Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

β-MnO2高压相的从头计算模拟

 基于密度泛函理论（DFT），用完全势能线性缀加平面波方法（FPLAPW）计算模拟了MnO₂的同质多相变体（金红石型结构、CaCl₂型结构、黄铁矿型结构），通过计算，预测了β-MnO₂在5 GPa时从金红石型结构转变为CaCl₂型结构，在20 GPa时进一步转变为黄铁矿型结构。另外，还总结和比较了几种金红石型结构二氧化物的压致相变特点，得出第Ⅳ主族元素的金红石型结构氧化物有很好的规律性，发生的相变序列基本一致；并随着金属阳离子半径的增大，发生相变的压力值也相应地递减，各氧化物的体积模量值相应地减小。     

A dynamical test of phase transition order: New things in old places or old wine in new bottles

We first discuss nonlinear aspects of phase transition theory applied to a particular liquid crystal phase transition. A simple derivation is given to show how two coupled Goldstone modes (one appearing as gauge fluctuations of the ordered phase) can force a phase transition, against all expectations, to take place discontinuously (theory of Halperin, Lubensky, and Ma)-but the discontinuity may be immeasurably small. Then, we describe a new dynamical test of phase transition order, developed by Cladiset al., that turns out to be more sensitive than x-ray diffraction and adiabatic calorimetry. Quantitative data found by this new method are in excellent agreement with the measurements of adiabatic calorimetry and x-ray diffraction as well as expectations implicit in the predictions of HLM.This is the text of an after-banquet talk given at the CNLS Workshop on the Dynamics of Concentrated Systems.     

Theory of interfacial phase transitions in surfactant systems

The spin-1 Ising model, which is equivalent to the three-component lattice gas model, is used to study wetting transitions in three-component surfactant systems consisting of an oil, water, and a nonionic surfactant. Phase equilibria, interfacial profiles, and interfacial tensions for three-phase equilibrium are determined in mean field approximation, for a wide range of temperature and interaction parameters. Surfactant interaction parameters are found to strongly influence interfacial tensions, reducing them in some cases to ultralow values. Interfacial tensions are used to determine whether the middle phase, rich in surfactant, wets or does not wet the interface between the oil-rich and water-rich phases. By varying temperature and interaction parameters, a wetting transition is located and found to be of the first order. Comparison is made with recent experimental results on wetting transitions in ternary surfactant systems.This paper is dedicated to J. K. Percus in honor of his 65th birthday.     

气相Lys分子体系捕获双电子单重激发态的特性

采用密度泛函理论（DFT）中的B3LYP方法, 在6-311+G(2df)基组水平上, 对气相赖氨酸（Lys）分子和Lys^2-的基态稳定构型进行优化, 并用含时密度泛函理论（TD DFT)方法考察气相Lys分子和带电离子体系单重激发态的特性. 结果表明： Lys分子体系捕获双电子时, 其体系能量有所增加； S1单重激发态与S0基态能量差值变小； 分子体系的荧光波长增加； S7单重激发态跃迁轨道数减少.     

噬菌体展示禽流感病毒抗原变异性基因片段文库的构建

构建T7噬菌体展示禽流感病毒抗原变异性基因片段文库. 首先， 从Gene Bank中查找筛选禽流感病毒抗原变异性基因, 将其截短、 修饰、 简并后得到禽流感病毒抗原变异性基因微阵列. 其次， 将合成的禽流感病毒抗原变异性基因片段文库扩增、 酶切, 链接到双酶切后的T7噬菌体载体基因上, 构成重组噬菌体DNA. 最后， 重组噬菌体DNA经体外包装和扩增, 得到T7噬菌体展示文库, 并进行T7噬菌体展示文库滴度、 重组率和免疫活性测定. 实验结果表明, 从Gene Bank中查找、 筛选、 剪切和修饰共获得96 258条序列构建T7噬菌体展示文库, 原始文库滴度为3.6×107个菌落/mL, 重组率大于90%. 用禽流感病毒H5N1抗体进行捕获, 经聚合酶链式反应(PCR)鉴定, 得到理想目的条带, 证明噬菌体表面展示蛋白具有抗原活性, 可用于禽流感病毒感染患者的快速检测及抗原表位筛选.     

改进型磁绝缘线振荡器的设计和数值模拟

 综合两种现有磁绝缘线振荡器的优点，对器件进行改进，将双渐变结构、轭流片和阻抗渐变三种增大功率的机制综合考虑，利用二维半全电磁PIC程序进行数值模拟，设计了一种新的改进型磁绝缘线振荡器，当外加电压为550kV，电流为35kA左右时，在L波段获得了6GW的峰值输出功率。     

Generalized lattice model of liquid state and its relation to Ginzburg–Landau theory

Basic principles of the generalized lattice model of multicomponent condensed systems are formulated. Short-range parts of interatomic interactions are taken into account by means of the geometric constraints method. Long-range parts of the interactions are taken into account in mean field approximation. The expression for Helmholtz free energy is obtained. A system of integral equations for the equilibrium distributions of components is derived. The asymptotic properties of its solutions are investigated. Moment expansion of interatomic interactions and localization of integral terms in free energy is obtained. A Ginzburg–Landau-like functional of free energy is derived.     

在高密度下核物质的色超导性

建立了相变热力学理论和场论的关系. 强调在量子场论中必须引进序参量场， 则相变的讨论就类似于Goldstone bosons 的产生. 如果只讨论一级相变， Goldstone bosons场就足够了; 如果要讨论二级相变， 则必须讨论一系列的场， 这些场构成一个对称群的表示. 另外, 也将这一思想用到色超导中. In this paper we built a relation between the thermodynamical theory of the phase transition and field theory. We emphasized that in the quantum field theory we have to introduce the order parameter fields. Then the discussion of the phase transition is closed to the creation of the Goldstone bosons. If we only discuss the first order transition, the Goldstone bosons fields are sufficient. If we want to discuss the second order transition, we have to discuss a set of fields that constructs a representation of a symmetry group. We also apply this concept to color superconductivity.     

Radiative lifetimes in Ce I and Ce II

New radiative lifetime measurements based on time-resolved laser-induced fluorescence techniques are reported for 18 even-parity levels belonging to the 4f5d^26p and 4f ²5d ² configurations of Ce I and 6 even-parity levels belonging to the 5d^26s, 4f5d6p, and 4f6s6p configurations of Ce II. Free neutral and singly ionized cerium atoms were produced by laser ablation. The Ce I and Ce II levels range in energy from 26 545 to 29 102 cm^-1, and 42 573 to 48 152 cm^-1, respectively. Received 25 September 2002 Published online 4 March 2003