Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm

We apply the multifractal detrending moving average (MFDMA) to investigate and compare the efficiency and multifractality of 5-min high-frequency China Securities Index 300 (CSI 300). The results show that the CSI 300 market becomes closer to weak-form efficiency after the introduction of CSI 300 future. We find that the CSI 300 is featured by multifractality and there are less complexity and risk after the CSI 300 index future was introduced. With the shuffling, surrogating and removing extreme values procedures, we unveil that extreme events and fat-distribution are the main origin of multifractality. Besides, we discuss the knotting phenomena in multifractality, and find that the scaling range and the irregular fluctuations for large scales in the _Fq(s)$F_q\left(s\right)$ vs s$s$ plot can cause a knot.     

The single-longitudinal-mode operation of a ridge waveguide laser based on two-dimensional photonic crystals

An electrically driven, single-longitudinal-mode GaAs based photonic crystal (PC) ridge waveguide (RWG) laser emitting at around 850 nm is demonstrated. The single-longitudinal-mode lasing characteristic is achieved by introducing the PC to the RWG laser. The triangle PC is etched on both sides of the ridge by photolithography and inductive coupled plasma (ICP) etching. The lasing spectra of the RWG lasers with and without the PC are studied, and the result shows that the PC purifies the longitudinal mode. The power per facet versus current and current-voltage characteristics have also been studied and compared.     

单端面长周期光栅透射模式测量技术

为了实现长周期光栅透射谱测量模式的远距离监测,设计了单端面镀反射膜的测量装置系统,对单端面镀银膜长周期光栅的传感原理做了分析,并从实验的角度分别对单端面镀银膜模式系统和直接透射模式系统的长周期光栅在不同折射率的环境介质中的响应进行了研究,比较了它们的异同。首先,采用2×2单模光纤耦合器分别连接光谱分析仪、光源、长周期光栅。然后,在包含长周期光栅的光纤的另一个端面制备反射银膜。最后,通过测量一系列不同折射率的环境介质,比较了直接透射模式与单端面镀银膜模式下的长周期光栅的响应光谱。实验结果表明:采用波长解调表达时,对于同一种环境介质,两种模式下长周期光栅的响应光谱的谐振波长基本相同;采用功率/峰值解调表达时,随着甘油浓度从水变为80%的甘油溶液,直接透射模式下的光损耗从-6.05 d B变为-9.22 d B,单端面镀银膜模式下的光损耗从-8.03 d B变为-11.33d B。与直接透射模式相比,单端面镀银膜的长周期光栅光谱中的相对光损耗明显增加,谐振峰更尖锐,更有利于谐振波长和谐振峰光损耗值的识别。本研究设计的单端面镀银膜的长周期光栅测量系统不仅保留了长周期光栅透射谱的感应模式,而且使长周期光栅在对环境介质的测量中操作更加灵活方便,尤其是在远距离、恶劣环境或深层液体的折射率测量中具有独特的优势。     

基于不同植被指数的植被-土壤混合像元高光谱偏振信息与模型研究

高光谱遥感被越来越多的应用于确定混合像元的地物组分和比例。将不同面积比例的植被-土壤混合像元作为研究对象,使用偏振装置和 ASD FieldSpec3 光谱仪得到植被-土壤组成的混合像元的偏振反射光谱曲线,计算得到八种植被指数值,讨论不同面积比例,不同偏振角度下植被-土壤混合像元的高光谱偏振特性。研究发现,随着叶片占混合像元面积比例的增大,植被-土壤光谱曲线越来越明显地表现出植被光谱“五谷四峰”的特性,且峰值与谷底的位置与植被光谱基本相同。偏振角越大,混合像元的光谱偏振反射比越大;混合像元条件下,植被所占混合像元的面积比例越大,光谱受偏振角的影响越大。各植被指数与混合像元中植被面积大小呈线性关系,其中植被衰减指数和改进红边归一化植被指数的相关系数最大,可以达到98%左右,适合用于建立植被指数与植被占混合像元面积比例之间的相关模型。在植被面积发生变化时,改进红边比值植被指数的灵敏性更好。在利用光谱吸收特征参数进行植被指数估算时,发现吸收谷深度与光化学植被指数的二次函数模型拟合度最强,决定系数R2为0.963 3;光谱吸收指数与光化学植被指数的二次函数模型拟合度最强,决定系数R2为0.960 5。     

Widely tunable long-period fiber grating with nm-thick higher refractive index film overlay

By introducing a four-layer step-index waveguide modeling, the characteristics of long-period fiber grating (LPFG) with an nm-thick film overlay, which has higher refractive index than that of fiber cladding are investigated in detail. The influence of both the overlay thickness and refractive index on the tuning ability of LPFG is analyzed. The numerical results demonstrate that spectral response of LPFG is divided into three distinct regions as the overlay deposition increases and the shift of resonant wavelength is drastic in some special thickness range. In conjunction with higher-order cladding mode coupling and fiber cladding etching, the sensitivity of LPFG to the overlay refractive index is enhanced significantly and over 120 nm resonant wavelength tunable range is achieved.     

