Analysis of price fluctuations in futures exchange markets

We show that the fluctuations of the tick-by-tick logarithmic price in a futures market can be described in terms of the Fokker-Planck equation (FPE). We calculate the corresponding drift and diffusion coefficients and argue that these values can contain some information pertaining to the market state. It is particularly showed that the Korean treasury bond (KTB) futures is well described by a FPE and has a similar structure to turbulence.     

Relaxation of a dislocation in a nanocrystallite

Experimental studies of dislocations in nanoparticles are just beginning. The corresponding theoretical models are still lacking. In this context, the author analyzes relaxation of a dislocation in a nanoparticle. Mechanistically, this process is considered to occur primarily via dislocation drift induced by the stress-related image forces. Elementary dislocation displacements include the formation of a kink at one of the sides of the dislocation line, its diffusion along this line, and annihilation at the opposite side. For this mechanism, the dependence of the time of dislocation disappearance on the nanoparticle size has been identified.     

Diffusion of proton in alumina-rich nonstoichiometric magnesium aluminate spinel

The phenomenon of the diffusion of proton and deuteron in a single crystal of magnesium aluminate spinel was studied by infrared absorption. The chemical diffusion coefficient of proton was determined by the relaxation time of the absorption intensity upon the substitution of deuteron with proton. The temperature dependence of the chemical diffusion coefficient of proton for was expressed as . The chemical diffusion coefficient of proton was found to be independent of the composition of spinel and of the atmosphere. Paper presented at the 11th Euro Conference on the Science and Technology of Ionics, Batz-sur-Mer, Sept. 9–15 2007.     

光纤陀螺电路对陀螺温度性能影响的实验研究

针对干涉式光纤陀螺的电路在环境温度变化时影响陀螺输出的问题,设计了电路部分相关的温度实验,得到陀螺输出与电路温度变化之间的关系.根据陀螺输出和温度变化对陀螺输出进行补偿.结果显示,经补偿的陀螺零偏漂移减小为未补偿时的23%,零偏稳定性提高了7.32倍.     

光纤陀螺电路对陀螺温度性能影响的实验研究

针对干涉式光纤陀螺的电路在环境温度变化时影响陀螺输出的问题,设计了电路部分相关的温度实验,得到陀螺输出与电路温度变化之间的关系.根据陀螺输出和温度变化对陀螺输出进行补偿.结果显示,经补偿的陀螺零偏漂移减小为未补偿时的23%,零偏稳定性提高了7.32倍.     

高压超快光导开关输出电脉冲的瞬态分析

本文从载流子连续方程出发,根据高偏压光电开关中载流子的运动以迁移为主的特点,在不同的激励光脉冲参量和开关尺寸的情况下,对开关输出电脉冲的瞬时特性进行了数值计算,为光导开关的设计和实验研究提供了依据。     

A Particle Migrating Randomly on a Sphere

Consider a particle moving on the surface of the unit sphere in R ³ and heading towards a specific destination with a constant average speed, but subject to random deviations. The motion is modeled as a diffusion with drift restricted to the surface of the sphere. Expressions are set down for various characteristics of the process including expected travel time to a cap, the limiting distribution, the likelihood ratio and some estimates for parameters appearing in the model.     

随机微分方程终值问题的弱解(英)

设｛Wt．Ft．t∈［0．T］｝为概率空间（Ω，P）上的标准α维Brown运动，为由它生成的自然σ－代数流．本文讨论了如下随机微分方程终值问题弱解的存在性：其中ξ∈L2（Ω，P；Rn），g：［0，T」×Rn×Rnd→Rn为有界可测函数．此外，还讨论了它在金融市场期权定价问题中的应用．     

Uncertainty sources in UV-Vis spectrophotometric measurement

An overview is given of the most important uncertainty sources that affect analytical UV-Vis spectrophotometric measurements. Altogether, eight uncertainty sources are discussed that are expected to have influence in chemical analysis. It is demonstrated that the well-known intrinsic (or “physical”) sources of uncertainty that originate from the instrument itself (repeatability of spectrophotometer reading, spectrophotometer drift, stray light, etc.) often have significantly lower contributions to the combined uncertainty of the result than the “chemical” sources of uncertainty that originate from the object under study (interference from the constituents of the matrix, decomposition of the photometric complex, etc.). Although selectivity of a photometric procedure is often considered more a validation topic than an uncertainty topic, it is very often important to include it also in the uncertainty budget.Usually the most difficult part of uncertainty estimation of a chemical measurement result is to evaluate the magnitude of the actual uncertainty components, especially the chemical ones. For most of the uncertainty sources discussed in this paper, approaches for their evaluation are given. A generic uncertainty budget for absorbance is presented. Electronic Supplementary Material Supplementary material is available for this article at     

On temperature- and space-dimension dependent matter agglomerations in a mature growing stage

Model matter agglomerations, with temperature as leading control parameter, have been considered, and some of their characteristics have been studied. The primary interest has been focused on the grain volume fluctuations, the magnitude of which readily differentiates between two commonly encountered types of matter agglomeration/aggregation processes, observed roughly for high- and low-density matter organizations. The two distinguished types of matter arrangements have been described through the (entropic) potential driving the system. The impact of the potential type on the character of matter agglomeration has been studied, preferentially for (low-density) matter aggregation for which a logarithmic measure of its speed has been proposed. A common matter diffusion as well as mechanical relaxation picture, emerging during the mature growing stage, has been drawn using a phenomenological line of argumentation. Applications, mostly towards obtaining soft agglomerates or so-called jammed materials, have been mentioned.