Aggregation on heterogeneous surface

Chessboard-like substrates are introduced in this paper, in order to study the diffusion-limited aggregation (DLA)and the motion of poly-atoms on heterogeneous surfaces. The effect of morphology of such substrates upon the cluster aggregation is investigated using the Monte Carlo simulation. It is found that the growth process and the cluster morphology are governed by the energetic topography of the substrates. Our simulation also indicate that the island density and the fractal dimension of the clusters depend strongly on the substrate topography and the activation energy.     

半柔性聚合物中刚性系数Kb e n d对 体系影响的 Mo n t eC a r l o模拟研究

结合自洽场理论的粒子数表象到场表象思想, 运用蒙特卡洛模拟方法对半柔性聚合物体系进行计算 模拟. 对于一个半柔性聚合物体系, 其体系的哈密顿量主要包括键与键之间的键能、 体积排斥能和弯曲弹性能, 其 中的键能用弹性能来表示, 体积排斥能可通过粒子表象到场表象转化的密度场来描述, 单链聚合物的弯曲弹性能 可以刚性系数Kb e nd 来表述. 通过计算模拟发现: 1. 在稀溶液中的单链聚合物体系中, 其回旋半径( Rg)和末端距 ( R0)随着弹性系数的增加而增长; 2. 在高浓度的聚合物体系中, 其回旋半径和末端距不随弹性系数的变化而变化, 其投影长度( L s)随着弹性系数的增加而增加; 3. 投影长度与单链聚合物的聚合度 N 的a 倍成正比, 与弹性系数 Kb e n d 的b次方成正比, 且a≈b≈0. 4±0. 4 5; 4. 投影长度的与体系中聚合物的浓度无关     

基于实物期权的基础设施项目融资中政府担保价值研究

通过政府担保吸引国内外财团、公司、企业以及个人等非政府投资主体投资基础设施项目是解决我国基础设施建设财政投入不足的有效途径。本文在国内外基础设施项目融资理论基础上，运用实物期权方法引入多变量模型对政府担保进行定价研究，通过实例分析了实物期权模型的有效性，最后给出了政府投资主体在吸引非政府投资主体时政府担保行为的影响因素和对应策略。     

金融市场间波动溢出效应研究——基于Gumber的二维CARR模型和生存Copula-CARR模型

基于Gumber的二维指数分布,建立了Gumber的二维CARR模型,采用极大似然估计的两步法,以上证极差序列和深证极差序列为样本,考查了在极端情形下金融市场之间的波动溢出,并与CCC-GARCH模型进行比较,发现Gumber的二维CARR模型的估计更符合实际,能捕捉在极端情况下的波动溢出效应。利用蒙特卡洛方法进行了模拟和分析,进一步证实Gumber的二维CARR模型能合理有效地测度波动溢出效应。最后,对Gumber的二维CARR模型进行了扩展,在CARR模型中引入生存Copula函数,构建了生存Copula-CARR模型,进而建立了一种新的刻画金融波动溢出效应的多维CARR模型。     

基于非参数贝叶斯方法的随机波动建模与应用

本文利用非参数贝叶斯方法进行随机波动建模。通常的参数随机波动模型适用于证券市场中的综合指数数据,而对个股数据和小范围指数数据的拟合效果较差,主要原因是其收益率数据的变化规律更为复杂、具有更厚的尾部行为,而非参数贝叶斯方法的随机波动模型无需进行分布假设,具有很强的灵活性。本文利用SV-DPM模型对IBM的股票价格数据和上证50指数数据进行建模,研究发现非参数随机波动模型能拟合参数随机波动模型难以扑捉到的数据特征,实证表明有充分的依据支持非参数贝叶斯随机波动模型。论文的研究有助于捕捉金融资产的时变波动性质,能更好的揭示金融市场的运行规律,为期权定价和金融风险管理提供依据,对于防范与控制金融风险有着重要意义。     

BRDF表面对一维梯度折射率介质内辐射传热影响

辐射计算中的漫反射或镜反射假设并不足以完整地描述实际表面的特性.本文首次将BRDF、表面引入辐射传热分析。使用Minnaert模型模拟BRDF表面,通过遗传算法得到模型参数.用DRESOR法和逆蒙特卡洛法求解了含BRDF表面的-维梯度折射率介质中的辐射传热问题。计算结果显示了DRESOR法和逆蒙特卡洛法的准确性。虽然BRDF表面和相应的漫反射表面对应的温度偏差仅为±1.5%,但辐射热流偏差高达±10.5%,这足以引起很大的分析误差,实际辐射热分析中应引起重视。     

细水雾遮蔽红外辐射的蒙特卡洛模拟及透射场分析

基于蒙特卡洛法,对水雾遮蔽热辐射衰减建立了光子状态序列的追踪模型.利用该模型对水雾粒子的多重散射进行模拟,分析了影响水雾消光性能的消光系数、水雾浓度、不对称因子等参数,发现不对称因子也是影响水雾隐身性能的重要参数.研究表明:对于消光系数相同的介质,不对称因子越小越有利于衰减目标热辐射强度,而采用朗伯比尔定律则不能获得此结论;在雾粒子半径远大于红外波长的情况下,提高水雾的浓度并减小粒子半径可有效提高水雾的衰减作用.     

Speckle intensity images of target based on Monte Carlo method

Speckle intensity in the detector plane is deduced in the free-space optical system and imaging system based on Van Cittert-Zemike theorem. The speckle intensity images of plane target and conical target are obtained by using the Monte Carlo method and measured experimentally. The results show that when the range extent of target is smaller, the speckle size along the same direction become longer, and the speckle size increase with increasing incident light wavelengths. The speckle size increases and the speckle intensity images of target is closer to the actual object when the aperture scale augments. These findings are useful to access the target information by speckle in laser radar systems.     

Influence of roughness on the detection of mechanical characteristics of low-k film by the surface acoustic waves

The surface acoustic wave （SAW） technique is a precise and nondestructive method to detect the mechanical charac- teristics of the thin low dielectric constant （low-k） film by matching the theoretical dispersion curve with the experimental dispersion curve. In this paper, the influence of sample roughness on the precision of SAW mechanical detection is inves- tigated in detail. Random roughness values at the surface of low-k film and at the interface between this low-k film and the substrate are obtained by the Monte Carlo method. The dispersive characteristic of SAW on the layered structure with rough surface and rough interface is modeled by numerical simulation of finite element method. The Young＇s moduli of the Black DiamondTM samples with different roughness values are determined by SAWs in the experiment. The results show that the influence of sample roughness is very small when the root-mean-square （RMS） of roughness is smaller than 50 nm and correlation length is smaller than 20 μm. This study indicates that the SAW technique is reliable and precise in the nondestructive mechanical detection for low-k films.     

Interaction and spin–orbit effects on a kagome lattice at 1/3 filling

We investigate the competing effects of spin-orbit coupling and electron--electron interaction on a kagome lattice at 1/3 filling. We apply the cellular dynamical mean-field theory and its real-space extension combined with the continuous time quantum Monte Carlo method, and obtain a phase diagram including the effects of the interaction and the spin-orbit coupling at T = 0. 1t, where T is the temperature and t is the hopping energy. We find that without the spin-orbit coupling, the system is in a semi-metal phase stable against the electron--electron interaction. The presence of the spin-orbit coupling can induce a topological non-trivial gap and drive the system to a topological insulator, and as the interaction increases, a larger spin--orbit coupling is required to reach the topological insulating phase.