非保守力学系统Nielsen方程的形式不变性

研究非保守力学系统Nielsen方程的形式不变性.给出非保守力学系统Nielsen方程的形式不变性的定义和判据,研究形式不变性和Noether对称性的关系,并举例说明结果的应用 关键词： 非保守力学系统 Nielsen方程 形式不变性 Noether对称性     

中国股票市场波动特性的实证研究

本文以上证综指和深成分指数的日收益率为研究对象 ,应用 GARCH、TARCH模型理论 ,进一步分析了日收益率波动的条件异方差性、非对称性 ,同时比较了两个股票市场的不同波动特征     

Symmetries of Itô and Stratonovich Dynamical Systems and Their Conserved Quantities

A new definition for the symmetries of Itô and Stratonovich dynamicalsystem is given. Determining systems of symmetries for Itô andStratonovich systems have been obtained, and their relation has beendiscussed. It has been shown that some of the Lie point symmetries ofthe Fokker–Planck equation can be constructed using the symmetries ofItô dynamical systems. Conserved quantities can be found from thesymmetries of stochastic dynamical systems which do not arise from aHamiltonian. The results have been applied to an example.     

Approximate symmetries and conservation laws for Itô and Stratonovich dynamical systems

A new definition for the approximate symmetries of Itô dynamical system is given. Determining systems of approximate symmetries for Itô and Stratonovich dynamical systems have been obtained. It has been shown that approximate conservation laws can be found from the approximate symmetries of stochastic dynamical systems which do not arise from a Hamiltonian. The results have been applied to an example.     

Finite-Dimensional PT-Symmetric Hamiltonians

This paper investigates finite-dimensional PT-symmetric Hamiltonians. It is shown here that there are two ways to extend real symmetric Hamiltonians into the complex domain: (i) The usual approach is to generalize such Hamiltonians to include complex Hermitian Hamiltonians. (ii) Alternatively, one can generalize real symmetric Hamiltonians to include complex PT-symmetric Hamiltonians. In the first approach the spectrum remains real, while in the second approach the spectrum remains real if the PT symmetry is not broken. Both generalizations give a consistent theory of quantum mechanics, but if D>2, a D-dimensional Hermitian matrix Hamiltonian has more arbitrary parameters than a D-dimensional PT-symmetric matrix Hamiltonian.     

利用模式的对称性研究光子晶体光纤的色散

由光子晶体光纤的对称性可以得到模式分布的对称性，根据模式的对称性选择适当的展开函数，可以使计算量大大减少。计算了六角结构光子晶体光纤的色散特性，得到了波长在1．55pm处色散为零时，光子晶体光纤的结构参量所满足的方程。     

PT Symmetry in Quantum Field Theory

The Hamiltonian H specifies the energy levels and the time evolution of a quantum theory. It is an axiom of quantum mechanics that H be Hermitian. The Hermiticity of H guarantees that the energy spectrum is real and that the time evolution is unitary (probability preserving). In this talk we investigate an alternative formulation of quantum mechanics in which the mathematical requirement of Hermiticity is replaced by the more physically transparent condition of space-time reflection (PT) symmetry. We show that if the PT symmetry of a Hamiltonian H is not broken, then the spectrum of H is real. Examples of PT-symmetric non-Hermitian Hamiltonians are H=p ²+ix ³ and H=p ²-x ⁴. The crucial question is whether PT-symmetric Hamiltonians specify physically acceptable quantum theories in which the norms of states are positive and the time evolution is unitary. The answer is that a Hamiltonian that has an unbroken PT symmetry also possesses a physical symmetry that we call C. Using C, we show how to construct an inner product whose associated norm is positive definite. The result is a new class of fully consistent complex quantum theories. Observables exhibit CPT symmetry, probabilities are positive, and the dynamics is governed by unitary time evolution.     

Embedding of Dynamical Symmetry Groups U(1, 1) and U(2) of a Free Particle on AdS 2 and S 2 into Parasupersymmetry Algebra

Using two different types of the laddering equations realized simultaneously by the associated Gegenbauer functions, we show that all quantum states corresponding to the motion of a free particle on AdS ₂ and S ² are splitted into infinite direct sums of infinite-and finite-dimensional Hilbert subspaces which represent Lie algebras u(1, 1) and u(2) with infinite- and finite-fold degeneracies, respectively. In addition, it is shown that the representation bases of Lie algebras with rank 1, i.e., gl(2, C), realize the representation of nonunitary parasupersymmetry algebra of arbitrary order. The realization of the representation of parasupersymmetry algebra by the Hilbert subspaces which describe the motion of a free particle on AdS ₂ and S ² with the dynamical symmetry groups U(1, 1) and U(2) are concluded as well.     

A Generally Covariant Wave Equation for Grand Unified Field Theory

A generally covariant wave equation is derived geometrically for grand unified field theory. The equation states most generally that the covariant d'Alembertian acting on the vielbein vanishes for the four fields which are thought to exist in nature: gravitation, electromagnetism, weak field and strong field. The various known field equations are derived from the wave equation when the vielbein is the eigenfunction. When the wave equation is applied to gravitation the wave equation is the eigenequation of wave mechanics corresponding to Einstein's field equation in classical mechanics, the vielbein eigenfunction playing the role of the quantized gravitational field. The three Newton laws, Newton's law of universal gravitation, and the Poisson equation are recovered in the classical and nonrelativistic, weak-field limits of the quantized gravitational field. The single particle wave-equation and Klein-Gordon equations are recovered in the relativistic, weak-field limit of the wave equation when scalar components are considered of the vielbein eigenfunction of the quantized gravitational field. The Schrödinger equation is recovered in the non-relativistec, weak-field limit of the Klein-Gordon equation). The Dirac equation is recovered in this weak-field limit of the quantized gravitational field (the nonrelativistic limit of the relativistic, quantezed gravitational field when the vielbein plays the role of the spinor. The wave and field equations of O(3) electrodynamics are recovered when the vielbein becomes the relativistic dreibein (triad) eigenfunction whose three orthonormal space indices become identified with the three complex circular indices (1), (2), (3), and whose four spacetime indices are the indices of non-Euclidean spacetime (the base manifold). This dreibein is the potential dreibein of the O(3) electromagnetic field (an electromagnetic potential four-vector for each index (1), (2), (3)). The wave equation of the parity violating weak field is recovered when the orthonormal space indices of the relativistic dreibein eigenfunction are identified with the indices of the three massive weak field bosons. The wave equation of the strong field is recovered when the orthonormal space indices of the relativistic vielbein eigenfunction become the eight indices defined by the group generators of the SU (3) group.     

A multifractal decomposition according to rate of returns

For one‐dimensional simple symmetric random walk, the Hausdorff and packing dimensions of sets of sample paths with prescribed rate of returns to the origin are determined. This gives a multifractal decomposition of the underlying sample space. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)