Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

Recent developments in the line-by-line modeling of outgoing longwave radiation

High frequency resolution radiative transfer model calculations with the Atmospheric Radiative Transfer Simulator (ARTS) were used to simulate the clear-sky outgoing longwave radiative flux (OLR) at the top of the atmosphere. Compared to earlier calculations by Clough and coworkers the model used a spherical atmosphere instead of a plane parallel atmosphere, updated spectroscopic parameters from HITRAN, and updated continuum parameterizations from Mlawer and coworkers. These modifications lead to a reduction in simulated OLR by approximately 4.1%, the largest part, approximately 2.5%, being due to the absence of the plane parallel approximation. As a simple application of the new model, the sensitivity of OLR to changes in humidity, carbon dioxide concentration, and temperature were investigated for different cloud-free atmospheric scenarios. It was found that for the tropical scenario a 20% change in humidity has a larger impact than a doubling of the carbon dioxide concentration. The sensitive altitude region for temperature and humidity changes is the entire free troposphere, including the upper troposphere where humidity data quality is poor.     

Boundary Layer Flow over a Curved Surface Imbedded in Porous Medium

This research is made to visualize the boundary layer flow by a curved stretching sheet embedded in porous medium. The geometry is bended(curved), therefore the curvilinear coordinates are used to model the present problem.Fluid is electrically conducting with the presence of uniform magnetic field. The governing non-linear partial differential equation reduces to non-linear ordinary differential equations by using the dimensionless suitable transformations. The numerical solutions are obtained by using the method bvp4c from MATLAB. The effects of curvature parameter, nondimensional magnetic parameter, and porosity parameter on the velocity field and skin friction coefficient are examined.The skin friction profile enhances with enhancing the values of porosity and magnetic parameter. Comparison of the present results with the existing results in the literature for the flat surface is also given.     

双调制步进扫描红外光谱技术用于聚氨酯薄膜动态拉伸实验

将步进扫描多调制傅里叶红外光谱技术用于聚氨酯薄膜动态拉伸的流变光谱性质研究。讨论了步进扫描干涉仪的工作原理、包括相调制在内的多调制频率与数字采集实验设置及数字信号处理方法。得到聚氨酯薄膜在100Hz频率、1.0λ振幅的相调制作用下，相对于5Hz拉伸频率的同相位（In-phase)和正交相位（Quadrature)的红外吸收光谱。     

Isospin symmetry breaking in ρ→πγ decay

In terms of effective field theory and mixed-propagator approach, we show that there is a larger hidden effect of isospin breaking in ρ→πγ decay due to a ω exchange, ρ→ω→πγ. The branching ratio is predicted as B(ρ→πγ) = (11.67±2.0)×10^-4, which is much larger than Particle Data Group's datum (6.8±1.7)×10^-4 and one of charged mode, B(ρ^±→π^±γ) = (4.5±0.5)×10^-4. Received: 7 January 2002 / Accepted: 2 April 2002     

饮用水激光拉曼光谱的比较与分析

为了对我国目前饮用水的质量进行有效检测,对市面上几种常用品牌的饮用水以及实验室提供的蒸馏水等样品做了测量和计算。运用激光拉曼光谱的分析方法,测量了它们的激光拉曼光谱。同时,通过测量计算了样品在对称伸缩振动处拉曼谱的退偏度。结果表明,在水样品的对称伸缩振动处,其拉曼谱的相对强度大小和退偏度的大小有着相同的规律。对结果进行比较和分析后得出了如下结论：可以从拉曼光谱特征峰相对强度的大小和同一特征峰下退偏度的大小两方面来判断饮用水中矿物质含量的相对多少。为鉴定饮用水的质量提供了新的有效途径。     

硫化锂分子的分析势能函数和光谱

应用密度泛函理论的B3LYP方法和6-311++g（d,p）基组,研究Li₂、LiS和Li₂S分子的基态构型.结果表明它们的基电子态分别为X¹Σ_g⁺、X²Π和X¹Σ_g⁺.通过非线性曲线拟合,得到基态LiS和Li₂分子的4参数Murrell-Sorbie分析势能函数,计算它们的光谱参数和力常数.基于多体项展式理论得到了基态Li₂S分子的单重态势能面的分析函数.利用得到的分析势能函数重构基态单重Li₂S分子的旋转图、伸缩图和旋转伸缩图,准确地再现了Li₂S分子的静态特征,如平衡结构,最低能量,合理反应通道.从等值势能面图看出,反应Li+S+Li→Li₂S是一个无阈值反应.S原子攻击Li₂分子的反应通道上,有一个过渡态.Li原子攻击LiS分子通道上也有一个过渡态.     

On Factorization of Coupled Channel Scattering S Matrices

We investigate the problem on how to factorize a coupled channel scattering S matrix into a product of simple S matrices. Simple S matrix solntions are found, respecting unitarity, analyticity and being real analytic. The phase shift and its physical meaning produced by these simple S matrices are discussed.     

S3解离中的非绝热过程

采用量子力学从头计算方法研究了硫的三聚物S_３低激发态解离过程.构造了S_３分子的解离极限.对态态间跃迁极矩的计算表明，在势能曲面的交叉区域态态间存在相互转换的非绝热过程，从而确定了在S_３解离为S₂的复杂过程中，非绝热预解离是重要的解离通道. 关键词： ３')" href="#">S_３ 从头算 预解离 非绝热     

Evidence for shape coexistence at medium spin in Rb

Four previously known rotational bands in ⁷⁶Rb have been extended to moderate spins using the Gammasphere and Microball γ ray and charged particle detector arrays and the ⁴⁰Ca(⁴⁰Ca, 3pn) reaction at a beam energy of 165 MeV. The properties of two of the negative-parity bands can only readily be interpreted in terms of the highly successful Cranked Nilsson-Strutinsky model calculations if they have the same configuration in terms of the number of g9/2 particles, but they result from different nuclear shapes (one near-oblate and the other near-prolate). These data appear to constitute a unique example of shape coexisting structures at medium spins.