一些部分差集和相对差集的构造

In this paper, we give a construction of RDS in Galois ring by using some bent function, and obtain the equivalent relationship between RDS and a kind of bent function. At the same time, its existence is demonstrated.     

基于EWB的D/A数模转换器的仿真研究

阐述了D／A转换器的仿真原理，给出了T形电阻网络D／A转换器仿真模型的构造方法，并采用EWB进行了系统仿真，仿真结果表明该方法是合理、可行的。     

测定汞原子塞曼谱线相对强度

在原塞曼效应实验基础上，测定了塞曼分裂各谱线的相对强度，以作为原实验的补充．     

6to4与ISATAP技术相结合的IPv6网络实现

在IPv4向IPv6过渡期间,多种过渡技术可以互相支持、互相组合使用,以达到互利互助。简要介绍了其中2种隧道技术:6to4技术和ISATAP技术,提出了1种基于两者结合的新型实验网络的实现方案。具体讨论了在Linux下如何组建这种新型实验网络平台,详细阐明了如何配置IPv6主机以及双栈路由器,为IPv4过渡到IPv6提供1个可行的方案。     

Electrode “edge effects” analyzed by the Green function method

An exact method based on Green's equation is used to find the diffusion-controlled faradaic current for certain electrode geometries that incorporate edges and vertices. Thereby the magnitudes of the time-independent current density associated with angled electrode/electrode and electrode/insulator junctions are calculated. As well, the square-root-of-time-dependent currents associated with vertices, receive attention. These terms extend to longer times, the Cottrell formulation appropriate for short times. Though most of the problems solved here have been tackled previously, the novel Green function approach is shown to be straightforward and intuitive.     

调制不稳定性对级联放大光纤传输系统信噪比的影响

在考虑光纤损耗和级联放大器的情况下，推导了调制不稳定性的产生条件和增益的普适解析表达式，分析了调制不稳定性对信噪比的影响，给出了一个新的计算信噪比的表达式。     

耦合模模型的峰峰值与有效值

介绍了峰峰值和有效值的偶合模方程,给出了峰峰值P矩阵和有效值P矩阵的表达式。利用峰峰值P矩阵和有效值P矩阵模拟了纵向耦合谐振结构以及阻抗元结构的声表面波滤波器的频响。对比两种P矩阵的模拟结果,说明了峰峰值耦合模方程和有效值耦合模方程分析频响的等效性。     

热电厂锅炉运行技术指标的微机管理

本文从锅炉运行技术指标台帐微机管理的实际出发，提出了热量计算中主蒸汽流量修正系数Ｃ和给水焓值Ｚ两项参数回归的计算公式，提高了热量计算数值精度。     

用最小二乘法恢复逐行倒相副载波

介绍ＰＡＬ制彩色全电视信号中色同步信号编码原理及恢复逐行倒相副载波的过程中，两种计算色同步信号相位角的方法。并且在实验的基础上得出：最小二乘法在ＰＡＬ制电视信号的副载波相位角计算中不仅可以满足精度要求，而且简便灵活。     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998