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11.
ZHANG Shibin ZHANG Xinsheng & SUN Shuguang School of Management Fudan University Shanghai China Department of Mathematics Shanghai Maritime University Shanghai China 《中国科学A辑(英文版)》2006,49(9):1231-1257
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility. 相似文献
12.
基于密度泛函理论(DFT),用完全势能线性缀加平面波方法(FPLAPW)计算模拟了MnO2的同质多相变体(金红石型结构、CaCl2型结构、黄铁矿型结构),通过计算,预测了β-MnO2在5 GPa时从金红石型结构转变为CaCl2型结构,在20 GPa时进一步转变为黄铁矿型结构。另外,还总结和比较了几种金红石型结构二氧化物的压致相变特点,得出第Ⅳ主族元素的金红石型结构氧化物有很好的规律性,发生的相变序列基本一致;并随着金属阳离子半径的增大,发生相变的压力值也相应地递减,各氧化物的体积模量值相应地减小。 相似文献
13.
P. E. Cladis 《Journal of statistical physics》1991,62(5-6):899-925
We first discuss nonlinear aspects of phase transition theory applied to a particular liquid crystal phase transition. A simple derivation is given to show how two coupled Goldstone modes (one appearing as gauge fluctuations of the ordered phase) can force a phase transition, against all expectations, to take place discontinuously (theory of Halperin, Lubensky, and Ma)-but the discontinuity may be immeasurably small. Then, we describe a new dynamical test of phase transition order, developed by Cladiset al., that turns out to be more sensitive than x-ray diffraction and adiabatic calorimetry. Quantitative data found by this new method are in excellent agreement with the measurements of adiabatic calorimetry and x-ray diffraction as well as expectations implicit in the predictions of HLM.This is the text of an after-banquet talk given at the CNLS Workshop on the Dynamics of Concentrated Systems. 相似文献
14.
The spin-1 Ising model, which is equivalent to the three-component lattice gas model, is used to study wetting transitions in three-component surfactant systems consisting of an oil, water, and a nonionic surfactant. Phase equilibria, interfacial profiles, and interfacial tensions for three-phase equilibrium are determined in mean field approximation, for a wide range of temperature and interaction parameters. Surfactant interaction parameters are found to strongly influence interfacial tensions, reducing them in some cases to ultralow values. Interfacial tensions are used to determine whether the middle phase, rich in surfactant, wets or does not wet the interface between the oil-rich and water-rich phases. By varying temperature and interaction parameters, a wetting transition is located and found to be of the first order. Comparison is made with recent experimental results on wetting transitions in ternary surfactant systems.This paper is dedicated to J. K. Percus in honor of his 65th birthday. 相似文献
15.
16.
Basic principles of the generalized lattice model of multicomponent condensed systems are formulated. Short-range parts of interatomic interactions are taken into account by means of the geometric constraints method. Long-range parts of the interactions are taken into account in mean field approximation. The expression for Helmholtz free energy is obtained. A system of integral equations for the equilibrium distributions of components is derived. The asymptotic properties of its solutions are investigated. Moment expansion of interatomic interactions and localization of integral terms in free energy is obtained. A Ginzburg–Landau-like functional of free energy is derived. 相似文献
17.
建立了相变热力学理论和场论的关系. 强调在量子场论中必须引进序参量场, 则相变的讨论就类似于Goldstone bosons 的产生. 如果只讨论一级相变, Goldstone bosons场就足够了; 如果要讨论二级相变, 则必须讨论一系列的场, 这些场构成一个对称群的表示. 另外, 也将这一思想用到色超导中. In this paper we built a relation between the thermodynamical theory of the phase transition and field theory. We emphasized that in the quantum field theory we have to introduce the order parameter fields. Then the discussion of the phase transition is closed to the creation of the Goldstone bosons. If we only discuss the first order transition, the Goldstone bosons fields are sufficient. If we want to discuss the second order transition, we have to discuss a set of fields that constructs a representation of a symmetry group. We also apply this concept to color superconductivity. 相似文献
18.
H.L. Xu A. Persson S. Svanberg 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》2003,23(2):233-236
New radiative lifetime measurements based on time-resolved laser-induced fluorescence techniques are reported for 18 even-parity
levels belonging to the 4f5d26p and 4f
25d
2 configurations of Ce I and 6 even-parity levels belonging to the 5d26s, 4f5d6p, and 4f6s6p configurations of Ce II. Free neutral and singly ionized cerium atoms were produced by laser ablation. The Ce I and Ce II
levels range in energy from 26 545 to 29 102 cm-1, and 42 573 to 48 152 cm-1, respectively.
Received 25 September 2002 Published online 4 March 2003 相似文献
19.
热致型胆甾酯液晶的相变研究 总被引:2,自引:0,他引:2
使用偏光显微镜观察胆甾烯壬酸酯液晶的相变,发现在不同的温度变化条件下液晶相变过程是不同的.本文讨论了其变化规律. 相似文献
20.
Hiroto Kudo Nobuhito Ito Keiji Nakajima Masami Ochiai Tadatomi Nishikubo 《Journal of polymer science. Part A, Polymer chemistry》2007,45(19):4421-4429
The polyaddition of fluorine‐containing bis(epoxide)s and fluorine‐containing triazine di(aryl ether)s were examined to give the corresponding fluorine‐containing poly(cyanurate)s. It was observed that the synthesized fluoropolymers had good thermal stabilities and good film‐forming properties. The glass transition temperatures (Tg's) and refractive‐indices (nD's) of synthesized polymers were determined by differential scanning calorimetry and ellipsometry, respectively, and it was found that the values of Tg's and nD's were supported by their fluorine containing ratios and skeletons. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4421–4429, 2007 相似文献