First exit distribution and path continuity of Hunt processes

This paper gives a characterization of a Hunt process path by the first exit left limit distribution. It is also showed that if the first exit left limit distribution leaving any ball from the center is a uniform distribution on the sphere, then the Levy Processes are a scaled Brownian motion.     

基于GPS和短波的高精度时钟系统研究与设计

介绍了全球定位系统GPS、短波授时技术;在对高稳恒温晶振及其频率特性进行分析的基础上,设计了一种基于GPS卫星、短波无线电授时的高精度时钟系统;系统通过利用GPS接收处理模块、短波授时接收模块得到的秒脉冲信号、时间信息,经过信号检测,时延修正处理、性能优选,脉冲数量统计、脉冲滤波与卡尔曼算法处理、PWM脉冲调压控制,实现对高稳恒温晶振频率的校准,获得一个短期及长期频率准确度都比较优良的时间频率标准,同时利用校频后恒温晶振分频出的1 pps信号对RTC时间芯片进行校准,对外输出高精度时间信息;对恒温晶振校频系统的基本工作原理及关键技术进行了详细说明,试验结果表明,在时间不长于1 h内,频率准确度优于0.9*10-9;该系统实用方便,达到了将恒温晶振校准到较高指标的目的。     

X射线脉冲轮廓稳定性对导航精度的影响

X射线脉冲星具有广阔的导航应用前景,稳定的脉冲轮廓是自主导航的基础,然而在X射线脉冲轮廓的稳定性及其对导航精度的影响方面一直缺乏系统的研究.采用Pearson相关系数、标准偏差及功率谱熵三组指标量化脉冲轮廓的稳定性.利用罗西X射线计时探测器卫星X射线段(2—16 keV)11年的观测资料,统计了包括周期跃变在内的Crab脉冲轮廓稳定性.在此基础上,引入Cramer-Rao理论建立了脉冲轮廓稳定性对距离测量误差影响的数学模型,并通过分析各误差因素确定脉冲轮廓稳定性对距离测量误差的影响范围.实测数据处理表明,Crab脉冲星的X射线脉冲轮廓具有极高的稳定性,跃变期间脉冲轮廓无明显变化,脉冲轮廓的稳定性导致沿脉冲星方向上产生34 m±25 m的距离测量误差.     

延时法测量条纹相机μs档扫描非线性

为实现μs档条纹相机扫描非线性标定,建立了基于延时可调信号源和外触发激光器的条纹相机μs档扫描非线性标定系统,弥补了标准具法的不足。系统通过延时值的递增,得到条纹相机扫描速度在全扫程的变化。系统中时间关系抖动来源主要是测试设备延时抖动和条纹相机触发延时抖动。时间抖动测试与分析显示,条纹相机延时抖动±0.6ns,测试设备延时抖动±0.3ns,系统总时间抖动±0.7ns。系统时间抖动会造成最终时间轴信息的起伏。大量数值模拟分析表明,时间轴起伏对系统时间抖动的影响±2ns,在可以接受的范围内。因此,该系统能够胜任条纹相机μs扫程时间信息的测量标定。     

开放的V型三能级系统中原子注入和退出速率对位相相关的无反转激光增益和强度空间演化的调制作用

利用数值计算结果, 研究了具有自发辐射诱导相干的开放V 型三能级原子系统中的传播效应. 研究表明: 改变探测场和驱动场之间的相对位相对无反转激光(LWI)增益和 强度随传播距离的变化即空间演化具有重要的影响; 而原子的注入速率比(S)和退出速率(r₀)的改变将对位相相关的LWI增益和强度的空间演化产生明显的调制作用. 在S(r₀)的一定取值范围内, S(r₀)的值越大, LWI增益和强度越大且强度达到极大值需要的传播距离越长; 相应封闭系统中LWI增益和强度的最大值及能产生增益的传播距离都小于开放系统. Doppler效应对LWI增益和强度的空间演化也具有明显的影响, 存在Doppler效应时得到的LWI增益和强度明显小于无Doppler效应时的值.     

On some functionals of the first passage times in jump models of stochastic volatility

Abstract

We compute some functionals related to the generalized joint Laplace transforms of the first times at which two-dimensional jump processes exit half strips. It is assumed that the state space components are driven by Cox processes with both independent and common (positive) exponential jump components. The method of proof is based on the solutions of the equivalent partial integro-differential boundary-value problems for the associated value functions. The results are illustrated on several two-dimensional jump models of stochastic volatility which are based on non-affine analogs of certain mean-reverting or diverting diffusion processes representing closed-form solutions of the appropriate stochastic differential equations.     

Optimal timing of interventions in fishery resource and pest management

Assuming that a fish population follows the continuous logistic growth or the discrete Beverton-Holt model, several optimal impulsive harvesting policies for the maximum stock level of the fish at the end of a fishing season are investigated under the condition of fixed intensity and frequency of impulsive harvesting. The optimal impulsive harvesting moments for all cases considered are given analytically and the related numerical simulations are also provided. Furthermore, the methods employed can also be used to investigate the optimal timing of chemical control in pest management. Our results confirm that the optimal timing of pesticide applications such that the density of the pest population is minimal at any time during a planting season or the average of density of the pest population over the planting season is minimal is the beginning of the planting season. In practice, the results can be used to guide the fisherman to manage fisheries and guide farmers to control pests.     

平面液体层碎裂过程实验研究

小宽厚比喷嘴喷射出的平面水膜进入静止空气中,在不同气流流速环境下对水膜碎裂过程进行了实验研究。结果表明,静止空气中的水膜表面波呈现对称波形,射流的碎裂长度随雷诺数的增大而增大,喷射压力对射流碎裂长度没有直接影响。空气助力作用使平面射流表面波的上、下气液交界面出现相位差。水膜的碎裂长度随空气助力气流速度的增大而减小;空气助力对于低雷诺数水膜射流具有很强的促进碎裂作用,所以会极大地改善低雷诺数射流的一次雾化效果。随着水流雷诺数的提高,空气助力作用对水膜碎裂长度的影响大为减弱;即使在高速助力空气的作用下,水膜仍长期保持较稳定的射流流态,没有出现明显的水膜撕裂现象。说明在小宽厚比喷嘴的瑞利(Rayleigh)模式射流中,高雷诺数射流是水膜的稳定因素。与气液流速比、气流马赫数等无量纲参数相比,液体喷射的雷诺数是射流碎裂的主要影响因素。