首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

FT-IR study on solvent effects in building blocks of bioactive compounds. V

3-Hydroxy-4-hydroxymethyl pyrrolidin-2-ones, easily prepared from the Baylis–Hillman adduct 1-ethyl-4-methyl-2-hydroxy-3-methylenebutanedioate, are useful intermediates in the synthesis of bioactive compounds. In order to understand the mechanism involved in this reaction, vibrational and Montecarlo molecular mechanics conformational analysis on 1-ethyl-4-methyl-2-hydroxy-3-methylenebutanedioate were carried out, confirming the existence of a low energy intramolecular H-bonded five-member ring.     

Electronic transport properties of bismuth nanobridges through silicon-nitride membranes

The electronic transport through nanostructured bismuth nanobridges has been investigated at low temperatures (T<2 K) and in magnetic fields B up to 8.5 T. The samples show reproducible resistance fluctuations as a function of B, superimposed on a large magnetoresistance of up to 50%. In addition, time-dependent resistance fluctuations in zero magnetic field demonstrate the presence of bistable scatterers in the constriction region of our samples, which are described by two-level systems. Their dynamics are shown to be sensitive to subtle modifications of the static scatterer configuration in their vicinity, which cannot be detected in the sample magnetofingerprint.     

Time Series Prediction Based on Chaotic Attractor

A new prediction technique is proposed for chaotic time series. The usefulness of the technique is thatit can kick off some false neighbor points which are not suitable for the local estimation of the dynamics systems. Atime-delayed embedding is used to reconstruct the underlying attractor, and the prediction model is based on the timeevolution of the topological neighboring in the phase space. We use a feedforward neural network to approximate thelocal dominant Lyapunov exponent, and choose the spatial neighbors by the Lyapunov exponent. The model is testedfor the Mackey-Glass equation and the convection amplitude of lorenz systems. The results indicate that this predictiontechnique can improve the prediction of chaotic time series.     

Radiative lifetimes in Ce I and Ce II

New radiative lifetime measurements based on time-resolved laser-induced fluorescence techniques are reported for 18 even-parity levels belonging to the 4f5d^26p and 4f ²5d ² configurations of Ce I and 6 even-parity levels belonging to the 5d^26s, 4f5d6p, and 4f6s6p configurations of Ce II. Free neutral and singly ionized cerium atoms were produced by laser ablation. The Ce I and Ce II levels range in energy from 26 545 to 29 102 cm^-1, and 42 573 to 48 152 cm^-1, respectively. Received 25 September 2002 Published online 4 March 2003     

What Oxidation State of Iron Determines the Amethyst Colour?

A colourless quartz crystal doped with ⁵⁷Fe³⁺ was obtained by hydrothermal synthesis in an NH₄F solution. The crystal was transformed into violet amethyst by gamma-irradiation. The change in colour was accompanied by changes in the Mössbauer spectrum that can be interpreted as the conversion of trivalent iron into the tetravalent state: Fe³⁺→Fe⁴⁺.

     

碱蓝6B共振光散射法检测DNA

研究了碱蓝 6B与脱氧核糖核酸在酸性条件下共振光散射特征 ,考察了影响因素和最佳反应条件 ,建立了一种测定纳克级DNA的方法。在四硼酸钠 盐酸 (pH =2 90 )缓冲溶液中 ,线性范围为 10～ 10 0 4 μg·L- 1 ,相关系数为 0 9913,检出限为 4 2 μg·L- 1 ,用于合成样品的测定结果令人满意。     

Volumetric and infrared measurements on amorphous ice structure

We have simultaneously used adsorption isotherm volumetry and Fourier transform infrared spectroscopy in order to take the investigations on amorphous ice structure a step further, especially concerning porosity and annealing-induced modifications. We have studied surface reorganization during annealing and found that the number of surface sites decreases before crystallization, their relative ratios being different for amorphous and crystalline ice. We also present results confirming that ice can have a large specific surface area and nevertheless be non-microporous.     

Ultrasonic spectroscopic evaluation of the ring‐opening metathesis polymerization of dicyclopentadiene

An in situ ultrasonic spectroscopy technique was used to study the ring‐opening metathesis polymerization of dicyclopentadiene catalyzed by bis(tricyclohexylphosphine)benzylidene ruthenium dichloride. A reaction cell employing a flexible poly(ethylene terephthalate) window for pulse echo ultrasonic spectroscopy was used to monitor the polymerization. The changes in the density, wave speed, acoustic modulus, and attenuation were all simultaneously monitored. In comparison with Fourier transform infrared (FTIR) spectroscopy data, the changes in the density, velocity, and modulus only accurately measured the rate constant for the metathesis of the cyclopentyl unsaturation. The ultrasonic values were within 6% of the values determined by FTIR. The activation energy for metathesis of the cyclopentyl unsaturation was 84 kJ mol^?1, following first‐order kinetics. Rate constants for the polymerization of the norbornyl unsaturation could not be determined by ultrasound. The gel point, vitrification, and qualitative information about the reaction rate could be determined from the change in the attenuation. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1323–1333, 2003     

Scheduling data transfers in a network and the set scheduling problem

In this paper we consider the online ftp problem. The goal is to service a sequence of file transfer requests given bandwidth constraints of the underlying communication network. The main result of the paper is a technique that leads to algorithms that optimize several natural metrics, such as max-stretch, total flow time, max flow time, and total completion time. In particular, we show how to achieve optimum total flow time and optimum max-stretch if we increase the capacity of the underlying network by a logarithmic factor. We show that the resource augmentation is necessary by proving polynomial lower bounds on the max-stretch and total flow time for the case where online and offline algorithms are using same-capacity edges. Moreover, we also give polylogarithmic lower bounds on the resource augmentation factor necessary in order to keep the total flow time and max-stretch within a constant factor of optimum.