Real-World Forward Rate Dynamics With Affine Realizations

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral approach concerning the existence of affine realizations are transferred to the general case. A similar result holds true for models driven by compound Poisson processes with finite jump size distributions. However, in the presence of jumps with infinite activity we obtain severe restrictions on the structure of the market price of risk; typically, it must even be constant.     

图表追踪的一种机器实现方法

交换图表追踪法是同调代数中一种重要的证明方法.本文提出了一种基于前推的交换图表追踪的机器实现方法,它可以证明同调代数中一系列基于交换图的定理.该方法从定理的结论出发,通过构造辅助元素以及对辅助元素进行推导,能在有限步内给出定理的证明.本文提出的前推方法已经在Java开发平台上实现,同调代数中的五引理、九引理、蛇引理等的证明都可以由我们的程序自动产生.     

Simulation of harmonic oscillators on the lattice

This work deals with the simulation of a two-dimensional ideal lattice having simple tetragonal geometry. The harmonic character of the oscillators give rise to a system of second-order linear differential equations, which can be recast into matrix form. The explicit solutions which govern the dynamics of this system can be expressed in terms of matrix trigonometric functions. For the derivation we employ the Lagrangian formalism to determine the correct solutions, which extremize the underlying action of the system. In the numerical evaluation we develop diverse state-of-the-art algorithms which efficiently tackle equations with matrix sine and cosine functions. For this purpose, we introduce two special series related to trigonometric functions. They provide approximate solutions of the system through a suitable combination. For the final computation an algorithm based on Taylor expansion with forward and backward error analysis for computing those series had to be devised. We also implement several MATLAB programs which simulate and visualize the two-dimensional lattice and check its energy conservation.     

Convergence rates for forward–backward dynamical systems associated with strongly monotone inclusions

We investigate the convergence rates of the trajectories generated by implicit first and second-order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to a zero of the sum, provided the latter is strongly monotone. We derive from here convergence rates for the trajectories generated by dynamical systems associated to the minimization of the sum of a proper, convex and lower semicontinuous function with a smooth convex one provided the objective function fulfills a strong convexity assumption. In the particular case of minimizing a smooth and strongly convex function, we prove that its values converge along the trajectory to its minimum value with exponential rate, too.     

Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient

We consider a controlled system driven by a coupled forward–backward stochastic differential equation with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential equation, at the initial time. Our goal is to find an optimal control which minimizes the cost functional. The method consists to construct a sequence of approximating controlled systems for which we show the existence of a sequence of feedback optimal controls. By passing to the limit, we establish the existence of a relaxed optimal control to the initial problem. The existence of a strict control follows from the Filippov convexity condition.     

LD泵浦Nd:YVO4/LBO临界相位匹配腔内倍频瓦级绿光激光器

报道了一种光纤耦合LD泵浦Nd:YVO₄晶体、腔内Ⅰ类临界相位匹配(角度匹配)LBO倍频、瓦级输出的全固态绿光激光器的设计方法和实验结果.采用短三镜折叠腔结构,通过对热透镜焦距的估算及计算机优化设计选取合适的谐振腔参量,在8 W的泵浦功率下,获得了1.6 W绿光基模输出,光-光转换效率达20%.经测量,绿光的偏振比超过400:1,4 h功率稳定度为±1.6%.     

标准模型下前向安全公钥加密方案的新构造

针对已有的可证安全的前向安全公钥加密方案仅满足较弱的选择明文安全性,难以满足实际应用的安全需求这一问题,提出了一个新的前向安全公钥加密方案,基于判定性截断q-ABDHE问题的困难性,该方案在标准模型下被证明满足选择密文安全性。在该方案中,解密算法的计算代价和密文的长度独立于系统时间周期总数。对比分析表明,该方案的整体性能优于已有的前向安全公钥加密方案。     

An adaptive power pricing scheme for improved fairness in energy‐constrained cooperative networks

This paper presents an adaptive power pricing scheme to address the fairness issue with relay selection and power allocation in decode‐and‐forward‐based opportunistic relaying networks, which is focused on the scenario where a distributed energy‐constrained cooperative communication system is employed over Rayleigh fading channels. Specifically, the proposed scheme is conducted analytically by obtaining the mathematical expression for the symbol error probability using the statistical characteristic of the signal‐to‐noise ratio, and it also takes the residual energy of nodes into consideration. Numerical results show that the proposed scheme has the advantage of better system reliability and further improves the throughput of the whole network compared with previous algorithms without considering fairness. Copyright © 2013 John Wiley & Sons, Ltd.     

拖曳式雷达诱饵的噪声干扰分析与仿真

简述了拖曳式雷达有源诱饵的两种干扰样式,讨论了4种类噪声干扰模型.分析了诱饵在连续转发干扰和噪声干扰方式下的误差变化曲线.在诱饵释放的4种噪声干扰信号情况下,对单脉冲雷达导引头产生的影响进行仿真和分析,评估了干扰效果.     

基于fan4800C的正激式开关电源的设计

介绍了一种基于fan4800C的双晶正激式多路输出AC/DC的开关电源的原理与设计方法。分析了fan4800C的特性和工作原理,并给出了它的设计原理框图及具体设计过程,最后给出了该电源模块的实测波形及测试技术指标。