同轴相移数字全息中相移角的选取及相移误差的消除

基于两步同轴相移数字全息,首先从理论上分析了记录时不同相移角的选取及相移误差对再现像的影响,并给出了一种利用再现像所有抽样点的强度偏差之和作为评价标准,通过逐步改变理论设定相移角值来寻找实际相移角的相移误差消除新方法;其次对二步相移数字全息中记录时参考光波最佳相移角的选取作了计算机模拟,发现只有将参考光波的相移角选择在一定范围内,再现像的噪声较小;最后利用计算机模拟了相移误差消除,验证了所提方法的可行性.     

Oracle Inequalities for Efromovich–Pinsker Blockwise Estimates

Oracle inequality is a relatively new statistical tool for the analysis of nonparametric adaptive estimates. Oracle is a good pseudo-estimate that is based on both data and an underlying estimated curve. An oracle inequality shows how well an adaptive estimator mimics the oracle for a particular underlying curve. The most advanced oracle inequalities have been recently obtained by Cavalier and Tsybakov (2001) for Stein type blockwise estimates used in filtering a signal from a stationary white Gaussian process. The authors also conjecture that a similar result can be obtained for Efromovich–Pinsker (EP) type blockwise estimators where their approach, based on Stein's formula for risk calculation, does not work. This article proves the conjecture and extends it upon more general models which include not stationary and dependent processes. Other possible extensions, a discussion of practical implications and a numerical study are also presented.     

Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

Reduction of Entrained Hydroxy Species in Ormosil Films for Integrated Optics

Organically modified silicates (ormosils) have been viewed as possible materials for optical signal processing devices for communications networks. One significant problem obstructing their use in this application is the absorption of infrared light by hydroxy species (present for example in silanol groups (SiOH) and water) around the communications wavelengths (1310 and 1550 nm). We have investigated several ormosil compositions, synthesised via an aqueous sol-gel method, to determine if residual hydroxy groups can be removed more effectively via reducing the connectivity of the material by increasing the number of organic groups (such as Si—CH₃). Furthermore, we have investigated the effect of different inert atmospheres on the drying process. It was found that reducing the connectivity does promote the removal of hydroxy absorption, mainly via the condensation of residual silanol groups, but also by removal of residual water, depending on the other precursors in the system. It was also found that the drying atmosphere used (nitrogen or helium) had no effect on the drying process.     

BEPCⅡ LINAC束流光学匹配及轨道校正计算研究

 北京正负电子对撞机直线注入器(BEPCⅡ LINAC)的升级改进要求建立束流光学匹配计算和轨道校正系统，为此对束流光学匹配计算和轨道校正计算的方法进行了研究，并采用VC++语言编写了相应的程序，利用最小二乘法原理进行了束流光学匹配计算，模拟了束流轨道校正，取得了较为理想的结果。     

Multilevel a posteriori error analysis for reaction–convection–diffusion problems

We present a new approach to the a posteriori error analysis of stable Galerkin approximations of reaction–convection–diffusion problems. It relies upon a non-standard variational formulation of the exact problem, based on the anisotropic wavelet decomposition of the equation residual into convection-dominated scales and diffusion-dominated scales. The associated norm, which is stronger than the standard energy norm, provides a robust (i.e., uniform in the convection limit) control over the streamline derivative of the solution. We propose an upper estimator and a lower estimator of the error, in this norm, between the exact solution and any finite dimensional approximation of it. We investigate the behaviour of such estimators, both theoretically and through numerical experiments. As an output of our analysis, we find that the lower estimator is quantitatively accurate and robust.     

Analysis of finite dimensional approximations to a class of partial differential equations

In this paper, a unified approach for analysing finite dimensional approximations to a class of partial differential equations boundary value problems (second‐kind Fredholm differential equations) is introduced. The approach is shown to be general despite of its extremely simple form. In particular, it is expected to be useful in the convergence analysis of finite element methods for solving PDE problems. Three specific examples are presented to illustrate the broad applicability of the approach. Copyright © 2004 John Wiley & Sons, Ltd.     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

Krylov subspaces and the analytic grade

Typical behaviour of the solution of a linear system of equations obtained iteratively by Krylov methods can be characterized by three stages. Initially the residual diminishes steadily; this is followed by stagnation and finally rapid convergence near the algebraic grade. This study examines this behaviour in terms of the concepts of approximately invariant subspace and what we have called the analytic grade of a Krylov sequence. It is shown how the small Ritz values play a vital role in the convergence and how this knowledge helps in the construction of an effective preconditioner. Copyright © 2004 John Wiley & Sons, Ltd.