An Entropy-Based Approach to Measurement of Stock Market Depth

The aim of this study is to investigate market depth as a stock market liquidity dimension. A new methodology for market depth measurement exactly based on Shannon information entropy for high-frequency data is introduced and utilized. The proposed entropy-based market depth indicator is supported by an algorithm inferring the initiator of a trade. This new indicator seems to be a promising liquidity measure. Both market entropy and market liquidity can be directly measured by the new indicator. The findings of empirical experiments for real-data with a time stamp rounded to the nearest second from the Warsaw Stock Exchange (WSE) confirm that the new proxy enables us to effectively compare market depth and liquidity for different equities. Robustness tests and statistical analyses are conducted. Furthermore, an intra-day seasonality assessment is provided. Results indicate that the entropy-based approach can be considered as an auspicious market depth and liquidity proxy with an intuitive base for both theoretical and empirical analyses in financial markets.     

有限深水域中三维频域自由面格林函数及其导数的计算方法

三维频域自由面格林函数及其偏导数的数值计算是海洋结构物水动力分析的难点。本文对有限水深格林函数及其偏导数的数值算法作出两点改进：①对原函数的级数表达式进行变形,提出适用于数值计算的形式,解决高频率情况下级数解的计算失真问题;②对Gauss-Laguerre积分法作出改进,解决高频率大水深情况下积分解的数值溢出问题。计算结果表明：本文提出的改进算法可以有效提高有限水深格林函数及其偏导数的数值精度,对于研究较大吃水的浮体或潜体的高频垂荡问题具有重要意义。     

Effect of pearlitic morphology with varying fineness on the cavitation erosion behavior of eutectoid rail steel

The present work discusses the effect of the pearlitic morphology with varying fineness on the cavitation erosion behavior of eutectoid rail steel. Cavitation erosion of three different types of the pearlitic steels (furnace-cooled, air-cooled, and forced-air-cooled) consisting of coarse, fine, and very fine microstructures were tested in 3.5% NaCl solution and compared with that of the as-received pearlitic rail steel. The variation in the mean depth of erosion (MDE) and mean depth erosion rate (MDER) with erosion time was analyzed. Furthermore, the cavitation erosion resistance of the as-received, the air-cooled, and the forced-air-cooled was found to be 1.03, 1.51, and 2.14 times better than the furnace-cooled pearlitic steel, respectively. It was concluded that the cavitation erosion resistance of the pearlitic steel increased with the increase in the fineness of the microstructure.     

Setup of a dipole trap for all-optical trapping

Micromotion induced by the radio-frequency field contributes greatly to the systematic frequency shifts of optical frequency standards. Although different strategies for mitigating this effect have been proposed, trapping ions optically has the potential to provide a generic solution to the elimination of micromotion. This could be achieved by trapping a single ion in the dipole trap composed of a highpower laser field. Here, we present the setup of the dipole trap composed of a 532 nm laser at a power of 10 W aiming to optically trap a single ~(40)Ca~+ and we observe an AC-Stark shift of the fluorescence spectrum line of ～22 MHz caused by the 532 nm dipole beam. The beam waist of the dipole laser is several microns, which would provide a dipole potential strong enough for all-optical trapping of a single ~(40)Ca~+ ion.     

SIMS depth profiling of ‘frozen’ samples: in search of ultimate depth resolution regime

We have performed secondary ion mass spectrometry depth profiling analysis of III–V based hetero‐structures at different target temperatures and found that both the surface segregation and surface roughness caused by ion sputtering can be radically reduced if the sample temperature is lowered to ?150 °C. The depth profiling of ‘frozen’ samples can be a good alternative to sample rotation and oxygen flooding used for ultra‐low‐energy depth profiling of compound semiconductors. Copyright © 2016 John Wiley & Sons, Ltd.     

Effect of SIMS ionization probability on depth resolution for organic/inorganic interfaces

Secondary ion mass spectrometry (SIMS) relies on the fact that surface particles ejected from a solid surface are ionized under ion bombardment. By comparing the signal of molecular secondary ions desorbed from an organic film with that of the corresponding sputtered neutral precursor molecules, we investigate the variation of the molecular ionization probability when depth profiling through the film to the substrate interface. As a result, we find notable variations of the ionization probability both at the original surface and in the interface region, leading to a strong distortion of the measured SIMS depth profile. The experiments show that the effect can act in two ways, leading either to an apparent broadening or to an artificial sharpening of the observed film‐substrate transition. As a consequence, we conclude that care must be taken when assessing interface location, width, or depth resolution from a molecular SIMS depth profile.     

间隔靶对射流侵彻影响的数值模拟和实验研究

对某聚能装药射流侵彻靶板的过程进行了数值模拟 ,得出其碰撞点附近应力分布与传统理论相符 ,侵彻深度与实验结果及工程计算结果基本相符 ;分别对该聚能装药侵彻连续靶和间隔靶的过程进行了数值模拟 ,数值模拟结果显示间隔靶的侵彻深度明显低于连续靶的侵彻深度 ,这说明侵彻开坑阶段的能耗侵深比远大于准定常阶段。为了验证间隔靶对射流侵彻的影响 ,用另一聚能装药分别对连续靶和间隔靶进行了侵彻实验 ,并排除了炸高的影响。实验结果也表明 ,间隔靶对射流侵彻的确存在着不利影响。还结合数值模拟及实验结果对传统的侵彻公式进行了修正。     

Formation of artificial micro‐pits on Al alloy with the photon rupture method and the localized corrosion behavior of the formed pits

An in situ artificial micro‐pit fabrication method with an area selective electrochemical measurement technique was applied to investigate the effect of the geometry of artificially formed pits on their localized corrosion behavior in anodized 1000 series aluminum. This technique enables the fabrication of artificial micro‐pits with different aspect ratios (pit depth/pit diameter) in solutions. The aspect ratios of the fabricated artificial micro‐pits in this experiment could be varied from 0.13 to 1.83 by controlling the irradiation time of the focused pulsed YAG laser beam. By applying a constant potential to the final laser‐beam‐irradiated spot in chloride environments, localized dissolution occurred only at the laser beam irradiated area, because the anodic oxide film acted as an insulator. The corrosion current and charge increase with increasing aspect ratio at any applied potential. Copyright © 2010 John Wiley & Sons, Ltd.     

MCNP Dose Calculations in a CT Phantom for Therapeutic External Photon Beam

In this paper, we have addressed the problem of the radiation transport with the Monte Carlo N particle(MCNP) code. This is a general purpose Monte Carlo tool designed to transport neutron, photon and electron in three dimensional geometries. To examine the performance of MCNP5 code in the field of external radiotherapy, we performed the modeling of an Electron Density phantom (EDP) irradiated by photons from 60Co source. The model was used to calculate the Percent Depth Dose (PDD) at different depths in an EDP. One field size for PDD has been examined. A 60Co photons source placed at 80 cm source to surface distance (SSD). The results of calculations were compared to TPS data obtained at National Institute of Oncology of Rabat.     

杆式射流侵彻半无限靶的理论分析

 理论分析高速杆式射流侵彻半无限靶过程时,考虑速度梯度对聚能射流的影响,将射流进行分段计算,得到了射流拉伸后实际碰靶时的微元长度和直径变化。采用伯努利方程和静力学方法,通过对射流形状和速度分布作线性近似,理论分析了高速杆式射流侵彻半无限靶的过程,得到了靶体中的侵彻深度和侵彻孔径与射流长度、速度及直径之间的关系。将模拟结果与实验结果进行对比,结果表明理论分析结果与侵彻实验结果符合较好。