利用微扰法分析两个相互耦合的参量四波混频过程

利用微扰法在旋转波近似下分析了铷原子中两个独立的参量四波混频过程和一个耦合的参量四波混频过程.当用超短激光脉冲相干激发这两个参量四波混频过程时,两个过程就会同时出现并且存在相互耦合作用.微扰分析表明,耦合的参量四波混频信号中可以观察到量子拍,量子拍幅度的大小不仅取决于超短脉冲的特性,而且依赖于两个耦合的参量四波混频过程中的相位匹配.     

Critical Behavior of the Blume-Emery-Griffiths Model for a Simple Cubic Lattice on the Cellular Automaton

The spin-1 Ising model with the nearest-neighbour bilinear and biquadratic interactions and single-ion anisotropy is simulated on a cellular automaton which improved from the Creutz cellular automaton (CCA) for a simple cubic lattice. The simulations have been made for several k=K/J and d=D/J in the 0≤d<3 and −2≤k≤0 parameter regions. We confirm the existence of the re-entrant and the successive re-entrant phase transitions near the phase boundary. The phase diagrams characterizing phase transitions are presented for comparison with those obtained from other calculations. The static critical exponents are estimated within the framework of the finite-size scaling theory at d=0, 1 and 2 in the interval −2≤k≤0. The results are compatible with the universal Ising critical behavior.     

立方非线性Schr?dinger方程的Weierstrass椭圆函数周期解

利用Weierstrass椭圆函数展开法对非线性光学、等离子体物理等许多系统中出现的立方非线性 Schr(o)dinger方程进行了研究.首先通过行波变换将方程化为一个常微分方程,再利用Weierstrass椭圆函数展开法思想将其化为一组超定代数方程组,通过解超定方程组,求得了含Weierstrass椭圆函数的周期解,以及对应的Jacobi椭圆函数解和极限情况下退化的孤波解.该方法有以下两个特点:一是可以借助数学软件Mathematica自动地完成;二是可以用于求解其它的非线性演化方程(方程组).     

Remarks on maximal meanstandard devition ratio in undiscounted mdps

In the steady state of an undiscounted Markov decision process, we consider the problem to find an optimal stationary probability distribution that maximizes the mean standard deviation ratio among all the stationary probability distributions. The problem injects considerations in MDPs from the relative point of view     

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity

We present a new approach to estimate the risk-neutral probability density function (pdf) of the future prices of an underlying asset from the prices of options written on the asset. The estimation is carried out in the space of cubic spline functions, yielding appropriate smoothness. The resulting optimization problem, used to invert the data and determine the corresponding density function, is a convex quadratic or semidefinite programming problem, depending on the formulation. Both of these problems can be efficiently solved by numerical optimization software.     

THE UNIQUENESS OF LIMIT CYCLE AND THE STRUCTURE OF CRITICAL POINT AT INFINITY FOR A CLASS OF CUBIC SYSTEM

A class of cubic system, which is an accompany system of a quadratic differential one, is studied. It is proved that the system has at most one limit cycle, and the critical point at infinity is a higher order one. The structure and algebraic character of the critical point at infinity are obtained.     

Stochastic resonance in circadian rhythms

The effect of fluctuations in the two-variable discrete delay model proposed earlier by us [1] for the circadian rhythm of the fungal species Neurospora Crassa is studied. We have investigated the effect of parametric and additive noise in two different regimes namely, steady-state and Period-1 regimes. It is found that under the influence of noise coherent oscillations are generated in the steady-state. Oscillations are preserved and robust to a wide range of noise intensity in the Period-1 regime. The oscillations in both these regimes are always found to be close to the circadian period (21.5 h). Coherence resonance is observed when parametric or velocity additive noise is added near the Hopf bifurcation. Finally, the implications of fluctuations in circadian rhythms are discussed. This article is dedicated to Professor Karl Jug on the occassion of his sixtyfifth birthday.     

A new volume of fluid method in three dimensions—Part II: Piecewise‐planar interface reconstruction with cubic‐Bézier fit

A new interface reconstruction method in 3D is presented. The method involves a conservative level‐contour reconstruction coupled to a cubic‐Bézier interpolation. The use of the proposed piecewise linear interface calculation (PLIC) reconstruction scheme coupled to a multidimensional time integration provides solutions of second‐order spatial and temporal accuracy. The accuracy and efficiency of the proposed reconstruction algorithm are demonstrated through several tests, whose results are compared with those obtained with other recently proposed methods. An overall improvement in accuracy with respect to other recent methods has been achieved, along with a substantial reduction in the central processing unit time required. Copyright © 2008 John Wiley & Sons, Ltd.     

On the interplay between interior point approximation and parametric sensitivities in optimal control

Infinite-dimensional parameter-dependent optimization problems of the form ‘minJ(u;p) subject to g(u)?0’ are studied, where u is sought in an L_∞ function space, J is a quadratic objective functional, and g represents pointwise linear constraints. This setting covers in particular control constrained optimal control problems. Sensitivities with respect to the parameter p of both, optimal solutions of the original problem, and of its approximation by the classical primal-dual interior point approach are considered. The convergence of the latter to the former is shown as the homotopy parameter μ goes to zero, and error bounds in various Lq norms are derived. Several numerical examples illustrate the results.     

一类Radial基插值的保凸基

本文为 Radial 插值找到了一组保凸基.