Spectral estimates for saddle point matrices arising in weak constraint four‐dimensional variational data assimilation

We consider the large sparse symmetric linear systems of equations that arise in the solution of weak constraint four‐dimensional variational data assimilation, a method of high interest for numerical weather prediction. These systems can be written as saddle point systems with a 3 × 3 block structure but block eliminations can be performed to reduce them to saddle point systems with a 2 × 2 block structure, or further to symmetric positive definite systems. In this article, we analyse how sensitive the spectra of these matrices are to the number of observations of the underlying dynamical system. We also obtain bounds on the eigenvalues of the matrices. Numerical experiments are used to confirm the theoretical analysis and bounds.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

腔光子-自旋波量子耦合系统中各向异性奇异点的实验研究

通过耦合三维微波腔中光子和腔内钇铁石榴石单晶小球中的自旋波量子形成腔-自旋波量子的耦合系统,并通过精确调节系统参数在该实验系统中观测到各向异性奇异点.奇异点对应于非厄米系统中一种特殊状态,在奇异点处,耦合系统的本征值和本征矢均简并,并且往往伴随着非平庸的物理性质.以往大量研究主要集中在各向同性奇异点的范畴,它的特征是在系统参数空间中沿着不同参数坐标趋近该奇异点时具有相同的函数关系.在这篇文章中,主要介绍实验上在腔光子-自旋波量子耦合系统中通过调节系统的耦合强度和腔的耗散衰减系数两条趋近奇异点的路径而实现了各向异性奇异点,具体分别对应于在趋近奇异点时,本征值的虚部的变化与耦合强度和腔的衰减系数的变化会有线性和平方根不同的行为.各向异性奇异点的实现有助于基于腔光子-自旋波量子耦合系统的量子信息处理和精密探测器件的进一步研究.     

用等厚干涉测定液体折射率

介绍一种采用等厚干涉原理测定液体折射率的简单可靠的方法。     

Optimal Planar Interception with Fixed End Conditions: Approximate Solutions

In a previous paper (Ref. 1), an exact solution of the optimal planar interception with fixed end conditions was derived in closed form. The optimal control was expressed as an explicit function of the state variables and two fixed parameters, obtained by solving a set of nonlinear algebraic equations involving elliptic integrals. In order to facilitate the optimal control implementation, the present paper derives a highly accurate simplified solution assuming that the ratio of the pursuer turning radius to the initial range is small. An asymptotic expansion further reduces the computational workload. Construction of a near-optimal open-loop control, based on the approximations, completes the present paper.     

部分相干电磁光束在湍流介质中传输的偏振变化

 从推广的惠更斯-菲涅尔原理出发，推导出了部分相干电磁光束的偏振态在湍流介质中传输的表达式。并以电磁高斯-谢尔模型(EGSM)光束为例，研究了湍流对电磁高斯-谢尔模型光束偏振态的影响。研究结果表明，对于轴上点，湍流介质的折射率结构常数越大，偏振度趋于最大值的速度越快，达到的最大值越小；光斑越大，偏振度达到最大值的位置离光源越远，在光斑增大的过程中，偏振度所达到的极大值会先增大后减小，最后保持与光源相同的偏振度不变。对于轴外点，一个固定的z，光的偏振度随着离轴距离的增大而逐渐下降，并最终等于零。折射率结构常数越大，偏振度随离轴距离的增大而下降得越缓慢；光斑越大，偏振度随离轴距离的增大下降得越快。     

High index of refraction via quantum interference in a three-level system of Er^3＋-doped yttrium aluminium garnet crystal

A simple three-level system is proposed to produce high index of refraction with zero absorption in an Er^3＋-doped yttrium aluminium garnet （YAG） crystal, which is achieved for a probe field between the excited state 4I13/2 and ground state 4I15/2 by adjusting a strong coherent driving field between the upper excited state 4I11/2 and 4I15/2. It is found that the changes of the frequency of the coherent driving field and the concentration of Er^3＋ ions in the YAG crystal can maximize the index of refraction accompanied by vanishing absorption. This result could be useful for the dispersion compensation in fibre communication, laser particle acceleration, high precision magnetometry and so on.     

Well-Posedness by Perturbations of Variational Problems

In this paper, we consider the extension of the notion of well-posedness by perturbations, introduced by Zolezzi for optimization problems, to other related variational problems like inclusion problems and fixed-point problems. Then, we study the conditions under which there is equivalence of the well-posedness in the above sense between different problems. Relations with the so-called diagonal well-posedness are also given. Finally, an application to staircase iteration methods is presented.     

Banach空间二阶非线性微分方程的弱Carathéodory解

本文定义了二阶微分方程的弱 Carathéodory解 ,在不涉及紧型条件的情形下 ,直接用迭代法证明了 Banach空间二阶非线性常微分方程两点边值问题存在唯一解 ,并给出逼近解迭代序列的误差估计 ,对周期边值问题得到类似的结果     

Identity principles for commuting holomorphic self-maps of the unit disc

Let f,g be two commuting holomorphic self-maps of the unit disc. If f and g agree at the common Wolff point up to a certain order of derivatives (no more than 3 if the Wolff point is on the unit circle), then f≡g.