限制卖空及带交易费用的证券组合的三参数模型

本文在 (Simaan(1993) )组合选择的三参数模型的框架下 ,考虑了交易费用 ,限制卖空 ,提出了新的风险证券投资组合模型 ,并给出了风险投资最优比例的算法 .     

Ultraviolet Luminescence in Mg0.12Zn0.88O Alloy Films

We investigate the origin of ultraviolet （UV） emission from Mg0.12 Zn0.88 O alloy thin films with a wurtzite structure fabricated on c-plane Al2O3 substrates by plasma assisted molecular beam epitaxy. At room temperature, the absorption edge and UV emission band of the Mg0.12Zn0.88O film shift to high-energy side compared with ZnO films. Temperature dependence of the photoluminescence spectra shows that the UV emission is composed of free exciton and neutral donor bound exciton emissions. Two-step dissociation processes of the UV emission are observed with the increasing temperature. The thermal quenching mechanism is attributed to the dissociation of the free exciton from the neutral donor bound exciton in the low temperature region and the dissociation of free electron and hole from the free exciton in the high temperature region.     

Solid-state Electrochemistry of Gadolinium Hexacyanoferrate Modified Electrode and Electrocatalytic Properties of Gadolinium Hexacyanoferrate

A new electroactive polynuclear inorganic compound of rare earth metal, gadolinium hexacyanoferrate (GdHCF), was prepared and characterized using the techniques of FTIR spectroscopy, thermogravimetric analysis (TG), UV-Vis spectrometry, X-ray photoelectron spectroscopy (XPS), ICP atomic emission spectroscopy, and EDX. The results of ICP atomic emission spectroscopy, EDX, and TGA indicated that the prepared GdHCF sample had a stoichiometry of NaGdFe(CN)₆·12H₂O (when GdHCF was prepared in NaCl solution). The FTIR spectrum of GdHCF showed that there were two types of water molecules in the structure of GdHCF: one was the interstitial water (5 H₂O), which resulted from the association of water due to H-bonding, and the other was water coordinated with Gd (7 H₂O). The results obtained using XPS showed that the oxidation state of Fe and Gd in the GdHCF sample was +2 and +3, respectively. GdHCF was immobilized on the surface of spectroscopically pure graphite (SG) electrode forming the GdHCF/SG electrode, and the solid-state electrochemistry of the resultant electrode was studied using cyclic voltammetry. The cyclic voltammetric results indicated that the GdHCF/SG electrode exhibited a pair of well-defined and stable redox peaks with the formal potential of E^0′=(197±3) mV. The effects of the concentration of the supporting electrolyte on the electrochemical characteristics of GdHCF were studied, and the results showed that the value of E^0′ increased linearly with the activity of the cationic ion of the supporting electrolyte (lga_Na⁺), with a slope of 54.1 mV, which may become a novel method for determining the activity of Na⁺ in solution. Further experimental results indicated that GdHCF had electrocatalytic activities toward the oxidation of dopamine (DA) and ascorbic acid (AA), and the electrocatalytic current increased linearly with the concentration of DA (or AA) in the range of 1.0–10.0 mmol·L^?1 (for DA) or 0.5–20.0 mmol·L^?1 (for AA).     

电子束驱动的回旋激射不稳定性

对弱相对论性电子束驱动的回旋激射(maser)不稳定性的一般理论作了详细讨论.对在获得增长率实用表达式过程中若干解析表达式的推导与细节做了仔细的补充讨论和说明，还增加了增长率的近似表达式，并由此得到了回旋激射不稳定性主要特征的解析分析以及与精确计算的比较，使整个理论有一个完整的描述.侧重解析讨论，也提供了部分一般性的数值计算结果. 关键词： 回旋激射不稳定性 弱相对论性电子束 增长率     

A model study for the steady state error of numerical approximations of inviscid flow equations on Cartesian grid

The widely used locally adaptive Cartesian grid methods involve a series of abruptly refined interfaces. In this paper we consider the influence of the refined interfaces on the steady state errors for second‐order three‐point difference approximations of flow equations. Since the various characteristic components of the Euler equations should behave similarly on such grids with regard to refinement‐induced errors, it is sufficient enough to conduct the analysis on a scalar model problem. The error we consider is a global error, different to local truncation error, and reflects the interaction between multiple interfaces. The steady state error will be compared to the errors on smooth refinement grids and on uniform grids. The conclusion seems to support the numerical findings of Yamaleev and Carpenter (J. Comput. Phys. 2002; 181: 280–316) that refinement does not necessarily reduce the numerical error. Copyright © 2005 John Wiley & Sons, Ltd.     

Hybrid Electrodes Used in Polymer Electro-Optic Modulator with Ultra-Broadband

Hybrid electrode combined coplanar waveguide (CPW) and microstrip lines in ultra-broadband electro-optic modulators. The characteristics of the modulators with hybrid electrode is like that of the modulator with the microstrip lines, in which the microstrip electrode is loaded above only one arm of Mach-Zehnder (M-Z) optical waveguide, besides the problem of microstrip line to coaxial transition and corona polarization in polymer modulators have been best solved at the same time. By using finite element method (FEM), the characteristic parameters such as half-wave voltage, modulation bandwidth characteristic impedance, effective microwave refractive index of polymer modulators with microstrip line and hybrid electrode are analysed and compared in this paper. The results present that velocity match, impendence match and lower microwave propagating loss is easily realized in modulators with hybrid electrode.     

Mid-infrared generation based on a periodically poled LiNbO3 optical parametric oscillator

We report a nanosecond Nd:YVO_4-pumped optical parametric oscillator (OPO) based on periodically poled LiNbO_3 (PPLN). Tuning is achieved in this experiment by varying the temperature and period of the PPLN. The design of double-pass singly resonant oscillator (DSRO) and confocal cavity enables the OPO threshold to be lowered considerably, resulting in a simple, compact, all-solid-state configuration with the mid-infrared idler powers of up to 466mW at 3.41μm.     

袁家骝和他的科学贡献

1 生平 美籍华人、世界著名高能物理学家袁家骝先生,于2003年2月11日下午在北京协和医院逝世,享年91岁[1].