Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

Controlling quantum coherence of atom laser by light with strong strength

A new method for controlling the quantum coherence of atom laser by applying input light with strong strength is presented within the framework of quantum dynamical theory. Unlike the case of rotating wave approximation(RWA), we show that the non-classical properties, such as sub-Poisson distribution and quadrature squeezed effect, can appear in the output atom laser beam with time. By choosing suitable initial RF phase, a steady and brighter output of squeezed coherent atom laser is also available.     

可重构制造系统重组过程中设备选择模型的研究

根据生产任务选择加工设备进行制造资源重组是实现可重构制造系统的关键问题之一，由于设备的选择涉及到多种因素，既有定量指标，又有定性指标，传统的依靠人工经验的方法显得力不从心。本文首先结合实际情况，提出了一套设备选择评价体系，通过对模糊判断矩阵采用最小对数二乘法确定各评价因素的权重系数，针对定性指标和定量指标采用不同的方法确定其性能指标值，通过模糊积分对评判指标进行综合评判，最后进行了实例研究。所提出的方法有效地简化了决策过程，为可重构制造系统设备选择提供了一套行之有效的方法。     

从诺贝尔物理学奖看光学的发展

从一个新的角度分析、讨论了光学的发展过程.并对光学今后的发展做了展望.     

数码相机CMOS图像传感器的特性参数与选择

介绍了数码相机的核心器件———CMOS图像传感器的特性参数和在数码相机设计过程中CMOS图像传感器的选择。选择CMOS图像传感器,不仅需要考虑包括传感器的尺寸、像素总数和有效像素数、最小照度、动态范围、灵敏度、分辨力、光电响应不均匀性以及光谱响应等在内的特性参数,而且还要考虑电源管理和功耗、模数转换位数、开发的简便性以及成本等因素。     

Predictability and model selection in the context of ARCH models

Most of the methods used in the ARCH literature for selecting the appropriate model are based on evaluating the ability of the models to describe the data. An alternative model selection approach is examined based on the evaluation of the predictability of the models in terms of standardized prediction errors. Copyright © 2005 John Wiley & Sons, Ltd.     

Assessing the Error Probability of the Model Selection Test

The asymptotic error probability of Linhart's model selection test isevaluated, and compared with the nominal significance level. We examine thecase where the expected discrepancies of the candidate models from the truemodel are asymptotically equal. The local alternatives method is employed inthe limiting operation of the asymptotic evaluation. Although the errorprobability under the null hypothesis is actually shown to be equal to orless than the level for most situations, intolerable violations of the errorcontrol are observed for nested models: It is often erroneously concludedthat the smaller model is significantly better than the larger model. Toprevent this violation, a modification of Linhart's test statistic isproposed. The effectiveness of the proposed test is confirmed throughtheoretical analysis and numerical simulations.     

我国封闭式投资基金业绩评价实证研究

随着我国基金行业超常发展,恰当的分析和评价基金业绩已越来越重要。本文根据CAPM的基本原理,利用国外先进的基金业绩评价方法对我国封闭式基金的综合业绩进行实证研究。研究结果表明:总体来看,基金获得的市场超额收益显著为负。基金经理不具有证券选择能力,但具有一定的市场择时能力,但这两种能力均不显著。同时,我们还发现不同投资风格的基金经理具有不同的证券选择能力和市场择时能力。     

Asymmetric responses of international stock markets to trading volume

The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market.     

Optical Glucose Monitoring Based on Femtosecond Two-Color Pulse Interferometry

We demonstrate the potential of femtosecond two-color pulse interferometry for in vitro optical glucose monitoring, by dispersion of the group refractive index in a glucose solution sample with respect to a red-color light and a blue-color light. By comparison with femtosecond one-color pulse interferometry, the basic performance of the present system with regard to sensitivity, quantitativeness, and tolerance to surrounding disturbances, is evaluated. The resulting accuracy and precision of glucose determination are 77 and 118mg/dl for 10-mm-sample-thickness, respectively. This near-common-path configuration of the two-color pulse light provides good stability to fluctuations of sample temperature, which is important in clinical applications. Considering the performance of femtosecond two-color pulse interferometry as an optical glucose sensor, a suitable measurement site for in vivo optical glucose monitoring is discussed.