Real-World Forward Rate Dynamics With Affine Realizations

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral approach concerning the existence of affine realizations are transferred to the general case. A similar result holds true for models driven by compound Poisson processes with finite jump size distributions. However, in the presence of jumps with infinite activity we obtain severe restrictions on the structure of the market price of risk; typically, it must even be constant.     

自支撑NH2-MIL-125/聚噁二唑复合正渗透膜的制备及性能

合成了高强度亲水性含羧基聚噁二唑材料(POD-COOH)和含氨基金属有机框架材料(NH₂-MIL-125), 以NH₂-MIL-125为填料, 与POD-COOH基体材料进行溶液共混, 并通过溶液浇铸法制备系列新型自支撑复合正渗透膜, 研究NH₂-MIL-125的引入对复合正渗透膜结构和性能的影响. 研究结果表明, 所制备的系列复合正渗透膜均呈致密结构, 且随着NH₂-MIL-125含量的增加, 复合膜的表面亲水性增加、 电负性增强, 并保持良好的机械性能. 以去离子水为进料液, 1.5 mol/L硫酸钠溶液为汲取液, 对上述自支撑复合膜进行正渗透性能测试, 发现由于消除了传统正渗透膜支撑层的内浓差极化现象, 该新型复合正渗透膜在分离过程中具有优异的正渗透性能.     

GaN发光二极管表观电容极值分析

利用正向交流(ac)小信号方法对GaN发光二极管的电容-电压特性进行测量,可以观察到GaN发光二极管中的负电容现象。正向偏压越大,测试频率越低,负电容现象越明显。测量到的负电容现象是表象,不存在负电容;提出GaN发光二极管p-n结的结电容在特定的正向电压范围内等效于可变电容。分析可变电容对正向交流小信号响应得到:特定参数的可变电容使结电容电流相位落后于交流小信号电压相位π/2,使得在测量中表现为负电容。发现表观电容-正向电压曲线的极值点与理论模型相吻合,证明了该理论模型的正确性。     

Thermoresponsive Ionic Liquid/Water Mixtures: From Nanostructuring to Phase Separation

The thermodynamics, structures, and applications of thermoresponsive systems, consisting primarily of water solutions of organic salts, are reviewed. The focus is on organic salts of low melting temperatures, belonging to the ionic liquid (IL) family. The thermo-responsiveness is represented by a temperature driven transition between a homogeneous liquid state and a biphasic state, comprising an IL-rich phase and a solvent-rich phase, divided by a relatively sharp interface. Demixing occurs either with decreasing temperatures, developing from an upper critical solution temperature (UCST), or, less often, with increasing temperatures, arising from a lower critical solution temperature (LCST). In the former case, the enthalpy and entropy of mixing are both positive, and enthalpy prevails at low T. In the latter case, the enthalpy and entropy of mixing are both negative, and entropy drives the demixing with increasing T. Experiments and computer simulations highlight the contiguity of these phase separations with the nanoscale inhomogeneity (nanostructuring), displayed by several ILs and IL solutions. Current applications in extraction, separation, and catalysis are briefly reviewed. Moreover, future applications in forward osmosis desalination, low-enthalpy thermal storage, and water harvesting from the atmosphere are discussed in more detail.     

LU和Cholesky分解的向前舍入误差分析

1引言LU分解可用于解可逆线性系统Ax=b．作为数值代数领域中的重要工具,其舍入误差分析一直为众多学者所关注．事实上,长方矩阵的LU分解也有着广泛的应用,如,确定矩阵数值秩的LU分解(RRLU)[5,7],解等式约束最小二乘问题的直接消去法[3]等问题中都涉及到长方矩阵的LU分解．当A∈Rm×n且秩r≤min{m,n},则在考虑A的LU分解时[4],一般需要确定置换阵∏L,∏R使得A(1):=∏L-A∏R的LU分解能持续qr步,这里当A为亏秩矩阵时,qr=r;否贝qr=r-1．在．A(1)的LU分解的第k(k≤qr)步,需执行如下Gauss消去过程:     

聚电解质型正渗透汲取液

聚电解质作为正渗透汲取液具有渗透压高、溶质反向渗透、易于回收等特点,符合理想正渗透汲取液的要求。此外,多种分离方法诸如纳滤、超滤和热处理可用于其回收,使得聚电解质型汲取液成为诸如氯化钠等的传统无机汲取液的理想代替物。近年来关于聚电解质型汲取液的研究日益增加,而聚电解质型汲取液较无机型汲取液有许多独特的性质,应对相关研究进展予以总结。本文以聚电解质的化学结构分类对其研究进展进行了概述。重点总结了不同种类聚电解质的分子量、渗透压、黏度等性质,以及正渗透过程的水通量及溶质反向渗透情况,同时还介绍了相应的正渗透机理。最后,探讨和总结了各类汲取液的特点,并展望了未来的研究方向。     

图表追踪的一种机器实现方法

交换图表追踪法是同调代数中一种重要的证明方法.本文提出了一种基于前推的交换图表追踪的机器实现方法,它可以证明同调代数中一系列基于交换图的定理.该方法从定理的结论出发,通过构造辅助元素以及对辅助元素进行推导,能在有限步内给出定理的证明.本文提出的前推方法已经在Java开发平台上实现,同调代数中的五引理、九引理、蛇引理等的证明都可以由我们的程序自动产生.     

分类问题的在线顺序双并联快速学习机

双并联前馈神经网络模型是单层感知机和单隐层前馈神经网络的混合结构,本文构造了一种双并联快速学习机算法,与其他类似算法比较,提出的算法能利用较少的隐层单元及更少的待定参数,获得近似的学习性能.数值实验表明,对很多实际分类问题,提出的算法具备更佳的泛化能力,因而可以作为快速学习机算法的有益补充.     

A novel super-FEC code based on concatenated code for high-speed long-haul optical communication systems

The structures of the novel super forward error correction (Super-FEC) code type based on the concatenated code for high-speed long-haul optical communication systems are studied in this paper. The Reed-Solomon (RS) (255, 239) + Bose-Chaudhuri-Hocguenghem (BCH) (1023, 963) concatenated code is presented after the characteristics of the concatenated code and the two Super-FEC code type presented in ITU-T G.975.1 have theoretically been analyzed, the simulation result shows that this novel code type, compared with the RS (255, 239) + convolutional-self-orthogonal-code (CSOC) (k₀/n₀ = 6/7, J = 8) code in ITU-T G.975.1, has a lower redundancy and better error-correction capabilities, and its net coding gain (NCG) at the third iteration is 0.57 dB more than that of RS (255, 239) + CSOC (k₀/n₀ = 6/7, J = 8) code in ITU-T G.975.1 at the third iteration for the bit error rate (BER) of 10⁻¹². Therefore, the novel code type can better be used in long-haul, larger capacity and higher bit-rate optical communication systems. Furthermore, the design and implementation of the novel concatenated code type are also discussed.     

Integration of equipment planning and project scheduling

It is common to schedule project activities first, then the utilization of equipment and its operating crew is planned based on such schedule. Real world experiences indicate that activity scheduling can be heavily impacted by the resources needed. In particular, if a project requires highly specialized and expensive equipment type, then one needs to take into account the schedule and cost of such resources in developing the project schedule.