Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Effect of induced shielding current transmission in longitudinal direction on levitation force of melt grown single-domain YBa_2Cu_3O_(7-x) cylindrical superconductor

YBa2Cu3O7-x (YBCO) bulk is one of the most important high temperature superconducting materials for magnetic levitation applications, because it has a high magnetic irreversibility field Hirr at liquid nitrogen temperature, and can grow into large grains. The levitation force of YBCO bulk is proportional to the critical current density (Jc) and grain radius (r)[1], so higher Jc and r are appreciated for YBCO bulks to achieve higher levitation force. Now single-domain YBCO bulks up to s…     

束晕-混沌的复杂性理论与控制方法及其应用前景

本文系统论述涉及强流加速器等强流离子束装置中产生的束晕-混沌的复杂性理论与控制方法及其应用前景。强流离子束在核材料生产与增殖、洁净核能、放射性废物嬗变、放射性药物生产、重离子聚变、高能物理、核科学与工程、国防与民用工业和医疗等许多方面都有极其重要的应用潜力和诱人的发展前景。尤其是，近年来强流加速器驱动的放射性洁净核能系统是国内外关注的热门课题，因为它比常规核电更安全、更干净、更便宜。但是，强流离子束形成的束晕-混沌的复杂性现象已引起了国内外广泛关注，需要加以抑制、控制和消除这类现象，解决这一难题已经成为强流离子束应用中的关键问题之一。目前不仅必须深入研究这类束晕-混沌的复杂特性及其产生的物理机制，而且需要研究如何实现对束晕-混沌的有效控制，并寻求和发展其新理论、新方法和新技术。这就向强流离子束物理和非线性-复杂性科学及其技术提出了一系列极富挑战性的新课题。本文结合国内外的研究概况，根据我们多年来的研究成果，特别是我们首创性地提出了一些束晕-混沌的有效控制方法，它们包括：非线性反馈控制法，小波反馈控制法，变结构控制法，延迟反馈控制法，参数自适应控制法等，进行重点的介绍。对上述课题当前的主要进展及相关问题进行系统的总结和比较全面综述的评论。最后，指出该领域今后的研究方向，以推动这个崭新领域的深入研究和应用发展。     

Transport of Neutrally Buoyant and Dense Variably Sized Colloids in a Two-Dimensional Fracture with Anisotropic Aperture

The transport of monodisperse as well as polydisperse colloid suspensions in a two-dimensional, water saturated fracture with spatially variable and anisotropic aperture is investigated with a particle tracking model. Both neutrally buoyant and dense colloid suspensions are considered. Although flow and transport in fractured subsurface formations have been studied extensively by numerous investigators, the transport of dense, polydisperse colloid suspensions in a fracture with spatially variable and anisotropic aperture has not been previously explored. Simulated snapshots and breakthrough curves of ensemble averages of several realizations of a log-normally distributed aperture field show that polydisperse colloids exhibit greater spreading than monodisperse colloids, and dense colloids show greater retardation than neutrally buoyant colloids. Moreover, it is demonstrated that aperture anisotropy oriented along the flow direction substantially increases colloid spreading; whereas, aperture anisotropy oriented transverse to the flow direction retards colloid movement.     

论恒力作用下质点的相对论运动

在相对论情况下，讨论了受恒力作用的质点的运动规律。     

CFD在燃煤细粒子凝聚过程中的应用

燃煤产生的细粒子富集了大量的有毒痕量元素,对大气环境和人类健康造成严重危害。本文针对燃煤细粒子的形成过程,在计算流体力学(CFD)的基础上,结合气溶胶动力学理论,模拟了烟气中细粒子在圆柱形流场中由于碰撞而凝聚的过程,并通过计算结果分析细粒子颗粒特征参量(速度、质量、直径和颗粒数目)随流场的变化趋势,为深入研究燃煤细粒子的形成演化机理提供理论基础。     

Tribute to Endre Csáki and Pál Révész

Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks.     

Magnetic poly(N‐isopropylacrylamide) microspheres by dispersion and inverse emulsion polymerization

The aim of this study was to develop novel thermally responsive polymer microspheres with magnetic properties. Dispersion and inverse emulsion copolymerization of N‐isopropylacrylamide (NIPAAm) and N,N′‐methylenebisacrylamide (MBAAm) was investigated in the presence of γ‐Fe₂O₃ nanoparticles. The resulting microspheres were characterized in terms of morphology, size, polydispersity, iron content, and temperature‐dependent swelling using optical microscopy, transmission electron microscopy, scanning electron microscopy, QELS, and AAS. The effects of several variables, such as the concentration of γ‐Fe₂O₃, MBAAm crosslinking agent, Span 80 surfactant, 2,2′‐azobis(2‐methyloctanenitrile) (AMON) initiator, and polymerization temperature on the properties of the microspheres were studied. Swelling and thermoresponsive behavior of the microspheres containing γ‐Fe₂O₃ nanoparticles were also investigated. The microspheres contained about 8 wt % of iron. The presence of magnetic nanoparticles and their concentration changes did not have any significant effect on the temperature sensitivity of the composites. The particles gradually shrink into an increasingly collapsed state when the temperature is raised to 40 °C since the increase in temperature weakens the hydration and PNIPAAm chains gradually become more hydrophobic, which leads to the collapse of the particles. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 5884–5898, 2007