Numerical methods for portfolio selection with bounded constraints

This work develops an approximation procedure for portfolio selection with bounded constraints. Based on the Markov chain approximation techniques, numerical procedures are constructed for the utility optimization task. Under simple conditions, the convergence of the approximation sequences to the wealth process and the optimal utility function is established. Numerical examples are provided to illustrate the performance of the algorithms.     

Structural effect of synthetic zwitterionic cosolutes on the stability of DNA duplexes

The molecular design of useful cosolutes for polymerase chain reaction (PCR), which is one of the most important techniques in molecular biology, plays a significant role in amplification of highly stable genome sequences because during PCR, strand dissociation sometimes fails due to high melting temperature. Here, we designed and synthesized eight new zwitterionic cosolutes derived from glycine betaine, a destabilizing reagent for GC-rich DNA duplexes, and systematically compared their ability to destabilize DNA duplexes and to amplify genome DNA by PCR. We found that introduction of n-butyl groups rather than methyl groups into the ammonium group reduced the melting temperature of DNA duplexes 11-fold more than what was observed for the scaffold cosolute, glycine betaine, and furthermore, the cosolute can amplify the stable genome sequence by PCR.     

An ab initio study of electrophilic aromatic substitution

Proton affinities are calculated at all reactive positions for the normal benzenoid hydrocarbons, benzene, naphthalene, phenanthrene and anthracene, a strained benzenoid hydrocarbon, biphenylene, and a nonalternant hydrocarbon, fluoranthene, and the results are compared to experimental protodetritiation rates. Methods used include PM3 and Hartree-Fock calculations at the STO-3G, 3-21G*, 6-31G* and MP2//6-31G* levels. Generally good agreement is found between theory and experiment with 6-31G* giving the best correlations. Received: 11 June 1998 / Accepted: 3 September 1998 / Published online: 23 February 1999     

非均匀外磁场下海森堡自旋链的热纠缠

研究了两量子比特海森堡XXX自旋链处于x方向的非均匀磁场时系统的纠缠特性,并用负度N来度量.得到N的解析表达式,并在此基础上进行数值计算.仔细讨论了均匀磁场B、非均匀磁场b、温度T和自旋耦合系数J对纠缠度N的影响.结果表明:N会随着■和T的增大而减小,但会随着J的增大而增大.同时,增大的J和b还会使临界磁场■和临界温度T_th变大,从而使系统中热纠缠存在的磁场范围和温度范围都变大.这一点在较大磁场和较高温度下需要纠缠具有实际意义.由此,我们可以通过调节B、b、T和J来控制热纠缠,这对固态系统中通过构建和选择参数调整系统的纠缠度具有一定的作用和意义.     

Unexpected reactivity for the RAFT copolymerization of oligo(ethylene glycol) methacrylates

Homo‐ and copolymers of di(ethylene glycol) methyl ether methacrylate (DEGMA) and oligo(ethyleneglycol) methyl ether methacrylate (OEGMA₁₁₀₀) were synthesized with various chain lengths via reversible addition fragmentation chain transfer (RAFT) polymerization in ethanol using [M]/[RAFT] ratios of 100 and 200. Kinetic investigations on the homo‐ and copolymerization of these monomers were performed using a parallel synthesizer resulting in well‐defined polymers with polydispersity indices mostly below 1.3. The polymerization kinetics are presented and discussed in detail surprisingly revealing that the DEGMA homopolymerization is slower than the OEGMA₁₁₀₀ homopolymerization. Transfer coefficients c were estimated to be ～0.5 for the RAFT polymerization of both DEGMA and OEGMA₁₁₀₀ resulting in hybrid behavior at the beginning of the polymerizations. Subsequent copolymerization also revealed fast incorporation of the OEGMA₁₁₀₀ and relatively slow incorporation of DEGMA resulting in well‐defined copolymers with a molecular weight up to 100 kDa and polydispersities around 1.20. © 2009 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 47: 2811–2820, 2009     

Higher Toda Mechanics and Spectral Curves

For each of the Lie algebras gln and g~ln we construct a family of integrable generalizations of the Toda chains characterized by two integers m and m_. The Lax matrices and the equations of motion are given explicitly, and the integrals of motion can be calculated in terms of the trace of powers of the Lax matrix L. For the case of m =m_,we find a symmetric reduction for each generalized Toda chain we found, and the solution to the initial value problems of the reduced systems is outlined. We also studied the spectral curves of the periodic (m ,m_)-Toda chains, which turns out to be very different for different pairs of m and m_. Finally we also obtain the nonabelian generalizations of the (m ,m_)-Toda chains in an explicit form.     

