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941.
942.
943.
Li-Chien Lin 《Optics Communications》2006,258(2):144-154
We examine perfect recovery in the optical encryption system based on joint transform correlator architecture, which requires the key mask to be space-limited and phase-only in the frequency domain. Accordingly, a discrete sinc function interpolation is used to generate a binary phase difference mask for image encryption and decryption. Furthermore, the optimal binary phase difference mask is derived from the interpolation process best approximating the ideal sinc function interpolation. The simulation results confirm better recovery of the decrypted image for applying the proposed key masks to the optical encryption system. Especially, the optimal binary phase difference mask significantly enhances the recovery performance. 相似文献
944.
采用气相色谱-质谱(GC-MS)选择离子监测法(SIM),建立了准确可靠、灵敏度高、快速简便的测定维生素C泡腾片中甜蜜素含量的新方法.样品中的甜蜜素衍生后用有机试剂提取,在选择离子模式下进行测定,以保留时间和特征离子比例进行定性,单离子定量.甜蜜素的线性范围为0.05-10mg/L,检出限为0.6mg/kg,回收率为90.5%-96.9%,相对标准偏差小于4.4%.方法分析所用时间短,结果准确可靠,选择性好,适用于维生素C泡腾片中甜蜜素含量的检验. 相似文献
945.
946.
IntroductionThemethoxyradical (CH3O)isanimportantinter mediateinthephotochemicaloxidationofhydrocarbonsintheatmosphere ,1 3andplaysasignificantroleintrans formingnitricoxidetonitrogendioxide .4 Similarly ,thereactionmechanismsofhydroxylandcarbonmonoxide5,6ando… 相似文献
947.
L. Stoyanov 《Mathematische Annalen》2002,324(4):743-771
In this paper we consider properties of obstacles satisfying some non-degeneracy conditions that can be recovered from the
scattering length spectrum (SLS). Clearly the latter tells us whether the obstacle K is trapping or non-trapping. If the set of trapped points is relatively small, then the SLS also determines the volume of
the obstacle, the number of its connected components, and whether its boundary is convex everywhere or it has non-trivial
concavities. Under the additional assumption that the curvature of the obstacle does not vanish of infinite order, it is proved
that from the SLS one can recover certain information about the number of reflection points of any simply reflecting ray in
the exterior of the obstacle. Finally, for some special classes of obstacles (e.g. star-shaped ones), it is shown that the
SLS completely determines the obstacle.
Received: 2 March 1999 / Revised version: 16 January 2001 / Published online: 5 September 2002 相似文献
948.
Let (X,0) be the germ of a normal space of dimension n+1 and let f be the germ at 0 of a holomorphic function on X. Assume both X and f have an isolated singularity at 0. Denote by J the image of the restriction map , where F is the Milnor fibre of f at 0. We prove that the canonical Hermitian form on , given by poles of order at in the meromorphic extension of , passes to the quotient by J and is non-degenerate on . We show that any non-zero element in J produces a “mass concentration” at the singularity which is related to a simple pole concentrated at for (in a non-na?ve sense). We conclude with an application to the asymptotic expansion of oscillatory integrals , for , when .
Received: 28 May 2001 / Published online: 26 April 2002 相似文献
949.
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
Pham 《Applied Mathematics and Optimization》2002,46(1):55-78
Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility
and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as
a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value
function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a
stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear
equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation.
This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate
our results with several examples of stochastic volatility models popular in the financial literature. 相似文献
950.
Fumiyasu Komaki 《Journal of multivariate analysis》2006,97(8):1815-1828
Simultaneous prediction and parameter inference for the independent Poisson observables model are considered. A class of proper prior distributions for Poisson means is introduced. Bayesian predictive densities and estimators based on priors in the introduced class dominate the Bayesian predictive density and estimator based on the Jeffreys prior under Kullback-Leibler loss. 相似文献