双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

FTIR光谱遥测红外药剂的燃烧温度

本文利用遥感FTIR光谱，对红外药剂的燃烧特性进行了研究。在分辨率为4cm^-1时，收集4700－740cm^-1波段的光谱。从HF等燃烧产物发射的分子振转基带精细结构的谱线强度分布，可以对燃烧温度进行遥感测定，并给出了燃烧温度随时间的变化关系，实验结果表明燃烧表面附近温度梯度很大，存在着急剧的变化温度场，同时也说明，在不干扰火焰温度场的情况下，利用遥感FTIR光谱对剧烈的、非稳态快速燃烧的火焰温度进行连续实时的遥感测量，是一种快速、准确、灵敏度高的测温方法，显示了它在燃烧温度测量、产物浓度测试以及燃烧机理研究等方面的应用前景。     

"小题大做"一例——研究性教学中习题环节的个案讨论

本文以一道题为例对研究性教学中的习题环节进行了实例研究.大致按照事件发生的顺序叙述以再现现场情景.     

Wavelength and power monitoring of DWDM systems using scanning F–P filter calibrated with a F–P laser

A novel technique to overcome the long-term drift and hysteresis of a scanning Fabry–Perot filter was developed and applied to wavelength and power monitoring of DWDM system. By using the comb peaks generated by a temperature-stabilized, near threshold-biased Fabry–Perot diode laser as wavelength reference for the scanning Fabry–Perot filter, wavelength and power measurement accuracy of better than ±10 pm and 0.2 dB, respectively, were achieved.     

A FUNDAMENTAL SOLUTION FOR THE LAPLACE OPERATOR ON THE QUATERNIONIC HEISENBERG GROUP

In this paper, the author studies the Laplace operator on the quaternionic Heisenberg group, construct a fundamental solution for it and use this solution to prove the Lp-boundedness and the weak (1-1) boundedness of certain singular convolution operators on the quaternionic Heisenberg group.     

天文斑点成像技术中的噪声影响分析

为进一步说明天文像复原新方法-迭代位移叠加法的性质，对探测器的附加噪声在斑点干涉术、斑点掩模法和迭代位移叠加法中的影响分别进行了分析。结果表明：在斑点掩模法中，复杂的噪声高阶矩统计被引入了重谱的噪声偏差，因此对噪声极为敏感，使数据处理更加复杂化；与斑点掩模法相比，迭代位移叠加法仅涉及对噪声的一阶矩统计平均，所以此新方法的特点是对噪声不敏感，具有图像复原处理过程简单快捷的优越性。     

β-Si3N4电子结构和光学性质的第一性原理研究

采用基于密度泛函的平面波赝势方法(PWP)和广义梯度近似(GGA),计算了β相氮化硅(β-Si3N4)的电子结构和光学性质,得到的晶格常数、能带结构等均与实验结果较好符合.进一步还研究了β-Si3N4的光吸收系数以及禁带宽度随外压力的变化规律,为β-Si3N4材料在高压条件下的应用提供了理论参考.     

Efficient computation of natural convection in a concentric annulus between an outer square cylinder and an inner circular cylinder

In this work, the natural convection in a concentric annulus between a cold outer square cylinder and a heated inner circular cylinder is simulated using the differential quadrature (DQ) method. The vorticity‐stream function formulation is used as the governing equation, and the coordinate transformation technique is introduced in the DQ computation. It is shown in this paper that the outer square boundary can be approximated by a super elliptic function. As a result, the coordinate transformation from the physical domain to the computational domain is set up by an analytical expression, and all the geometrical parameters can be computed exactly. Numerical results for Rayleigh numbers range from 104 to 106 and aspect ratios between 1.67 and 5.0 are presented, which are in a good agreement with available data in the literature. It is found that both the aspect ratio and the Rayleigh number are critical to the patterns of flow and thermal fields. The present study suggests that a critical aspect ratio may exist at high Rayleigh number to distinguish the flow and thermal patterns. Copyright © 2002 John Wiley & Sons, Ltd.     

An applied cell mapping method for optimal control problems

From the application point of view, a series of modifications are proposed for the cell mapping method discussed in Ref. 1 for the optimal control analysis of dynamical systems. The cell order around the target set is rearranged. A set of common discriminate principles is used for the selection of the optimal one among competing control strategies of the same cost. Inequality constraints of the system are taken into account. The number of elements in the set of allowable time intervals is not prescribed, but left open. These modifications seem to make the cell mapping method more efficient for analyzing feedback systems and for obtaining their global optimal control information. The algorithms presented in this paper could broaden the application of the cell mapping approach of Ref. 1 to a wider class of engineering problems.     

Nd0.5Ca0.5Mn1-xAlxO3 (x=0,0.03)体系中电荷有序态的超声研究

系统研究了Nd0．5Ca0．5Mn1-xAlxO3(x=0,0．03)单相多晶样品在低温下的电磁性质和超声特性．电阻和磁化率测量表明,Nd0．5Ca0.5O3体系在TCO-257 K处发生了电荷有序相变．超声声速从室温开始随着温度的降低逐渐减小,并在TCO附近达到最小,之后,随着温度的进一步降低,声速急刷增加,同时伴随着一个尖锐的超声衰减峰出现.TCO附近的超声异常表明体系中存在着强烈的电-声子相互作用,该电-声子耦合来源于Mn3 的Jahn-Teller效应．在低温下,出现了另一个超声衰减峰,它的出现归结为反铁磁相与顺磁相之间的相分离现象.随着Al在Mn位的掺入,超声声速的最低点和衰减峰向低温移动,表明体系中的电荷有序态和反铁磁相均被部分抑制,