马科维兹资产组合选择模型的旋转算法

提出线性不等式组的一种旋转算法，并用其求解马科维兹资产组合选择模型，此算法每次迭代约需n^2次乘法和加法，其中n是模型中变量的数目，在微机上运行Delphi程序的实验结果表明，从上海和深圳股市1072支股票70期周末收盘价计算出20个最优投资组合仅需314次迭代和45s。     

Homogenization of two-phase flow: high contrast of phase permeabilityHomogénéisation d'écoulement diphasique : grand contraste de perméabilité d'une phase

The steady-state two-phase flow non-linear equation is considered in the case when one of phases has low effective permeability in some periodic set, while on the complementary set it is high; the second phase has no contrast of permeabilities in different zones. A homogenization procedure gives the homogenized model with macroscopic effective permeability of the second phase depending on the gradient and on the second order derivatives of the macroscopic pressure of the first phase. This effect cannot be obtained by classical (one small parameter) homogenization. To cite this article: G.P. Panasenko, G. Virnovsky, C. R. Mecanique 331 (2003).     

C++QED: an object-oriented framework for wave-function simulations of cavity QED systems

We present a framework for efficiently performing Monte Carlo wave-function simulations in cavity QED with moving particles. It relies heavily on the object-oriented programming paradigm as realised in C++, and is extensible and applicable for simulating open interacting qua ntum dynamics in general. The user is provided with a number of “elements”, e.g. pumped moving particles, pumped lossy cavity modes, and various interactions to compose complex interacting systems, which contain several particles moving in electromagnetic fields of various configurations, and perform wave-function simulations on such systems. A number of tools are provided to facilitate the implementation of new elements.     

On the Constituent Structure of a Classical Mixture

Thiw work is concerned with the formulation of constituent interactions and corresponding balance relations in classical mixture theory as based on a model for the (classical) constituent structure of such a mixture.     

Thermal helium clusters at 3.2 Kelvin in classical and semiclassical simulations

The thermodynamic stability of⁴He_4–13 at 3.2 K is investigated with the classical Monte Carlo method, with the semiclassical path-integral Monte Carlo (PIMC) method, and with the semiclassical all-order many-body method. In the all-order many-body simulation the dipole-dipole approximation including short-range correction is used. The resulting stability plots are discussed and related to recent TOF experiments by Stephens and King. It is found that with classical Monte Carlo of course the characteristics of the measured mass spectrum cannot be resolved. With PIMC, switching on more and more quantum mechanics. by raising the number of virtual time steps results in more structure in the stability plot, but this did not lead to sufficient agreement with the TOF experiment. Only the all-order many-body method resolved the characteristic structures of the measured mass spectrum, including magic numbers. The result shows the influence of quantum statistics and quantum mechanics on the stability of small neutral helium clusters.     

Metastability of a circular o-ring due to intrinsic curvature

An o-ring takes spontaneously the shape of a chair when strong enough torsion is applied in its tangent plane. This state is metastable, since work has to be done on the o-ring to return to the circular shape. We show that this metastable state exists in a Hamiltonian where curvature and torsion are coupled via an intrinsic curvature term. If the o-ring is constrained to be planar (2d case), this metastable state displays a kink-anti-kink pair. This state is metastable if the ratio is less than , where C and A are the torsion and the bending elastic constants [#!landau!#]. In three dimensions, our variational approach shows that . This model can be generalized to the case where the bend is induced by a concentration field which follows the variations of the curvature. Received: 27 August 1997 / Revised: 23 October 1997 / Accepted: 12 November 1997     

Metric fluctuations,entropy, and the Wheeler-deWitt equation

Quantization using quantum potentials is described in terms of momentum fluctuations, and it is related to Fisher information and entropy. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 32–44, July, 2007.     

Adhesion studies of latex film surfaces on the meso- and nanoscale

In this paper the effects of surface roughness and annealing temperature (T) of latex coating films on adhesion are discussed for the different stages of the film formation process. The surface free energy of latex films was assessed in terms of practical work of adhesion (W) (or adherence) using a custom-built adhesion-testing device (ATD), atomic force microscopy (AFM), and contact angle measurements. For preannealed latex films surface roughness averages (R_a) were determined from AFM height images and were related to the values of W obtained from ATD measurements at room temperature. The results obtained using these tests exhibiting surface behavior on different length scales indicate a dependence of the measured adhesion on surface roughness and temperature, as well as on the length scale of the measurements.First preannealed samples were studied, which were obtained by heat treatment above the respective glass transition temperatures (T_g). Increasing the temperature of preannealing resulted in a decrease of the adherence observed in ATD experiments at room temperature. However, on the nanoscale, using AFM, no significant variation of the adherence was observed. This observation can be explained by roughness arguments. Preannealing decreases roughness which results in lower adherence values measured by ATD while for essentially single asperity AFM experiments roughness has an insignificant effect. Specimens were also annealed over a constant period of time (90 min) at different temperatures. At the end of the heat treatment, adhesion was measured at the treatment temperature by ATD. The amplified effect of temperature observed in this case on adherence is attributed to the combination of roughness decrease and increasing test temperature. In a third set of experiments completely annealed samples were studied by ATD as well as by AFM as a function of temperature. With increasing T values ATD showed a decrease in adherence, which is attributed to a decreasing surface free energy of the annealed films at elevated T values. AFM, on the other hand, showed an opposite trend which is assigned to increasing penetration of the tip into the tip/wetting polymer samples versus increasing temperature. Finally, annealing isotherms as a function of time were investigated by ATD in situ at different temperatures. This last set of experiments allowed us to optimize annealing time and temperature to achieve complete curing.     

A Model for Spacetime: The Role of Interpretation in Some Grothendieck Topoi

We analyse the proposition that the spacetime structure is modified at short distances or at high energies due to weakening of classical logic. The logic assigned to the regions of spacetime is intuitionistic logic of some topoi. Several cases of special topoi are considered. The quantum mechanical effects can be generated by such semi-classical spacetimes. The issues of: background independence and general relativity covariance, field theoretic renormalization of divergent expressions, the existence and definition of path integral measures, are briefly discussed in the proposal. The connection with some problems in foundations of mathematics and differential topology are also discussed.     

Monte Carlo Hamiltonian: Linear Potentials

We further study the validity of the Monte Carlo Hamiltonian method. The advantage of the method,in comparison with the standard Monte Carlo Lagrangian approach, is its capability to study the excited states. Weconsider two quantum mechanical models: a symmetric one V(x) = |x|/2; and an asymmetric one V(x) = ∞, forx ＜ 0 and V(x) = x, for x ≥ 0. The results for the spectrum, wave functions and thermodynamical observables are inagreement with the analytical or Runge-Kutta calculations.