Linear phase transition in random linear constraint satisfaction problems

Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and a constraint is chosen from also uniformly at random. This procedure is repeated m times independently. We are interested in whether the resulting linear programming problem is feasible. We prove that the feasibility property experiences a linear phase transition, when n and m = cn for a constant c. Namely, there exists a critical value c^* such that, when c < c^*, the problem is feasible or is asymptotically almost feasible, as n, but, when c>c^*, the distance to feasibility is at least a positive constant independent of n. Our result is obtained using the combination of a powerful local weak convergence method developed in Aldous [Ald92], [Ald01], Aldous and Steele [AS03], Steele [Ste02] and martingale techniques. By exploiting a linear programming duality, our theorem implies the following result in the context of sparse random graphs G(n, cn) on n nodes with cn edges, where edges are equipped with randomly generated weights. Let (n, c) denote maximum weight matching in G(n, cn). We prove that when c is a constant and n , the limit lim_n (n, c)/n, exists, with high probability. We further extend this result to maximum weight b-matchings also in G(n, cn).     

短脉冲激光辐照下SiO2损伤微观机理简化模型

 从电子密度速率方程出发，建立短脉冲激光辐照下SiO₂材料中导带电子增长简化模型，计算了SiO₂中光致电离速率和电子雪崩速率，得到SiO₂激光损伤阈值与脉冲宽度的关系，计算分析了光致电离和碰撞电离两种电离机制在导带电子累积过程中的不同作用。结果表明：脉冲较长，碰撞电离几乎能提供全部的导带电子，激光损伤阈值与脉宽的0.5次方成正比；脉冲较短时，导带电子主要由碰撞电离产生，光致电离提供碰撞电离的初始电子，激光损伤阈值随着脉宽的减小，先增加后减小。     

基于蚁群算法的二维最大熵分割算法

由于二维最大熵分割法不仅考虑了像素的灰度信息,而且还充分利用了像素的空间邻域信息,因此能够取得较好的分割效果.但是,该方法的计算量巨大,不利于红外图像的快速处理.蚁群算法于20世纪90年代初提出,是受到蚁群集体行为的启发而提出的一种基于种群的模拟进化算法,属于随机搜索算法.该算法已经成功应用于旅行商等离散问题.将蚁群算法应用于二维最大熵法,提出了基于蚁群算法的二维最大熵分割算法.与传统的穷尽搜索法相比,求解速度提高了60倍左右.仿真实验表明,该方法快速、简单、有效.     

Asymmetric conditional volatility in international stock markets

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the SP 500, FTSE 100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of changes in macroeconomic variables, we find no significant evidence of asymmetric behaviour of the stock market returns. There are some signs that the Portuguese Stock Market tends to show somewhat less market efficiency than other markets since the effect of the shocks appear to take a longer time to dissipate.     

A threshold voltage model MOSFETs considering for high-k gate-dielectric fringing-field effect

In this paper, a threshold voltage model for high-k gate-dielectric metal-oxide-semiconductor field-effect transistors （MOSFETs） is developed, with more accurate boundary conditions of the gate dielectric derived through a conformal mapping transformation method to consider the fringing-field effects including the influences of high-k gate-dielectric and sidewall spacer. Comparing with similar models, the proposed model can be applied to general situations where the gate dielectric and sidewall spacer can have different dielectric constants. The influences of sidewall spacer and high-k gate dielectric on fringing field distribution of the gate dielectric and thus threshold voltage behaviours of a MOSFET are discussed in detail.     

Picosecond stimulated Raman scattering of BaWO4 crystal

In single-pass configuration, a picosecond pulse laser was used to investigate the stimulated Raman scattering in different BaWO₄ crystals. Using the thresholds for the first Stokes line along the a- and c-axis, the Raman gain coefficients of the BaWO₄ crystals were calculated along their respective direction. The higher Stokes (fourth) and anti-Stokes (third) lines were observed. Compared with other well-known Raman crystals, such as KGd(WO₄)₂ and Ba(NO₃)₂, BaWO₄ has favorable properties for scattering the pump radiation with picosecond pulse duration. The Raman gain coefficients of BaWO₄ are different, but do not vary for different transmission directions, which means that this Raman material can be selected more freely.     

三能级光纤激光器速率方程组的阈值解析解

 在考虑了泵浦损耗及激光损耗的情况下，解析求解了阈值泵浦下的三能级光纤激光器速率方程组，获得了泵浦功率阈值的显函数解析表达式，泵浦功率沿光纤变化的隐函数表达式，以及用功率变化表示的各个能级的粒子数密度随位置变化的显函数表达式。并利用这些表达式对光纤激光器的阈值特性进行了研究，研究表明：泵浦功率阈值随泵浦损耗系数增大而增大；激光上能级粒子数密度随归一化位置呈下降趋势，而下能级粒子数密度的变化与此相反；泵浦功率阈值越大(光纤长度越长),净增益系数随归一位置下降就越快。所获得的结果适用于单包层和双包层光纤激光器。     

Classical Risk Model with Threshold Dividend Strategy

In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen（2000, P195, Proposition 1.10）. The occupation time of non-dividend of this model is also discussed by means of Martingale method.     

Threshold control of mutual insurance with limited commitment

We study the optimal premium policy of mutual insurance when the charged premium cannot be higher than a preset rate. We provide a complete solution to the problem and use numerical simulations to illustrate how the optimal premium policy responds to changes of outside factors. The results are useful for mutual insurance firms to design premium policies and can be used to test the behavior of these firms in empirical studies.     

基于数学形态学的表面原子熔融相的 STM图像识别算法

高温扫描隧道显微镜(HT-STM)可以实时原位地捕捉到表面原子的熔化相变过程.在这一原位变温实验中,快速可靠地识别出每帧STM图像中的熔融相十分关键.传统的手工统计方法存在效率低下、随意性大等问题.我们发展出一套基于数学形态学的算法,来自动快速地识别.与人工方法相比,该算法消除了人为主观误差,使确定的边界更加准确、光滑,处理效率提高了266倍.