Paul阱内的压缩效应与量子跃迁

处理一个一维Ｐａｕｌ阱系统中的压缩现象与量子跃迁现象，对于阱内的最强压缩态和共振跃迁（一种极不稳定状态）之间的关系作了阐述，并对利用压缩性质在阱内进行精密测量的可能性作了讨论     

量子计算与超冷离子

通过介绍量子计算的基本概念和特点，并对比目前人们使用的计算机的计算方式，对于如何利用囚禁在离子阱中的超冷离子进行量子计算作了简要的叙述．     

具有奇异值分解性质的代数

设F为一个域,R为一个带有对合的F-代数,如果R上每一个矩阵都有奇异值分解(简称SVD),则称R为一个有SVD性质的F-代数.本文指出:R为一个有SVD性质的F-代数的充要条件是:R同构于R~+,或R~+上二次扩域,或R~+上四元数体((-1,-1)/R~+),其中R~+为R的对称元集合,并且R~+为一个Galois序闭域.     

一种漂移室定位子性能反常现象的研究

研究了一种漂移室定位子性能的反常现象,它关系到定位子的使用寿命．着重测量了暗电流和随机噪声与时间、高压及温度的关系.     

边界衍射波理论公式的准确性数值分析

利用数值分析的方法分析了由边界波理论公式所得的圆形光阑衍射场的光强分布.通过对边界波理论公式所得的光强分布曲线,对几何照明区与阴影区的光强分布曲线与面衍射积分公式所得的光强分布曲线进行比较,分析了边界波理论公式对衍射场描述的准确性.     

Analysis of far-infrared laser magnetic resonance spectra of CH2Br at 447.3 and 671.1μm

A simple model has been developed to describe the Zeeman patterns of far-infrared laser magnetic resonance spectra of the monobromomethyl radical CH₂Br observed at 447.3 and 671.1μm. A satisfactory agreement between the experimental spectra of the radical and their simulation with this simple model has been achieved. This approach can be used to gain further information about the structure and the spectrum of this interesting radical.     

Substitution Reaction of Tetracyanoethylene with Acetone-Anils

The products from the condensation of acetone-anils ( 1 ) and TCNE reaction were characterized after separation. The main products, tricyanoethylene derivatives ( 7–9 ) were isolated with the malonodinitrile derivatives ( 10–12 ), respectively. The [2+2] cycloaddition product ( 13 ), namely 5-methoxy-3,4-(2′,2′,3′,3′-tetracyanocyclobutano)-l,2-dihydro-2,2,4-trimethylquinoline also has been isolated. The distribution of these three products is substituent dependent.     

磁拱的运动学无力场

本文首先推导了完全导电流体内运动学磁拱无力场的基本方程，接着考虑了静态解和不定常相似性解．     

Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.     

Intertwining differential operators and reducibility of generalized Verma modules

Supported in part by NSF Grant DMS-8610730