中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

Lp[0,1]空间Müntz有理逼近的Jackson型估计

设Λ={λn}n∞=1为正的实数数列,且当n→∞时,有λn↘0.本文给出了当λn≤Mn-1/2,n=1,2,…,(其中M＞0为一正常数)时Müntz系统{xλn}的有理函数在Lp[0,1]空间的逼近速度,主要结论为Rn(f,Λ) Lp≤CMω(f,n-1/2)Lp,1≤p≤∞.     

SiCp/Y112铝基复合材料制备工艺及性能

3种不同铸造工艺条件下铝基复合材料的微观组织,并对其硬度进行了测定.研究表明:与全液态铸造法和半固态铸造法相比,搅熔铸造制备的SiCp/Y112铝基复合材料,其增强相SiC颗粒分布均匀,气孔率较少.是一种较理想的金属基复合材料制备工艺.未增强的Y112基体铝合金的维氏硬度高于其半固态坯料的维氏硬度;而SiCp/Y112铝基复合材料的维氏硬度明显高于基体的维氏硬度,并随着SiC颗粒的体积分数的增加其复合材料的维氏硬度不断提高.     

多气隙电阻板室抗辐照性能研究

给出了为RHIC-STAR飞行时间探测器设计的多气隙电阻板室(MRPC)的辐照实验结果. 实验采用100mCi⁶⁰Co γ源, 采用不同的剂量率对MRPC进行辐照. 一个室在大剂量率2.87×10^－2Gy/h下辐照了24h后, 其性能如噪声计数率, 暗电流等均大大退化. 另一个室在相对低剂量率5.31×10^－4Gy/h下辐照了530h, 其性能没有见到任何变坏. 实验的目的是为了了解这种探测器在几年的运行中经过大剂量的辐照后的性能变化情况.     

直接资本化法中自有资本收益率的算法探讨

在分析我国房地产自有资本收益率操作中所存在问题的基础上,论述了自有资本收益率的实质是自有资金直接资本化率,并在房地产持有期小于抵押贷款期以及房地产持有期和土地批租年限相同的两种情况下,推导出了与土地有限期使用制度相适应的房地产资本化率和自有资本收益率的计算方法,提出了利用债务保障比率的取值范围检验资本化率合理性的基本公式.     

掺铒光纤放大器中上转换过程的影响

掺杂浓度的提高影响了掺铒光纤放大器(EDFA)的性能,对经典Giles模型提出了新的要求。首先研究了高掺杂下铒离子距离较小引起的上转换过程的机理,通过优化速率方程模型分析了上转换过程对EDFA的影响,得出了在泵浦光和信号光远远大于ASE光的假设下泵浦光和信号光沿光纤长度变化的近似表达式,并将该近似分析解与解析解进行了比较。仿真结果表明上转换过程会降低随光纤传输的信号光和泵浦光,影响EDFA的放大性能,并得出了当掺铒浓度大于2.95×1025m-3时,上转换过程的影响不能忽略的结论。     

随机环境下的对称零程过程的大偏差原理

利用相对熵方法及鞅方法给出了随机环境下的对称零程过程的经验测度的收敛速度函数.     

1.54μmEr3+,Yb3+共掺玻璃激光器的速率方程及数值分析

LD抽运共掺Er,Yb玻璃激光器中的跃迁过程较复杂,针对双掺离子之间的能量传递和Er3+的多种跃迁过程,给出了详细的准三能级系统的速率方程,在合理简化后进行了数值分析,分析了Er3+掺杂浓度和介质长度、抽运光斑、输出镜透过率、谐振腔长、抽运光的椭圆度等因素对激光阈值及斜率效率的影响. 关键词： 1.54μm激光 Er3+玻璃 速率方程 数值分析     

Simulation of a turbulent premixed open V-shaped flame using contour advection with surgery

Despite its capability of high spatial resolution, simulation of turbulent flows with traditional Lagrangian (front tracking) scheme is often discouraged by numerical instability caused by clustering of marker nodes and topological changes of fronts. Contour advection surgery (CAS), being a robust front tracking scheme, can limit the growth of front complexity during simulation without jeopardizing accuracy or efficiency. This allows it to open up an advantage over traditional front-tracking schemes. It has already been demonstrated that CAS, with incorporation of the reaction sheet model, can accurately simulate the propagation and advection of a turbulent premixed V-shaped flame. In this study, it is further tested with 10 values of vortex circulation. A range of upstream turbulence levels of 1.8–19.8% was obtained. Results indicate that upstream turbulence increase the average flame length, flame zone area and the overall burning rate. Flame surface density Σ was also estimated. Maximum values of Σ obtained lie in the range 0.1–1.4 mm⁻¹. Skewness towards the burnt region was observed in all profiles of Σ. Similar to results from laboratory experiments, it was found that Σ values decreases with upstream turbulence. From this study, the ability of CAS to cope with intense turbulence is demonstrated and a better quantitative understanding on the scheme has also been acquired.     

Particle systems on flows

We start with a stochastic flow of diffeomorphisms of the space. Particles enter the space at random times and places. Each particle is carried by the flow for some random amount of time. We examine the point process formed by the particles at a fixed time, on the evolution of that point process as time varies, and on the equilibrium law of the point process.