Effective medium representation and complex modes in 3D periodic metamaterials made of cubic resonators with large permittivity at mid-infrared frequencies

We review some of the techniques that lead to the effective medium representation of a three-dimensional (3D) periodic metamaterial. We consider a 3D lattice of lead telluride cubic resonators at mid-infrared (MIR) frequencies. Each cubic resonator is modeled with both an electric and a magnetic dipole, through a method called the dual dipole approximation. The electric and magnetic polarizabilities of a cubic resonator are computed via full-wave simulations by mapping the resonator's scattered field under electric/magnetic excitation only to the field radiated by an equivalent electric/magnetic dipole. We then analyze the allowed modes in the lattice, with transverse polarization and complex wavenumber, highlighting the attenuation that each mode experiences after one free space wavelength. We observe the presence of two modes with low attenuation constant, dominant in different frequency ranges, able to propagate inside the lattice: this allows the treatment of the metamaterial as a homogeneous material with effective parameters, evaluated by using various techniques. We then show that the metamaterial under analysis allows for the generation of artificial magnetism (i.e., relative effective permeability different than unity, including negative permeability with low losses) at MIR frequencies.     

Investigation of a UV-laser generated waveguide in a planar polymer chip using an improved interferometric method

Polymeric integrated-optical waveguides are prepared in a planar polymer chip by UV-laser lithographic methods. The waveguide samples are irradiated by an excimer laser at a wavelength Λ=248 nm with various irradiation parameters (different fluencies and irradiation doses). Mach-Zehnder interferometer is employed and the refractive index depth profiles of the waveguide samples are obtained. This profile covers two regions having exponential and Gaussian shapes. The model field distributions strongly depend on the refractive index of each region. The mode field distribution and the effective mode indices for each region have been calculated on the basis of a theoretical model and the experimentally measured data.     

A maximum-efficiency-first multi-path route selection strategy for optical burst switching networks

In this paper, the impact of a path selection on other existing paths in optical burst switching (OBS) networks is studied by analyzing the contention among different traffic streams and the interaction between the route selection and traffic load balance. The results show that there exists a mutual reinforcement interaction among the traffic load of a path, the path burst loss ratio and the contention ability of the path when burst loss ratio based multi-path selection strategies are adopted, which may increase the unbalance of traffic and lead to severe congestion further. A maximum-efficiency-first multi-path selection strategy, which considers the performance of the burst flows and the impact of a path selection on existing OBS paths at the same time by a combined metric of route efficiency, is proposed to maximize the utility of the burst flows and minimize the increment of lost throughput on the path. The performance of the proposed multi-path selection strategy is evaluated through simulation. The results show that the presented strategy obviously outperforms the least burst loss ratio strategy and shortest path first strategy in terms of the burst loss ratio in the practical unbalanced background traffic, especially when the network is heavily loaded.     

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

多种分布下选择后变量显著性分析及其在CEPS数据中的应用

在使用变量选择方法选出模型后,如何评价模型中变量系数的显著性是统计学重点关注的前沿问题之一.文章从适应性Lasso变量选择方法的选择结果出发,在考虑实践中误差分布多样性的前提下,基于选择事件构造了模型保留变量系数的条件检验统计量,并给出了该统计量的一致收敛性质的证明过程.模拟研究显示,在多种误差分布下所提方法均可进一步优化变量选择结果,有较强的实用价值.应用此方法对CEPS学生数据进行了实证分析,最终选取了学生认知能力等10个变量作为影响中学生成绩的主要因素,为相关研究提供了有益的参考.