CreditRisk+模型下商业银行经济资本配置研究

对金融资产风险的度量与经济资本的分配应该体现分散化效应,传统的V aR方式不能保证分散化效应的次可加性.本文讨论了基于T a ilV aR这一新的风险度量与经济资本分配标准,并在违约率均值不变情况下,对C red itR isk+模型下的商业银行经济资本分配进行了实证分析.     

Gauge Dependence of the Effective Gravitational Field

We analyze the gauge ambiguity problem for the effective gravitational field from the standpoint of the measurement process. The motion of a test point particle playing the role of a measuring device is investigated in the field of a point gravitating mass in the one-loop approximation. We show that the gravitational field value determined from the effective equations of motion of the device explicitly depends on the Feynman gauge parameter. This dependence is essential in the sense that a gauge variation cannot be interpreted as a deformation of the reference frame, which leads to a gauge ambiguity in the values of observed quantities. In particular, this result disproves the hypothesis that gauge dependence is canceled in the effective equations of motion of a classical point particle.     

Radiation heat transfer in axisymmetric quartz glass tubes

A mathematical model is proposed to describe the heat transfer in quartz glass axisymmetric tubes. Heat is transferred inside the glass by radiation and conduction. Scattering of thermal radiation inside the glass is ignored. At the boundaries of the tube the radiative intensity is specularly reflected. The spectral dependent radiative intensity and the temperature distribution inside the tube are determined. The model is applied to simulate the cooling process of a quartz glass tube. The calculated temperature is in agreement with that obtained from an experiment. Furthermore, steady-state temperature distributions in quartz glass tubes of different lengths have been determined.     

基于分层光学扫描的三维数字化测量技术

采用切削分层光扫描测量与计算机数据信息合成相结合的方法，有效地解决了具有复杂内外腔结构零件的三维数字化测量。该方法比传统三维测量速度快、自动化程度高，能同时准确测量零件内外腔表面，零件边缘测量误差可控制在CCD两个像素内。利用获取的铝合金精密小箱体三维数据，在计算机上重构了零件的三维模型，并用RP技术制造出了零件物理原形。     

Differential FBG sensor for temperature-compensated high-pressure (or displacement) measurement

A differential fiber Bragg grating (FBG) sensor with a free active element bulk-modulus for high-pressure (or displacement) measurement is presented. Based on the differential measurement method and an isosceles triangle cantilever structure, problems of cross-sensitivity and chirped signal in FBG sensor are improved both theoretically and experimentally. Preliminary experiments indicate that temperature-compensated measurement results agree well with the theoretical analysis. Displacement measurement sensitivity is 1.75 pm/μm, and the estimated pressure measurement resolution can reach 0.27 MPa in case the wavelength shift measurement resolution is 0.01 nm.     

A study on the applications of the acoustic design sensitivity analysis of vibrating bodies

The determination of the sensitivity of the acoustical characteristics of vibrating systems with respect to the variation of the design parameters predicting these characteristics is a necessary and important step of the acoustic design and optimization process. Acoustic design sensitivity analysis includes the computation and evaluation of the sensitivity information required for this procedure. In this study, a boundary element code performing the sensitivity analysis of the acoustic pressure by using the matrix sensitivities with respect to different design variables has been developed. The effect of the precision of boundary element discretization on the acoustic pressure sensitivity is examined via this code. The formulation is applied to a multi-source system and the dimension sensitivity analysis of near field pressures of two-dilating-spherical source is performed. The last application is devoted to a real sound source: a washing machine sitting on the floor. Sensitivity of the field pressures to the machine’s dimensions (size), surface velocity and frequency is examined on the bases of the boundary element model of the machine and half-space condition. The impacts of these variables are compared; and a limiting speed for the machine responding both the acoustical and operational requirements is determined.     

An Experimental Investigation into the Acoustic Characteristics of Fluid-filled Porous Structures—A Simplified Model of the Human Skull Cancellous Structure

In nature, shape and structure evolve from the struggle for better performance. Often, biological structures combine multiple beneficial properties, making research into mimicking them very complex. Presented here is a summary of observations from a series of experiments performed on a material that closely resembles the human skull bone’s cancellous structure under acoustic loads. Transmission loss through flat and curved open-cell polyurethane foam samples is observed using air and water as the two interstitial fluids. Reduction in strength and stiffness caused by porosity can be recovered partially by filling the interstitial pores with a fluid. The test findings demonstrate the influence of the interstitial fluid on the mechanical characteristics of a porous structure in a quantitative manner. It is also demonstrated that the transmission loss does not depend only on the mass per unit area of the structure as predicted by acoustic mass law. Current tests also demonstrate that the transmission loss is more sensitive to the interstitial fluid than the shape and support conditions of the structures. Test observations thus support the concepts of “moisture-sensitivity of biological design” and the “law of hierarchy in natural design”.     

Determination of Hydrogen Single Ion Activity Coefficients in Aqueous HCl Solutions at 25°C

The single ion activity coefficients of hydrogen and chloride ions in aqueous HCl solutions have been estimated at 25°C at concentrations up to 1 mol-kg^–1, using potentiometric measurements with ion-selective electrodes and appropriate calibration procedures. Two methods are described for an internal calibration of the electrodes in the extended Debye–Hückel concentration range. The results are compared to the conventional pH calibration with external buffer solutions. Since the latter calibration method does not account for the liquid junction potential E _J which arises at the reference electrode, the resulting activity coefficients are quite different in HCl solutions of higher concentration. These differences between internal and external calibration decrease significantly, when a correction for E _J is introduced into the conventional pH calibration. Hence, in solutions of higher ionic strength the accuracy of the conventional pH electrode calibration using buffer solutions is very limited, when exact H⁺ activities are required. The consistency of the results indicates that the liquid junction potentials in the examined systems calculated by the Henderson/Bates approximation are of reasonable precision.     

Surface roughness investigation of semi-conductor wafers

Conventionally, surface roughness is predominantly determined through the use of stylus instruments. However, there are certain limitations involved in the method, particularly when a test specimen, such as a silicon wafer, has a smooth mirror-like surface. Hence, it is necessary to explore alternative non-contact techniques. Light scattering has recently been gaining popularity as an optical technique to provide prompt and precise inspection of surface roughness. In this paper, the total integrated scattering (TIS) model is modified to retrieve parameters on surface micro-topography through light scattering. The applicability of the proposed modified TIS model is studied and compared with an atomic force microscope. Experimental results obtained show that the proposed technique is highly accurate for measuring surface roughness in the nanometer range.     

应用无衍射贝塞尔光束的固体线膨胀系数测量系统

测量固体线膨胀系数是工程设计中的一项重要工作。这套非接触固体线膨胀系数测量系统利用激光三角法进行了设计。通过采用线阵CCD作为信号传感器来实现自动化测量。通过采用无衍射贝塞尔光束来提高测量精度和增大测量范围。