深亚微米数字集成电路的自动化设计方法学

介绍了基于标准单元库的数字集成电路设计流程和方法学。数字集成电路设计流程从行为级的HDL描述开始，依次进行系统行为级仿真，行为级综合，RTL仿真，逻辑综合，综合后仿真，自动化布局布线，版图后仿真等步骤。讨论了如何把物理设计环境和逻辑设计环境联系起来，以解决物理设计和逻辑设计相脱节的问题。     

A silicon/indium arsenide source structure to suppress the parasitic bipolar-induced breakdown effect in SOI MOSFETs

We introduce Silicon/indium arsenide (Si/InAs) source submicron-device structure in order to minimize the impact of floating body effect on both the drain breakdown voltage and single transistor latch in ultra thin SOI MOSFETs. The potential barrier of valence band between source and body reduces by applying the Indium Arsenide (InAs) layer at the source region. Therefore, we can improve the drain breakdown by suppressing the parasitic NPN bipolar device and the hole accumulation in the body. As confirmed by 2D simulation results, the proposed structure provides the excellent performance compared with a conventional SOI MOSFET thus improving the reliability of this structure in VLSI applications.     

Estimation of the Solubility of Sulfonamides in Aqueous Media from Partition Coefficients and Entropies of Fusion

Semi empirical equation developed by Yalkowsky and Valvani, and another equation extended by Jain and Yalkowsky were used to estimate the aqueous solubility S w , of some sulfonamides using experimental octanol-water partition coefficients P , entropies of fusion j S f , and melting points t m , determined by DSC measurements. The calculated solubilities were compared with those experimentally determined. When experimental j S f and t m were used, the S w calculated values were in good agreement in most cases.     

Differential Inequalities Applied to The Stochastic Birth and Death Process

We describe an approach to a countably infinite system of ordinary differential equations belonging to the theory of the stochastic birth and death process. The main novelty in our method is the systematic use of a classical theorem on sub- and supersolutions for finite linear systems of the form y '( t ) = Ay ( t ). It leads in a simple way to the minimal solution and some of its properties. For convenience a proof of the theorem is given at the end.     

Differential Equations of Fractional Order: Methods,Results and Problems. II

The article, being a continuation of the first one [A.A. Kilbas and J.J. Trujillo (2001). Differential equations of fractional order. Methods, results and problems, I. Applicable Analysis , 78 (1-2), 153-192.], deals with the so-called differential equations of fractional order in which an unknown function is contained under the operation of a derivative of fractional order. The methods and the results in the theory of such fractional differential equations are presented including the Dirichlet-type problem for ordinary fractional differential equations, studying such equations in spaces of generalized functions, partial fractional differential equations and more general abstract equations, and treatment of numerical methods for ordinary and partial fractional differential equations. Problems and new trends of research are discussed.     

Maximal inequalities for a continuous semimartingale

Let X =( X t ) t S 0 be a continuous semimartingale given by d X t = f ( t ) w ( X t )d d M ¢ t + f ( t ) σ ( X t )d M t , X 0 =0, where M =( M t , F t ) t S 0 is a continuous local martingale starting at zero with quadratic variation d M ¢ and f ( t ) is a positive, bounded continuous function on [0, X ), and w , σ both are continuous on R and σ ( x )>0 if x p 0. Denote X 𝜏 * =sup 0 h t h 𝜏 | X t | and J t = Z 0 t f ( s ) } ( X s )d d M ¢ s ( t S 0) for a nonnegative continuous function } . If w ( x ) h 0 ( x S 0) and K 1 | x | n σ 2 ( x ) h | w ( x )| h K 2 | x | n σ 2 ( x ) ( x ] R , n >0) with two fixed constants K 2 S K 1 >0, then under suitable conditions for } we show that the maximal inequalities c p , n log 1 n +1 (1+ J 𝜏 ) p h Á X 𝜏 * Á p h C p , n log 1 n +1 (1+ J 𝜏 ) p (0< p < n +1) hold for all stopping times 𝜏 .     

Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory

This paper considers the pricing of contingent claims using an approach developed and used in insurance pricing. The approach is of interest and significance because of the increased integration of insurance and financial markets and also because insurance-related risks are trading in financial markets as a result of securitization and new contracts on futures exchanges. This approach uses probability distortion functions as the dual of the utility functions used in financial theory. The pricing formula is the same as the Black-Scholes formula for contingent claims when the underlying asset price is log-normal. The paper compares the probability distortion function approach with that based on financial theory. The theory underlying the approaches is set out and limitations on the use of the insurance-based approach are illustrated. The probability distortion approach is extended to the pricing of contingent claims for more general assumptions than those used for Black-Scholes option pricing.     

Realtime control of robots with initial value perturbations via nonlinear programming methods

The mathematical model of an industrial robot with initial value perturbations is considered as a parametric nonlinear control problem subject to control and state constraints. Based on recent stability results for parametric control problems, a robust nonlinear programming method is proposed for computing the sensitivity derivatives of optimal solutions. Real-time control approximations of perturbed optimal solutions are obtained by evaluating a first order Taylor expansion of the perturbed solution. The efficiency of the real-time approximation is demonstrated for the robot model