碱/酸两步催化法制备耐候性SiO2增透膜的研究

以正硅酸乙酯(TEOS)为先驱体,采用碱/酸两步催化溶胶-凝胶法制备出一种兼具碱催化增透膜的高透过率和酸催化增透膜的良好耐摩擦性能的优点的SiO2增透膜。对酸碱催化SiO2相对比例及酸催化时水含量的系统研究表明,当酸催化SiO2的含量为50%时,增透膜综合性能最好,即具有高透过率和高耐摩擦性;当nH2O/nHCl=1∶0.0010时,增透膜的透过率最高。碱/酸两步催化法制备的增透膜与水的接触角仅为11.3°,本文进一步用六甲基二硅氧烷(HMDS)对增透膜表面进行了修饰,修饰后增透膜的接触角提高至52.5°,增透膜的疏水性及环境稳定性得到较大的提高。     

The Risk Premium and the Esscher Transform in Power Markets

In power markets one frequently encounters a risk premium being positive in the short end of the forward curve and negative in the long end. Economically it has been argued that the positive premium is reflecting retailers aversion for spike risk, wheras in the long end of the forward curve, the hedging pressure kicks in as in other commodity markets. Mathematically, forward prices are expressed as risk-neutral expectations of the spot at delivery. We apply the Esscher transform on power spot models based on mean-reverting processes driven by independent increment (time-inhomogeneous Lévy) processes. It is shown that the Esscher transform is yielding a change of mean-reversion level. Moreover, we show that an Esscher transform together with jumps occuring seasonally may explain the occurence of a positive risk premium in the short end. This is demonstrated both mathematically and by a numerical example for a two-factor spot model being relevant for electricity markets.     

认股权证的修正精算定价研究

基于修正Bladt和Rydberg在无市场假设下关于期权定价的保险精算方法的基础上,从评估实际损失和相应概率分布角度,利用公平保费原则建立认股权证的定价模型,并给出定价公式.且当投资者对原生资产期望回报率为无风险利率时,该定价为风险中性价格.     

私募基金管理者的收益定价、风险选择与契约设计

考虑到市场非完备和私募基金管理者风险厌恶的实际情形,本文根据效用无差别原理,得到基金管理者收益的确定性等价价值满足的偏微分方程,并运用有限差分法进行数值分析.结果表明:非系统风险溢价的增大使得收益价值与自有资金率呈递增但呈边际递减规律;管理者的风险选择决定于非系统风险和风险厌恶态度,在契约有限期的情形下,风险中性型管理者会选择无限大的基金波动率,风险厌恶程度低(高)的管理者会选择尽可能大(小)的基金波动率;并从确定性等价的角度讨论了契约设计问题.     

The influence of interfacial barrier engineering on the resistance switching of In2O3：SnO2/TiO2/In2O3：SnO2 device

The I-V characteristics of In2O3：SnO2/TiO2/In2O3：SnO2 junctions with different interracial barriers are inves- tigated by comparing experiments. A two-step resistance switching process is found for samples with two interfacial barriers produced by specific thermal treatment on the interfaces. The nonsynchronous occurrence of conducting filament formation through the oxide bulk and the reduction in the interracial barrier due to the migration of oxygen vacancies under the electric field is supposed to explain the two-step resistive switching process. The unique switching properties of the device, based on interracial barrier engineering, could be exploited for novel applications in nonvolatile memory devices.     

On discrete maximum principle

A model of optimal control for discrete systems and the historical development of the discrete maximum principle are considered. The paper deals with local optimality conditions of the first order, e.g. with a local maximum-principle and a quasi-maximum principle. Furthermore, optimality conditions of higher order, e. g. an optimality condition for singular controls are given.     

Risk Measure and Premium Distribution on Catastrophe Reinsurance

In this paper, we propose a new risk measure which is based on the Orlicz premium principle to characterize catastrophe risk premium. The intention is to develop a formulation strategy for Catastrophe Fund. The logarithm equivalent form of reinsurance premium is regarded as the retention of reinsurer, and the differential earnings between the reinsurance premium and the reinsurer's retention is accumulated as a part of Catastrophe Fund. We demonstrate that the aforementioned risk measure has some good properties, which are further confirmed by numerical simulations in R environment.     

Finite element modelling of local scour below a pipeline under steady currents

Local scour has been identified as the main factor that causes failures of structures in offshore engineering. Numerous research efforts have been devoted to local scour around offshore pipelines in the past. In this paper, a finite element numerical model is established for simulating local scour below offshore pipelines in steady currents. The flow is simulated by solving the unsteady Reynolds-averaged Navier–Stokes equations with a standard k ? ? turbulent model closure. A sand slide scheme is proposed for the scour calculation, and bed load is considered in the proposed scour model. To account for changes in bed level, the moving mesh method is adopted to capture the water–sediment interface (bed), and the change of bed level is calculated by solving Exner–Polya equation. All the equations are discretised within the two-step Taylor–Galerkin algorithm in this paper. It is found that the sand slide model works well for the simulation of the scour, and the numerical results are shown to be in good agreement with the available experimental data.     

两步化学沉积法制备ZnO薄膜及其场发射特性

在低温常压条件下,以ITO玻璃为衬底,采用电化学法与湿化学法结合的两步化学沉积法制备了团簇状ZnO薄膜。利用XRD,SEM分析了薄膜结构和表面形貌,并采用二极管结构在高真空条件下对薄膜进行了场发射性能测试。稳定发射后,开启电场为3.0 V/μm。当电场为5.8 V/μm时,电流密度为583.3 μA/cm²。研究表明:两步化学沉积法低温制备ZnO薄膜是可行的,且该薄膜具有良好的场发射性能。     

重叠PCR法构建嗜酸乳杆菌分选酶A基因外源打靶片段

为比较单步法、分步法重叠PCR在构建嗜酸乳杆菌Lactobacillus acidophilus ATCC4356分选酶A(SrtA)外源打靶片段的差异性, 设计了5对具有20~25bp互补末端的引物, 分别扩增两对上下游同源臂和卡那霉素基因, 先采用分步法、单步法重叠PCR构建不含筛选基因的外源打靶片段SrtA-up2-SrtA-down2, 比较两者优劣, 随后取较优者构建含抗生素筛选基因的打靶片段SrtA-up1-Kan-SrtA-down1. 结果显示单步法优于分步法, 非特异性扩增少, 拖尾现象少, 且扩增打靶片段SrtA-up1-Kan-SrtA-down1条带单一, 无非特异性扩增. 即在构建两种外源打靶片段时, 单步法重叠PCR优于分步法PCR, 为之后构建嗜酸乳杆菌基因打靶载体、构建融合基因打下了基础.