基于Heston随机波动率模型和风险偏好视角的资产负债管理

本文研究基于Heston随机波动率模型的资产负债管理问题。假设金融市场由一个无风险资产和一个风险资产构成,投资者的目标是最大化其终端财富的期望效用。应用随机控制方法,得到了该问题最优资产配置策略的解析表达式和相应值函数的解析解,通过数值算例分析了Heston模型主要参数以及债务对最优资产配置策略的影响。结果表明:配置到风险资产的比例对Heston模型中的参数非常敏感;为了对冲债务风险,负债的引入使得配置到风险资产的比例比无负债情形下的高;在风险厌恶系数变大时,无论投资者是否有负债,其投资到风险资产的比例则越来越低。     

Clifford分析中无界域上向量值函数的非线性边值问题

利用积分方程的方法和Arzela-Ascoli定理,讨论了Clifford分析中无界域上向量值函数的非线性边值问题解的存在性及其积分表达式.     

基于新型电荷生成层的P-i-N结构白色有机叠层电致发光器件

采用2,9-Dimethyl-4,7-diphenyl-1,10-phenanthroline(BCP): 5 wt.% cesium carbonate(Cs₂CO₃)和N, N'-Bis(naphthalen-1-yl)-N,N'-bis(phenyl)-benzidine(NPB): 20 wt.% molybdenum oxide(MoO₃)分别作为器件的电子注入层和空穴注入层,研究了N型和P-i-N结构有机电致发光器件的载流子传输特性.载流子传输层中BCP: Cs₂CO₃和NPB:MoO₃的引入有效增强了载流子注入能力,从而降低了器件的驱动电压.基于新型电荷生成层BCP: 5 wt.% Cs₂CO₃/ NPB: 20 wt.% MoO₃制备了色稳定、高效率P-i-N结构有机叠层器件.与单元器件相比,引入新电荷生成层有机叠层器件的最大电流效率增大了2.5倍,表明该电荷生成层可以有效地将电子和空穴分别注入到相邻发光单元中.采用该电荷生成层制备了P-i-N结构白色有机叠层器件,器件的上下发光单元分别为橙光和蓝光发射.当发光亮度从500增加到5 000 cd/m²时,器件的色坐标稳定在(0.33, 0.29)附近,接近白光等能点.利用单色发光单元堆叠制备白色有机叠层器件的方法为实现色稳定、高效率的白色有机电致发光器件提供了一种有效的途径.     

积商求导公式与微分方程求解

对一些特殊类型的一阶或二阶微分方程,从其结构特点出发,联系积商求导公式,可减少求解步骤并降低计算量.     

Shaping of few-cycle laser pulses via a subwavelength structure

We theoretically investigate the propagation of few-cycle laser pulses in resonant two-level dense media with a sub- wavelength structure, which is described by the full Maxwell-Bloch equations without the frame of slowly varying envelope and rotating wave approximations. The input pulses can be shaped into shorter ones with a single or less than one optical cycle. The effect of the parameters of the subwavelength structure and laser pulses is studied. Our study shows that the media with a subwavelength structure can significantly shape the few-cycle pulses into a subcycle pulse, even for the case of chirp pulses as input fields. This suggests that such subwavelength structures have potential application in the shaping of few-cycle laser pulses.     

新型7-乙基-10-羟基喜树碱衍生物的合成及其体外抗肿瘤活性

以乙二醇为起始原料,依次经亲核取代和点击反应合成了一种7-乙基-10-羟基喜树碱(SN38)的新型葡萄糖残基衍生物(FSY02),其结构经¹H NMR, ¹³C NMR和HR-MS(ESI)表征。采用四甲基偶氮唑盐比色法（MTT法）研究了FSY02对人非小细胞肺癌细胞(A549)、人肝癌细胞(HepG2)、人结直肠癌细胞(SW-480)、人宫颈癌细胞(Hela)和人乳腺癌细胞(MDA-MB-231)的生长抑制作用。并采用Hoechst 33258染色和Western blot技术对给药后的结肠癌细胞凋亡情况和相关凋亡信号通路Caspase 3、 Bax和Bcl-2蛋白的表达情况进行了检测。结果表明：FSY02具有广谱抗癌活性,IC₅₀=0.118~4.295 μmol·L^-1,优于对照组伊立替康(IC⁵⁰=14.330~65.353 μmol·L^-1)。 Hoechst 33258染色及Western blot检测结果显示：FSY02通过上调Caspase 3和Bax的表达,下调凋亡抑制蛋白Bcl-2的表达诱导细胞凋亡。     

Centrality dependence of pT spectra for identified hadrons in Au+Au and Cu+Cu collisions at √sNN= 200GeV

The centrality dependence of transverse momentum spectra for identified hadrons at midrapidity in Au+Au collisions at √s_NN= 200GeV is systematically studied in a quark combination model. The p_T spectra of π^±, K^±, p(p) and Λ(Λ) in different centrality bins and the nuclear modification factors (R_CP) for these hadrons are calculated. The centrality dependence of the average collective transverse velocity 〈β(r)〉 for the hot and dense quark matter is obtained in Au+Au collisions, and it is applied to a relative smaller Cu+Cu collision system. The centrality dependence of p_T spectra and the R_CP for π⁰, K_s⁰ and Λ in Cu+Cu collisions at √s_NN= 200GeV are well described. The results show that 〈β(r)〉 is only a function of the number of participants N_part and it is independent of the collision system.     

An explanation for deviations from the quark number scaling of elliptic flows in low pT region

We carry out a systematic study of the different contributions to the deviations of the elliptic flows from the quark number scaling in high energy heavy ion collision in a quark combination model. The effects that we considered are: the resonance decay, the flavor dependence of the quark elliptic flow and the combination of quarks/antiquarks with slightly different transverse momenta. Our results show that the deviations observed in experiments can be well reproduced within the combination framework if all the three effects are considered. We make a detailed analysis of the different contributions using a Monte-Carlo program and suggest measuring the quark number scaling in intermediate p_T range more precisely.     

注镧Co-Cr合金表面氧化膜生长规律与微观结构表征

采用热重分析(TGA)方法研究了离子注镧对Co-40Cr合金在1000℃空气中的恒温氧化和循环氧化行为的影响. 用扫描电镜(SEM)和透射电镜(TEM)对表面氧化膜的微观形貌和结构进行了研究. 用二次离子质谱(SIMS)对合金表面元素铬结合能的变化情况以及氧化膜中元素镧的深度分布进行了测试, 并用激光拉曼谱(Raman)对掺杂镧引起的氧化膜内应力改变进行了测量研究.结果表明, 离子注镧后Co-40Cr合金在1000℃空气中的恒温氧化速率显著降低, 表面Cr₂O₃ 关键词： 离子注入 镧 拉曼谱 二次离子质谱     

平面和曲面光学零件气囊抛光材料去除的比较研究

气囊数控抛光是近年来一种新兴的先进光学制造技术,采用柔性的气囊作为抛光工具并以进动的方式进行加工。首先简要阐述了气囊抛光的抛光原理,然后针对平面和曲面光学零件,在自行研制的气囊抛光实验样机上进行了抛光实验。被抛光光学元件的材料去除是在抛光区内实现的。研究了进动角、气囊压缩量、气囊内部压力、气囊转速、抛光时间以及工件的曲率半径几种重要的工艺参数对平面工件和球面工件抛光接触区大小和形状影响情况的异同。在此基础上,总结了气囊抛光材料去除的影响规律。给出了几种重要工艺参数在平面工件和球面工件上取值范围。