不确定市场条件下的稳健最优投资组合

本文假设风险资产和无风险资产收益的相关参数属于某个已知的凸多面体,分别讨论了在市场不存在无风险资产和存在无风险资产的情况下稳健最优投资组合问题,给出了问题的解析解,从而推广了Markowitz均值-方差模型的结果.     

Micromagnetic analysis of transition noise for high-density perpendicular recording

In this paper, specific issues related to high-density perpendicular magnetic recording processes, such as transition noise properties and cross-track correlation lengths, were investigated with the help of micromagnetic analysis. The effects of media parameters were taken into consideration, including intergranular exchange coupling, and exchange distribution, irregular grain shapes, magnetization saturation distribution, and anisotropy distribution. The micromagnetic simulation results showed that the effect of anisotropy distribution on transition noise is more significant than magnetization saturation distribution, and it is crucial to reduce this effect to achieve a high signal-to-noise ratio. Additionally, a new method to further estimate the partial erasure threshold was proposed to approximate the partial erasure effects, and the relation between the microtrack jitter and total track jitter was investigated.     

Analysis of Metabolites in Allantoic Fluid of Chicken Embryo by 900 MHz NMR Spectroscopy

900 MHz ¹H NMR (nuclear magnetic resonance) spectroscopy was used to analyze metabolites in allantoic fluid of the chicken embryo in the 9th incubation day without any chemical or physical sample separation. The result showed that superhigh spectral dispersion and sensitivity at 900 MHz are useful in directly analyzing a complex mixture, particularly in resolving the overlapped NMR resonances. In this study, we had assigned 61 metabolites and 26 chemical fragments in the allantoic fluid. The relative concentrations of the major metabolites were also measured. Among the assigned metabolites, some were detected by NMR in chicken embryo allantoic fluids for the first time. The biological functions of these compounds were briefly discussed. Authors' address: Maili Liu, State Key Laboratory of Magnetic Resonance and Atomic and Molecular Physics, Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences, Wuhan 430071, People's Republic of China     

Flat-top interleavers with chromatic dispersion compensator based on phase dispersive free space Mach-Zehnder interferometer

In this paper, novel interleavers using circular cavities (CC) in a Mach-Zehnder interferometer (MZI) has been presented and demonstrated for the first time, in which CCs act as phase dispersive mirrors which exhibit a periodic dependence on the frequency of light. Three implementation schemes have been proposed and investigated. Theoretical analysis shows the spectral characteristics of each scheme in a 50-GHz channel spacing application. Furthermore, the chromatic dispersion (CD) of each output comb can be flattened within passband by appending an additional CC. The result shows that the proposed designs with novel interferometer technique can simultaneously provide flat top passbands, high isolation stopband and low CD value as well.     

约束装箱问题的混合遗传算法求解

本将最佳适应法和遗传算法相结合，提出了一种新的启发式混合遗传算法对具有时间约束的装箱问题进行求解，给出了具体的算法步骤，试算结果表明基于启发式算法的混合遗传算法适合于求解各种约束条件下的大规模装箱问题。     

Analysis of atmospheric particular matter and water using atomic emission spectrometry with inductively-coupled plasma and two-jet plasmatron

Summary A method for the atomic emission spectrometric analysis of air and water with inductively coupled and two-jet direct current plasmas has been developed. The method has been applied to the determination of impurity contents with good accuracy and sensitivity.     

On error bounds for lower semicontinuous functions

We give some sufficient conditions for proper lower semicontinuous functions on metric spaces to have error bounds (with exponents). For a proper convex function f on a normed space X the existence of a local error bound implies that of a global error bound. If in addition X is a Banach space, then error bounds can be characterized by the subdifferential of f. In a reflexive Banach space X, we further obtain several sufficient and necessary conditions for the existence of error bounds in terms of the lower Dini derivative of f. Received: April 27, 2001 / Accepted: November 6, 2001?Published online April 12, 2002     

Flow-injection spectrophotometric determination of sulfadiazine and sulfamethoxazole in pharmaceuticals and urine.

A rapid and sensitive flow-injection spectrophotometric method is proposed for the determination of sulfadiazine and sulfamethoxazole. This method is based on the diazotization of sulfonamide with sodium nitrite, and a coupling reaction of the diazo-compound with alpha-naphthylamine. The optimum experimental conditions are obtained by using the controlled and weighted centroid simplex method. The linear ranges for the determination of sulfadiazine and sulfamethoxazole are 0.2-20 microg ml(-1) and 0.1-20 microg ml(-1), and their detection limits are 0.06 microg ml(-1) and 0.05 microg ml(-1), respectively, and the sampling frequency is 130 samples per hour. The method has been used to determine sulfadiazine and sulfamethoxazole in pharmaceuticals and urine without separation. The results are in agreement with those obtained by a high-performance liquid chromatograph technique at the 95% confidence level.     

Optimal control of the obstacle in a quasilinear elliptic variational inequality

In this paper we consider an obstacle control problem where the state satisfies a quasilinear elliptic variational inequality and the control function is the obstacle. The state is chosen to be close to the desire profile while the H² norms of the obstacle is not too large. Existence and necessary conditions for the optimal control are established.     

The primary investigation of optical-limiting effects of optical active phthalocyanine derivative TMBO-SiPc

The optical-limiting property of an optically active phthalocyanine derivative with different configuration in chloroform solution was measured at 532 nm with 10 ns pulses. The excited state absorption cross-section σ_ex of the derivative was determined with the Z-scan technique. The results showed that the phthalocyanine derivative possesses larger σ_ex than the ground state absorption cross-section σ₀, indicating that it is a material for reverse saturable absorption. And it is specially noticed that the change in the optically active configuration affects its optical-limiting property significantly.