Left invariant special Kähler structures

We construct left invariant special Kähler structures on the cotangent bundle of a flat pseudo-Riemannian Lie group. We introduce the twisted cartesian product of two special Kähler Lie algebras according to two linear representations by infinitesimal Kähler transformations. We also exhibit a double extension process of a special Kähler Lie algebra which allows us to get all simply connected special Kähler Lie groups with bi-invariant symplectic connections. All Lie groups constructed by performing this double extension process can be identified with a subgroup of symplectic (or Kähler) affine transformations of its Lie algebra containing a nontrivial 1-parameter subgroup formed by central translations. We show a characterization of left invariant flat special Kähler structures using étale Kähler affine representations, exhibit some immediate consequences of the constructions mentioned above, and give several non-trivial examples.     

On a double degenerate fourth-order parabolic equation

The existence of solutions to a fourth-order p-Laplacian equation with boundary degeneracy is studied. For the purpose of solving the corresponding non-degenerate (with respect to the coefficient of fourth-order term) regularized problem, a fourth-order semi-discrete elliptic problem with homogeneous boundary conditions is established and its existence and uniqueness are obtained by the functional minimization method. It follows that the approximate solutions of the non-degenerate parabolic problem are constructed and the corresponding existence and uniqueness are discovered by a limit procedure from the energy estimation method and a compactness argument. Finally, the existence and regularity of solutions for the problem with boundary degeneracy is obtained by using a regularization parameter vanishing limit.     

债券投资组合业绩归因的多期实证研究

目前国内对投资组合的业绩归因研究主要从管理者层面着手,将超额收益的来源归结为择时能力和选股能力,但这并不适用于债券投资。本文基于Campisi模型,对债券定价公式进行分解,从债券自身的特性来研究组合的超额收益来源,并结合GRAP跨期处理方法,形成多期业绩归因模型,对长期债券投资组合进行归因分析。相对于单期的归因模型,多期归因模型可以对任意一段时间内投资组合的超额收益进行归因,而不是单期归因项的简单加总。本文以中证全债指数为基准组合,对32只债券构成的投资组合进行实证研究,结果表明模型符合市场情况和实际操作情况。因此本文提出的多期业绩归因研究具有实用性。     

Initial data truncation for multivariate output of discrete-event simulations using the Kalman filter

Data truncation is a commonly accepted method of dealing with initialization bias in discrete-event simulation. An algorithm for determining the appropriate initial-data truncation point for multivariate output is proposed. The technique entails averaging across independent replications and estimating a steady-state output model in a state-space framework. A Bayesian technique called Multiple Model Adaptive Estimation (MMAE) is applied to compute a time varying estimate of the output's steady-state mean vector. This MMAE implementation features the use, in paralle, of a bank of Kalman filters. Each filter is constructed under a different assumption concerning the output's steady-state mean vector. One of the filters assumes that the steady-state mean vector is accurately reflected by an estimate, called the assumed steady-state mean vector, taken from the last half of the simulation data. As the filters process the output through the effective transient, this particular filter becomes more likely (in a Bayesian sense) to be the best filter to represent the data and the MMAE mean estimator is influenced increasingly towards the assumed steady-state mean vector. The estimated truncation point is selected when a norm of the MMAE mean vector estimate is within a small tolerance of the assumed steady-state mean vector. A Monte Carlo analysis using data from simulations of open and closed queueing models is used to evaluate the technique. The evaluation criteria include the ability to construct accurate and reliable confidence regions for the mean response vector based on the truncated sequences.     

The O(N) vector model in the large-N limit revisited: multicritical points and double scaling limit

The multicritical points of the O(N)-invariant N vector model in the large-N limit are re-examined. Of particular interest are the subtleties involved in the stability of the phase structure at critical dimensions. In the limit N → ∞ while the coupling g → g_c in a correlated manner (the double scaling limit) a massless bound state O(N) singlet is formed and powers of 1/N are compensated by IR singularities. The persistence of the N → ∞ results beyond the leading order is then studied with particular interest in the possible existence of a phase with propagating small mass vector fields and a massless singlet bound state. We point out that under certain conditions the double scaled theory of the singlet field is non-interacting in critical dimensions.     

