Fractional diffusion and reflective boundary condition

Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible non-linear/multifractal signatures in the given data [Y. Ashkenazy, et al. Phys. Rev. Lett. 86 (2001) 1900; Y. Ashkenazy, et al. Physica A 323 (2003) 19; T. Kalisky, Y. Ashkenazy, S. Havlin. Phys. Rev. E 72 (2005) 011913]. In this article, correlations of volatile series generated from stationary first-order linear feedback process with Gaussian and non-Gaussian innovations are investigated. While volatile correlations corresponding to Gaussian innovations exhibited uncorrelated behavior across all time scales, those of non-Gaussian innovations showed significant deviation from uncorrelated behavior even at large time scales. The results presented raise the intriguing question whether non-Gaussian innovations can be sufficient to realize long-range volatile correlations.     

On the uniqueness of the foliation of spheres of constant mean curvature in asymptotically flat 3-manifolds

In this note we study constant mean curvature surfaces in asymptotically flat 3-manifolds. We prove that, outside a given compact subset in an asymptotically flat 3-manifold with positive mass, stable spheres of given constant mean curvature are unique. Therefore we are able to conclude that the foliation of stable spheres of constant mean curvature in an asymptotically flat 3-manifold with positive mass outside a given compact subset is unique.

     

相干叠加态高次谐波发射的时间行为分析

本文研究了一维模型分子离子(初态为基态和一个激发束缚态叠加的相干态)在超强超短激光脉冲作用下的谐波发射谱.我们发现在高次谐波谱平台区域出现了周期性的结构变化.我们利用小波变换对谐波谱进行了暂态时间频率分析,结果表明该谐波结构产生的原因是由电离电子返回母离子时与不同束缚态复合而产生的谐波光脉冲之间相干叠加.同时采用半经典计算,对所得到的计算结果进行了分析,验证了我们的结论.     

Growth kinetics of iron boride layers: Dimensional analysis

Dimensional analysis is presented as a powerful tool in the study of the paste boriding process. In particular, a dimensional method is used to study the growth kinetics of the boride layers FeB and Fe₂B. Experiments were performed in AISI 1045 steel and AISI M2 steel, to test the suggested model. Samples of 1045 steel were prepared and treated using boron paste thickness of 3-5 mm, at temperatures of 1193, 1223 and 1273 K, with 2, 4 and 6 h of treatment time. The M2 specimens had boron paste thickness of 3 and 4 mm and temperatures of 1223, 1253 and 1273 K for 2 and 6 h. Results indicate that the growth of boron layers obeys power laws of the form y = αx^β, where α and β constants are a function of the material and the interface of interest. Validation of the model was carried out using experimental data with an average error percentage of 7.6% for Fe₂B in 1045 steel, 15.8% for FeB and 3.4% for Fe₂B in M2 steel.     

Effects of Nb2O5 on thermal stability and optical properties of Er3+-doped tellurite glasses

Er³⁺-doped tellurite glasses with molar compositions of xNb₂O₅-(14.7-x)Na₂O--10ZnO--5K₂O--10GeO₂-- 60TeO₂--0.3Er₂O₃ (x=0, 3, 5, 7 and 9) have been investigated for developing 1.5~μm fibre and planar amplifiers. The effects of Nb₂O₅ on the thermal stability and optical properties of Er³⁺-doped tellurite glasses have been discussed. It is noted that the incorporation of Nb₂O₅ (x=5) increases the thermal stability of tellurite glasses significantly. Er³⁺-doped niobium tellurite glasses exhibit a large stimulated emission cross-section (7.2\times 10^-21- 10.7×10^-21~cm² and the gain bandwidth, FWHM×\sigma_e^{\rm peak} (274\times 10^-28 - 480×10^-28~cm³), which are significantly higher than that of silicate and phosphate glasses. In addition, the intensity of upconversion luminescence of the Er³⁺-doped niobium tellurite glasses decreases rapidly with increasing Nb₂O₅ content. As a result, Er³⁺-doped niobium tellurite glasses might be a potential candidate for developing laser or optical amplifier devices.     

Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models

This paper examines the performance of Commodity Trading Advisors (CTAs) using fixed and variable benchmarking models. In order to avoid the troublesome passive and active commodity and managed futures benchmarks (indices) when examining the performance of CTAs, we innovate by using data envelopment analysis (DEA). Because this alternative class has non-linear returns due to long/short positions, and derivatives (i.e., dynamic trading strategies), DEA can alleviate the problems usually associated with these indices. The effectiveness of using benchmarking models in a DEA setting will provide investors with an alternative technique in assessing the performance and identifying efficient CTAs.     

On the Erlang Loss Model with Time Dependent Input

We consider the M(t)/M(t)/m/m queue, where the arrival rate λ(t) and service rate μ(t) are arbitrary (smooth) functions of time. Letting p_n(t) be the probability that n servers are occupied at time t (0≤ n≤ m, t > 0), we study this distribution asymptotically, for m→∞ with a comparably large arrival rate λ(t) = O(m) (with μ(t) = O(1)). We use singular perturbation techniques to solve the forward equation for p_n(t) asymptotically. Particular attention is paid to computing the mean number of occupied servers and the blocking probability p_m(t). The analysis involves several different space-time ranges, as well as different initial conditions (we assume that at t = 0 exactly n₀ servers are occupied, 0≤ n₀≤ m). Numerical studies back up the asymptotic analysis. AMS subject classification: 60K25,34E10 Supported in part by NSF grants DMS-99-71656 and DMS-02-02815     

一类非线性方程解的存在和唯一性及在图像中的应用

本文我们给出一个修正的非线性扩散方程模型，与Cotte Lions和Morel的模型相比该模型有许多实质上的优点。主要的想法是把原来去噪声部分：卷积Gauss过程替代为解一个有界区域上的线性抛物方程问题，因此避开了对初始数值如何全平面延拓的问题。我们从数学上的证明该问题解的存在性和适定性，同时给出对矩形域情况的解的级数形式。最后我们给基于本模型的数值计算差分模型，并且给出几个具体图像在该模型下处理结果。