中国证券市场股指波动的条件异方差特性分析

股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。     

差分吸收光谱法测量大气污染的测量误差分析

差分吸收光谱技术被广泛地应用于测量大气中微量元素的浓度，尽管该技术利用最小二乘法来反演待测气体的浓度，能够得到很高的测量精度。但是，由于仪器本身的噪声以及测量波段其它气体的干扰等，使得仪器的测量有一定的误差，而且上述因素还决定着仪器的测量下限。对差分吸收光谱方法的测量误差以及引起误差的原因作了详细的分析。     

饮酒驾车模型

据统计,我国每天困饮酒过量而产生的车祸竟达交通事故伤亡总人数的50%-60%,酒后驾车的问题已经引起了社会各界的高度重视.为此本文建立了酒后血液中酒精含量的房室数学模型,从而为司机饮酒驾车提供合理的忠告和建议.     

Soliton interaction under the influence of higher-order effects

In this paper, we present exact N-soliton solution by employing simple, straightforward Darboux transformation based on the Lax pair for Hirota equation, a higher-order nonlinear Schrödinger (HNLS) equation. As examples, one- and two-soliton solutions in explicit forms are given and their properties are also analyzed. A bound solution without interaction will be theoretically predicted if one can adjust frequency shift for each soliton appropriately. Further, we obtain the approximate eigenvalues by employing two-soliton solution and discuss analytically the interaction between neighboring solitons under the influence of the higher-order effects. It is shown that the combined effects of the higher-order effects can restrain the interaction between neighboring solitons to some extent. The results are proved by directly solving HNLS equation numerically.     

具连续时滞Liénard方程概周期解的存在唯一性

结合Liapunov泛函，研究了具连续时滞Lienard方程概周期解的存在唯一性和安全一致渐进稳定性。     

Polytetrafluoroethylene and metal structure convective-flow CO laser

A convective flow CO laser composed of polytetrafluoroethylene discharge tubes, nickel–chromium steel components, a cupric heat exchanger and other components is described. Operating in liquid nitrogen condition, output power of 60 W has been obtained from a non-selective cavity.     

Energy loss effect in high energy nuclear Drell-Yan process

The energy loss effect in nuclear matter, which is a nuclear effect apart from the nuclear effect on the parton distribution as in deep-inelastic scattering process, can be measured best by the nuclear dependence of the high energy nuclear Drell-Yan process. By means of the nuclear parton distribution studied only with lepton deep-inelastic scattering experimental data, the measured Drell-Yan production cross sections for 800 GeV proton incident on a variety of nuclear targets are analyzed within the Glauber framework which takes into account the energy loss of the beam proton. It is shown that the theoretical results with considering the energy loss effect are in good agreement with the FNAL E866 data.Arrival of the final proofs: 24 June 2003     

Skew-Hermitian Triangular Splitting Iteration Methods for Non-Hermitian Positive Definite Linear Systems of Strong Skew-Hermitian Parts

By further generalizing the skew-symmetric triangular splitting iteration method studied by Krukier, Chikina and Belokon (Applied Numerical Mathematics, 41 (2002), pp. 89–105), in this paper, we present a new iteration scheme, called the modified skew-Hermitian triangular splitting iteration method, for solving the strongly non-Hermitian systems of linear equations with positive definite coefficient matrices. We discuss the convergence property and the optimal parameters of this new method in depth. Moreover, when it is applied to precondition the Krylov subspace methods like GMRES, the preconditioning property of the modified skew-Hermitian triangular splitting iteration is analyzed in detail. Numerical results show that, as both solver and preconditioner, the modified skew-Hermitian triangular splitting iteration method is very effective for solving large sparse positive definite systems of linear equations of strong skew-Hermitian parts.     

Effects of sodium salicylate on the febrile response and increased levels of cyclic AMP in cerebrospinal fluid during endogenous pyrogen-induced fever in rabbits

To further evaluate the causality between endogenous pyrogen (EP)-induced fever and cyclic adenosine-3',5'-monophosphate (cyclic AMP) level, the effects of sodium salicylate (SS) on the febrile response and increased levels of cyclic AMP in both cerebrospinal fluid (c.s.f.) and plasma during EP-induced fever in rabbits were observed. The results suggest that cyclic AMP is probably involved in the central mediation of EP-induced fever and that increased concentration of cyclic AMP in c.s.f. associated with EP-induced fever is not the result of temperature elevation but appears to be caused by the increased synthesis in the central nervous system. In addition it is confirmed that blood is impossibly a contributory source of increased cyclic AMP in c.s.f. during EP fever, and that SS may act subsequent to the increase in cyclic AMP.     

Numerical differentiation of photomechanical data using smoothing spline functions with generalized boundary conditions

The smoothing spline function has been used for differentiation of photomechanical data in experimental stress analysis. However, since the available software packages use the algorithm with the so-called natural boundary conditions which are not necessarily suitable in many circumstances, errors tend to occur in both the first and second derivatives. In this paper we have modified the algorithm so that the user can have more freedom in selecting boundary conditions which suit the problem best and therefore, as a result, improve the accuracy of the analysis. Two examples are given to show the improvement achievable using the new scheme.