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51.
Based on supersymmetric quantum mechanics theory, we introduced a supersymmetric unitary transfor mation to diagonalize the Hamiltonian of non-degenerate two-mode two-photon Jaynes-Cummings models which include any forms of intensity-dependent coupling, field-dependent detuning, and field nonlinearity. Its eigenvalue, eigenstates,and time evolution of state vector are obtained. 相似文献
52.
Smooth Solutions to Optimal Investment Models with Stochastic Volatilities and Portfolio Constraints
Pham 《Applied Mathematics and Optimization》2002,46(1):55-78
Abstract. This paper deals with an extension of Merton's optimal investment problem to a multidimensional model with stochastic volatility
and portfolio constraints. The classical dynamic programming approach leads to a characterization of the value function as
a viscosity solution of the highly nonlinear associated Bellman equation. A logarithmic transformation expresses the value
function in terms of the solution to a semilinear parabolic equation with quadratic growth on the derivative term. Using a
stochastic control representation and some approximations, we prove the existence of a smooth solution to this semilinear
equation. An optimal portfolio is shown to exist, and is expressed in terms of the classical solution to this semilinear equation.
This reduction is useful for studying numerical schemes for both the value function and the optimal portfolio. We illustrate
our results with several examples of stochastic volatility models popular in the financial literature. 相似文献
53.
M. Hasanov 《Journal of Mathematical Analysis and Applications》2007,328(2):1487-1494
Nonlinear equations arising in the spectral theory of self-adjoint operator functions and related completeness problems for eigenvectors are studied. A separation theorem about the values of the Rayleigh functional on solutions of a nonlinear equation is proved. This theorem is used, as a new approach to establish completeness of eigenvectors for some classes of self-adjoint operator functions. Examples from matrix pencils are given. 相似文献
54.
In 1991, one of the authors showed the existence of quadratic transformations between the Painlevé VI equations with local monodromy differences (1/2, a, b, ±1/2) and (a, a, b, b). In the present paper we give concise forms of these transformations. They are related to the quadratic transformations obtained by Manin and Ramani–Grammaticos–Tamizhmani via Okamoto transformations. To avoid cumbersome expressions with differentiation, we use contiguous relations instead of the Okamoto transformations. The 1991 transformation is particularly important as it can be realized as a quadratic‐pull back transformation of isomonodromic Fuchsian equations. The new formulas are illustrated by derivation of explicit expressions for several complicated algebraic Painlevé VI functions. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
55.
《Electroanalysis》2006,18(10):947-954
In this work, for the first time a fast continuous cyclic voltammetry was used as a highly sensitive detection method for Penicillin G in a flow‐injection system. A special computer‐based numerical calculation method (using Fast Fourier Transformation) is introduced here for enhancing the analyte signal and noise reduction. During the measurements, the potential waveform (consists of potential steps for cleaning, stripping and potential ramp) was continuously applied on an Au disk microelectrode (with a radius 12.5 μm in radius). The stripping time was less than 200 ms. Effects of rest potential, sweep rate, and delay time on the sensitivity of the method were investigated. The limit of detection of the method was 1.0 × 10?11 M. The detection limit of the method is 660 times lower than the most sensitive reported method. The relative standard deviation of the method at 1.0×10?7 M of Penicillin G was 2.7% for 10 runs. 相似文献
56.
JUGuo-Xing ZhaoXian-Lin 《理论物理通讯》2002,37(4):397-404
The solution transformations and properties of the R-matrices for two-component systems under these transformations are analyzed in details.Not all transformed R-matrices can be put into the Skalyanin‘s formalism.For those R-matrices with all required properties,the effects of solution transformations to the six-and eight-vertex systems with open boundary conditions are discussed.these effects can be one of the following types:the Hamiltonian is invariant or transposition-invariant or made in a similarity transformation,or its coupling coefficients are multiplied by an overall factor,or the spin of the system is rotated around the z axis or/and reflected with respect to some plane.In these cases,the transformed systems remain to be integrable. 相似文献
57.
A. Pellegrinotti 《Journal of statistical physics》1988,53(5-6):1327-1336
A transformation on the two-dimensional torus which is related to the problem of limit distribution for the distance between the levels in the kicked-rotator model is considered. The first four moments of the r.w. which describe the numbers of visits of a point in a rectangle of measure are calculated. It is shown that when 0 they converge to the first four moments of a Poisson r.w. 相似文献
58.
晶化温度对中孔分子筛(M41S)结构转变的影响 总被引:11,自引:6,他引:11
在低表面活性剂浓度及低表面活性剂与氧化硅比的条件下,研究了十六烷基三甲基溴化铵-硅酸钠体系中晶化温度对中孔分子筛M41S材料结构转变的影响。结果有,晶化温度提高至135℃改变了原六方晶相MCM-41的结构,晶化温度提高到150℃后,中孔结构六方MCM-41晶格转变为变不稳定的层状相, 相似文献
59.
60.
Cu-12.7(wt)%Al合金从900℃高温淬至365℃~500℃温度范围等温不同时间(30秒至15分钟)的试样中形成了大量树枝状的γ_2相沉淀粒子。应用配有X线能谱仪(XEDS)和电子能量损失谱仪(EELS)的分析电子显微镜(JEOL JEM-2000FX型)对上还试样研究,结果表明:这些γ_2相粒子具有富铝的“核心”,长大到粒子线度大于约800nm后以不稳定方式生长成“花朵”状。生长过程中伴随着溶质元素Al由基体向γ_2相内的富集。而且在γ_2相粒子内部呈现出Spinodal分解组织的形貌特征,表明γ_2粒子内形成了化学成分调幅。EELS分析表明试样含氧。 相似文献