Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails

We prove large deviation results on the partial and random sums Sn = ∑i=1n Xi,n≥1; S(t) = ∑i=1N(t) Xi, t≥0, where {N(t);t≥0} are non-negative integer-valued random variables and {Xn;n≥1} are independent non-negative random variables with distribution, Fn, of Xn, independent of {N(t); t≥0}. Special attention is paid to the distribution of dominated variation.     

全变差有界函数列的一致(R)可积性

给出了一致有界单调函数列一致可积性定理 ,由此得出全变差序列有界的收敛函数列的一致可积性 .说明了该结论可判断一些非一致收敛函数列的逐项积分性质 .     

Simulation of a High Harmonic Gyrotron with Axis-Encircling Electron Beam and Permanent Magnet

A computer code for simulation of beam-field interaction in a resonant cavity of a gyrotron has been developed. It is based on a self-consistent, time-independent, single-mode physical model. The code has been applied to the analysis of the electrodynamical system of a novel high-harmonic gyrotron with axis-encircling beam and a permanent magnet. In this paper both the physical model and numerical techniques used are outlined. Some results of the numerical experiments are presented and discussed.     

High-density properties of hard spheres within a modified Percus-Yevick theory: The role of thermodynamic consistency

Using an integral-equation approach based upon an approximation for the tail function, the equilibrium properties of a system of hard spheres are studied with special concern for the behavior in the region of close packing. The closure adopted is such that full, internal consistency is ensured in the thermodynamics of the model with respect to both the two zero-separation theorems as well as to the more standard virial and fluctuation routes to the equation of state. The scheme also makes use of the continuity properties of the tail function and of the cavity distribution function at contact. These properties are explictly tested in the low-density limit up to the fourth derivative. The theory generates an equilibrium branch bounded on the high-density side by a point corresponding to a packing fraction0.78, a value which closely matches Rogers' least upper bound for the densest packing of spheres. The pair structure of the fluid in the state of random close packing is also compared to the type of local order predicted by the theory at similar densities.     

毫米波回旋速调管放大器的自洽非线性数值模拟

为了实现回旋速调管放大器的快速设计,基于经典的回旋管的稳态单模非线性理论方法,开展了回旋速调管放大器的束波作用效率的理论模拟研究。由于单模理论无法匹配回旋速调管放大器的输入腔、中间腔两端的突变边界条件,所以输入腔与中间腔都只能采用给定场法进行求解。回旋速调管的输出腔的功率输出端通常采用缓变结构,这种腔体可以采用单模自洽理论进行求解。对两腔毫米波回旋速调管放大器进行了理论模拟,并与商业粒子模拟软件的结果进行对比,验证了该数值理论模拟方法的有效性。     

Effect of thickness variations of lithium niobate on insulator waveguide on the frequency spectrum of spontaneous parametric down-conversion

We study the effect of waveguide thickness variations on the frequency spectrum of spontaneous parametric down-conversion in the periodically-poled lithium niobate on insulator (LNOI) waveguide. We analyze several variation models and our simulation results show that thickness variations in several nanometers can induce distinct effects on the central peak of the spectrum, such as narrowing, broadening, and splitting. We also prove that the effects of positive and negative variations can be canceled and thus lead to a variation-robust feature and an ultra-broad bandwidth. Our study may promote the development of on-chip photon sources in the LNOI platform, as well as opens up a way to engineer photon frequency state.     

AB/CD嵌段共聚物共混体系多尺度结构的自洽场模拟

本文采用自洽场理论模拟了AB/CD嵌段共聚物共混体系的自组装. 改变组分B与D间的相互作用, 得到了不同空间尺度上的两种层状结构和只能在非对称组成情况才能得到的核壳结构. 结果表明, 这种多尺度结构的形成是因为BD间排斥作用的减弱或者吸引 作用的增强导致二者间相互融合程度的增加. 当BD间的相互融合程度与AB和CD间的相互融合程度相当时, 体系会发生宏观层状与微观层状结构间的转变. 此外, 本文还从能量角度揭示了体系发生这种结构转变的深层次原因. 关键词： 嵌段共聚物 共混 多尺度结构 自洽场     

Elastic mechanical grain interactions in polycrystalline materials; analysis by diffraction-line broadening

Abstract

Experimental investigations have revealed that the Neerfeld–Hill and Eshelby–Kröner models, for grain interactions in massive, bulk (in particular, macroscopically isotropic) polycrystals, and a recently proposed effective grain-interaction model for macroscopically anisotropic polycrystals, as thin films, provide good estimates for the macroscopic (mechanical and) X-ray elastic constants and stress factors of such polycrystalline aggregates. These models can also be used to calculate the strain variation among the diffracting crystallites, i.e. the diffraction-line broadening induced by elastic grain interactions can thus be predicted. This work provides an assessment of diffraction-line broadening induced by elastic loading of polycrystalline specimens according to the various grain-interaction models. It is shown that the variety of environment, and thus the heterogeneity of the stress–strain states experienced by each of the individual grains exhibiting the same crystallographic orientation in a real polycrystal, cannot be accounted for by traditional grain-interaction models, where all grains of the same crystallographic orientation in the specimen frame of reference are considered to experience the same stress–strain state. A significant degree of broadening which is induced by the heterogeneity of the environments of the individual crystallites is calculated on the basis of a finite element algorithm. The obtained results have vast implication for diffraction-line broadening analysis and modelling of the elastic behaviour of massive polycrystals.     

THE TRANSFORMATION BETWEEN THE AKNS HIERARCHY AND THE KN HIERARCHY WITH SELF-CONSISTENT SOURCES

It is shown that the AKNS hierarchy with self-consistent sources can transform to KN hierarchy with self-consistent sources through a transformation operator and gauge transformation. Besides, there exists transformation in their conservation laws and Hamiltonian structures.     

Dynamic spanning without probabilities

The paper presents a non-probabilistic approach to continuous-time trading where, in analogy to the binomial option-pricing model, terminal payoffs resulting from a given trading strategy are meaningful ‘state-by-state’, i.e., path-by-path. In particular, we obtain results of the form: “If a certain trading strategy is applied and if the realized price trajectory satisfies a certain analytical property, then the terminal payoff is.…” This way, derivation of the Black and Scholes formula and its extension become an exercise in the analysis of a certain class of real functions. While results of the above forms are of great interest if the analytical property in question is believed to be satisfied for almost all realized price trajectories (for example, if the price is believed to follow a certain stochastic process which has this property with probability 1), they are valid regardless of the stochastic process which presumably generates the possible price trajectories or the probability assigned to the set of all paths having this analytical property.