多心理账户下机构投资者的风险优化研究

从决策有限理性角度，引入行为金融理论于机构投资风险优化系统，对多心理账户条件下机构投资的风险优化设计进行了研究。以Friedman和Savage之谜为释例，对机构投资风险优化中的诸多非标准金融异像进行了解释。以Shefrin和Statman行为证券组合理论为核心，建立了多心理账户条件下机构投资的风险优化模型，为机构投资的风险优化实践提供了一种量化分析工具。     

多重休假的带启动--关闭期的Geom/G/1排队

本研究多重休假的带启动——关闭期的Geom／G／1离散时间排队，给出稳态队长，等待时间分布的母函数及其随机分解结果，推导出忙期的全假期的母函数，给出该模型的几个特例。     

Resolution of Some Open Problems Concerning Multiple Zeta Evaluations of Arbitrary Depth

We prove some new evaluations for multiple polylogarithms of arbitrary depth. The simplest of our results is a multiple zeta evaluation one order of complexity beyond the well-known Broadhurst–Zagier formula. Other results we provide settle three of the remaining outstanding conjectures of Borwein, Bradley, and Broadhurst. A complete treatment of a certain arbitrary depth class of periodic alternating unit Euler sums is also given.     

A test problem for molecular dynamics integrators

We derive a test problem for evaluating the ability of time-steppingmethods to preserve the statistical properties of systems inmolecular dynamics. We consider a family of deterministic systemsconsisting of a finite number of particles interacting on acompact interval. The particles are given random initial conditionsand interact through instantaneous energy- and momentum-conservingcollisions. As the number of particles, the particle density,and the mean particle speed go to infinity, the trajectory ofa tracer particle is shown to converge to a stationary Gaussianstochastic process. We approximate this system by one describedby a system of ordinary differential equations and provide numericalevidence that it converges to the same stochastic process. Wesimulate the latter system with a variety of numerical integrators,including the symplectic Euler method, a fourth-order Runge-Kuttamethod, and an energyconserving step-and-project method. Weassess the methods' ability to recapture the system's limitingstatistics and observe that symplectic Euler performs significantlybetter than the others for comparable computational expense.     

Reduction of Entrained Hydroxy Species in Ormosil Films for Integrated Optics

Organically modified silicates (ormosils) have been viewed as possible materials for optical signal processing devices for communications networks. One significant problem obstructing their use in this application is the absorption of infrared light by hydroxy species (present for example in silanol groups (SiOH) and water) around the communications wavelengths (1310 and 1550 nm). We have investigated several ormosil compositions, synthesised via an aqueous sol-gel method, to determine if residual hydroxy groups can be removed more effectively via reducing the connectivity of the material by increasing the number of organic groups (such as Si—CH₃). Furthermore, we have investigated the effect of different inert atmospheres on the drying process. It was found that reducing the connectivity does promote the removal of hydroxy absorption, mainly via the condensation of residual silanol groups, but also by removal of residual water, depending on the other precursors in the system. It was also found that the drying atmosphere used (nitrogen or helium) had no effect on the drying process.     

复注及多孔注浆理论研究

针对柱面注浆方式，研究了有关渗透注浆的单孔复注及不同方式布孔时多孔注浆的相互影响等问题，推导出一些有价值的岩体注浆理论公式，可用于指导现场注浆工程的设计与施工．     

X波段六腔渡越管振荡器的高频特性研究

 从麦克斯韦方程出发，采用时域有限差分法（FDTD）和离散傅里叶变换（DFFT）相结合的方法，通过数值计算得出了六腔开放式谐振腔中前四个谐振频率和场分布，计算出的谐振频率与实验测量结果基本相同。比较了开放腔和封闭腔谐振频率，验证了TEM波吸收边界条件，并在实际编程计算中得以应用。计算结果为六腔渡越管振荡器的机理研究提供了依据。     

非均匀网格时域伪谱算法在超宽带技术中的应用

 与传统时域有限差分算法相比，采用以伪谱方法离散Maxwell微分方程为基础的时域伪谱(PSTD)算法计算大的电尺度电磁场时域问题，将大大提高计算效率，降低内存需求。为了拓宽PSTD算法的应用，近年来，基于网格插值方法的非均匀时域伪谱算法得到了发展。研究的重点是算法中非均匀网格技术的实现及其在时域瞬态脉冲电磁场模拟和高功率超宽带脉冲技术方面的应用。以高斯脉冲为激励源，用该算法计算了多层介质的反射和透射，并通过超宽带脉冲穿墙实验对这一方法的应用进行了验证。模拟和实验结果具有较好的一致性。     

Moments of an exponential functional of random walks and permutations with given descent sets

The exponential functional of simple, symmetric random walks with negative drift is an infinite polynomial Y = 1 + ξ₁ + ξ₁ξ₂ + ξ₁ξ₂ξ₃ + ⋯ of independent and identically distributed non-negative random variables. It has moments that are rational functions of the variables μ _k = E(ξ ^k ) < 1 with universal coefficients. It turns out that such a coefficient is equal to the number of permutations with descent set defined by the multiindex of the coefficient. A recursion enumerates all numbers of permutations with given descent sets in the form of a Pascal-type triangle. This revised version was published online in August 2006 with corrections to the Cover Date.     

多小波子空间上的单小波表示

本文在较弱的条件下,建立了2重多小波子空间与单小波子空间的关系.即由2重多小波构造出单小波.一方面,这种单小波的平移伸缩与2重多小波的平移伸缩生成的子空间是完全相同的;另一方面,它具有插值性.因此通过构造出的单小波建立了多小波子空间上的Shannon型采样定理.