Density functional theory investigation of CN on Cu(1 1 1), Ni(1 1 1) and Ni(1 0 0)

The adsorption of CN on Cu(1 1 1), Ni(1 1 1) and Ni(1 0 0) has been investigated using density functional theory (DFT). While experimental studies of CN on Cu(1 1 1) show the molecular axis to be essentially parallel to the surface, the normally-preferred DFT approach using the generalised gradient approximation (GGA) yields a lowest energy configuration with the C-N axis perpendicular to the surface, although calculations using the local density approximation (LDA) do indicate that the experimental geometry is energetically favoured. The same conclusions are found for CN on Ni(1 1 1); on both surfaces bonding through the N atom is always unfavourable, in contrast to some earlier published results of ab initio calculations for Ni(1 1 1)/CN and Ni(1 0 0)/CN. The different predictions of the GGA and LDA approaches may lie in subtly different relative energies of the CN 5σ and 1π orbitals, a situation somewhat similar to that for CO adsorbed on Pt(1 1 1) which has proved challenging for DFT calculations. On Ni(1 0 0) GGA calculations favour a lying-down species in a hollow site in a geometry rather similar to that found experimentally and in GGA calculations for CN on Ni(1 1 0).     

Converged properties of clean metal surfaces by all-electron first-principles calculations

All-electron full-potential linearized augmented plane-wave calculations of the surface energy, work function, and interlayer spacings of close-packed metal surfaces are presented, in particular, for the free-electron-like metal surfaces, Mg(0 0 0 1) and Al(1 1 1), and for the transition metal surfaces, Ti(0 0 0 1), Cu(1 1 1), Pd(1 1 1), and Pt(1 1 1). We investigate the convergence of the surface energy as a function of the number of layers in the slab, using the Cu(1 1 1) surface as an example. The results show that the surface energy, as obtained using total energies of the slab and bulk from separate calculations, converges well with respect to the number of layers in the slab. Obviously, it is necessary that bulk and surface calculations are performed with the same high accuracy. Furthermore, we discuss the performance of the local-density and generalized gradient approximations for the exchange-correlation functional in describing the various surface properties.     

In situ XPS study of Pd(1 1 1) oxidation. Part 1: 2D oxide formation in 10 mbar O2

The oxidation of the Pd(1 1 1) surface was studied by in situ XPS during heating and cooling in 3 × 10⁻³ mbar O₂. A number of adsorbed/dissolved oxygen species were identified by in situ XPS, such as the two dimensional surface oxide (Pd₅O₄), the supersaturated O_ads layer, dissolved oxygen and the R 12.2° surface structure.Exposure of the Pd(1 1 1) single crystal to 3 × 10⁻³ mbar O₂ at 425 K led to formation of the 2D oxide phase, which was in equilibrium with a supersaturated O_ads layer. The supersaturated O_ads layer was characterized by the O 1s core level peak at 530.37 eV. The 2D oxide, Pd₅O₄, was characterized by two O 1s components at 528.92 eV and 529.52 eV and by two oxygen-induced Pd 3d_5/2 components at 335.5 eV and 336.24 eV. During heating in 3 × 10⁻³ mbar O₂ the supersaturated O_ads layer disappeared whereas the fraction of the surface covered with the 2D oxide grew. The surface was completely covered with the 2D oxide between 600 K and 655 K. Depth profiling by photon energy variation confirmed the surface nature of the 2D oxide. The 2D oxide decomposed completely above 717 K. Diffusion of oxygen in the palladium bulk occurred at these temperatures. A substantial oxygen signal assigned to the dissolved species was detected even at 923 K. The dissolved oxygen was characterised by the O 1s core level peak at 528.98 eV. The “bulk” nature of the dissolved oxygen species was verified by depth profiling.During cooling in 3 × 10⁻³ mbar O₂, the oxidised Pd²⁺ species appeared at 788 K whereas the 2D oxide decomposed at 717 K during heating. The surface oxidised states exhibited an inverse hysteresis. The oxidised palladium state observed during cooling was assigned to a new oxide phase, probably the R 12.2° structure.     

Dissociative adsorption and adsorbate-induced reconstruction on Fe{2 1 1}

The products of CO, NO, O₂ and N₂ dissociation on Fe{2 1 1} have been studied by means of first-principles density functional theory. Preferred adsorption sites for adatoms C, N and O are identified, and trends in charge transfer and surface magnetism described. An experimentally observed (2 × 1) reconstruction induced by O is confirmed to be energetically stable, and a similar reconstruction induced by N is tentatively predicted. It is argued that these reconstructions may be important not only in the context of the catalytic reactivity of the Fe{2 1 1} surface, but also for the initial stages of surface nitridation and oxidation.     

Highly resolved scanning tunneling microscopy study of Si(0 0 1) surfaces flattened in aqueous environment

A surface preparation method with fine SiO₂ particles in water is developed to flatten Si(0 0 1) surfaces on the nanometer scale. The flattening performance of Si(0 0 1) surfaces after the surface preparation method is investigated by scanning tunneling microscopy. The observed surface is so flat that 95% of the view area (100 × 100 nm²) is composed of only three atomic layers, namely, one dominant layer occupying 50% of the entire area and two adjacent layers. Furthermore, a magnified image shows the outermost Si atoms regularly distributed along the 〈1 1 0〉 direction on terraces.