On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation, which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed in closed forms with the help of the Clark-Haussmann-Ocone formula.     

数学物理方程中的通解问题

通过例证说明,通解法对于偏微分方程而言,其适用范围要比通常认为的大.并表明,只要适当变通,行波法就可用于有界情况.     

Successive phase transitions of [(PyO)(H/D)][AuCl4] (PyO=C5H5NO)

³⁵Cl NQR as well as heat capacity measurements of [(PyO)H][AuCl₄] and its deuterated analog [(PyO)D][AuCl₄] revealed successive phase transitions at 70.5 and 62.5 K, and at 71 and 63 K, respectively. The NQR frequency varied continuously through the upper transition point while discontinuously through the lower transition point. In the intermediate-temperature phase a remarkable decrease in the signal intensity was observed. These NQR observations as well as the feature of the heat capacity anomaly in which a broad peak is succeeded by a sharp peak with decreasing temperature suggest a possibility of normal-incommensurate-commensurate phase sequence.     

全球大气重力波联测期间电离层扰动的台阵观测

本文利用武汉电离层观象台的加密频高图和三站Doppler图记录及新近提出的短波扰动反演方法,分析了1985年全球大气重力波联测(WAGS)期间10月18日这天白天的重力波扰动,发现在该日扰动中有两列不同形态的波列分别属于中尺度的内重力波和大尺度的导制重力波。本文还进一步估算了这两列重力波的水平传播参量,深入分析了它们的频谱结构的高度变化特征,发现了重力波功率谱谱峰的分裂和偏移等重要现象。本文结果表明,新的反演方法使电离层无线电汉诊断的简易短波实验系统,也能成为探测和研究重力波一类大尺度电离层动力过程的有效手段。     

On invertible substitutions with two fixed points

Let ? be a primitive substitution on a two-letter alphabet {a,b} having two fixed points ξ_a and ξ_b. We show that the substitution ? is invertible if and only if one has ξ_a=abξ and ξ_b=baξ. To cite this article: Z.-X. Wen et al., C. R. Acad. Sci. Paris, Ser. I 334 (2002) 727–731.     

Absorption Complex between Porphyrin and Phenothiazine in Reverse Micelles

Porphyrin derivatives attract much more interest in photodynamic therapy (PDT). Their importance as therapeutic drugs and targeting agents has been widely recognized1, and many of the efforts have been put towards crafting new porphyrin-based molecular entities to achieve enhanced tumor localization, better tissue penetration and increased singlet oxygen quantum yield2. The states of porphyrins in tissue models such as micelles, lipid bilayers are extensively investigated focusing more or l…     

一类过程摄动系统的无阻塞鲁棒性

使用参数Dioid模块网络法,把含大量摄动参数的在普通极大代数意义下非线性状态空间模型在参数Dioid意义下线性化,在此基础上研究一类过程摄动系统的无阻塞鲁棒性.给出了有限缓冲串行生产系统在没有缓冲器下无阻塞的充要条件和充分条件.     

用多焦点全息透镜实现多重谱分数傅里叶变换

提出用多焦点全息透镜实现多重谱分数傅里叶变换.利用全息方法通过一次曝光制作出多焦点的全息透镜,分析了用此全息元件实现这种变换的条件,并在实验上实现了多重谱分数傅里叶变换. 实验结果表明这种变换方法简便可行,可广泛应用于多通道光学信息处理系统及多目标图像识别系统中.     

Spectral Representation Theory for Dielectric Behavior of Nonspherical Cell Suspensions

Recent experiments revealed that the dielectric dispersion spectrum of fission yeast cells in a suspension was mainly composed of two sub-dispersions. The low-frequency sub-dispersion depended on the cell length, while the high-frequency one was independent of it. The cell shape effect was simulated by an ellipsoidal cell model but the comparison between theory and experiment was far from being satisfactory. Prompted by the discrepancy, we proposed the use of spectral representation to analyze more realistic cell models. We adopted a shell-spheroidal model to analyze the effects of the cell membrane. It is found that the dielectric property of the cell membrane has only a minor effect on the dispersion magnitude ratio and the characteristic frequency ratio. We further included the effect of rotation of dipole induced by an external electric field, and solved the dipole-rotation spheroidal model in the spectral representation.Good agreement between theory and experiment has been obtained.