A Pedagogical Perspective on Ambipolar FETs

The operation of an ambipolar field‐effect transistor (FET) is described using a simple diagram depicting the gate voltage and channel potential profile relative to the injection threshold voltage of charge carriers. From this diagram, the transition between transistor‐operation regimes and the resulting current–voltage relations can be easily understood. Also, a practical guidance for the operation of an ambipolar FET is provided. In particular, conditions to achieve the true ambipolar regime, which is of particular interest for light‐emitting transistor operation, and a correct method to extract electron and hole mobilities from a given current–voltage curve are presented.     

保偏光纤中相近频率传输区域的调制不稳定性

利用激光脉冲在光纤中传播时所遵守的相干非线性薛定谔耦合方程,研究了保偏光纤中两相近频率的线偏振光，其偏振方向相互正交且平行于光纤的双折射轴，且偏振方向沿两个双折射轴的分量强度相等时，在同为反常色散区和正常色散区所产生的调制不稳定性.结果表明在反常色散区和正常色散区都能产生调制不稳定性；在正常色散区存在不同的调制不稳定性功率区域，对应不同的功率区域，导致增益谱表现出明显的不同，并且当输入功率一定时，波长差(或频率差)的变化导致增益谱的变化. 关键词： 相近频率传输区域 双折射 保偏光纤 调制不稳定性     

Autoregulated Impulse Point Heating of a Finite Medium

We consider a finite heat conducting medium whose boundary is maintained at zero temperature and, moreover, to which the same amount of heat is supplied at a certain point at the instant when the temperature at this point decreases to a given level. Up to an arbitrary shift in time, we prove the existence and uniqueness of a periodic regime with a unique heat pulse during each period. We present an efficient algorithm for constructing this regime if the medium is either an n-dimensional ball heated at the center or an interval heated at an arbitrary point.     

关于货币市场结构转换利率期限结构的实证研究

基本的利率期限结构模型均未能将结构转换效应考虑进来,因此为了探讨结构转换架构下利率期限结构模型的特性,本文在中国货币市场利率数据的基础上对基本利率期限结构模型和结构转换利率期限结构模型进行了比较研究,结果发现中国货币市场利率动态中存在明显的结构转换效应,且在结构转换效应中其本身也存在着不稳定性,这充分反映了中国货币市场在发展过程中的不成熟特征.     

Optimal harvesting policy of an inland fishery resource under incomplete information

A new mathematical model for finding the optimal harvesting policy of an inland fishery resource under incomplete information is proposed in this paper. The model is based on a stochastic control formalism in a regime‐switching environment. The incompleteness of information is due to uncertainties involved in the body growth rate of the fishery resource: a key biological parameter. Finding the most cost‐effective harvesting policy of the fishery resource ultimately reduces to solving a terminal and boundary value problem of a Hamilton‐Jacobi‐Bellman equation: a nonlinear and degenerate parabolic partial differential equation. A simple finite difference scheme for solving the equation is then presented, which turns out to be convergent and generates numerical solutions that comply with certain theoretical upper and lower bounds. The model is finally applied to the management of Plecoglossus altivelis, a major inland fishery resource in Japan. The regime switching in this case is due to the temporal dynamics of benthic algae, the main food of the fish. Model parameter values are identified from field measurement results in 2017. Our computational results clearly show the dependence of the optimal harvesting policy on the river environmental and biological conditions. The proposed model would serve as a mathematical tool for fishery resource management under uncertainties.     

Localized peaking regimes for quasilinear parabolic equations

This paper deals with the asymptotic behavior as of all weak (energy) solutions of a class of equations with the following model representative: with prescribed global energy function Here , , , Ω is a bounded smooth domain, . Particularly, in the case it is proved that the solution u remains uniformly bounded as in an arbitrary subdomain and the sharp upper estimate of when has been obtained depending on and . In the case for all , sharp sufficient conditions on degeneration of near that guarantee the above mentioned boundedness for an arbitrary (even large) solution have been found and the sharp upper estimate of a final profile of the solution when has been obtained.     

Dynamics of Wave Scintillation in Random Media

This paper concerns the asymptotic structure of the scintillation function in the simplified setting of wave propagation modeled by an Itô–Schrödinger equation. We show that the size of the scintillation function crucially depends on the smoothness of the initial conditions for the wave equation and on the size of the “array of detectors” where the wave fields are measured. In many practical settings, we show that the estimates are optimal and devise an equation for the appropriately rescaled scintillation function. The estimates are based on a careful analysis of Wigner transforms and of linear kinetic equations involving oscillatory integrals.     

Influence of filter ventilation on the chemical composition of cigarette mainstream smoke

Total yields of cigarette smoke constituents are greatly influenced by smoking behaviour, the tobacco blend as well as a variety of cigarette design parameters. Thereby, filter ventilation, i.e. diluting the smoke by providing a zone of microscopic holes around the circumference of the filter is one method to reduce the yield of ‘tar’ and other smoke compounds. However, little is known how these design variations influence the combustion conditions, and therefore, the overall chemical pattern of the smoke. In this paper single photon ionization-time-of-flight mass spectrometry (SPI-TOFMS) is used to characterize and compare cigarettes on a puff-by-puff basis, which differ only in filter ventilation magnitude. The research cigarettes investigated were made from Virginia tobacco and featured filter ventilations of 0% (no ventilation), 35%, and 70%. The cigarettes were smoked under two different puffing regimes, one using the puffing parameters of the conventional International Organization for Standardization (ISO) smoking regime and a more intense smoking condition. Results show that every variation entails a change of the chemical pattern, whereby, in general, cigarettes with 0% filter ventilation as well as the intense smoking regime lead to a more complete combustion compared to the ISO smoking conditions and the high ventilated cigarettes. Changes in the overall patterns can also be observed during the smoking for individual puffs. Some substances dominate the first puff, some species are more pronounced in the middle puffs, whereas others are preferably formed in the last puffs. This demonstrates the high complexity of the occurring processes. Results might help to understand the formation and decomposition reactions taking place when a cigarette is smoked and offer scope for targeted reduction strategies for specific toxicants or groups of toxicants in the smoke.     

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??In this paper, we consider the optimal dividend problem in the spectrally positive L\'{e}vy model with regime switching. By an auxiliary optimal problem, the principle of dynamic programming and the fluctuation theory of L\'{e}vy processes, we show that optimal strategy is a modulated barrier strategy. The value function and the optimal dividend barrier are obtained by iteration.     

A note on chaotic and predictable representations for Itô–Markov additive processes

In this article, we provide predictable and chaotic representations for Itô–Markov additive processes X. Such a process is governed by a finite-state continuous time Markov chain J which allows one to modify the parameters of the Itô-jump process (in so-called regime switching manner). In addition, the transition of J triggers the jump of X distributed depending on the states of J just prior to the transition. This family of processes includes Markov modulated Itô–Lévy processes and Markov additive processes. The derived chaotic representation of a square-integrable random variable is given as a sum of stochastic integrals with respect to some explicitly constructed orthogonal martingales. We identify the predictable representation of a square-integrable martingale as a sum of stochastic integrals of predictable processes with respect to Brownian motion and power-jumps martingales related to all the jumps appearing in the model. This result generalizes the seminal result of Jacod–Yor and is of importance in financial mathematics. The derived representation then allows one to enlarge the incomplete market by a series of power-jump assets and to price all market-derivatives.