Using multi-exposure of color fringes to measure the beating motion of a moth

A multi-exposure of color fringes method has been developed to improve the capture speed of a conventional color CCD camera. In the method, four groups of projected fringe patterns encoded with different colors and different directions are stored in one CCD frame. Therefore the capture frequency of the conventional CCD can be improved to 200 Hz. It is available to measure the insect wings with low beating frequency, such as dragonfly, moth, or butterfly, whose beating frequency is about 30–40 Hz. We have used the method to measure the beating motion of a moth successfully.     

滚动实验的另一种演示

介绍了另一种滚动演示实验,并对演示结果进行了理论分析和解释     

Finding the response matrix to the external action from a subspace for a discrete linear stochastic dynamical system

For a discrete linear stochastic dynamical system, computation of the response matrix to the external action from a subspace using given observational data is examined. An algorithm is proposed and substantiated that makes it possible to improve the numerical accuracy and to reduce the amount of observational data compared to the general case where an arbitrary external action is allowed. As an illustration, a discrete system arising in the analysis of a linear stochastic dynamical continuous-time system is considered more thoroughly. Some numerical results are presented.     

股票价格遵循几何分式Brown运动的期权定价

讨论了股票价格过程遵循几何分式B row n运动的欧式期权定价.由于该过程存在套利机会使得传统的期权定价方法(如资本资产定价模型(CAPM),套利定价模型(APT),动态均衡定价理论(DEPT))不可能对该期权定价.利用保险精算定价法,在对市场无其它任何假设条件下,获得了欧式期权的定价公式.并讨论了在有效期内股票支付已知红利和红利率的推广公式.     

空气/水界面水分子的取向和运动

对四种不同的实验构型下空气／水界面自由O-H键在3700cm~(-1)的和频振动光谱的分析表明,水分子在空气／水界面的取向运动只可能是在平衡位置附近有限角度之内的受限转动。界面水分子的自由O-H键取向距界面法线约33°,而取向分布或运动的宽度不超过15°。这一图像显著地不同于Wei等人(Phys. Rev. Lett.86,4799(2001))只通过单一的SFG实验构型所得出结论,即：空气／水界面的水分子在超快的振动弛豫时间内在很大的角度范围内运动。     

第一类永动机幻梦的破灭

介绍了13~18世纪物理学史和科技史上曾名噪一时的第一类永动机的设计方案的破灭.第一类永动机幻梦破灭的历史引起了人们的反思与启示,有力地促进了19世纪中叶能量转化和守恒定律的确立.     

不连续不可逆二维映象的动力学特性

总结两个保守映象不可逆地分段连续链接(称为类耗散系统)以及一个保守映象与一个耗散映象不可逆地分段连续链接(称为半耗散系统)情况下得到的五项共同动力学特征：不连续边界象集构成的随机网成为唯一的混沌轨道；由于某些相点具有两个逆象而导致的相空间塌缩(类耗散)；由于系统的不连续不可逆性质而出现的胖分形禁区网；在具有吸引子共存时占据不连续边界象集随机网和胖分形禁区网区域的点滴状吸引域以及由此导致的吸引子不可预言性；即使在传统强耗散存在的情况下点滴状吸引域仍由类耗散机制主宰.以一个累积-触发电路为例，说明这五项系统动 关键词： 随机网 禁区网 点滴状吸引域     

Development of a Simulation Model for Solid Objects Suspended in a Fluctuating Fluid

We introduce a new scheme for the future application of Real-coded Lattice Gas (RLG) to the numerical simulation of suspended solid objects in a fluctuating fluid environment. The reproduction of Brownian motion for a single solid object is verified through the Gaussian distribution of its displacements. The effectiveness of the solid–solid interaction model is also confirmed in an N-body simulation.     

Brownian surfaces with boundary and Deligne cohomology

We define differentiable random surfaces, which realize a kind of generalized parallel transport for line bundles over the loop space. This gives a realization of one of the axioms of Segal of conformal field theory.     

Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.