Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

Decay rate with coordinate-dependent diffusion coefficients

Using a master equation for the reduced density matrix of open quantum system, the influence of coordinate-dependent microscopical diffusion coefficients on the decay rate from a potential well is studied. For different temperatures, frictions, heights of barrier and ratios of stiffnesses of the potential in the minimum and on the top of the barrier, the quasistationary decay rates are obtained with the sets of coordinate-dependent and -independent microscopical diffusion coefficients, and coordinate-dependent phenomenological diffusion coefficients.     

Numerical study for the electrified instability of viscoelastic cylindrical dielectric fluid film surrounded by a conducting gas

The linear electrohydrodynamic cylindrical instability of annular Walters B^′${\mathrm{B}}^{\prime }$ viscoelastic dielectric fluid layer surrounded by a conducting gas in the presence of radial electric field is investigated. The obtained dispersion relation is found to be complicated and cannot be treated theoretically easily. Two limiting cases of interest are investigated, when the inertia is dominant, and when both the kinematic viscosity and viscoelasticity are high, and the corresponding new stability conditions are obtained for both cases. We solve the eigenvalue problem numerically using the continuation method which gives better results than the classical non-linear solvers such as Newton and Secant methods. It is found that the applied radial electric field has a dual role on the stability of the considered system, depending of the chosen wavenumbers range. Both the kinematic viscoelasticity and liquid depth are found to have stabilizing effects, while both the kinematic viscosity and surface tension have destabilizing effects on the considered system. The stability or instability breaks down for critical wavenumber values at which the growth rate vanishes. The behaviors of both the maximum growth rate and the corresponding dominant wavenumber are discussed in detail corresponding to the effect of all physical parameters. Finally a comparison between the results obtained here for Walters B^′${\mathrm{B}}^{\prime }$ viscoelastic fluids, and those obtained here too if the fluid is replaced by a Rivlin–Ericksen viscoelastic one is achieved. The limiting cases of absence of electric field and/or kinematic viscoelasticity are also investigated in detail.     

基于机械-化学的方法在硅表面制造功能化结构

"利用机械与化学结合的方法在芳烃重氮盐溶液中用金刚石刀具切削硅片,使得芳香烃分子和硅之间以共价键连接,实现了对硅片的"成形并功能化"的一步完成．研究了在大气环境如何利用金刚石刀具在硅表面加工出表面质量较好的微结构,为下一步在溶液中"成形并功能化"硅提供好的基底．在溶液中对硅表面进行可控自组装实验,初步研究了切削速度和组装时间对切削处生成自组装膜质量的影响,总结出较适合膜生长的参数．用X射线光电子能谱对自组装膜进行了检测,用扫描电子显微镜和原子力显微镜对自组装膜的表面形貌进行了表征,并用原子力显微镜对自     

Prospects of anionic nanolipoplexes in nanotherapy: transmission electron microscopy and light scattering studies

Currently nanosystems composed of polynucleotides and lipid vesicles (nanolipoplexes) are considered to be promising tools for gene therapeutics. Successful in vivo application of these vectors depends on their physicochemical, technological and biological characteristics including morphology, size distribution, molecular interactions and stability. Anionic nanoliposomes (DPPC:DCP:CHOL) were prepared by two different techniques, namely the conventional thin-film hydration method followed by extrusion, and the heating method (HM), in which no volatile solvent or detergent is used. A non-viral and non-cationic gene transfer vector was constructed by incorporating plasmid DNA (pcDNA3.1/His B/lacZ) to the HM-nanoliposomes by the electrostatic mediation of Ca²⁺ ions. Transfection efficiency of the nanolipoplexes was evaluated using a human bronchial epithelial cell line (16HBE14o-) in the presence of serum. Particle characterisation, stability of the formulations and lipid–DNA interaction studies were performed using transmission electron microscopy (TEM) and light scattering. TEM pictures of nanolipoplexes showed presence of two to four closely packed vesicles with signs of fusion. Efficient delivery of plasmid DNA and subsequent β-galactosidase expression was achieved using the anionic nanolipoplexes. Transfection efficiency increased with lipid:DNA ratio up to 7:1 (w/w), where transfection efficiency was 12-fold higher than in untreated cells. Further increase in lipid ratio decreased transfection. These nanolipoplexes appear to be safe, stable and efficient in the protection and delivery of DNA to different cells and tissues.     

