对密立根油滴实验的测量方法改进

利用对密立根油滴实验的改进解出了实验操作过程中的各种问题,提高学生的实验兴趣和理论联系实际的能力.     

Lewis Acids as Activators in CBS‐Catalysed Diels–Alder Reactions: Distortion Induced Lewis Acidity Enhancement of SnCl4

The effect of several Lewis acids on the CBS catalyst (named after Corey, Bakshi and Shibata) was investigated in this study. While ²H NMR spectroscopic measurements served as gauge for the activation capability of the Lewis acids, in situ FT‐IR spectroscopy was employed to assess the catalytic activity of the Lewis acid oxazaborolidine complexes. A correlation was found between the Δδ(²H) values and rate constants k_DA, which indicates a direct translation of Lewis acidity into reactivity of the Lewis acid–CBS complexes. Unexpectedly, a significant deviation was found for SnCl₄ as Lewis acid. The SnCl₄–CBS adduct was much more reactive than the Δδ(²H) values predicted and gave similar reaction rates to those observed for the prominent AlBr₃–CBS adduct. To rationalize these results, quantum mechanical calculations were performed. The frontier molecular orbital approach was applied and a good correlation between the LUMO energies of the Lewis acid–CBS–naphthoquinone adducts and k_DA could be found. For the SnCl₄–CBS–naphthoquinone adduct an unusual distortion was observed leading to an enhanced Lewis acidity. Energy decomposition analysis with natural orbitals for chemical valence (EDA‐NOCV) calculations revealed the relevant interactions and activation mode of SnCl₄ as Lewis acid in Diels–Alder reactions.     

A novel pose and illumination robust face recognition with a single training image per person algorithm

In the real-world application of face recognition system, owing to the difficulties of collecting samples or storage space of systems, only one sample image per person is stored in the system, which is so-called one sample per person problem. Moreover, pose and illumination have impact on recognition performance. We propose a novel pose and illumination robust algorithm for face recognition with a single training image per person to solve the above limitations. Experimental results show that the proposed algorithm is an efficient and practical approach for face recognition.     

A Crop Planning Problem with Fuzzy Random Profit Coefficients

The main purpose of this paper is to present a crop planning problem for agricultural management under uncertainty. It is significant that agricultural managers assign their limited farmlands to cultivation of which crops in a season. This planning is called the crop planning problem and influences their incomes for the season. Usually, the crop planning problem is formulated as a linear programming problem. But there are many uncertain factors in agricultural problems, so future profits for crops are not certain values. A linear programming model with constant profit coefficients may not reflect the environment of decision making properly. Therefore, we propose a model of crop planning with fuzzy profit coefficients, and an effective solution procedure for the model. Furthermore, we extend this fuzzy model, setting the profit coefficients as discrete randomized fuzzy numbers. We show concrete optimal solutions for each models.     

On the Computation of Square Roots in Finite Fields

In this paper, two improvements for computing square roots in finite fields are presented. Firstly, we give a simple extension of a method by O. Atkin, which requires two exponentiations in FM _q , when q9 mod 16. Our second method gives a major improvement to the Cipolla–Lehmer algorithm, which is both easier to implement and also much faster. While our method is independent of the power of 2 in q–1, its expected running time is equivalent to 1.33 as many multiplications as exponentiation via square and multiply. Several numerical examples are given that show the speed-up of the proposed methods, compared to the routines employed by Mathematica, Maple, respectively Magma.     

Semistrictly quasiconvex mappings and non-convex vector optimization

This paper introduces a new class of non-convex vector functions strictly larger than that of P-quasiconvexity, with P ^m being the underlying ordering cone, called semistrictly ( ^m\ –int P)-quasiconvex functions. This notion allows us to unify various results on existence of weakly efficient (weakly Pareto) optima. By imposing a coercivity condition we establish also the compactness of the set of weakly Pareto solutions. In addition, we provide various characterizations for the non-emptiness, convexity and compactness of the solution set for a subclass of quasiconvex vector optimization problems on the real-line. Finally, it is also introduced the notion of explicit ( ^m\ –int P)-quasiconvexity (equivalently explicit (int P)-quasiconvexity) which plays the role of explicit quasiconvexity (quasiconvexity and semistrict quasiconvexity) of real-valued functions.Acknowldegements.The author wishes to thank both referees for their careful reading of the paper, their comments, remarks, helped to improve the presentation of some results. One of the referee provided the references [5, 6] and indirectly [20].     

Vector Equilibrium Problems Under Asymptotic Analysis

Given a closed convex set K in Rⁿ; a vector function F:K×K R^m; a closed convex (not necessarily pointed) cone P(x) in ^m with non-empty interior, PP(x) Ø, various existence results to the problemfind xK such that F(x,y)- int P(x) y K under P(x)-convexity/lower semicontinuity of F(x,) and pseudomonotonicity on F, are established. Moreover, under a stronger pseudomonotonicity assumption on F (which reduces to the previous one in case m=1), some characterizations of the non-emptiness of the solution set are given. Also, several alternative necessary and/or sufficient conditions for the solution set to be non-empty and compact are presented. However, the solution set fails to be convex in general. A sufficient condition to the solution set to be a singleton is also stated. The classical case P(x)=^m ₊ is specially discussed by assuming semi-strict quasiconvexity. The results are then applied to vector variational inequalities and minimization problems. Our approach is based upon the computing of certain cones containing particular recession directions of K and F.     

Approximation and Reconstruction of the Electrostatic Field in Wire–Plate Precipitators by a Low-Order Model

The numerical computation of the ionic space charge and electric field produced by corona discharge in a wire–plate electrostatic precipitator (ESP) is considered. The electrostatic problem is defined by a reduced set of the Maxwell equations. Since self-consistent conditions at the wire and at the plate cannot be specified a priori, a time-consuming iterative numerical procedure is required. The efficiency of all numerical solvers of the reduced Maxwell equations depends in particular on the accuracy of the initial guess solution. The objectives of this work are two: first, we propose a semianalytical technique based on the Karhunen–Loève (KL) decomposition of the current density field J, which can significantly improve the performance of a numerical solver; second, we devise a procedure to reconstruct the complete electric field from a given J. The approximate solution of the current density field is based on the derivation of an analytical approximation , which, added to a linear combination of few KL basis functions, constitutes an accurate approximation of J. In the first place, this result is useful for optimization procedures of the current density field, which involve the computation of many different configurations. Second, we show that from the current density field we can obtain an accurate estimate for the complete electrostatic field which can be used to speed up the convergence of the iterative procedure of standard numerical solvers.     

A Mean–variance analysis of arbitrage portfolios

Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean–variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean–variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427–443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.     

Optimal portfolios: new variations of an old theme

We survey some recent developments in the area of continuous-time portfolio optimization. These will include the use of options and of defaultable assets as investment classes and the presentation of a worst-case investment approach that takes the possibility of stock market crashes into account.