Second order Runge–Kutta methods for Stratonovich stochastic differential equations

The weak approximation of the solution of a system of Stratonovich stochastic differential equations with a m–dimensional Wiener process is studied. Therefore, a new class of stochastic Runge–Kutta methods is introduced. As the main novelty, the number of stages does not depend on the dimension m of the driving Wiener process which reduces the computational effort significantly. The colored rooted tree analysis due to the author is applied to determine order conditions for the new stochastic Runge–Kutta methods assuring convergence with order two in the weak sense. Further, some coefficients for second order stochastic Runge–Kutta schemes are calculated explicitly. AMS subject classification (2000)  65C30, 65L06, 60H35, 60H10     

Mössbauer effect study of the decagonal quasicrystal Al65Co15Cu20

The ⁵⁷Fe Mössbauer effect study at 5.0 K and in an external magnetic field of 9.0 T on a high-quality stable decagonal quasicrystal Al₆₅Co₁₅Cu_19.9Fe_0.1 is presented. It is shown that the iron atoms are located in two distinct classes of sites. The values of the principal component of the electric field gradient tensor and the asymmetry parameter at these sites are, respectively, ?1.90(10)?×?10²¹ V/m², 0.97(15) and ?3.95(12)?×?10²¹ V/m², 0.00(17).     

Thermal effects on parallel resonance energy of whistler mode wave

In this short communication, we have evaluated the effect of thermal velocity of the plasma particles on the energy of resonantly interacting energetic electrons with the propagating whistler mode waves as a function of wave frequency and L-value for the normal and disturbed magnetospheric conditions. During the disturbed conditions when the magnetosphere is depleted in electron density, the resonance energy of the electron enhances by an order of magnitude at higher latitudes, whereas the effect is small at low latitudes. An attempt is made to explain the enhanced wave activity observed during magnetic storm periods.     

A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure

We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals.     

切变模量和转动惯量实验的改进

设计了一种基于垂直轴定理的新型吊钩,对切变模量和转动惯量实验进行了改进,使之成为既可测定金属丝切变模量和环、柱等刚体的转动惯量,又可验证反映转动惯量重要性质的平行轴定理及垂直轴定理的多功能实验仪.     

带ARMA(1,1)条件异方差相关的随机波动模型的MCMC算法

我们首先提出了一个带ARMA(1,1)条件异方差相关的随机波动模型,它是基本的随机波动模型的一个自然的推广.进一步,对于这一新模型,我们给出了一个马尔可夫链蒙特卡罗(M CM C)算法.最后,利用该模型的模拟数据,展示了M CM C算法在这种模型中的应用.     

�ɲ����˶�����ά��������������һ�������ڵ����Զ������������������

??We study the linear quadratic optimal stochastic control problem which is jointly driven by Brownian motion and L\'{e}vy processes. We prove that the new affine stochastic differential adjoint equation exists an inverse process by applying the profound section theorem. Applying for the Bellman's principle of quasilinearization and a monotone iterative convergence method, we prove the existence and uniqueness of the solution of the backward Riccati differential equation. Finally, we prove that the optimal feedback control exists, and the value function is composed of the initial value of the solution of the related backward Riccati differential equation and the related adjoint equation.     

光束偏转法自动测试激光等离子体冲击波系统的研制

根据光束偏转原理，研制了激光等离子体冲击波自动测试系统的硬件和软件。该系统使用计算机与可编程序控制器作为上下位机，采取上下位机通讯的方式控制步进电机及二维移动架的移动，以改变探测光的相对位置，并利用单模光纤和光电倍增管将探测到的光偏转信号传入数字示波器进行存储，最后计算机将示波器中采集到的光偏转信号进行分析处理。使用该系统对激光等离子冲击波的衰减过程进行了实际测试，得到了较为理想的实验结果。     

Multifunctional ToF-SIMS: combinatorial mapping of gradient energy substrates

We present a simple method for chemical modification of chlorosilane self-assembled monolayers (SAMs) on Si surfaces by exposure to a gradient of UV-ozone radiation to create stable substrates with a range of contact angles (θ_H2O≈5–95°) and surface energies on a single substrate. These gradient energy substrates are developed to potentially generate libraries for combinatorial studies of thin film phenomenology, where a systematic variation of interfacial surface energy represents one of the significant parameters along one axis. The graded oxidation process presents a systematic variation of surface chemical composition. We have utilized contact angle measurements and time-of-flight secondary ion mass spectrometry (ToF-SIMS) to investigate this variation for a series of ions, among which are SiCH₃⁺, SiOH⁺ and COOH⁻. We show that the macroscopic measurements of surface free energy/contact angle correlate with the detailed analysis of surface chemistry (as assessed by ToF-SIMS) on these test substrates.     

核磁共振成像一维空间编码教学实验

利用梯度磁场实现检测信号的空间编码,是核磁共振成像(MRI)的关键技术.本文采用ccc系列样品将二维问题简化为一维,使用超小型教学用核磁共振成像仪进行了一维空间编码实验研究,并对实验过程及实验结果进行了计算模拟和分析.