A two stage stochastic equilibrium model for electricity markets with two way contracts

This paper investigates generators’ strategic behaviors in contract signing in the forward market and power transaction in the electricity spot market. A stochastic equilibrium program with equilibrium constraints (SEPEC) model is proposed to characterize the interaction of generators’ competition in the two markets. The model is an extension of a similar model proposed by Gans et al. (Aust J Manage 23:83–96, 1998) for a duopoly market to an oligopoly market. The main results of the paper concern the structure of a Nash–Cournot equilibrium in the forward-spot market: first, we develop a result on the existence and uniqueness of the equilibrium in the spot market for every demand scenario. Then, we show the monotonicity and convexity of each generator’s dispatch quantity in the spot equilibrium by taking it as a function of the forward contracts. Finally, we establish some sufficient conditions for the existence of a local and global Nash equilibrium in the forward-spot markets. Numerical experiments are carried out to illustrate how the proposed SEPEC model can be used to analyze interactions of the markets.     

Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models

This research proposes a mortality model with an age shift to project future mortality using principal component analysis (PCA). Comparisons of the proposed PCA model with the well-known models—the Lee-Carter model, the age-period-cohort model (Renshaw and Haberman, 2006), and the Cairns, Blake, and Dowd model—employ empirical studies of mortality data from six countries, two each from Asia, Europe, and North America. The mortality data come from the human mortality database and span the period 1970-2005. The proposed PCA model produces smaller prediction errors for almost all illustrated countries in its mean absolute percentage error. To demonstrate longevity risk in annuity pricing, we use the proposed PCA model to project future mortality rates and analyze the underestimated ratio of annuity price for whole life annuity and deferred whole life annuity product respectively. The effect of model risk on annuity pricing is also investigated by comparing the results from the proposed PCA model with those from the LC model. The findings can benefit actuaries in their efforts to deal with longevity risk in pricing and valuation.     

Scheme for Generating a Genuine Five-Atom Entangled State in Cavity QED

We propose a scheme for the generation of a genuine five-atom entangled state in cavity QED. In our scheme, the atoms interact simultaneously with a highly detuned cavity mode with the assistance of a strong classical driving field. Thus the scheme is insensitive to both the cavity decay and the thermal field, which is of importance from the experimental point of view.     

基于电泳法和磁控溅射技术制备金纳米阵列

采用纳米球刻蚀技术中的电泳法设计了3组对照实验,通过控制电压、悬浮液的体积分数和基板正负极性,得到电泳法制备纳米球掩膜板的最佳条件,制备出排布均匀的纳米球单层密堆积结构的掩膜板.采用磁控溅射技术在掩膜板上沉积金薄膜,去除纳米球掩模板,通过扫描电子显微镜观察到周期排列的三角形棱台状金纳米颗粒阵列.测量其吸收光谱,可观察到表面等离子体共振吸收峰.     

Non‐Isothermal Crystallization Kinetics of PA6/Attapulgite Composites Prepared by Melt Compounding

The non‐isothermal crystallization behaviors of neat polyamide 6 (PA6) and PA6/attapulgite (ATB) composites were examined using differential scanning calorimetry. The results show that ATB acts as a nucleator for PA6 matrix, accelerating the crystallization, and simultaneously obstructs the crystallization especially for the composites with higher ATB content. The analysis results using the Jeziorny and Liu equations verify the dual actions of the nucleation and the obstruction of crystallization of the ATB in the PA6 matrix. Kissinger's method is employed to obtain the activation energy of the crystallization processes; the results further indicate that the addition of ATB may also cause the above actions. It is speculated that there is a very complicated crystallization mechanism in the PA6/ATB composites based on the analysis of Avrami exponents obtained by the Jeziorny model.     

白光LED用Ba3La（PO4）3∶Dy3+荧光粉的制备与发光性能

通过高温固相法合成了一系列Ba3La1-x(PO4)3∶xDy3+荧光粉材料。利用XRD测量样品的物相,结果显示样品为纯相Ba3La(PO4)3晶体。样品的激发光谱由一系列宽谱组成,峰值分别位于322,347,360,386,424,451 nm。在347 nm激发下,荧光粉在482 nm(4F9/2→6H15/2)和575 nm(4F9/2→6H13/2)处有很强的发射。研究了不同Dy3+掺杂浓度对样品发射光谱的影响,当Dy3+摩尔分数x=0.10时出现猝灭现象,浓度猝灭机理为电偶极-电偶极相互作用。确定了不同Dy3+掺杂浓度的Ba3La(PO4)3∶Dy3+的荧光寿命。Ba3La(PO4)3∶Dy3+荧光粉发射光谱的色坐标位于白光区域。     

吸气剂在高真空多层绝热LNG槽车内吸附性能研究

为了利用吸附等温线理论模型模拟高真空多层绝热LNG槽车内吸气剂的吸附过程,对在真空技术中常用的等温式进行了分析研究。通过实验获得吸气剂在室温下的吸氢等温线,同时利用实验数据得到考虑分子间作用力的BET模型中的参数值。将模型结果与实验数据进行对比分析,结果表明:考虑分子间作用力的BET模型不能用作高真空多层绝热LNG槽车真空夹层内吸气剂吸附量的计算。利用Temkin和Freundlich等温式分段对实验数据进行拟合,对于1#吸气剂,拟合方程式计算得出的吸附量与实验数据的相对误差仅为2.6%,表明拟合方程能够对吸气剂在室温下的吸氢量进行准确预测。     

Bi2Te3拓扑绝缘体表面颗粒化铅膜诱导的超导邻近效应

拓扑绝缘体的出现为寻找拓扑超导体和Majorana费米子提供了一种可能的途径. 在拓扑绝缘体Bi₂Te₃表面沉积极薄的不连续铅膜, 试图通过邻近效应感应出大片的超导区, 为下一步研究拓扑超导电性创造条件.借助四引线电输运测量实验, 在0.25 K的低温下看到了超流现象, 表明沉积在Bi₂Te₃表面的厚度小于20 nm的颗粒化铅膜能够诱导邻近效应, 并且使大片Bi₂Te₃超导. 关键词： 超导邻近效应 S-N-S结 拓扑绝缘体     

基于HVS的小波域信息隐藏方法

为了提高信息隐藏的不可感知性和鲁棒性,结合人眼视觉系统(HVS)的相关知识,提出了一种新的小波域信息隐藏算法。将载体图像的中等亮度区域设为不可用区域,不在该区域隐藏信息,同时选择在载体图像小波变换的高频系数细节子图隐藏信息,并优先选择在对角高频系数细节子图中隐藏。计算局部子块的方差值作为隐藏信息的嵌入系数,并通过计算高频子图的噪声敏感模型ωθ(i,j)决定隐藏信息的位置。充分考虑了人眼的各种视觉掩蔽效应,使得隐藏信息后的结果图像相比隐藏之前没有出现明显的降质。实验结果表明该方法能够有效提高信息隐藏的不可知性,达到了很好的隐藏效果,同时能够有效地抗击噪声、裁剪和压缩等攻击影响,具有很好的鲁棒性,在信息安全领域有较好的应用前景。     

一种修正的拟Grünwald插值在Orlicz空间内的逼近度

修正了以第二类Chebyshev多项式的零点为插值结点组的拟Grünwald插值多项式,使之转化为积分形式,并利用不等式技巧和Hardy-Littlewood极大函数的方法,研究了此积分型拟Grünwald插值算子在带权Orlicz空间内的逼近问题,得出了意义相对广泛的逼近度估计的结果.