Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

图的倍图与补倍图

计算机科学数据库的关系中遇到了可归为倍图或补倍图的参数和哈密顿圈的问题．对简单图C,如果V（D（G））：V（G）∪V（G′）E（D（G））=E（C）∪E（C″）U{vivj′｜vi∈V（G）,Vj′∈V（G′）且vivj∈E（G））那么,称D（C）是C的倍图,如果V（D（G））=V（C）∪V（G′）,E（D（C））：E（C）∪E（G′）∪{vivj′}vi∈V（G）,vj′∈V（G’）and vivj∈（G））,称D（C）是G的补倍图,这里G′是G的拷贝．本文研究了D（G）和D的色数,边色数,欧拉性,哈密顿性和提出了D（G） 的边色数是D（G）的最大度等公开问题．     

One-step Beckmann Rearrangement from Ketones and Hydroxylamine in Dry Media under Microwave Irradiation

TheBeckInannrearrangement,theacid-mediatedisomerizationofoximestoamides,wasfirstdiscoveredinl886l.Asoneoftheoldestandmostfamiliartransformationsinorganicchemistry,ithasbeenwidelystudiedandagreatvarietyofmethodstoconductthistfansformationhavebeenreported'.However,mostofthesemethodswerecarriedoutbyusingalargeamountofsolventswithlongreactiontime.Whatismore,thepriorpreparationofthecorrespondingketoximesisusuallyrequired,whichmakestheseprocessesinconvenientandlessattractive.Bytakingadvantageofboth…     

溶胶-凝胶法制备还原态K-Co-Mo催化剂的合成醇性能

应用溶胶-凝胶法制备了还原态K-Co-Mo催化剂, 比较了不同的组分和不同的反应条件对合成醇性能的影响。实验结果表明，适量钾和钴助剂的添加能显著提高催化剂合成醇的性能，尤其是提高了C2+醇的选择性。此外，反应温度、压力以及空速对合成醇影响明显，升高温度可以提高催化反应中低碳醇的收率，但选择性下降；增加压力和空速可以提高低碳醇的收率和选择性，对合成低碳醇有利。在230 ℃，6.0 MPa，14 400 h－1条件下，催化剂合成低碳醇的收率为375.4 g/kg·h，选择性为70.2%，C1OH/C2+OH为0.48。     

磺化聚苯乙炔/多壁碳纳米管复合材料导电机理研究

将磺化聚苯乙炔(SPPA)与多壁碳纳米管(MWNT)超声共混制备得到SPPA/MWNT复合材料. 用四探针电阻率测试、场发射扫描电镜(FESEM)、XPS、UV-Vis、XRD等方法对复合材料导电机理进行研究. 结果表明, SPPA/MWNT的电导率发生两次突跃；掺杂剂MWNT具有低的临界阈值; 临界阈值附近, 复合材料中MWNT具有不连续分布的现象及复合材料电阻呈负温度系数(NTC)效应; SPPA/MWNT复合材料中MWNT的碳原子对SPPA 进行掺杂. 推测复合材料的导电机理为, 共轭聚合物SPPA不仅被导电粒子MWNT物理填充, 同时还被MWNT的碳原子掺杂, 使复合材料中存在两种导电通路而导电, 一是因被掺杂而成为高电导率主体的SPPA相互接触形成的导电通路, 二是MWNT相互接触形成的导电通路.     

Studies on the Thermodenaturation Behavior of Bacillus subtilis α‐Amylase on Chromatographic Media

The thermodenaturation behavior of Bacillus subtilis α‐amylase on some chromatographic media was studied by determining their adsorption parameters with frontal analysis. The experimental results show that on a RP‐C₁₈ reversed‐phase medium, a Chelating Sepharose Fast‐Flow chelated by Zn²⁺ affinity medium and a WCX‐1 cation‐exchange medium, a stable conformation of α‐amylase molecule separately exists below or over 30 °C; while on a PEG‐400 hydrophobic medium and a modified PEG‐400 medium, a stable conformation of α‐amylase molecule separately exists below 40 and 30 °C, and when the experimental temperatures are separately over 40 and 30 °C, a drastically conformational change of α‐amylase molecules can continuously take place. And by combining the intrinsic fluorescence emission spectrum and thermal inactivation profile of α‐amylase in free solution and on the PEG‐400 and modified PEG‐400 hydrophobic media, it can be concluded that in liquid chromatographic procedure, chromatographic media can induce the conformational change of α‐amylase molecules and promote their thermodenaturation; and in hydrophobic interaction chromatography, the higher the hydrophobicity of chromatographic medium, the lower the conformational change temperature of α‐amylase molecules on the chromatographic medium.     

负载型纳米Ni催化剂用于对氯硝基苯选择加氢

以TiO2为载体,N iB为诱导剂,粉末化学镀法制备了负载型纳米N i催化剂.通过TEM、HRTEM、XRD和ICP技术对催化剂物性进行了表征.结果表明,碱性镀液可使载体表面均匀负载微晶结构纳米N i团簇,尺度为35nm左右.该负载型纳米N i在对氯硝基苯选择加氢反应中表现出很高催化加氢活性,并能有效抑制脱氯,达到了工业骨架镍水平.由酸性镀液得到的负载型非晶态纳米N i-P合金具有较弱的催化对氯硝基苯加氢活性.反应温度对反应时间和脱氯率有明显影响.     

聚N,N-二乙基丙烯酰胺低聚物水溶液的分子动力学研究

对50个单元构成的聚N,N-二乙基丙烯酰胺(PDEA)低聚物的水溶液体系进行了分子动力学的研究,分别模拟了300 K时的伸展链、310 K时的伸展链以及紧缩链与水构成的体系,对溶液中PDEA周围溶剂水分子的分布情况以及水分子形成氢键的情况进行了统计,结果表明在PDEA周围的水产生了比本体水更有序的结构,形成了更多的氢键,这种有序结构维持到第二水合层甚至更远.发生相分离后,PDEA与水分子形成的氢键大部分未被破坏,水合层中每个水分子形成的氢键数也没有明显变化,但水合层(形成有序结构的水分子)内水分子数目的减少使得总的氢键数目减少,从而造成体系能量增加及熵增加.同时还研究了聚合物及水分子的自扩散系数,表明PDEA影响周围水分子结构的同时,对水的动力学性质也产生了很大影响.     

二元合金Ag_(50)Rh_(50)从液态到非晶的分子动力学计算

本文对贵重金属银铑合金Ag50Rh50的液态结构和激冷过程进行了分子动力学模拟研究原子间作用势采用紧束缚势模拟在施加了周期性边界条件的常压状态下进行。采用了偶关联函数、键对分析技术和键取向序参数以分子动力学模拟计算方法揭示了Ag50Rh50的液态结构存在原子偏聚特征以及在快速凝固过程形成原子偏聚的不均匀非晶并与同族过渡金属进行了非晶形成能力的比较。     

三维含时量子散射研究H+ClH体系

用三维含时量子散射理论模拟了H+GlH体系在BW2,mBW2,G3势能面上的动力学行为.其计算结果表明,振动量子态对反应几率影响很大;势能面的地形对转动量子态如何影响反应几率起重要作用;反应几率表现出"黄金规则".此外,BW2,mBW2势能面上的反应几率几乎相同,而G3势能面上的反应几率较前者低,大概由于G3的势垒高的缘故.