不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

Micromagnetic analysis of transition noise for high-density perpendicular recording

In this paper, specific issues related to high-density perpendicular magnetic recording processes, such as transition noise properties and cross-track correlation lengths, were investigated with the help of micromagnetic analysis. The effects of media parameters were taken into consideration, including intergranular exchange coupling, and exchange distribution, irregular grain shapes, magnetization saturation distribution, and anisotropy distribution. The micromagnetic simulation results showed that the effect of anisotropy distribution on transition noise is more significant than magnetization saturation distribution, and it is crucial to reduce this effect to achieve a high signal-to-noise ratio. Additionally, a new method to further estimate the partial erasure threshold was proposed to approximate the partial erasure effects, and the relation between the microtrack jitter and total track jitter was investigated.     

Instability of Solitary Waves in Nonlinear Composite Media

In this paper,we investigate a class of Hamiltonian systems arising in nonlinear composite media.By detailed analysis and computation we obtain a decaying estimates on the semigroup and prove the orbitalinstability of two families of explicit solitary wave solutions (slow family in anisotropic case and solitary wavesin isotropic case),which theoretically verify the related guess and numerical results.     

On Basic Constraint Qualifications for Infinite System of Convex Inequalities in Banach Spaces

The BCQ and the Abadie CQ for infinite systems of convex inequalities in Banach spaces are characterized in terms of the upper semi-continuity of the convex cones generated by the subdifferentials of active convex functions. Some relationships with other constraint qualifications such as the CPLV and the Slate condition are also studied. Applications in best approximation theory are provided.     

Analysis of Metabolites in Allantoic Fluid of Chicken Embryo by 900 MHz NMR Spectroscopy

900 MHz ¹H NMR (nuclear magnetic resonance) spectroscopy was used to analyze metabolites in allantoic fluid of the chicken embryo in the 9th incubation day without any chemical or physical sample separation. The result showed that superhigh spectral dispersion and sensitivity at 900 MHz are useful in directly analyzing a complex mixture, particularly in resolving the overlapped NMR resonances. In this study, we had assigned 61 metabolites and 26 chemical fragments in the allantoic fluid. The relative concentrations of the major metabolites were also measured. Among the assigned metabolites, some were detected by NMR in chicken embryo allantoic fluids for the first time. The biological functions of these compounds were briefly discussed. Authors' address: Maili Liu, State Key Laboratory of Magnetic Resonance and Atomic and Molecular Physics, Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, Wuhan 430071, People's Republic of China     

一种新的磷化铟复合沟道高电子迁移率晶体管小信号物理模型

针对磷化铟(InP)复合沟道高电子迁移率晶体管(HEMT)的特点，对常规单沟道HEMT的小信号物理模型进行了修正，提出了一种新的用于复合沟道HEMT的小信号物理模型，用商用器件模拟软件ISE(integrated systems engineering)对其进行了仿真验证，对比了实测和仿真的I-V特性及转移特性曲线，重点研究了在InGaAs/InP双层沟道中考虑量子效应后的电场和电流密度随着不同栅电压的变化趋势，研究结果表明，由于在沟道中存在量子效应，在栅下靠源端低电场区域，电流主要分布在InGaAs沟道 关键词： 高电子迁移率晶体管 复合沟道 物理模型 磷化铟     

The Second Law of Thermodynamic in Quantum System

The second law of thermodynamics is one of the most fundamental and for-reaching laws of physics. It teaches us that when a closed system undergoes a thermodynamic process the entropy of the system never decreases; it increases, or at least remains constant. If the entropy increases the thermodynamic process is irreversible, otherwise it is reversible. Only ideal thermal process is reversible. In classical world a great number of facts have proved the second law is true. But in quantum world since the quantum coherence and correlations exist we are not sure the second law is still true, at least in principle. This is because that： 1. on the microscopic level the irreversibility is conflict with the reversibility of all fundamental physical laws ; 2. there are not enough evidences to show it is true in quantum world.     

Molecular dynamics of MgSiO3 perovskite melting

The melting curve of MgSiO分子动力学 MgSiO3钙钛矿 熔化温度 高压melting temperature, molecular dynamics, high pressureProject supported by the National Natural Science Foundation of China (Grant Nos 10274055 and 10376021),the Natural Science Foundation of Gansu Province, China (Grant No 3ZS051-A25-027) and the Scientific Research Foundation of Education Bureau of Gansu Province, China (Grant No 0410-01).2005-01-125/8/2005 12:00:00 AMThe melting curve of MgSiO3 perovskite is simulated using molecular dynamics simulations method at high pressure. It is shown that the simulated equation of state of MgSiO3 perovskite is very successful in reproducing accurately the experimental data. The pressure dependence of the simulated melting temperature of MgSiO3 perovskite reproduces the stability of the orthorhombic perovskite phase up to high pressure of 130GPa at ambient temperature, consistent with the theoretical data of the other calculations. It is shown that its transformation to the cubic phase and melting at high pressure and high temperature are in agreement with recent experiments.     

Flat-top interleavers with chromatic dispersion compensator based on phase dispersive free space Mach-Zehnder interferometer

In this paper, novel interleavers using circular cavities (CC) in a Mach-Zehnder interferometer (MZI) has been presented and demonstrated for the first time, in which CCs act as phase dispersive mirrors which exhibit a periodic dependence on the frequency of light. Three implementation schemes have been proposed and investigated. Theoretical analysis shows the spectral characteristics of each scheme in a 50-GHz channel spacing application. Furthermore, the chromatic dispersion (CD) of each output comb can be flattened within passband by appending an additional CC. The result shows that the proposed designs with novel interferometer technique can simultaneously provide flat top passbands, high isolation stopband and low CD value as well.