多种时序模型的建模比较

本文通过不同的时间序列模型对同一批数据的建模及预报，在不同的模型间进行了比较，并且根据原始数据的性质指出了一些时间序列模型的适用范围，     

SU(2)×SU(2)准自旋模型和自洽解的对称性恢复方法——Ⅰ.严格解和HF近似

本文提出了一个含有两类相互作用的准自旋模型,讨论了模型Hamilton量在SU(2)×SU(2)基中的严格解、基态相变和波函数的K结构,并用此模型探讨了HF近似的有效性。     

变分意义下最佳变尺度公式的研究——一个新变尺度公式的导出

本文研究了 J.E.Dennis 和 R.B.Schnabel 提出的导出 BFGS 和 DFP的变分模型.在此基础上给出了一个新的交分模型,它比前者更合理.并从该变分模型导出了一个新的拟牛顿公式.利用 R.Byrd,Y.Yuan 和 J.Nocedal[1987]的结果,我们知道该公式是全局超线性收敛的.     

G谱估计的渐近性质

本文首次证明了G谱估计用来估计实正态的ARMA模型的谱密度时是渐近正态的。同时,进一步给出一个例子,说明它不是优效渐近正态的。     

应力对M-Z型InP/InGaAsP-EAM偏振

采用Agilent 81910A光子全参量测试仪,首次实验研究了InP/In1－xGaxAs1－yPy-MQW（Multiple-Quantum-Well,MQW）材料与衬底间因应力而产生的M-Z型光调制器的PDL影响以及由此引起的由差分群时延(Differential Group Delay,DGD)表征的偏振模色散(Polarization Mode Dispersion,PMD).研究结果表明,半导体MQW光调制器的PDL与DGD是一致的.因此在半导体光器件的制作过程中,应尽可能地减小衬底与波导芯层之间的因残存应力的存在造成对光器件的高速性能的不利影响.     

部分相干电磁光束在湍流介质中传输的偏振变化

 从推广的惠更斯-菲涅尔原理出发，推导出了部分相干电磁光束的偏振态在湍流介质中传输的表达式。并以电磁高斯-谢尔模型(EGSM)光束为例，研究了湍流对电磁高斯-谢尔模型光束偏振态的影响。研究结果表明，对于轴上点，湍流介质的折射率结构常数越大，偏振度趋于最大值的速度越快，达到的最大值越小；光斑越大，偏振度达到最大值的位置离光源越远，在光斑增大的过程中，偏振度所达到的极大值会先增大后减小，最后保持与光源相同的偏振度不变。对于轴外点，一个固定的z，光的偏振度随着离轴距离的增大而逐渐下降，并最终等于零。折射率结构常数越大，偏振度随离轴距离的增大而下降得越缓慢；光斑越大，偏振度随离轴距离的增大下降得越快。     

量子相变

量子相变是一种发生在绝对零度,由量子涨落而非热涨落导致的相变现象,满足著名的海森堡不确定关系。通过零温量子临界点的研究,可获知物质系统更广泛范围的行为,包括稀土磁性绝缘体,高温超导体和二维电子气体等。     

Second-order random wave solutions for interfacial internal waves in N-layer density-stratified fluid

This paper studies the random internal wave equations describing the density interface displacements and the velocity potentials of N-layer stratified fluid contained between two rigid walls at the top and bottom. The density interface displacements and the velocity potentials were solved to the second-order by an expansion approach used by Longuet-Higgins （1963） and Dean （1979） in the study of random surface waves and by Song （2004） in the study of second- order random wave solutions for internal waves in a two-layer fluid. The obtained results indicate that the first-order solutions are a linear superposition of many wave components with different amplitudes, wave numbers and frequencies, and that the amplitudes of first-order wave components with the same wave numbers and frequencies between the adjacent density interfaces are modulated by each other. They also show that the second-order solutions consist of two parts： the first one is the first-order solutions, and the second one is the solutions of the second-order asymptotic equations, which describe the second-order nonlinear modification and the second-order wave-wave interactions not only among the wave components on same density interfaces but also among the wave components between the adjacent density interfaces. Both the first-order and second-order solutions depend on the density and depth of each layer. It is also deduced that the results of the present work include those derived by Song （2004） for second-order random wave solutions for internal waves in a two-layer fluid as a particular case.     

Attractors for a Three-Dimensional Thermo-Mechanical Model of Shape Memory Alloys

Abstract In this note, we consider a Frémond model of shape memory alloys. Let us imagine a piece of a shape memory alloy which is fixed on one part of its boundary, and assume that forcing terms, e.g., heat sources and external stress on the remaining part of its boundary, converge to some time-independent functions, in appropriate senses, as time goes to infinity. Under the above assumption, we shall discuss the asymptotic stability for the dynamical system from the viewpoint of the global attractor. More precisely, we generalize the paper [12] dealing with the one-dimensional case. First, we show the existence of the global attractor for the limiting autonomous dynamical system; then we characterize the asymptotic stability for the non-autonomous case by the limiting global attractor. * Project supported by the MIUR-COFIN 2004 research program on “Mathematical Modelling and Analysis of Free Boundary Problems”.     

一般回归模型中的U统计量

本文考虑一般回归模型中回归系数的方向的估计问题。一般回归模型的定义中,应变量y在自变量x给定之下的分布只依赖于x之分量的线性组合。这个线性组合的系数向量β就是回归系数向量。一般回归模型是通常线性模型的推广。本文中,我们构造了一个U统计量作为β之方向的估计。在适当的光滑性条件下,本文证明了该U统计量作为β的方向的估计具有相合性与渐近正态性。