均值-方差准则下具有利率和通胀双重风险的资产负债管理问题

在均值-方差准则下研究具有利率风险和通胀风险的资产负债管理问题.首先,利用Lagrange乘子技术将这个资产负债管理问题转化为一个标准的均值-方差有效问题.然后,利用Hamilton-Jacobi-Bellman方法、偏微分方程方法和Lagrange对偶定理得到原问题有效的投资策略和有效前沿的解析表达式.最后,在解析表达式的基础上,通过数值算例分析了模型主要参数对投资策略和有效前沿的影响.     

Mechanical Reinforcement and Piezoelectric Properties of PZT Ceramics Embedded with Nano-Crystalline

The double-scale lead zirconate titanate （PZT） piezoelectric ceramics were prepared by the solid state processing with PZT nano-crystalline and micro-powder. The microstructures, electrical and mechanical properties of the double-scale PZT are investigated. All the sintered ceramics exhibit a single perovskite structure and the grain size of the dou ble-scale PZT reduces due to the incorporation of PZT nano-crystalline. Compared to normal PZT, the mechanical properties increase significantly and the piezoelectric properties decrease slightly. Mechanisms responsible for the reinforcement of the double-scale PZT are discussed.     

低维半导体异质结中的量子相干红外发射机理理论研究

给出了一种在非粒子反转条件下量子阱和量子点激光器的红外发射机理.此种红外发射是基于在同一作用区产生并作为红外场相干源的两种带间跃迁激光场的共振非线性混合.这种频率下转换机理并不依赖于在半导体激活媒质中的长时相干假定条件,在室温和泵注入电流条件下仍然有效.频率下转换的固有效率可以达到相当于每个可见光子产生一个红外光子的量子极限值.根据红外发射的可参变特性,这种非粒子反转的方法尤其适用于长波红外工作范围.     

硬X射线相位光栅的设计与研制

针对在普通实验室和医院实现40—100keVX射线相衬成像的需求,考虑到成像系统参数、X射线源空间相干特性及光栅衍射效率,设计出硅基相位光栅结构参数.利用我们已发展的光助电化学刻蚀技术研制出直径为5英寸的相位光栅,其空间周期为5.6μm,线宽为2.8μm,深度为40—70μm.在理论分析的基础上,通过提高硅片两端有效工作电压和修正Lehmann电流密度公式,解决了实际刻蚀过程中出现的钻蚀问题.由实验结果可知,本方案对制作大面积高精度相位光栅十分有效。     

Comparison of the PIC model and the Lie algebraic method in the simulation of intense continuous beam transport

Both the PIC (Particle-In-Cell) model and the Lie algebraic method can be used to simulate the transport of intense continuous beams. The PIC model is to calculate the space charge field, which is blended into the external field, and then simulate the trajectories of particles in the total field; the Lie algebraic method is to simulate the intense continuous beam transport with transport matrixes. Two simulation codes based on the two methods are developed respectively, and the simulated results of transport in a set of electrostatic lenses are compared. It is found that the results from the two codes are in agreement with each other, and both approaches have their own merits.     

无序二维约瑟夫森结阵列中磁场引起的涡旋玻璃态相变

采用电阻阻错结的无序二维约瑟夫森结阵列模型,数值研究超导薄膜中垂直磁场引起的涡旋运动.通过分析磁场激发产生的涡旋度Ne及低频电压噪声S₀的变化特性,得到如下结论：在无序超导体中固定温度不变,随着磁场的减弱涡旋液态经过准有序的布拉格相,涡旋玻璃相重新进入到低磁场下的钉扎稀磁液相. 由于在涡旋玻璃相中,电流驱动下的噪声值表现出一个峰,表明系统处于无序与有序相互竞争的亚稳态,并且临界电流应有峰值效应. 计算得到噪声值的变化与Okuma等得到的无序超导Mo_xSi_1-x膜实验现象一致,并能解释磁场降低引起的重新进入钉扎的稀磁液相行为. 关键词： 约瑟夫森结阵列 磁通玻璃 重新进入 峰值效应     

一类增算子不动点定理及其应用

利用锥理论和非对称迭代方法,讨论了不具有连续性和紧性条件的增算子方程解的存在唯一性.作为其应用着重讨论了非增算子方程解的存在唯一性,并给出了迭代序列收敛于解的误差估计,改进和推广了某些已知结果.     

