中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

光参量啁啾脉冲放大增益特性研究

 通过对非线性三波耦合方程组进行数值求解，研究了光参量放大的增益特性及饱和放大特性。给出了泵浦光、信号光参数对参量增益的影响及其与晶体饱和长度的关系。且OPA具有传统CPA系统所不具有的优点，将有可能取代传统的CPA系统而作为超短超强激光系统的新型前端。     

离子注入诱导量子阱界面混合效应的光致荧光谱研究

采用多元芯片方法获得了一系列不同离子注入剂量的GaAsAlGaAs非对称耦合量子阱单元,通过光致荧光谱测量,研究了单纯的离子注入导致的界面混合效应.荧光光谱行为与有效质量理论计算研究表明,Al原子在异质结界面的扩散在离子注入过程中已基本完成,而热退火作用主要是去除无辐射复合中心. 关键词： 量子阱 离子注入 光致荧光谱 界面混合     

自由电子激光振荡器的二维数值模拟

在柱二维坐标系中,用数值计算方法求解了摇摆器内电子模拟方程组、光场方程组和无源区(不含摇摆器区)经非自适应方法变换后的无源旁轴波动方程并设计了相应的程序R_2D。用该程序计算的数值结果表明,在有源条件下二维数值模拟结果与高斯光束近似下的数值模拟结果符合较好;取完全相同的计算条件R-2D程序与洛斯阿拉莫斯实验室(LANL)的FELEX程序的计算结果符合较好;初步认为LANL实验数据的物理图象合理,数值结果基本可信;最后给出北京自由电子激光器(BFEL)的一些物理数据。     

Growth and optical properties of a new self-Q-switched laser crystal: Cr:Yb3Al5O12

Cr⁴⁺:YbAG (Cr⁴⁺:Yb₃Al₅O₁₂) crystal with a size up to Φ24 mm×30 mm was grown by the Czochralski method. In the absorption spectrum, there are two absorption bands at 939 and 969 nm, respectively, which are suitable for InGaAs diode laser pumping, and there is an absorption band at 1030 nm, which is suitable for passive Q-switched laser output at 1.03 μm. A broad emission spectrum from 970 to 1100 nm was exhibited from 940 nm wavelength pumping. This crystal is promising as a self-Q-switched laser crystal used for compact, efficient, highly stable, passive self-Q-switched thin chip solid-state lasers.     

有限维路代数的K_1群

本文通过计算有限维路代数k△的单位群和单位群的阿贝尔化,完全刻划了 任意域上有限维路代数的K1群.     

Optimal block length for Basic mode data transmission control procedure

This paper considers two models of BASIC mode data transmission: When we transmit data with length l

1. (1) data are divided into N blocks and each block is transmitted individually

2. (2) data are divided into N sub-blocks and all sub-blocks are transmitted together.

We derive total average transmission data lengths of each model and discuss optimal numbers N* and block length B* which minimize them. In model 1, the length of one block is approximately determined independently of l. It is shown in a numerical example that when l is large, model 2 is better than model 1.     

Explicit Confinement Effect on the Helicity Amplitudes of the Low-Lying Nucleon Resonances

Calculations of helicity amplitudes for the low-lying nucleon resonances are displayed based on a non-relativistic constituent quark model with a harmonic oscillator confinement. The explicit effect of quark confinement isshown. Our results show that the effect plays sizable role on some transition amplitudes of S11(1535) and D13(1520)resonances. The effect on the △(1232) transition amplitudes islessthan 10%. However, the effect on the Roper resonanceis remarkable but is inconclusive.     

An extension of gap functions for a system of vector equilibrium problems with applications to optimization problems

In this paper, the notion of gap functions is extended from scalar case to vector one. Then, gap functions and generalized functions for several kinds of vector equilibrium problems are shown. As an application, the dual problem of a class of optimization problems with a system of vector equilibrium constraints (in short, OP) is established, the concavity of the dual function, the weak duality of (OP) and the saddle point sufficient condition are derived by using generalized gap functions. This work was supported by the National Natural Science Foundation of China (10671135) and the Applied Research Project of Sichuan Province (05JY029-009-1).