双亲性C60衍生物水相聚集行为

富勒烯C₆₀几乎不溶于水中,从而阻碍了对富勒烯的进一步研究和潜在应用。双亲性C₆₀衍生物在水相中自组装形成聚集体,在水相具有一定的溶解度,其特殊的结构及性能引起了科学家的广泛关注。本文对双亲性C₆₀衍生物在水相中聚集行为的研究现状及研究进展进行了详细系统的介绍。本文第一部分主要阐述了双亲性C₆₀衍生物的结构,根据修饰到C₆₀表面的功能基类型对双亲性C₆₀衍生物进行了分类。第二部分主要阐述了双亲性C₆₀衍生物在水相的聚集行为以及pH值、溶剂极性、浓度、温度和抗衡离子等因素对聚集行为的影响。     

Recursive methods for a multi-dimensional risk process with common shocks

In this paper, a multi-dimensional risk model with common shocks is studied. Using a simple probabilistic approach via observing the risk processes at claim instants, recursive integral formulas are developed for the survival probabilities as well as for a class of Gerber-Shiu expected discounted penalty functions that include the surplus levels at ruin. Under the assumption of exponential or mixed Erlang claims, the recursive integrals can be simplified to give recursive sums which are computationally more tractable. Numerical examples including an optimal capital allocation problem are also given towards the end.     

On the absolute ruin problem in a Sparre Andersen risk model with constant interest

In this paper, we extend the work of Mitric and Sendova (2010), which considered the absolute ruin problem in a risk model with debit and credit interest, to renewal and non-renewal structures. Our first results apply to MAP processes, which we later restrict to the Sparre Andersen renewal risk model with interclaim times that are generalized Erlang (n) distributed and claim amounts following a Matrix-Exponential (ME) distribution (see for e.g. Asmussen and O’Cinneide (1997)). Under this scenario, we present a general methodology to analyze the Gerber-Shiu discounted penalty function defined at absolute ruin, as a solution of high-order linear differential equations with non-constant coefficients. Closed-form solutions for some absolute ruin related quantities in the generalized Erlang (2) case complement the results obtained under the classical risk model by Mitric and Sendova (2010).     

The aggregate capacity of virtual resources – linear models

This article addresses resource modelling with a specific interest on capacity aggregation. The capacity of a resource with regard to d types of tasks is modelled by a simplex and by a cube in the d-dimensional space. The aggregate capacity model of a virtual resource, that is, of a pool of r resources, is the d-polytope provided by the Minkowski sum of the simplices and cubes modelling the resources. The parametric identification of the d-planes supporting the facets of the polytope is established for r?=?2 and linear simplifications are provided in the (r,?d) general case. Formulated as linear inequalities, the aggregate capacity models fit in with linear programming and quadratic programming optimization techniques.     

ON THE CRAM(E)R-LUNDBERG RISK MODEL WITH A CONSTANT FORCE OF INTEREST AND SURPLUS-DEPENDENT LOSS-CARRY-FORWARD TAX STRUCTURE

本文研究了带常数利率和盈余相依型loss-carry-forward税收系统的Cramér-Lundberg风险模型.利用无穷小分析方法及该过程具有的的强马氏性,得出了保险公司从开始运营到破产期间税收折现总额的数学期望表达式.作为例子,本文给出了指数分布索赔假定下该税收折现函数的具体表达式.     

关于一类带常利率的更新风险模型的破产时值

该文研究了一类带利率的更新风险模型, 给出了Gerber-Shiu折现罚金函数所满足的积分方程, 并用无穷级数给出了其解的精确表达式; 推广了 Gerber-Shiu公式(见文献[4]); 最后利用递推技巧给出了破产概率的指数型上界.     

Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets

This paper is devoted to a further generalisation of the main results in [5] including the representation of the weak super-replication price (cf. equation (1.6)). In addition to the already established weakening of the technical assumptions in [5] (cf. [24] and [25]), the main results in [5] can be still generalised by considering the geometric structure of the underlying problem (based on the properties of Riesz spaces and polar wedges therein). In Section 5 we show under which geometric conditions of the relevant sets the results still hold (cf. Theorem 5.3 and Corollary 5.5). In particular, we can completely remove the restrictive admissibility assumption and carry forward equation (1.4) to a larger class of wedges (cf. Corollary 5.5). The authors gratefully acknowledge support from EPSRC grant no. GR/S80202/01     

二元组装体集群时的高选择性杂化重组行为

多样性自组装体在混合时,通常表现出互不干扰的自分类性,能高度选择性地自分类堆积.但结构极为相似的组装子在相互混合时,会发生交互作用并表现出重组现象.文中合成和观测了具有芳香环边墙和不同酰胺侧链的C型甘脲分子夹为组装单元的混合组装行为.研究发现,此类分子在各自以单一态物质溶解于CDCl3时,能通过π-π相互作用和氢键形成二聚自组装体;若将两种具有不同酰胺侧链的C型甘脲分子夹两两混合,从理论上推测应有三种二聚自组装堆积态存在：A·A、B·B、A·B.但经1HNMR分析发现了一个有趣的现象,即当酰胺侧链上的取代基R′分别为具有C-H结构（如1和2）与PhF5基（5）的组装体两两混合时,二聚组装主要呈现出高度选择性杂化重组的A·B结构态.这种取代基控制的高选择性重组行为可能是基于π-π相互作用、N—H…O氢键,以及C—H…π等三重作用力的协同结果.     

Reactions in clusters of acetone and fluorinated acetones triggered by low energy electrons

Electron attachment to clusters of acetone (A), trifluoroacetone (TFA) and hexafluoroacetone (HFA) is studied in a crossed beam experiment with mass spectrometric detection of the anionic products. We find that the electron attachment properties in A change dramatically on going from isolated molecules to clusters. While single acetone is a very weak electron scavenger (via a dissociative electron attachment (DEA) resonance near 8.5 eV), clusters of A capture electrons at very low energy (close to 0 eV). The final ionic products consist of an ensemble of molecules (M) subjected to the loss of two neutral H₂ molecules ((M_n−2H₂)⁻, n ≥ 2). Their formation at low energies can only be explained by invoking new cyclic structures and polymers. In clusters of TFA, anionic complexes containing non-decomposed molecules (M_n⁻) including the monomer (M⁻) and ionic products formed by the loss of one and two HF molecules are observed. Loss of HF units is also interpreted by the formation of new cyclic structures in the anionic system. HFA is a comparatively stronger electron scavenger forming a non-decomposed anion via a narrow resonant feature near 0 eV in the gas phase. In HFA clusters, the non-decomposed parent anion is additionally observed at higher electron energies in the range 3–9 eV. The M⁻ signal carries signatures of self-scavenging processes, i.e., inelastic scattering by one molecule and capture of the completely slowed down electron by a second molecule within the same cluster. The scavenging spectrum is hence an image of the electronically excited states of the neutral molecule.     

基于凝聚函数的互补问题的自调节内点算法

对于不可微的"极大值"形式的函数,可以利用凝聚函数对其进行光滑逼近.借助这个技术,给出了求解线性互补问题的一个具有自调节功能的内点算法.基于邻近度量和线性互补问题的标准中心化方程的关系,定义了一个新的邻近度量函数,并以极小化这个函数的最优性条件代替了该中心化方程.以此在摄动方程本身建立一种自调节的机制,从而使牛顿方向能够根据上次迭代点的信息做出自适应的调整.基于改造后的摄动方程组,建立了一个具有自调节功能的内点算法.通过一些考题对这个算法进行了数值试验,结果显示了算法的有效性和稳定性.