creditrisk~+模型在信贷组合信用风险度量中的应用研究

creditrisk~+模型以泊松分布为理论基础,是一种输入数据较少、计算复杂度较小、便于在银行实际中应用和推广的信贷组合信用风险度量模型.本文在分析国外creditrisk~+模型频带划分缺陷基础上,改用加权平均的频带划分方法,并提出了新的违约率参数的确定办法,利用creditrisk~+模型对大连市商业银行某支行224笔中小公司贷款的非预期损失进行了实证计算.结果发现:creditrisk~+模型可以有效地计量信贷组合的非预期损失且可提高我国商业银行经济资本管理效率.     

HT-7托卡马克slide-away放电充气对等离子体行为的影响

本文研究了slide-away放电条件下的等离子体约束性能;分析了充气对等离子体约束性能以及反常多普勒共振不稳定性的影响.研究了等离子体密度的提升对slide-away放电过程中逃逸电子辐射行为的影响.研究结果发现:slide-away放电充气可以抑制逃逸电子反常多普勒不稳定性,但是使得等离子体约束状态变差,逃逸电子辐射增强.     

高功率微波作用下热载流子引起n型金属-氧化物-半导体场效应晶体管特性退化研究

高功率微波(HPM)通过使半导体器件特性退化和功能失效,从而干扰电子系统无法正常工作. 针对金属氧化物半导体(MOS)器件的HPM效应, 建立了高功率微波引起n型金属氧化物半导体场效应晶体管(nMOSFET)特性退化的物理过程与模型. 器件仿真结果中nMOSFET的输出特性曲线显示栅极注入HPM引起器件特性退化,包括阈值电压正向漂移、 饱和电流减小、跨导减小等;结合物理模型分析可知, HPM引起的高频脉冲电压使器件进入深耗尽状态, 热载流子数目增多,热载流子效应导致器件特性退化. MOS器件的HPM注入实验结果显示,器件特性曲线、器件模型参数变化趋势与仿真结果一致, 验证了HPM引起nMOSFET特性退化的物理过程与模型.     

Improved composite Fourier transform profilometry

An improved composite Fourier transform profilometry (ICFTP) is proposed through optimizing the composite grating. Compared with the composite Fourier transform profilometry (CFTP), the frequencies of the two sinusoidal images modulated along the orthogonal direction in the optimized composite grating are not equal. The overlapping degree of Fourier spectrum of the optimized grating is lowered. The measuring accuracy is improved because two frequencies are used to calculate phase more accurately. By using a more advantageous flat image extracted ingeniously from the optimized grating, the zero component of the lower frequency sinusoidal image in the Fourier spectrum can be eliminated. So the measuring range is extended the same as that by the π phase shifting technique. Both numerical simulation and experiment demonstrate the feasibility and validity of the proposed method.     

Calculations of the vibrational frequency and isotopic shift of UF6 and U2F6

Molecular structure, vibrational frequency and infrared intensity of UF6 are investigated by using the revised Perdew Burke-Enzerhof function with the triple-zeta polarized basis set. The calculation results are in good agreement with the experimental values and indicate the existence of a stable U2F6 molecule with a multiple bonded U2 unit. The calculation results also predict that the D3d symmetry of U2F6 is more stable than D3h. The optimized geometries, vibrational frequencies, and infrared intensities are also reported for U2F6 molecules in D3d symmetry. In addition, the isotopic shift of vibrational frequencies of the two molecules under isotopic substitution of uranium atom are also investigated with the same method. The U2F6 molecule is predicted to be better than UF6 for laser uranic isotope separation.     

Charged vortex structure in high-temperature superconductors

By using a model Hamiltonian with competing antiferromagnetic (AFM) spin density wave (SDW) and d-wave superconductivity orders, the effect of next-nearest-neighbour (nnn) hopping on spin and charge structures in high-temperature superconductors is investigated at finite temperatures. For an optimally doped sample, we find that the AFM order magnitude in the vortex core is firstly enhanced and then suppressed, accompanied with a ``positively → negatively → positively" charged vortex structure transition with increasing nnn hopping strength, which implies that the AFM order is unnecessarily bounded to an electron-rich vortex core. In addition, a charge ordering pattern with four negatively charged peaks localized in a small region is also found around the vortex core centre without net charge. Recent scanning-tunneling-microscopy experimental observations of the checkerboard structure are hopefully understood.     

北苍术超临界CO2萃取产物的成分

用气相色谱－质谱－计算机联用法分析了北苍术的超临界CO2萃取产物的成分,鉴定出苍术酮、β－桉叶油醇、苍术醇31化合物,占出峰总面积的88．1％,并与传统水蒸汽蒸馏法（SD）提取的挥发油成分进行了对比。结果证明,两种方法抽提的苍术主成分基本相同,但超临界CO2萃取产物比SD产物多出现了一些重质组分,萃取更完全而有效。     

葡聚糖的基体辅助激光解吸/电离飞行时间质谱测定

采用自行设计合成的新基体α-腈基阿魏酸（α-cyano-ferulic acid,简称CFA）并应用激光飞行时间质谱仪的离子偏转功能,对葡聚糖的分子量进行了测定研究。结果表明：与测定糖类物质的常用基体2,5-二羟基苯甲酸（DHB）相比,CFA测定葡聚糖,具有更佳的解吸电离效果,样品易出峰、重现性好、信噪比高;使用仪器的离子偏转器,阻止葡聚糖样品中聚合度较小的离子进入检测器,能显著提高仪器对聚合度较大离子的检测能力,得到质荷比（m/z)更高的质谱峰。     

三维非结构粘性网格生成方法

描述了一套适合粘性流动计算的三维非结构网格自动生成方法.在物面附近的粘性作用区域,采用推进层方法生成各向异性的"扁平"四面体网格,并通过一定的网格伸长控制参数,实现整个流场区域网格高度的平滑过渡.当粘性网格的推进高度达到预定要求时,推进层方法自动停止,转而采用阵面推进方法生成常规意义的尽量接近正四面体的各向同性网格.同时给出了利用该方法生成的M6机翼非结构粘性网格来求解机翼粘性绕流的简单算例.     

低能质子在半导体材料Si 和GaAs中的非电离能损研究

非电离能损(NIEL)引起的位移损伤是导致空间辐射环境中新型光电器件失效的主要因素.由于低能时库仑相互作用占主导地位,一般采用Mott-Rutherford微分散射截面,但它没考虑核外电子库仑屏蔽的影响.为此,本文采用解析法和基于Monte-Carlo方法的SRIM程序计算了考虑库仑屏蔽效应后低能质子在半导体材料Si,GaAs中的NIEL,SRIM程序在计算过程中采用薄靶近似法, 并与其他作者的计算数据和实验数据进行了比较.结果表明：用SRIM程序计算NIEL时采用薄靶近似法处理是比较合理的,同时考虑库仑 关键词： 低能质子 非电离能损 硅 砷化镓