中国股市长记忆的修正R/S分析

本文在比较各种长记忆检验方法优缺点的基础上,采用修正的R/S分析检验我国沪深两股市日收益和日绝对收益序列的长记忆性。结果表明在0.05的显著水平下,两股市的日收益序列均无长记忆,但深圳成指日收益序列的记忆长度比上证综指日收益序列的记忆长度长;以日绝对收益序列为代表的波动序列具有较强的长记忆性。     

High-order accurate equations describing vibrations of thin bars

A method for deriving one-dimensional wave propagation equations in thin inhomogeneous anisotropic bars based on the mathematical homogenization theory for periodic media is used to obtain equations governing the longitudinal and transverse vibrations of a homogeneous circular bar. The equations are derived up to O(ε⁸) terms and take into account variable body forces and surface loads. Here, ε is the ratio of the bar’s typical thickness to the typical wavelength.     

不完全信息群体决策专家权重的集结

本文对于属性权重信息和属性效用信息都不完全的群体多属性决策问题，通过构造属性值区间和运用系统聚类分析法，对群体决策中的专家进行分类，并确定每位专家的权重．     

Efficient computation of natural convection in a concentric annulus between an outer square cylinder and an inner circular cylinder

In this work, the natural convection in a concentric annulus between a cold outer square cylinder and a heated inner circular cylinder is simulated using the differential quadrature (DQ) method. The vorticity‐stream function formulation is used as the governing equation, and the coordinate transformation technique is introduced in the DQ computation. It is shown in this paper that the outer square boundary can be approximated by a super elliptic function. As a result, the coordinate transformation from the physical domain to the computational domain is set up by an analytical expression, and all the geometrical parameters can be computed exactly. Numerical results for Rayleigh numbers range from 104 to 106 and aspect ratios between 1.67 and 5.0 are presented, which are in a good agreement with available data in the literature. It is found that both the aspect ratio and the Rayleigh number are critical to the patterns of flow and thermal fields. The present study suggests that a critical aspect ratio may exist at high Rayleigh number to distinguish the flow and thermal patterns. Copyright © 2002 John Wiley & Sons, Ltd.     

聚丙烯孔洞铁电驻极体膜的电极化及其电荷动态特性

根据栅控恒压电晕充电组合反极性电晕补偿充电法的实验结果计算出铁电驻极体的极化强度.结果说明，伴随着薄膜内孔洞气体的Paschen击穿，该铁电体的极化强度随栅压增加而显著上升.利用上述充电方法和热刺激放电(TSD)谱的分析讨论了这类空间电荷型宏观电偶极子，及与其补偿的空间电荷热退极化的电荷动态特性；阐明了这两类俘获电荷的能阱分布，即构成宏观电偶极子的位于孔洞上下介质层内的等值异号空间电荷分别被俘获在深、浅两种能值陷阱内，而位于薄膜表面层的注入空间电荷则被俘获在中等能值陷阱中. 关键词： 反极性电晕补偿充电法 铁电驻极体 充电电流 热刺激放电     

光子晶体在座舱罩雷达散射截面减缩中的应用

提出一种金属 介质型光子晶体薄膜，用传输矩阵法计算这种光子晶体薄膜的反射率和透射率。计算结果表明，这种光子晶体薄膜对毫米和厘米量级的微波的反射率高达99％以上；对于波长为微米量级的可见光，平均透光率为50％。分析了介质单元厚度、金属单元厚度、金属层总厚度对透射率的影响，给出这种光子晶体薄膜的材料选择和结构设计应遵循的原则。指出这种光子晶体薄膜涂镀在飞机座舱玻璃上，可以有效地减小座舱罩的雷达散射截面。     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法，推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式.研究表明，当w0/λ→0时，远场发散角趋于渐近值θmax=63.435°，与阶数无关.使用非傍轴高斯光束代替傍轴高斯光束作为理想光束，研究了非傍轴FG光束的M2因子，并与传统定义的M2因子作了比较.在非傍轴范畴，非傍轴FG光束的M2因子不仅与阶数N有关，而且与w0/λ有关.按照定义，当w0/λ→0时，非傍轴FG光束的M2因子不等于0，对阶数N=1, 2, 3时，M2因子分别趋于0.913,0.882和0.886.当N→∞时，M2因子取最小值M2min=0.816.     

如何提高课堂教学效果

就如何提高课堂教学效果做了一些探讨。     

A method for calculating invariant subspaces of symmetric hyperbolic equations

An algorithm is constructed for calculating invariant subspaces of symmetric hyperbolic systems arising in electromagnetic, acoustic, and elasticity problems. Discrete approximations are calculated for subspaces that correspond to minimal eigenvalues and smooth eigenfunctions. Difficulties related to the presence of an infinite-dimensional kernel in the differential operator are successfully handled. The efficiency of the algorithm is demonstrated using acoustics equations.     

Comparison of growth stress measurements with modelling in thin iron oxide films

High temperature oxidation of metals leads to residual stresses both in the metal and in the growing oxide. In this work, the evolution of this residual stresses is theoretically predicted in the growing oxide layers. The origin of these stresses is based on a microstructural model. Using experimental results providing from the oxidation kinetics, and an analysis proposed to describe the growth strain occurring in the thin layers, a set of equations is established allowing determining the stresses evolution with oxidation time. Then, the model is compared with experimental results obtained on both α-Fe and phosphated α-Fe, oxidised at different temperatures. Numerical data are extracted from experiments either with an asymptotic formulation or with an inverse method. These two methods give good agreement with experiments and allow extracting the model parameters.