我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

稀薄气体二维外部柱体绕流特性研究

本文采用直接模拟蒙特卡罗方法对稀薄气体二维外部柱体绕流问题进行了数值模拟。结果表明:外部绕流问题,在特定情况下会产生激波,激波的产生,不仅与气体的稀薄程度有关,还与来流马赫数有关。而气流与壁面之间的换热,随来流马赫数增加而增加,随气体稀薄程度增加而减小。     

A gas-kinetic scheme for shallow-water equations with source terms

In this paper, the Kinetic Flux Vector Splitting (KFVS) scheme is extended to solving the shallow water equations with source terms. To develop a well-balanced scheme between the source term and the flow convection, the source term effect is accounted in the flux evaluation across cell interfaces. This leads to a modified gas-kinetic scheme with particular application to the shallow water equations with bottom topography. Numerical experiments show better resolution of the unsteady solution than conventional finite difference method and KFVS method with little additional cost. Moreover, some positivity properties of the gas-kinetic scheme is established.     

Activation and Afterheat Calculation Analysis for TBM

Safety considerations of TBM are part of the design process to ensure that the TBM do not adversely affect the safety of ITER. So accurate calculations of all radioactivity and potential harmfulness are very important for designing of device, selecting of blanket and shield material, analyzing of the safety and environment, disposing of nuclear waste and operation of the reactor.     

Recurrence propagation equation of Hermite-Gaussian beams through a paraxial optical ABCD system with hard-edge aperture

Based on the generalized Huygens-Fresnel diffraction integral, a recurrence propagation equation of Hermite-Gaussian (H-G) beams through a paraxial optical ABCD system with hard-edge aperture is derived, which permits us to obtain the analytical propagation expression for H-G beams of any order. The advantages of our analytical results are analyzed, and the application is illustrated with numerical examples.     

三量子位Heisenberg XX 链中杂质对纠缠的影响

研究了有杂质时三量子位Heisenberg-XX链中正常格点之间的热纠缠情况，给出了Concurrence的解析表达式.进一步的讨论发现，杂质对正常格点的热纠缠有着重要的影响，甚至能够改变纠缠在反铁磁区的特性.理论表明，可以通过调节温度和杂质参数来控制纠缠. 关键词： Heisenberg -XX链 热纠缠 杂质格点     

基于新型长周期光纤光栅的掺铒光纤放大器

报道了基于高频CO₂激光脉冲写入的新型长周期光纤光栅的低噪音掺铒光纤放大器,这种新型长周期光纤光栅是用大约几千Hz的高频CO₂激光脉冲对光纤玻璃热冲击作用而形成的.在铒纤中插入一个长周期光纤光栅,会明显减少掺铒光纤放大器的放大自发辐射(ASE)噪音.报道了两种低噪音掺铒光纤放大器,作为前置放大器和线路放大器,它们的ASE噪音指数分别从4.0 dB减少到3.5 dB和从4.8 dB减少到4.3 dB,并且在作为线放时,其小信号增益从30 dB提高到37 dB,降噪及提高增益效应十分显著.     

High performance 1689-nm quantum well diode lasers

1689-nm diode lasers used in medical apparatus have been fabricated and characterized. The lasers had pnpn InP current confinement structure, and the active region consisted of 5 pairs of InGaAs quantum wells and InGaAsP barriers.     

Numerical study of simultaneous natural convection heat transfer from both surfaces of a uniformly heated thin plate with arbitrary inclination

 Numerical studies were conducted to investigate the natural convection heat transfer around a uniformly heated thin plate with arbitrary inclination in an infinite space. The numerical approach was based on the finite volume technique with a nonstaggered grid arrangement. For handling the pressure–velocity coupling the SIMPLE-algorithm was used. QUICK scheme and first order upwind scheme were employed for discretization of the momentum and energy convective terms respectively. Plate width and heating rate were used to vary the modified Rayleigh number over the range of 4.8×10⁶ to 1.87×10⁸. Local and average heat transfer characteristics were compared with regarding to the inclination angle. The empirical expressions for local and average Nusselt number were correlated. It has been found that for inclination angle less than 10^∘, the flow and heat transfer characteristics are complicated and the average Nusselt number can not be correlated by one equation while for inclination angle larger than 10^∘, the average Nusselt number can be correlated into an elegant correlation. Received on 18 April 2001 / Published online: 29 November 2001     

复方单硝酸异山梨酯-阿司匹林双缓释微丸胶囊的研制(Ⅱ)

以乙基纤维素、丙烯酸树脂Ⅱ和丙烯酸树脂Ⅲ为骨架材料分别制备单硝酸异山梨酯和阿司匹林混合骨架缓释微丸，并通过包薄膜衣进一步控制药物的释放。通过测定微丸的释放度对处方工艺进行评价，选择最佳微丸灌装胶囊．胶囊中两种药物均达到良好的缓释效果。符合中国药典对缓释制剂的要求．其体外释放过程同时符合Higuchi方程和一级释药方程，R^2值均在0．995以上。