Multi-wavelength metal-dielectric nonpolarizing beam splitters in the near-infrared range

A 21-layer multi-wavelength metal-dielectric nonpolarizing cube beam splitter was designed by use of an optimization method and theoretically investigated in the near-infrared range. The angular dependence of the reflectance and differential phases induced by reflection and transmission were presented. The simulation results revealed that the non-polarizing effect could be achieved for both the amplitude and phase characteristics at 1310 and 1550 nm. The differences between the simulated and the target reflectance of 50% are less than 2% and differential phases are less than 5°in the range 1300–1320 nm and 1540–1550 nm for both p- and s-components.     

可调光瞳滤波器的轴向焦移及扩展焦深

光学超分辨、焦深扩展及焦移3种效应一直受到研究人员的关注,且在光学显微成像、光学校准、光学相干层析成像及光存储中有着重要的应用.提出一种可调谐光瞳滤波器来实现光学系统的轴向焦移及扩展焦深.该光瞳滤波器由两个完全相同且相互平行的λ/4波片和置于其间的λ/2波片组成,其中λ/2波片分为两个可作相对旋转的区域,并且通过推导得...     

Memory effect and multifractality of cross-correlations in financial markets

We introduce an instantaneous and an average instantaneous cross-correlation function to detect the temporal cross-correlations between individual stocks based on the daily data of the United States and the Chinese stock markets. The memory effect of the instantaneous cross-correlations is investigated by applying the detrended fluctuation analysis (DFA), where the DFA exponents can be partly explained by the correlation function from the common sense. Long-range memory is observed for the average instantaneous cross-correlations, and persists up to a month magnitude of timescale for the United States stock market and half a month magnitude of timescale for the Chinese stock market. In addition, multifractal nature is investigated by a multifractal detrended fluctuation analysis.     

ASYMPTOTIC PROPERTIES OF THE MOMENT CONVERGENCE FOR NA SEQUENCES

It is well-known that the complete convergence theorem for i.i.d. random variables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4]obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever ∈ goes to zero, so it is of interest to investigate the asymptotic behavior of the series as ∈ goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.     

A customized Douglas–Rachford splitting algorithm for separable convex minimization with linear constraints

We consider applying the Douglas–Rachford splitting method (DRSM) to the convex minimization problem with linear constraints and a separable objective function. The dual application of DRSM has been well studied in the literature, resulting in the well known alternating direction method of multipliers (ADMM). In this paper, we show that the primal application of DRSM in combination with an appropriate decomposition can yield an efficient structure-exploiting algorithm for the model under consideration, whose subproblems could be easier than those of ADMM. Both the exact and inexact versions of this customized DRSM are studied; and their numerical efficiency is demonstrated by some preliminary numerical results.     

Optimality conditions for a Timoshenko beam equation with periodic constraint

This article is concerned with an optimization problem governed by a Timoshenko beam equation with periodic constraints. Firstly, a detail spectral analysis is conducted for the Timoshenko operator related to the homogeneous system. Then, we derive a closed range property of the state equation. Finally, we present the main results: the optimality conditions and the maximum principle for our problem via the closed range theorem.     

Simulating bistable biochemical systems by means of reactive multiparticle collision dynamics

Based on a reactive multiple particle collision method, we construct a mesoscopic dynamics model to simulate chemical system. The validity of the reactive multiple particle collision method under various conditions in a double-feedback bi-stable chemical system is studied. Then, we extend it to simulate diffusion-limited reactions with fast reaction rate in cellular environment. Using the improved method, we observe bi-stable behavior with randomly distributed reactants and spatial domain separation of opposite phases. The particle-based mesoscopic method is computationally efficient, although hydrodynamic interactions and fluctuation are both properly accounted for. Stochastic effects shown to play dominant roles in biochemical dynamics are also considered. The improved method could be used to explore a variety of reactions with disparate scale of reaction rates.     

Sampled-data nonlinear observer design for chaos synchronization: A Lyapunov-based approach

This paper considers sampled-data based chaos synchronization using observers in the presence of measurement noise for a large class of chaotic systems. We study discretized model of chaotic systems which are perturbed by white noise and employ Lyapunov-like theorems to come up with a simple yet effective observer design. For the choice of observer gain, a suboptimal criterion is obtained in terms of LMI. We present semiglobal as well as global results. The proposed scheme can also be extended for discrete-time chaotic systems. Numerical simulations have been carried out to verify the effectiveness of theoretical results.     

Nonlinear separation approach for the augmented Lagrangian in nonlinear semidefinite programming

This paper aims at showing that the class of augmented Lagrangian functions for nonlinear semidefinite programming problems can be derived, as a particular case, from a nonlinear separation scheme in the image space associated with the given problem. By means of the image space analysis, a global saddle point condition for the augmented Lagrangian function is investigated. It is shown that the existence of a saddle point is equivalent to a regular nonlinear separation of two suitable subsets of the image space. Without requiring the strict complementarity, it is proved that, under second order sufficiency conditions, the augmented Lagrangian function admits a local saddle point. The existence of global saddle points is then obtained under additional assumptions that do not require the compactness of the feasible set. Motivated by the result on global saddle points, we propose two modified primal-dual methods based on the augmented Lagrangian using different strategies and prove their convergence to a global solution and the optimal value of the original problem without requiring the boundedness condition of the multiplier sequence.