合成高密度烃类燃料研究进展

本文对合成高密度烃类燃料的进展进行了总结,分别对多环烃类燃料、高张力笼状烃类燃料和添加纳米级微粒的燃料进行了评述.以烃类物质为原料,通过聚合、加氢、异构等工艺合成的多环高密度燃料拥有较高的能量密度和较佳的稳定性能,是目前高密度燃 料的发展重点.高张力笼状烃类燃料和添加纳米级微粒的燃料拥有更大的密度(一般大于1g/ cm3)和燃烧热值,是极具发展前景的新一代燃料。     

吸热型碳氢燃料的结焦研究Ⅰ含硫抑制剂

在连续进样微反测焦系统上考察了二硫化碳、噻酚等含硫化合物添加前后碳氢燃料S-1裂解结焦速率的变化。结果显示,两种含硫抑制剂均可明显降低燃料裂解时的结焦速率,二硫化碳的抑制效果较好,可以使初始结焦速率降低90％。同时,气相色谱的分析结果显示,含硫抑制剂对燃料裂解产物的分布情况有一定影响,促进了烯烃选择性的提高,有利于改善燃料的吸热能力。利用扫描电镜以及元素分析手段对焦形态结构和元素组成的研究结果显示,含硫抑制剂还有利于改善焦的形态结构以及氢碳元素组成,对清焦工作有一定帮助。     

Chain transfer by addition-fragmentation mechanism. VII. Radical polymerization of vinyl monomers in the presence of ethyl 2-[1-(trimethylsilylperoxy)ethyl]propenoate and related compounds

Ethyl 2-[1-(trimethylsilylperoxy)ethyl]propenoate 1 , ethyl 2-[1-(dimethylvinylsilylperoxy)-ethyl]propenoate 2 , ethyl 2-[1-(1-(2-ethoxycarbonyl-1-methyl-2-propenylperoxysilyl)-1-methylethylperoxy)ethyl]propenoate 3 , and 2-phenyl-2-trimethylsilylperoxypropane 4 were synthesized and added to the free radical polymerization of vinylic monomers. 1 and 2 were found to show no homopolymerizability but act as effective chain transfer reagents in radical polymerizations of methyl methacrylate (MMA), styrene (St), and n-butyl acrylate (BA). The estimated chain transfer constants (C_tr) are as follows: C_tr ( 1 ) = 0.15 for MMA, 0.90 for St, and 2.03 for BA at 60°C; C_tr ( 2 ) = 0.12 for MMA, 1.16 for St, and 1.9 for BA at 60°C. ¹H–NMR spectra of poly(St) formed in the presence of 1 is consistent with the view that the polymers bear an oxirane at one terminal and an trimethylsilyloxy fragment at the other end. Moreover, peroxysilane 4 showed very low transfer properties by direct homolytic substitution (SH₂). These findings indicate that the ethyl 2-[1-(substituted dimethylsilylperoxy)ethyl]-propenoates 1–3 undergo chain transfer reaction via a intramolecular homolytic substitution (SHi) following an addition process. Preparation of poly(styrene) up to high conversion in the presence of 3 yielded to the formation of the corresponding polymeric structures bearing hydrolysable C(SINGLE BOND)O(SINGLE BOND)Si(SINGLE BOND)O(SINGLE BOND)C bonds. © 1996 John Wiley & Sons, Inc.     

有机酸对非离子型表面活性剂浊点的影响

有机酸对非离子表面活性剂TritonX-100浊点的影响与酸的亲水性能、空间效应及其在胶束中的增溶位置有关。直链一元酸的加入均使浊点下降,且酸的碳链越长影响越大。直链二元酸对TritonX-100浊点下降的影响小于直链一元酸,且碳原子数nc<6时,使得浊点略有升高;nc≥6时,使得浊点下降。由于空间位阻作用,支链酸和取代酸使TritonX-100浊点降低幅度较小。