A jump diffusion model for spot electricity prices and market price of risk

We construct a jump-diffusion model with seasonality, mean-reversion, time-dependent jump intensity and heteroskedastic disturbance for electricity spot prices, while keeping the analytical tractability of futures prices. We find that the jump component plays a considerably larger role than the diffusion component in the variance of spot prices. Moreover, the jump intensity is much higher during summer and winter. We also explore the seasonal market price of risk (MPR) with different maturities, from one month to five months. Our results show that the diffusion risk and the jump risk are priced quite differently.     

面向服务的AI-ESTATE故障诊断系统建模

测试和诊断的融合可以提高武器系统的维护效率,但是随着武器装备的升级改造就带来了原有的诊断知识难共享、诊断推理软件难以互操作、难重用,诊断功能难扩展的问题;AI-ESTATE标准规范了诊断知识和数据的标准化描述和诊断推理机的服务接口,为知识互换和软件可移植提供了条件;论文研究了面向服务的AI-ESTATE开放式故障诊断系统的体系结构和信息传递模式,分析了推理机模型管理服务和互操作服务;然后运用静态诊断模型服务关系图和UML时序图分析了AI-ESTATE服务在诊断模型编辑、索引等功能实现中的交换流程,运用动态诊断模型的UML时序图分析了AI-ESTATE互操作服务在故障诊断系统运行中推理机与其它组件的动态交互过程,为开放式AI-ESTATE智能诊断系统的开发奠定了基础。     

Teachers attending to student reasoning: Do beliefs matter?

We present the results of a quasi-experimental study of pre-service elementary teachers' learning to recognize students' mathematical reasoning from classroom videos. Researchers examined the nature of participants’ beliefs regarding mathematics education. We found that pre-service elementary teachers whose beliefs were consistent with NCTM Process Standards (NCTM, 2000), or that transitioned in the direction of consistency with the Standards, regarding the teaching and learning of mathematics, were more successful in recognizing students' reasoning than those whose beliefs were generally inconsistent. Predictive Analytics and Generalized Linear Regression modeling were used to quantify the magnitude of experimental pre-service teachers’ reasoning growth and combined pre/post study assessment reasoning success in contrast to that of the comparison groups. The resulting model explained nearly 90% of the variability in success on the reasoning assessment, showing that beliefs do indeed matter for recognition of reasoning.     

Cooperative interaction between π-hole and single-electron σ-hole interactions in O2S···NCX···CH3 and O2Se···NCX···CH3 complexes (X = F,Cl, Br and I)

Ab initio calculations are performed to analyse the cooperative effects between π-hole and single-electron σ-hole interactions in O₂S···NCX···CH₃ and O₂Se···NCX···CH₃ complexes, where X = F, Cl, Br and I. These effects are investigated in terms of geometric and energetic features of the complexes, which are computed by UMP2/aug-cc-pVTZ(-PP) method. Our results indicate that the shortening of the each π-hole bond distance in the complexes is dependent on the strength of the σ-hole interaction. The maximum and minimum energetic cooperativity values correspond to the most and least stable complexes studied in the present work. The cooperativity between both types of interaction is chiefly caused by the electrostatic effects. The topological analysis, based on the quantum theory of atoms in molecules, is used to characterise the interactions and analyse their enhancement with varying electron density at bond critical points.     

M+AsF6-(M=Li,Na,K,Rb和Cs)离子对的结构和振动光谱

利用abinitio计算方法研究了AsF6-阴离子和M AsF6-(M =Li ,Na ,K ,Rb 和Cs )直接接触离子对的结构和光谱行为。结果表明,具有C3V结构三齿相互作用的M AsF6-最稳定,二齿配位的结构只有在特定条件下才可能稳定存在。当形成离子对后,阳离子与AsF6-的相互作用将改变AsF6-的结构,这其中Li 的影响最大。另外,AsF6-光谱的变化可用来指认溶液中离子的缔合和离子对的种类。     

Some theoretical aspects of elastic wave modeling with a recently developed spectral element method

