Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment

Methodology and Computing in Applied Probability - This paper is devoted to the study of an optimal investment and risk control problem for an insurer. The risky asset process and the insurance...     

不连续岩石梁的失稳解析

本文根据不连续岩石梁的物理力学特性提出了无拉力岩石梁的力学解析模型。根据Ｆｒｅｅｂｏｄｙ法及Ｃａｓｔｉｇｌｉａｎｏ定量导出了不连续梁各物理量的求解方程式。进而采用挠度增量δｍａｘ＾ｉ＋１＝δｍａｘ＾ｉ＋Δδ↑－的逐次解析方法，求解了不连续梁的失稳问题，得出了与Ｆ．Ｄ．Ｗｒｉｇｈｔ的试验值相吻合的结果。探讨了不连续岩石梁在不同荷载条件下的失稳特性。     

任意相位差条纹信号细分方法的研究

为消除传统细分方法中由于两路条纹信号不正交引入的细分误差，提出了一种可对任意相位差条纹信号直接细分的新方法。根据两路条纹信号的极性和幅值大小，把一个信号周期分成8个区段。高速采集两路条纹信号，通过判断信号采样点所处的区段是否跳变对信号幅值交点进行动态跟踪。对不足一个周期的条纹移动，当测量出起点与终点的幅值，计算出其所在的区段及位置后，结合两路信号的交点，可实现对任意相位差条纹信号的细分。实验结果表明，该方法突破了传统细分方法必须信号正交的限制，可对任意相位差信号进行准确地细分，降低了条纹测量中器件安装与调试的难度，具有更强的环境适应性和抗干扰能力。     

基于傅里叶变换的高精度条纹细分方法

针对传统傅里叶变换法在提取条纹图相位中存在的能量泄漏问题,提出了条纹图整周期裁剪的方法,可有效抑制能量泄漏对检相精度的影响,提高傅里叶变换法相位计算的精度。在此基础上,提出了一种基于傅里叶变换时移特性的叠栅条纹细分新方法。与传统傅里叶变换法相比,该方法求取相邻两帧条纹图间的相移,只需经过两次傅里叶变换,不需要截取条纹图的基频再逆变换回空域,因此计算量至少减少了一倍,计算速度大大提高。数值计算结果表明,对两束单色平面波形成的条纹,理想条件下细分精度高达10-12量级;对高斯包络调制的条纹,细分精度至少可达10-3量级。     

Stochastic wave equation of pure jumps: Existence,uniqueness and invariant measures

In this paper, we investigate a class of nonlinear damped stochastic hyperbolic equations with jumps. The jump component considered here is described as a Poisson point process. This paper is divided into two parts. The first part deals with existence and uniqueness of global weak and strong solutions to this type of equations, based on the energy approach. The second part devotes to the existence and support of invariant measures corresponding to the weak solution semi-group, based on Markov property of the solution.     

两路输入前置光放大星间微波光子链路优化

考虑到星间微波光子链路传输损耗大且多路微波信号之间交调干扰严重,利用前置光放大来提高链路的信号噪声失真比RSNDR。建立了两路输入前置光放大星间微波光子链路模型,推导出了RSNDR的解析表达式。通过优化马赫-曾德尔调制器的直流偏置相移,使得在给定输入射频信号功率条件下RSNDR最大,并进一步分析了前置光放大器参数对最优直流偏置相移和RSNDR的影响。仿真结果表明,前置光放大改变了影响RSNDR的主要因素,使信号放大的倍数大于噪声和三阶交调(IM3)放大的倍数,从而提高了链路的RSNDR。当前置光放大器增益为20dB、噪声系数为3dB时,最优的RSNDR比不加前置光放大器时提高24dB。前置光放大器增益和噪声系数对最优的RSNDR影响很大,而对最优的直流偏置相移几乎无影响。     

Credit spreads, endogenous bankruptcy and liquidity risk

In this paper, we consider a bond valuation model with both credit risk and liquidity risk to show that credit spreads are not negligible for short maturities. We adopt the structural approach to model credit risk, where the default triggering barrier is determined endogenously by maximizing equity value. As for liquidity risk, we assume that bondholders may encounter liquidity shocks during the lifetime of corporate bonds, and have to sell the bond immediately at the price, which is assumed to be a fraction of the price in a perfectly liquid market. Under this framework, we derive explicit expressions for corporate bond, firm value and bankruptcy trigger. Finally, numerical illustrations are presented.     

基于级联体光栅的光纤激光阵列谱组束

提出了一种基于级联体光栅(VBG)的谱组束方案,组柬阵元数可随级联体光栅的数目倍增.给出了一个双光栅级联谱组束系统实例,将组束阵元按波长分为两组,利用具有相应波长选择性的体光栅分别对它们进行组束,由于两个级联体光栅的角度选择性互不重叠,所有光束经第二个体光栅后都沿其布拉格(Bragg)角方向出射,实现近场和远场的功宰叠加.为保证各光束传播方向的一致性,采用严格耦合波理论推导出了准确计算光束入射角的解析式.数值计算结果表明各光束的平均衍射效率优于80%,在入射角偏离理论值不超过±5'(≈2.424×10-5rad)的条件下组束光中所有光束的传播方向偏差小于4×10-7rad.     

Diastereoselective three-component reactions of aryldiazoacetates with alcohols/water and alkynals: application to substituted enelactones

Dirhodium acetate catalyzed three-component reactions of aryl diazoacetates, alcohols or water, and 2-alkynals are reported to afford β-alkynyl α,β-dihydroxyl acid esters in good yield with high diastereoselectivity. Synthetic utility of the reaction was demonstrated in the conversion of the versatile alkynyl functionality to other synthetically useful compounds, including efficient synthesis of 2-aryl-2,3-dihydroxyl enelactones.