基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

Investigation of the energy resolution with a RETGEM detector

A novel Micro-pattern gaseous detector （MPGD）, thick GEM with electrodes made of a resistive material （RETGEM） is presented. In this paper we mainly investigate the energy resolution of a RETGEM in Ar＋CO2 with different gas mixtures. The results indicate that an energy resolution 30% in single and double mode can be obtained. The existence of an optimum energy resolution is discussed.     

注重能力培养的数学实验课程建设探索

针对一般本科院校数学实验课程的实际,分析了数学实验课程的现状;结合CDIO教育教学理念,对数学实验课程如何进行师资队伍建设、教材建设、课程教学改革和教学组织管理等方面的问题加以探索,指出了注重能力培养的数学实验课程建设对学生能力起到的积极作用.     

An analysis of seismic attenuation in random porous media

The attenuation of seismic wave in rocks has been one of the interesting research topics, but till now no poroelasticity models can thoroughly explain the strong attenuation of wave in rocks. In this paper, a random porous medium model is designed to study the law of wave propagation in complex rocks based on the theory of Biot poroelasticity and the general theory of stochastic process. This model sets the density of grain, porosity, permeability and modulus of frame as random parameters in space, and only one fluid infiltrates in rocks for the sake of better simulation effect in line with real rocks in earth strata. Numerical simulations are implemented. Two different inverse quality factors of fast P-wave are obtained by different methods to assess attenuation through records of virtual detectors in wave field (One is amplitude decay method in time domain and the other is spectral ratio method in frequency domain). Comparing the attenuation results of random porous medium with those of homogeneous porous medium, we conclude that the attenuation of seismic wave of homogeneous porous medium is far weaker than that of random porous medium. In random porous media, the higher heterogeneous level is, the stronger the attenuation becomes, and when heterogeneity σ = 0.15 in simulation, the attenuation result is consistent with that by actual observation. Since the central frequency (50 Hz) of source in numerical simulation is in earthquake band, the numerical results prove that heterogeneous porous structure is one of the important factors causing strong attenuation in real stratum at intermediate and low frequency.     

1560 nm连续光半导体激光器经PPLN倍频及经铷吸收光谱稳频

将激光器锁定到合适的参考频率上,可以有效地改变激光器的频率稳定性。1560 nm的分布反馈式半导体激光器,可以通过倍频锁定于铷原子吸收线上。实验中我们利用PPLN准位相匹配晶体进行倍频,当输入光为1.6 W时可以获得25 mW的倍频光,非线性转换系数为0.96%/W。我们还将激光器的频率锁定于Rb原子的吸收线上,30 s内剩余频率起伏约为±3.5 MHz。     

我国高端工程机械产业基地评选研究

分析了高端工程机械产业基地应具有的特点;给出了高端工程机械产业基地评选的基本原则;建立了合理的候选高端工程机械产业基地评价指标体系及评价方法,并将该方法应用于我国高端工程机械产业基地的评价与选择.研究结果表明:在国内高端工程机械行业已形成10个主要产业集群的情况下,若在全国范围内设立三个高端工程机械战略性新兴产业基地,则这些基地应分别在徐州、柳州和长沙组建.     

模糊环境下部分权重信息的多属性群决策方法

针对决策过程中信息是模糊不确定的,属性的权重信息是部分可知的,我们给出了一个新的确定不同专家给出的属性值的权重的方法.该方法能将靠近中心值的属性值分配较大的权重,而给远离中心值的属性值分配较小的权重,从而得到更加合理的综合属性值.为了确定属性的权重信息,我们建立了一个线性规划模型.利用所给的新方法,我们给出了一个新的模糊多属性群决策方法.最后的实例说明方法的有效性和合理性.     

Blow-up behavior of Hammerstein-type delay Volterra integral equations

We consider the blow-up behavior of Hammerstein-type delay Volterra integral equations (DVIEs). Two types of delays, i.e., vanishing delay (pantograph delay) and non-vanishing delay (constant delay), are considered. With the same assumptions of Volterra integral equations (VIEs), in a similar technology to VIEs, the blow-up conditions of the two types of DVIEs are given. The blow-up behaviors of DVIEs with non-vanishing delay vary with different initial functions and the length of the lag, while DVIEs with pantograph delay own the same blow-up behavior of VIEs. Some examples and applications to delay differential equations illustrate this influence.     

BeH~+(X~1∑~+)离子势能函数及其分子常数研究

本文利用CCSD(T)方法和系列相关一致基,对BeH~+(X~1∑~+)离子的几何结构进行了优化,结果发现在CCSD(T)/aug-cc-pV5Z理论水平下得到的光谱数据(R_e=0.13142 nm,ω_e=2212.7 cm~(-1),D_e=3.1750 eV)与实验值非常接近.在CCSD(T)/aug-cc-pV5Z理论水平下又对BeH~+(X~1∑~+)离子的势能曲线进行了计算,再用最小二乘法将计算结果拟合成了Murrell-Sorbie函数.利用拟合出的解析势能函数,进一步计算出了BeH~+离子X~1∑~+态的其它光谱常数(B_e,α_e,ω_e和ω_ex_e),且与实验及其它理论计算结果进行了比较.以得到的解析势能函数为基础,通过求解双原子分子核运动的径向Schr(o|¨)dinger方程,找到了J=0时基态的全部20个振动态,并求出了每一振动态的振动能级、转动惯量及离心畸变常数(D_v,H_v,L_v,M_v,N_v,O_v).计算结果与实验数据的比较表明,BeH~+(X~1∑~+)离子的势能函数可用Murrell-Sorbie函数来表达,而且由此计算出的光谱常数、振动能级和转动惯量等都达到了相当高的精度.     

薄镜面主动光学对光学像差的校正能力分析

建立了薄镜面主动光学的仿真模型,并进行了仿真分析,结果表明薄镜面主动光学可以对低频误差完成较好的校正.为了进一步验证,建立了一套薄镜面主动光学实验系统,开展了薄镜面主动光学实验.结果表明,通过主动光学校正可以把镜面面形校正到磨制时的面形即λ/10.同时发现,薄镜面主动光学对三阶像散和三阶球差的校正能力最好,三叶彗差的校正能力也较好,而三阶彗差最难校正,这对于磨制大型薄镜面具有一定的指导意义.