A spectral element method has been recently developed for solving elastodynamic problems. The numerical solutions are obtained by using the weak formulation of the elastodynamic equation for heterogeneous media, based on the Galerkin approach applied to a partition, in small subdomains, of the original physical domain. In this work, some mathematical aspects of the method and the associated algorithm implementation are systematically investigated. Two kinds of orthogonal basis functions, constructed with Legendre and Chebyshev polynomials, and their related Gauss-Lobatto collocation points are introduced. The related integration formulas are obtained. The standard error estimations and expansion convergence are discussed. An element-by-element pre-conditioned conjugate gradient linear solver in the space domain and a staggered predictor/multi-corrector algorithm in the time integration are used for strong heterogeneous elastic media. As a consequence, neither the global matrices nor the effective force vector is assembled. When analytical formulas are used for the element quadrature, there is even no need for forming element matrix in order to further save memory without losing much in computational efficiency. The element-by-element algorithm uses an optimal tensor product scheme which makes this method much more efficient than finite-element methods from the point of view of both memory storage and computational time requirements. This work is divided into two parts. The first part mainly focuses on theoretical studies with a simple numerical result for the Che-byshev spectral element, and the second part, mainly with the Legendre spectral element, will give the algorithm implementation, numerical accuracy and efficiency analyses, and then the detailed modeling example comparisons of the proposed spectral element method with a pseudo-spectral method, which will be seen in another work by Lin, Wang and Zhang.     

The role of F A1:Ag+ defects in laser light generation and coadsorption of CO and halogen atoms at the KCl and KBr surface sites. First principles calculations

F _A1:Ag⁺ color center at the low coordination (100) and (110) surface sites of KCl and KBr thin films play an important role in providing tunable laser oscillation and adsorbatesubstrate interactions. Double-well potentials at this site are investigated using ab initio molecular electronic structure calculations. The calculated Stokes shifted (optical transition bands), opticaloptical conversion efficiencies, the probability of orientational destruction, exciton (energy) transfer and Glasner-Tompkins empirical rule suggest that laser light generation is sensitive to (i) the lattice anion, (ii) the coordination number of surface ions, and (iii) the choice of the basis set centered on the anion vacancy. The adsorbate-substrate interactions were found to be dependent on the electronegativity of the adatom and on the lattice anion. Optimised geometries and the coadsorption of CO and (F, Cl, Br, I) on KCl and KBr (100) crystals are presented. Calculated chemisorption energies for CO on the (halogen atom/defect free sites of KCl and KBr (100) crystals) showed that the coadsorption of halogen atom tends to block other adsorbate-substrate interactions at the nearest neighbour sites. Thus if halogen atom coverage increases, the CO prefers to be adsorbed on the K⁺ site of the KCl and KBr (100) surfaces and on KBr relative to KCl.      

A mathematical and computational review of Hartree–Fock SCF methods in quantum chemistry

We present a review of the fundamental topics of Hartree–Fock theory in quantum chemistry. From the molecular Hamiltonian, using and discussing the Born–Oppenheimer approximation, we arrive at the Hartree and Hartree–Fock equations for the electronic problem. Special emphasis is placed on the most relevant mathematical aspects of the theoretical derivation of the final equations, and on the results regarding the existence and uniqueness of their solutions. All Hartree–Fock versions with different spin restrictions are systematically extracted from the general case, thus providing a unifying framework. The discretization of the one-electron orbital space is then reviewed and the Roothaan–Hall formalism introduced. This leads to an exposition of the basic underlying concepts related to the construction and selection of Gaussian basis sets, focusing on algorithmic efficiency issues. Finally, we close the review with a section in which the most relevant modern developments (especially those related to the design of linear-scaling methods) are commented on and linked to the issues discussed. The paper is intentionally introductory and rather self-contained, and may be useful for non-experts intending to use quantum chemical methods in interdisciplinary applications. Moreover, much material that can be found scattered in the literature has been put together to facilitate comprehension and to serve as a handy reference.     

Nonlinear optical and structural properties of M@C N endohedrals (M = Li,Ca and Sc,N = 60 and 70)

We have investigated the static (ω = 0) and frequency-dependent nonlinear optical (NLO) properties of the M@C _N endohedrals (M = Li, Ca, Sc, N = 60 and 70) using the SSH (Su–Schrieffer–Heeger) approximation and sum-over-state (SOS) approach. Also, we study the effects of displacement and alkali, alkaline earth and lanthanide metal atoms and type of cage on the hyperpolarisabilities of the M@C _N endohedrals. The hyperpolarisability magnitudes and spectra are in agreement with experiment and the work of others using the SSH approximation. Our results indicate that the cage-type effect on the NLO spectra of M@C _N endohedrals is dramatic. Also, atom type has little effect on the highest peak value. These relationships between the atom and cage type and hyperpolarisability values may be beneficial to experimentalists when designing new NLO materials with large NLO responses.