Double photoionisation spectra of small molecules and a new empirical rule for double ionisation energies

Complete double photoelectron spectra are presented for 18 small molecules where the location of charges in the cations and dications is relatively clearly defined. The data demonstrate the importance of a coulombic repulsion contribution to the double ionisation energies. Examination of data for a wide range of molecules leads to a new empirical rule to calculate double ionisation energies from the molecules’ single ionisation energies and maximum dimensions. Where single and double ionisation energies are known the rule allows the deduction of plausible intercharge distances.     

A formal total synthesis of (±)-9-isocyanoneopupukeanane

A formal total synthesis of the marine sesquiterpene (±)-9-isocyanoneopupukeanane starting from the readily available monoterpene carvone has been accomplished employing a combination of intermolecular Michael addition-intramolecular Michael addition reaction and an intramolecular rhodium carbenoid C-H insertion reaction as key steps, and identifying the isopropenyl group as a masked hydroxy group.     

N,N′-双-(2-羟基苯亚甲基)-烷基(芳基)甲二胺类化合物质谱研究

本文对双Schiff碱类化合物的质谱进行了研究,由于其结构的特殊性,质谱的裂解过程中出现一些特殊的碎片离子,它包括羟基氢的迁移、双键的转换以及分子结构重排等,为研究这类化合物的结构和性质提供了重要的信息。     

双显色剂高灵敏协同显色反应的研究——钴(Ⅲ)-亚硝基R盐-结晶紫体系

在水溶液中钴(Ⅱ)与亚硝基R盐所形成的配合阴离子可以与有机碱阳离子(结晶紫)缔合形成中性缔合分子。在聚乙烯醇存在下,配合物可稳定存在于水溶液中。钴(Ⅲ)-亚硝基R盐-结晶紫配合物在510nm处有一最大吸收,摩尔吸光系数ε_(510)=1.47×l0~5L·mol~(-1)·cm(-1)。配合物中各组分的摩尔比为:Co:R:CV=1:3:6。反应具有较高的选择性,采用双峰双波长法测定钴可使灵敏度得到进一步提高,相应的摩尔吸光系数ε_(510-640)=4.09×10~5L·mol~(-1)·cm~(-1)。方法用于合成试样中钴的测定,结果满意。     

Volumetric Properties for the Electrolyte (NaCl,NaBr and NaI) Monosaccharide (D‐Mannose and D‐Ribose)‐Water Systems at 298.15 K

Densities have been measured for the electrolyte (NaCl, NaBr and NaI)‐monosaccharide (D ‐mannose and D‐ribose)‐water solutions at 298.15 K. These data have been used to calculate the apparent molar volumes of the saccharides (V_Φ,S) and electrolytes (V_Φ,E) in the studied solutions. Infinite dilution apparent molar volumes, V_Φ,S⁰ and V_Φ,E⁰, have been evaluated, together with the standard transfer volumes of the saccharides (Δ_tV_S⁰) from water to aqueous electrolyte solutions and those of the electrolytes (Δ_tV_E⁰) from water to aqueous saccharide solutions. It was shown that both the Δ_tV_S⁰ and Δ_tV_E⁰ values are positive and increase with increasing molalities of sodium halides and saccharides, respectively. Overall, the Δ_tV_S⁰ and Δ_tV_E⁰ values have the order of NaCl > NaBr > NaI except for NaI‐ribose and NaI‐ribose. Volumetric interaction parameters for the electrolyte‐monosaccharide pairs in water were obtained and interpreted by the stereochemistry of the monosaccharide molecules and the structural interaction model.