带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法

我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动模型,它是基本的随机波动模型的一个自然的推广.进一步,对于这一新模型,我们给出了一个马尔可夫链蒙特卡罗(M CM C)算法.最后,利用该模型的模拟数据,展示了M CM C算法在这种模型中的应用.     

Deposition of Au/TiO2 film by pulsed laser

Au nanoparticles, which were photoreduced by a Nd:YAG laser in HAuCl₄ solution containing TiO₂ colloid and accompanied by the TiO₂ particles, were deposited on the substrate surface. The film consisting of Au/TiO₂ particles was characterized by the absorption spectra, scanning electron microscopy (SEM) and X-ray diffraction (XRD) analysis. The adhesion between the film and substrate was evaluated by using adhesive tape test. It was found that the presence of TiO₂ dramatically enhanced the adhesion strength between the film and the substrate, as well as the deposition rate of film. The mechanism for the deposition of Au/TiO₂ film was also discussed.     

Nonparametric Density Estimation in Hidden Markov Models

Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study the kernel estimate of the density of the observed variables { Y n }when a 'stable' status is reached.     

Approximating the single source unsplittable min-cost flow problem

In the single source unsplittable min-cost flow problem, commodities must be routed simultaneously from a common source vertex to certain destination vertices in a given graph with edge capacities and costs; the demand of each commodity must be routed along a single path so that the total flow through any edge is at most its capacity. Moreover, the total cost must not exceed a given budget. This problem has been introduced by Kleinberg [7] and generalizes several NP-complete problems from various areas in combinatorial optimization such as packing, partitioning, scheduling, load balancing, and virtual-circuit routing. Kolliopoulos and Stein [9] and Dinitz, Garg, and Goemans [4] developed algorithms improving the first approximation results of Kleinberg for the problem of minimizing the violation of edge capacities and for other variants. However, known techniques do not seem to be capable of providing solutions without also violating the cost constraint. We give the first approximation results with hard cost constraints. Moreover, all our results dominate the best known bicriteria approximations. Finally, we provide results on the hardness of approximation for several variants of the problem. Received: August 23, 2000 / Accepted: April 20, 2001?Published online October 2, 2001     

Continuous time collocation methods for Volterra-Fredholm integral equations

Summary Integral equations of mixed Volterra-Fredholm type arise in various physical and biological problems. In the present paper we study continuous time collocation, time discretization and their global and discrete convergence properties.     

Optimality relationships forp-cyclic SOR

Summary The optimality question for blockp-cyclic SOR iterations discussed in Young and Varga is answered under natural conditions on the spectrum of the block Jacobi matrix. In particular, it is shown that repartitioning a blockp-cyclic matrix into a blockq-cyclic form,q, results in asymptotically faster SOR convergence for the same amount of work per iteration. As a consequence block 2-cyclic SOR is optimal under these conditions.Research supported in part by the US Air Force under Grant no. AFOSR-88-0285 and the National Science Foundation under grant no. DMS-85-21154 Present address: Boeing Computer Services, P.O. Box 24346, MS 7L-21, Seattle, WA 98124-0346, USA     

Markov processes associated with L p -resolvents and applications to stochastic differential equations on Hilbert space

We give general conditions on a generator of a C₀-semigroup (resp. of a C₀-resolvent) on L^p(E,μ), p ≥ 1, where E is an arbitrary (Lusin) topological space and μ a σ-finite measure on its Borel σ-algebra, so that it generates a sufficiently regular Markov process on E. We present a general method how these conditions can be checked in many situations. Applications to solve stochastic differential equations on Hilbert space in the sense of a martingale problem are given. Dedicated to Giuseppe Da Prato on the occasion of his 70th birthday     

CuX(X=Al, Ga, In)分子的势能函数与稳定性的密度泛函研究

根据原子分子反应静力学原理导出了CuX(X=Al,Ga,In) 分子基态电子状态及其离解极限,并在B3LYP/LANL2DZ水平上计算了平衡几何、振动频率和解离能.利用Murrell-Sorbie 函数拟合出了解析势能函数,并计算出光谱参数和力常数.计算结果表明该分子体系是稳定存在的,其稳定性排序为 CuAl＞CuGa＞CuIn.     

Ca3La(BO3)3：Tb3+的合成与发光性质

高温固相反应法合成了Ca₃La(BO₃)₃:Tb³⁺光致发光材料。利用扫描电镜和激光衍射分析仪测定了样品的晶粒形貌及粒径大小分布,利用荧光分光光度计研究了Ca₃La(BO₃)₃:Tb³⁺的光致发光特性。确定了在Ca₃La(BO₃)₃基质中Tb³⁺离子浓度对其发光强度的影响及其自身浓度猝灭机理;探讨了助熔剂Li₂CO₃、敏化剂Ce³⁺离子的加入对荧光粉发光强度的影响。     

纳米晶ZrO2:Er3+-Yb3+的制备及其室温上转换发射

用化学共沉淀法制备了ZrO₂:Er³⁺-Yb³⁺纳米晶粉体，所制备的纳米晶粉体具有较强的室温上转换发射和红外发射.研究了样品的晶体结构和上转换发光性质随着Yb³⁺掺杂浓度和煅烧温度的变化关系.通过X射线衍射谱分析发现，经800℃煅烧2h后得到的ZrO₂:Er³⁺-Yb³⁺纳米晶是四方相和单斜相的混合结构，经950℃煅烧2h后得到的样品以单斜相为主，随着Y