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.     

非奇异单圈图的刻划

边数等于顶点个数的连通图称为单圈图.本文修正了文献[1]中关于奇异单圈图的充要条件,并且利用该条件证明了文献[2]中一个关于非奇异单圈图的猜想.     

Solution bundle for a class of impulsive differential inclusions on Banach spaces

In this paper a class of impulsive differential inclusions is investigated. The existence of solution bundle is proved. And we also construct a nonlinear semigroup of operators on cb(E) (closed-bounded subset of E) to describe the set of attainable states.     

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.     

The Generalized West Decomposition of Operators and Other Compact Perturbation Problems

This paper introduces the concept of the generalized Riesz operators and the concept of the generalized West decomposition of a general operator which generalizes the definition of the West decomposition of Riesz operators, and proves that the following three statements are equivalent on a general Banach space： （a） Every generalized Riesz operator has the generalized West decomposition; （b） Every operator makes strong Stampfli theorem true; Every operator has Apostol＇s compact correction.     

DIELECTRIC EFFECT ON THE RADIO-FREQUENCY CHARACTERISTICS OF A RECTANGULAR WAVEGUIDE GRATING TRAVELING WAVE TUBE

A new type of partial-dielectric-loaded rectangular waveguide grating slow-wave structure (SWS) for millimeter wave traveling wave tube (TWT) is presented in this paper. The radio-frequency characteristics including the dispersion properties, the longitudinal electric field distribution and the beam-wave coupling impedance of this structure are analyzed. The results show that the dispersion of the rectangular waveguide grating circuit is weakened, the phase velocity is reduced and the position of the maximum E _z is basically invariant after partially filling the dielectric materials in the rectangular waveguide grating SWS. Although the coupling impedance decreases a little, it still keeps above 40 Ω.