组合证券投资的概率准则模型探讨

在基于概率准则的组合证券模型下，把实现一定收益率水平目标的概率优化模型的求解转化成易于求解的非线性规划问题，从而方便地得出模型的解及其意义；提出了概率准则下的β值组合证券投资决策模型，研究了它们解的存在性和求解的公式，并给出了上海股市股票的数值算例。     

Polyhedral <Emphasis Type="Italic">K</Emphasis><Subscript><Emphasis Type="Italic">2</Emphasis></Subscript>

 Using elementary graded automorphisms of polytopal algebras (essentially the coordinate rings of projective toric varieties) polyhedral versions of the group of elementary matrices and the Steinberg and Milnor groups are defined. They coincide with the usual K-theoretic groups in the special case when the polytope is a unit simplex and can be thought of as compact/polytopal substitutes for the tame automorphism groups of polynomial algebras. Relative to the classical case, many new aspects have to be taken into account. We describe these groups explicitly when the underlying polytope is 2-dimensional. Already this low-dimensional case provides interesting classes of groups. Received: 13 December 2001 / Revised version: 24 June 2002 The second author was supported by the Deutsche Forschungsgemeinschaft, INTAS grant 99-00817 and TMR grant ERB FMRX CT-97-0107 Mathematics Subject Classification (2000): 14L27, 14M25, 19C09, 52B20     

Singularity conjecture and constructions of Jacobi forms

This paper verifies the singularity conjecture for Jacobi forms with higher degree in some typical cases, and gives constructions for the Jacobi cusp forms whose Fourier coefficients can be expressed by some kind of Rankin-typeL-series.     

粒子-转子模型和推转壳模型中的能谱统计分析

用粒子–转子模型和推转壳模型研究了6个粒子分别填充在单j壳和双j壳上的混沌行为.分析了单j壳和双j壳情况下能谱的最近邻能级间距分布和谱刚度随自旋及推转频率的变化,结果表明,当组态空间大小不变时,系统在双j壳(g_7/2+d_5/2)情况下比在单j壳(i_13/2)情况下更规则,而当组态空间从单j壳(i_13/2)扩大到双j壳(i_13/2+g_9/2)时,系统的混沌程度变化不大.同时比较了将6个粒子的两体相互作用分别取为δ力和对力时的系统的混沌行为     

Instability of quark matter core in a compact newborn neutron star with moderately strong magnetic field

It is explicitly shown that if phase transition occurs at the core of a newborn neutron star with moderately strong magnetic field strength, which populates only the electron’s Landau levels, then in the β -equilibrium condition, the quark core is energetically much more unstable than the neutron matter of identical physical condition.     

<Emphasis Type="Italic">J/Ψ</Emphasis>production

For more than 25 yearsJΨ production has helped to sharpen our understanding of QCD. In proton induced reaction some observations are rather well understood while others are still unclear. The current status of the theory ofJΨ production will be sketched, paying special attention to the issues of formation time andJΨ re-interaction in a nuclear medium.     

Hydrophobicity-induced drying transition in alkanethiol self-assembled monolayer—water interface

During the course of our investigation of the electron transfer properties of some redox species through highly hydrophobic long chain alkanethiol molecules on gold in aqueous and non-aqueous solvents, we obtained some intriguing results such as unusually low interfacial capacitance, very high values of impedance and film resistance, all of which pointed to the possible existence of a nanometer size interfacial gap between the hydrophobic monolayer and aqueous electrolyte. We explain this phenomenon by a model for the alkanethiol monolayer—aqueous electrolyte interface, in which the extremely hydrophobic alkanethiol film repels water molecules adjacent to it and in the process creates a shield between the monolayer film and water. This effectively increases the overall thickness of the dielectric layer that is manifested as an abnormally low value of interfacial capacitance. This behaviour is very much akin to the ‘drying transition’ proposed by Lum, Chandler and Weeks in their theory of length scale dependent hydrophobicity. For small hydrophobic units consisting of apolar solutes, the water molecules can reorganize around them without sacrificing their hydrogen bonds. Since for an extended hydrophobic unit, the existence of hydrogen bonded water structure close to it is geometrically unfavourable, there is a net depletion of water molecules in the vicinity leading to the possible creation of a hydrophobic interfacial gap.     

一种不等带宽光学梳状滤波器

提出了一种新型—Michelson—三面镜FabryPerot型50GHz不等带宽光学梳状滤波器设计方案,分析和模拟表明:该器件将一路信道间隔为50GHz的输入信号分离成信道间隔为100GHz的奇偶两路输出信号,其中在3dB处,奇数信道带宽大于30GHz用于10Gb/s传输,偶数信道带宽大于60GHz用于40Gb/s传输对于将来的40Gb/s系统,该器件具有优势.     

Quantum diffusion

Basic ideas and results which characterize quantum diffusion of defects in quantum crystals like solid helium as a new phenomenon are presented. Quantum effects in such media lead to a delocalization of point defects (vacancies, impurities etc.) and they turn into quasiparticles of a new type—defectons, which are characterized not by their position in the crystal lattice but by their quasimomentum and dispersion law. Defecton-defecton and defecton-phonon scattering are considered and an interpolation formula for the diffusion coefficient valid in all interesting temperature and concentration regions is presented. A comparison with the experimental data is made. Some alternative points of view are discussed in detail and the inconsistency of the Kisvarsanyi-Sullivan theory is shown.