培养兴趣,引导创新——《信息光学》理论教学改革实践

重点研究了针对《信息光学》理论性强的课程和学生在学习过程中兴趣下降以及一知半解等问题,着重从提高学生理论学习兴趣,引导学生创新为出发点,通过改进PPT课件,吸引学生注意,采用深入浅出、举一反三、师生互动、启发式教学方法、理论与实际相结合、教学科研相结合等多种方法和手段,帮助学生建立正确的物理概念,促进学生对数学公式所代表的物理意义的理解,达到改善理论教学效果的目的。同时结合创新性实验建设,培养创新型和复合型人才。     

Fitting elephants in the density functionals zoo: Statistical criteria for the evaluation of density functional theory methods as a suitable replacement for counting parameters

Counting parameters has become customary in the density functional theory community as a way to infer the transferability of popular approximations to the exchange‐correlation functionals. Recent work in data science, however, has demonstrated that the number of parameters of a fitted model is not related to the complexity of the model itself, nor to its eventual overfitting. Using similar arguments, here, we show that it is possible to represent every modern exchange‐correlation functional approximations using just one single parameter. This procedure proves the futility of the number of parameters as a measure of transferability. To counteract this shortcoming, we introduce and analyze the performance of three statistical criteria for the evaluation of the transferability of exchange‐correlation functionals. The three criteria are called Akaike information criterion, Vapnik‐Chervonenkis criterion, and cross‐validation criterion and are used in a preliminary assessment to rank 60 exchange‐correlation functional approximations using the ASCDB database of chemical data.     

激光诱导三维网状石墨烯的一步法制备及应用

三维多孔石墨烯作为一种优异的石墨烯碳材料, 其独特的多孔结构使得材料在具有较大比表面积的同时还保持着足够高的电子迁移率和机械稳定性, 在电子器件中得到了广泛的应用. 本文介绍的激光诱导石墨烯是一种以一步法直接制备得到的三维网状石墨烯材料, 该技术将三维石墨烯的制备和图案化相结合, 无需进行湿化学反应处理, 制作方法更简便, 材料性能更优异. 目前研究主要集中在通过掺杂提高性能和利用转移法实现不同基底器件的制备. 激光诱导石墨烯自身特有的属性如多孔微纳米结构和大的比表面积等使其在超级电容器和传感器等领域拥有较高的应用价值.     

无溶剂法大量制备高效红光碳点及其在白光器件中的应用

以邻苯二胺、 2,5-二氨基苯磺酸和三氯化铝为原料, 通过无溶剂法大量制备了高效的红色荧光碳点 (R-CDs). 制得的碳点尺寸大约为2.4 nm, 含有13%的氮元素, 主要由高度石墨化的碳核及覆盖在其表面的大量官能团构成. 在不同的波长光激发下, 碳点在乙醇溶液中表现出不依赖于激发的红光发射, 其荧光峰位于 704 nm, 最大量子产率达到22%. 由于R-CDs具有优异的光学性质, 利用其构筑了紫外光激发的碳基白色发光二极管, 其色坐标为(0.33, 0.33), 非常接近自然光. 该研究为高效红色荧光碳点的大量制备提供了一种新路径, 同时拓宽了其在白光器件中的应用.     

Cu/MoS2的熔盐电解法制备及其在碱性条件下析氢反应性能的提高

通过熔盐电解法并掺杂过渡金属Cu制备2种不同纳米结构的Cu/MoS_2。采用涂敷法制备工作电极,通过X射线衍射(XRD)、透射电子显微镜(TEM)、能量散射X射线谱(EDS)、扫描电子显微镜(SEM)、选区电子衍射(SAED)以及各种电化学手段验证了其结构和性能。结果表明,纳米片状Cu/MoS_2在碱性溶液(1 mol·L~(-1)KOH)中表现出优异的析氢催化性能:在电流密度为10 mA·cm~(-2)时过电位为199.6 mV,Tafel斜率为59 mV·dec~(-1),双电层电容为26.1 mF·cm~(-2),等效电荷转移电阻为12.4Ω,具有较为良好的电化学耐久性和稳定性。