再循环重力供液蒸发器管内换热性能预测

为了找出适用于再循环重力供液蒸发器管内强制对流沸腾换热系数的关系式,通过对以R404A为制冷剂的重力供液实验台的研究,编程计算出J.Chawla关系式及Shah关联式对重力供液沸腾换热系数进行预测值。与实验结果比较可知:J.Chawla关系式在较低温度下较接近于实验值,Shah关联式在较高的温度下可以对实验值进行预测,两种关系式相结合的方法就可以较好对重力供液蒸发器管内沸腾换热进行预测。     

高纯锗探测器的广泛应用和自主研制进展

以目前国际上极为活跃开展的暗物质探测、无中微子双 衰变研究为例,评述了高纯锗探测器的重要性及其广泛的应用前景。介绍了己开展的高纯锗单晶、探测器制备的关键技术研究进展:合作单位已研制出了用于高纯锗单晶材料制备的区熔炉、单晶炉;并制备出直径为20  50 cm、纯度为12N(< 41011  atoms/cm3)、位错< 5000 atoms/cm2 的锗单晶;掌握了高纯锗探测器(平面型、同轴型)制备的关键技术,用进口高纯锗单晶材料制备出的同轴型高纯锗探测器对射线的能量分辨率及探测效率均达到进口产品指标,使用自制的12N 高纯锗单晶材料己制备出平面型高纯锗探测器。呼吁加速高纯锗研制的自主创新步伐,尽早实现其国产化目标。The article reviews importance and wide applications of HPGe detector, especially the application on the dark matter search experiment and double beta decay experiment. The research progress on the Highpurity germanium single crystal and HPGe detector in China has been introduced. The cooperation partner developed new type zone-refining furnace and single crystal furnace. The ultra-purity germanium single crystal with 20~50 cm, purity up to 12N(net impurity concentration is less than 41011 atoms/cm3), and dislocation less than 5 000 /cm3 was prepared. The key technologies for preparing planar and coaxial HPGe detector were mastered. The coaxial detector, which has been made of imported ultra-purity germanium single crystal has excellent energy resolution and efficiency as the imported commercial detector. The planar detector using selfmade germanium single crystal was also successfully manufactured. The research group appeals for speeding up the pace of independent innovation on the high-purity germanium, and achieving the high-purity germanium localization as soon as possible.     

显微激光拉曼定量分析CO_2气体碳同位素组成方法研究

制备了一系列不同比例的~(12)CO_2/N_2和~(13)CO_2/N_2混合物,对样品进行显微激光拉曼测试分析后发现气体拉曼特征峰峰面积比与其摩尔分数比成正比例关系,拟合方程的斜率被认为是拉曼量化因子F_(12CO_2)和F_(13CO_2)。用气相组分中只含有~(12)CO_2和N_2的流体包裹体验证了当F_(12CO_2),为1.163 49时,根据气体的拉曼特征峰峰面积比能估算出其摩尔分数比。由线性拟合后的方程斜率得出F_(13CO_2)和F_(12CO_2)分别为1.610 86和1.163 49,它们的比率F_(13CO_2)/F_(12CO_2)是1.3845。在确定稳定同位素分子的拉曼参数和实验条件基础上,CO_2气体碳同位素摩尔分数比C_(12)/C_(13)可根据A_(12Co_2)/A_(13CO_2)(拉曼峰峰面积比)和F_(13CO_2)/F_(12CO_2)的乘积求出。此外,用已知摩尔分数比(C_(12)/C_(13))的人造包裹体验证了此方法具有一定的可行性,可以建立起定量分析CO_2气体碳同位素激光拉曼测试方法。