Mathematical analysis of investment systems

Investment systems are studied using a framework that emphasize their profiles (the cumulative probability distribution on all the possible percentage gains of trades) and their log return functions (the expected average return per trade in logarithmic scale as a function of the investment size in terms of the percentage of the available capital). The efficiency index for an investment system, defined as the maximum of the log return function, is proposed as a measure to compare investment systems for their intrinsic merit. This efficiency index can be viewed as a generalization of Shannon's information rate for a communication channel. Applications are illustrated.     

GLOBAL WEAK SOLUTIONS OF THE RELATIVISTIC VLASOV-KLEIN-GORDON SYSTEM IN TWO DIMENSIONS

In this paper we consider the system of classical particles coupled with a Klein-Gordon field in two dimensions.We establish a-priori-bounds on the solutions of this system with initial data satisfying a size restriction derived from conservation of energy.This result,together with the smoothing of"velocity averaging",yields the existence of global weak solutions to the corresponding restricted initial value problem.The size restriction is necessary since energy of the system is indefinite.Finally,we show that the weak solutions preserve the total mass.     

Periodic solutions for p-Laplacian neutral functional differential equation with multiple deviating arguments

By using the theory of coincidence degree, we study a kind of periodic solutions to p-Laplacian neutral functional differential equation with multiple deviating arguments, a new result on the existence of periodic solutions is obtained.     

Homoclinic and Periodic Orbits Arising Near the Heteroclinic Cycle Connecting Saddle-focus and Saddle Under Reversible Condition

In this paper, we study the dynamical behavior for a 4-dimensional reversible system near its heteroclinic loop connecting a saddle-focus and a saddle. The existence of infinitely many reversible 1-homoclinic orbits to the saddle and 2-homoclinic orbits to the saddle-focus is shown. And it is also proved that, corresponding to each 1-homoclinic （resp. 2-homoclinic） orbit F, there is a spiral segment such that the associated orbits starting from the segment are all reversible 1-periodic （resp. 2-periodic） and accumulate onto F. Moreover, each 2-homoclinic orbit may be also accumulated by a sequence of reversible 4-homoclinic orbits.     

Generation of red light at 660 nm by frequency doubling a Nd:YAG laser with periodically-poled stoichiometric LiTaO<Subscript>3</Subscript>

High power red light was generated from a periodically-poled stoichiometric LiTaO₃ (PPSLT) by single-pass frequency doubling of a diode-side-pumped, Q-switched Nd:YAG laser at 1319 nm. An average power of 2.4 W of the 660 nm red light was obtained at the fundamental power of ∼5.4 W with the conversion efficiency up to 44.4% and with low fluctuation down to 2%. The high efficiency and stability at the red output indicate that it is a practical method to construct a reliable compact red laser. PACS 42.70.Mp; 42.79.Nv; 42.55.Xi     

各向同性湍流中颗粒引起湍流变动的直接模拟

本文通过直接数值模拟对均匀各向同性湍流中颗粒对湍流的变动作用进行了研究.颗粒相的体积分数很小而质量载荷足够大,以至于颗粒之间的相互作用可以忽略不计,而重点考虑颗粒与湍流间能量的交换。颗粒对湍流的反向作用使得湍动能的耗散率增强,以至于湍动能的衰减速率增大.湍动能的衰减速率随颗粒惯性的增大而增大。三维湍动能谱显示,颗粒对湍动能的影响在不同的尺度上是不均匀的。在低波数段,流体带动颗粒,而高波数段则相反.     

STM/AFM studies of the evolution of morphology of electroplated Ni/W alloys

The surface morphology evolution of Ni/W alloys was studied, as a function of the alloy composition. Using the modified plating baths developed in our laboratory recently, electroplated Ni/W alloys with different W content, in the range of 7–67 atom percent (a/o), can be obtained. This was found to lead to different structures, ranging from polycrystalline fcc-Ni type structure to amorphous, followed by orthorhombic with increasing W content in the alloy. Powder XRD was studied to determine the crystal structures. Ex situ STM, AFM and SEM were used to study in detail the surface morphologies of the different alloys, and their evolution with increasing W content.

The important findings are that a mixture of two crystalline forms can give rise to an amorphous structure. Hillocks that are usually a characteristic of epitaxial growth can also exist in the amorphous alloys. Oriented scratches caused by stress can also be formed.

Up to 20 a/o of W is deposited in the alloys in crystalline form, with the fcc-Ni type structure. Between 20 and about 40 a/o an amorphous structure is observed, and above that an orthorhombic crystal structure is seen, which is characteristic of the NiW binary alloy. Careful choice of the composition of the plating bath allowed us to deposit an alloy containing 67 a/o W, which corresponds to the composition NiW₂.     

二阶Volterra系统对平稳正态激励的统计响应的表示定理的数学证明

1974年,Neal根据Kac和Siegert的思想,给出了一个在电子工程、海洋工程、建筑工程、航空工程、自动控制的随机振动中有重要应用的二阶Volterra非线性系统对平稳正态输入的统计响应的表示定理.1984年,Naess对此定理又给出了一个数学证明.经过研究后发现,他们对定理条件的叙述都是模糊的,而且其数学证明都是有问题的.本文重新讨论了这个表示定理,给出了明确的定理条件及严格的数学证明,为它的广泛应用奠定了理论基础.     

INERTIAL MANIFOLDS FOR NONAUTONOMOUS SEMILINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS WITH TIME DELAYS

The present paper deals with the long-time behavior of a class of nonautonomous retarded semilinear parabolic differential equations. When the time delays are small enough and the spectral gap conditions hold, the inertial manifolds of the nonautonomous retard parabolic equations are constructed by using the Lyapunov-Perron method.     

A comparison between degenerate paramagnetic oscillators and two-photon correlated-spontaneous-emission lasers

The degenerate parametric oscillator (DPO) is analyzed with the nonlinear material treated quantum mechanically. The source of squeezing in the DPO is the same as in the two-photon correlated-spontaneous-emission laser (CEL) — the level coherence. In this sense, they are similar. The amount of squeezing in DPO is the same as in the two-photon CEL at two-photon resonance, but the gain in DPO is usually much smaller than that in the two-photon CEL at two-photon resonance.