内形变在趋向裂尖时呈指数增加,但其单位区域内的形变增量呈波动状态。该方法能够更加准确判断岩石断裂过程区的范围,有助于分析岩石的非线性断裂特性。     

QEPAS系统中石英音叉模态仿真计算与研究

对石英音叉增强型光声光谱(QEPAS)系统中常用的石英音叉进行了有限元模态计算，获得石英音叉前6阶振型与模态频率，认知了第4阶对称摆动振型为有效振动，利用单因素法分析了石英音叉的音臂长度l₁、音臂宽度w₁、音臂厚度t、音臂切角θ、音臂圆孔直径d及音臂圆孔高度h对低阶有效共振频率(Fre)的影响，敏感度依次为： l₁> w₁>d>θ>t>h，考虑实际设计情形，筛选出了l₁，w₁，d与h四个石英音叉设计变量，采用Box-Behnken实验设计方案与RSM(response surface methodology)方法，以Fre为函数目标，建立l₁，w₁，d与h的二次回归响应面模型，得到了参数之间的交互作用，利用Design-Expert软件对响应面模型进行设计参数反求，结果表明，在15 000 Hz≤Fre≤25 000 Hz计算区域内误差较小，基本满足QEPAS系统的计算需求，所提出的研究与设计方法具有一定通用性，可为QEPAS系统中石英音叉结构参数设计提供参考。     

Controlled synthesis of ZnO nanoparticles from a Zn(II) coordination polymer: Structural characterization,optical properties and photocatalytic activity

A zinc coordination polymer derived from pyridine-2,6-dicarboxylate (PDC), {[Zn₂(PDC)₂]}_n, was successfully prepared via conventional, sonication and microwave-irradiation methods. The composition and characteristics of the obtained coordination polymers (CPs) were investigated by elemental analysis, TGA/DTA, X-ray diffraction and spectroscopic techniques. The so obtained CPs were heat-treated in the air at 600 °C for 2 h to produce ZnO of nanosized particles (NPs). It is of interest to note that the synthesis approach of the precursor greatly affects both the nanoparticle size and the structure of the resulting ZnO NPs. Moreover, the smallest particle size was associated with the sample derived from the ultrasonically prepared precursor. TEM analysis revealed that all samples have sphere-like morphologies. Structural analysis of the prepared ZnO samples was conducted and compared using Rietveld analysis of their PXRD patterns. Optical band gap calculations based on analysis of the UV–vis spectra of ZnO samples using Tauc's power law were achieved. The highest band gap of 3.63 eV was observed for ZnO sample obtained from the ultrasonically prepared precursor. Furthermore, the photocatalytic activity of ZnO NPs for the removal of Eosin Y color was monitored. The highest removal efficiency was recorded for ZnO originated from the ultrasonically synthesized precursor. Enhancement of removal efficiency that reached 98% was attained in only a period of 8 min. Its recycling test showed that it can be reused without structural changes over four cycling experiments.     

Dinuclear gold (I)-di-N-heterocyclic carbene complexes: syntheses,structure, density functional theory calculation and photoluminescence study

The synthesis and characterizations for a series of dinuclear gold (I)-di-NHC complexes, 1–8 through the trans-metalation method of their respective silver (I)-di-NHC complexes, i–viii are reported (where NHC = N-heterocyclic carbene). The successful complexation of a series of unusual non-symmetrical and symmetrical di-NHC ligands, 3,3'-(ethane-1,2-diyl)-1-alkylbenzimidazolium-1'-butylbenzimidazolium (with alkyl = methyl, ethyl, propyl, butyl, pentyl, hexyl, heptyl, benzyl) with the gold (I) ions are suggested by elemental analysis, Fourier transform-infrared, ¹H- and ¹³C-NMR data. The ¹³C-NMR spectra of 1–8 show a singlet sharp peak in the range of 190.00–192.00 ppm, indicating the presence of a carbene carbon that bonded to the gold (I) ion. From single crystal X-ray diffraction data, the structure of complex 6 with the formula of [di-NHC-Au (I)]₂·2PF₆ is obtained [where NHC = 3,3'-(ethane-1,2-diyl)-1-hexylbenzimidazolium-1'-butylbenzimidazolium]. The photophysical study in solid state of 6 displays an intense photoluminescence with a strong emission maxima, λ_em = 480 nm, upon excitation at 340 nm at room temperature. Interestingly, the emission maximum at 77 K shows a structural character with a strong peak at 410 nm, a medium at 433 nm and a weak at 387 nm, accompanied by a tail band to about 500 nm.     

Preparation and Characterization of Activated Carbon from Microwave and Conventional Heated Almond Shells Using Phosphoric Acid Activation

Activated carbon production from almond shells using phosphoric acid activation agent was achieved by applying both conventional heating and microwave heating in succession. The morphology and surface properties of activated carbon were studied using thermogravimetric and differential gravimetric analysis, Fourier-transform infrared spectroscopy, scanning electron microscopy, and Brunauer–Emmett–Teller analysis. A surface area of 1128 m²/g was achieved by optimizing the microwave power (500?W), microwave application time (15?minutes), conventional heating time (45?minutes), conventional heating temperature (500?°C), and the phosphoric acid:sample ratio (0.7:1). An adsorption capacity of methylene blue of 148?mg/g and an iodine value of 791?mg/g was obtained for the prepared activated carbon.