中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

等电荷态离子与He原子碰撞中的转移电离过程研究

采用位置灵敏探测和飞行时间技术测量了等电荷态离子C^q 、N^q 、O^q 、Ne^q (q=4，5，6，7)与He原子碰撞中，转移电离截面与单电子俘获截面的比值Ro研究了相同q入射的情况下，R与入射离子核电荷数Z的依赖关系。在统计蒸发模型的基础上对实验结果进行了解释。     

Chemical Potential Dependence of the Dressed-Quark Propagator in a Simple Confining QCD Model

Based on the Dyson-Schwinger approach, a method for obtaining the chemical potential dependence of the dressed quark propagator in the ‘Nambu-Goldstone‘ and the ‘Wigner‘ phase is developed. The bag constant in the presence of the non-zero chemical potential is analysed.     

深能级杂质对光导半导体开关非线性特性的影响

建立了非线性GaAs光导开关深能级杂质瞬态模型的基本方程,获得了与实验现象定性吻合的电流输出,给出了平均载流子随时间演化的情况.分析结果表明,在考虑了深能级杂质的俘获、发射和碰撞电离后,有可能对非线性光导开关中发生的一系列现象做出解释,进一步的仔细分析将对非线性光导开关的设计和制作提供理论指导.     

FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME

The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.     

ASYMPTOTIC BEHAVIOR OF THE DRIFT-DIFFUSION SEMICONDUCTOR EQUATIONS

This paper is devoted to the long time behavior for the Drift-diffusion semi-conductor equations. It is proved that the dynamical system has a compact, connected and maximal attractor when the mobilities are constants and generation-recombination term is the Auger model; as well as the semigroup S(t) defined by the solutions map is differential. Moreover the upper bound of Hausdorff dimension for the attractor is given.     

P(α,α′)πN反应中N(1440)激发的蒙特卡罗研究

在P(α,α′)πN反应的几种反应机制中研究N^*(1440)激发, 利用蒙特卡罗模拟的办法重现N^*(1440)共振峰的位置, 我们在给定入射能量情况下模拟出末态各出射粒子的动量, 角分布情况. 计算结果可以在πN的不变质量谱中观察到明显的N^*(1440)共振峰, 同时达里兹图中在πN系统能量平方为2100MeV²附近事件分布密集, 而别的组态却没有观察到这些情况, 这都说明了πN共振粒子N^*(1440)的产生.     

Big Bounce Singularity of a Simple Five—Dimensional Cosmological Model

The big bounce singularity of a simple five-dimensional cosmological model is studied.Contrary to the standard big bang space-time singularity,this big bounce singularity is found to be an event horizon at which the scale factor and the mass density of the universe are finite,while the pressure undergoes a sudden transition from negative infinity to positive infinity.By using coordinate transformation it is also shown that before the bounce the universe contracts deflationary.According to the proper-time,the universe may have existed for an infinitely long time.     

Critical Behaviour of the One—Dimensional Ferromagnetic t—J Model

The one-dimensional super-symmetric ferromagnetic t-J model is studied via the thermal Bethe ansatz.Analytic expressions of the free energy for T→O are obtained.A new critical behaviour beyond the universal class of Luttinger Liquids is found in this system.     

让数学课上得"错"一些

我们经常看到一些精心打造的公开课,上课老师或有深不可测的思维技巧、丝丝入扣而又头头是道的思路剖析;或天衣无缝的师生配合、画龙点睛般的神来之笔;或夺人心目的课件、令人眼花缭乱的影象视听;或口若悬河般抑扬顿挫的语言、不差毫厘的时间安排……,总之,老师高超的艺术令人拍案叫绝,深刻的印象多少天后有人还记忆犹新.但也有很多人半喜半忧地发出有声或无声的疑问:“这是真实的数学课?真实的数学课难道能这样完美无缺吗?有无表演的成分?平时的常态课又应是什么样的呢?”求真务实是在日常生活中对每一个人的要求,还数学课之本来面目,需要…