基于期权思想的封闭式基金管理费率的设计研究

针对目前我国证券投资基金单一的管理费率结构,以封闭式基金为研究对象,根据基金投资者的需求不同提出了在不同收益率目标下的管理费率结构,并借用B-S期权定价模型,计算出封闭式基金的管理费率.     

Solitons in the Two-Dimensional Antiferromagnetic Heisenberg Model

An effective Hamiltonian of the two-dimensional antiferromagnetic Heisenberg model is derived by using the Holstein-Primakoff transformation. Three nonlinear coupled partial equations of motion are obtained. In the long-wavelength approximation, these equations, are reduced to the envelope function equations by the method of multiple scales. The amplitude functions satisfy the nonlinear Schrodinger equation. Introducing an inverse scatteriag transformation, the single-, two- and multi-soliton solutions in the two-dimensional antiferromagnetic Heisenberg model are investigated.     

MAGNON EXCITATION OF QUASI-ONE-DIMENSIONAL ORGANIC FERROMAGNET

A new quasi-one-dimensional organic ferromagnet model is proposed. Magnon excitations for finite and infinite on-site repulsion of electrons on main carbon chain are investigated. It is found that the lowest branch of spectrum preserves the characteristics of the ferromagnetic magnon. It is also shown that with increasing of the on-site repulsion energy, the itinerant π-electrons become tightly localized.     

圆感应同步器数显表检测方法研究

介绍了圆感应同步器数显表测角系统的工作原理,以及在静态和动态测角方法。提出了两种提高动态测量精度的方法。实验数据验证了方法的合理性。     

压电陶瓷压电特性的激光调制法测量研究

介绍可测量压电陶瓷压电特性的激光干涉调制测量方法.采用相干检测原理对信号进行提取,不仅可以抑制噪声对干涉信号的影响,而且还可以大大降低光电探测器和电路的1/f噪声.与通常干涉仪测量方法相比,这种方法具有测量灵敏度高等优点.利用该方法对压电陶瓷压电特性进行了测量,讨论了激励电压信号的频率、幅度对压电陶瓷压电常数d₃₁的影响,并对其压电迟滞曲线进行了测量.     

混合物质高压状态方程的计算

 介绍了在温度相同的条件下,混合物中各组元通过密度-压强迭代法,达到温度和压强平衡,再结合叠加原理,编程计算出混合物质状态方程。为验证该程序,对氘氚与氩按不同比例混合时的状态参量进行了分析。当氘氚中含少量氩时,计算得到的状态方程与纯氘氚符合较好;同样地,氩中含少量氘氚时的状态方程也与纯氩的很接近。这说明该程序是可行的。     

精确计算在π~0重整化链图传播下p→p′微分截面

本文采用中性介子π0与核子N-反核子U-强相互作用的Lorentz不变耦合模型,对质子反质子在中性介子π0重整化链图传播下的散射微分截面,作了严格解析计算后获得了"精确"理论结果;进而,又对该计算结果与π0树图传播下的微分截面作了对比分析,获得了相关辐射修正的重要结果.这对于深入研究质子摊贩质子在高、中、低能区中的弹性碰撞及其描述强相互作用的Lorentz不变耦合模型理论,都将提供某些值得借鉴与参考的理论研究价值.     

Relaxor Behaviour and Ferroelectric Properties of （Li0.12Na0.88） （Nb0.9-xWa0.10Sbx）O3 Lead-Free Ceramics

New lead-free ceramics （Lio.12Na0.88） （Nbo.9-x Ta0.10 Sbx） 03 （0.01 × 0.06） are synthesized by solid-state reaction method. The dielectric, piezoelectric and ferroelectric properties of the ceramics are studied. The dielectric constant dependence with temperature and frequency of the ceramic specimen with x = 0.04 shows typical characteristics of relaxor ferroelectrics, and the Vogel-Fulcher relationship is fulfilled. The dielectric behaviour and its relation to the phase transition phenomena are discussed. The polarization hysteresis loops at room temperature are also measured.     

First-Principles Study on the Electronic Structures for Y^3＋：PbWO4 Crystals

The possible defect models of Y^3＋：PbWO4 crystals are discussed by defect chemistry and the most possible substituting positions of the impurity Y^3＋ ions are studied by using the general utility lattice program （GULP）. The calculated results indicate that in the lightly doped Y^3＋ ：PWO crystal, the main compensating mechanism is [2Ypb^＋ ＋ VPb^2-], and in the heavily doped Y^3＋ ：PWO crystal, it will bring interstitial oxygen ions to compensate the positive electricity caused by YPb^＋, forming defect clusters of [2Ypb^＋ ＋Oi^2-] in the crystal. The electronic structures of Y3＋ ：PWO with different defect models are calculated using the DV-Xα method. It can be concluded from the electronic structures that, for lightly doped cases, the energy gap of the crystal would be broadened and the 420nm absorption band will be restricted; for heavily doped cases, because of the existence of interstitial oxygen ions, it can bring a new absorption band and reduce the radiation hardness of the crystal.     

Chebyshev spectral variational integrator and applications

The Chebyshev spectral variational integrator(CSVI) is presented in this paper. Spectral methods have aroused great interest in approximating numerically a smooth problem for their attractive geometric convergence rates. The geometric numerical methods are praised for their excellent long-time geometric structure-preserving properties.According to the generalized Galerkin framework, we combine two methods together to construct a variational integrator, which captures the merits of both methods. Since the interpolating points of the variational integrator are chosen as the Chebyshev points,the integration of Lagrangian can be approximated by the Clenshaw-Curtis quadrature rule, and the barycentric Lagrange interpolation is presented to substitute for the classic Lagrange interpolation in the approximation of configuration variables and the corresponding derivatives. The numerical float errors of the first-order spectral differentiation matrix can be alleviated by using a trigonometric identity especially when the number of Chebyshev points is large. Furthermore, the spectral variational integrator(SVI) constructed by the Gauss-Legendre quadrature rule and the multi-interval spectral method are carried out to compare with the CSVI, and the interesting kink phenomena for the Clenshaw-Curtis quadrature rule are discovered. The numerical results reveal that the CSVI has an advantage on the computing time over the whole progress and a higher accuracy than the SVI before the kink position. The effectiveness of the proposed method is demonstrated and verified perfectly through the numerical simulations for several classical mechanics examples and the orbital propagation for the planet systems and the Solar system.