论大学物理实验体系建设与教学改革

传统的物理实验是按普通物理、电子线路和近代物理等内容进行划分，这种体系突出了学科的系统性，但忽视了学科之间的兼容互补性，各学科相互独立，限制了学生跨学科思维能力和创新能力的培养，建立现代物理实验教学新体系是大学物理实验教学改革的必然趋势．新的物理实验体系应依照训练层次，划分为引导性实验、基本实验、综合性实验、设计性实验、研究性实验．并需要注重时代性和先进性，改革和更新大学物理实验教学内容，改革实验教学与管理模式，形成新的运行机制，从而达到学生素质和能力的提高．     

On topological properties of the Hartman-Mycielski functor

We investigate some topological properties of a normal functorH introduced earlier by Radul which is some functorial compactification of the Hartman-Mycielski construction HM. We prove that the pair (H X, HMY) is homeomorphic to the pair (Q, σ) for each nondegenerated metrizable compactumX and each denseσ-compact subsetY.     

社会经济管理系统和谐性模型的构建与分析

本文从非线性自然观的视野。引用与分析了社会经济系统功能模型与效应模型。构建了系统和谐状态模型与和谐状态可信度模型，形象地说明了企业系统的和谐既是一个随机不确定状态。又是企业和谐力量与不和谐力量相互抗争干涉的过程。依据协同学原理提出了企业系统和谐演进的机制，表明企业系统的和谐发展是子系统和谐协同的过程。即子系统竞争合作的过程。文中所构建的模型，从理论上清晰地说明了企业系统和谐有序运行的机理，为如何构建和谐企业。提供了建设性的思考。     

An Analytic Zariski Structure Over a Field

Following the introduction and preliminary investigations of analytic Zariski structures in Peatfield and Zilber (Ann pure Appl Logic 132:125–180, 2005) an example of an analytic Zariski structure extending an algebraically closed field is provided. The example is constructed using Hrushovski’s method of free amalgamation, and a topology is introduced in which we can verify the analytic Zariski axioms.     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.     

Phase Transition in Vertex-Reinforced Random Walks on {\mathbb{Z}} with Non-linear Reinforcement

Vertex-reinforced random walk is a random process which visits a site with probability proportional to the weight w _k of the number k of previous visits. We show that if w _k ∼ k ^α, then there is a large time T ₀ such that after T ₀ the walk visits 2, 5, or ∞ sites when α < 1, = 1, or > 1, respectively. More general results are also proven.      

Category with a natural cone

Generally, in homotopy theory a cylinder object (or, its dual, a path object) is used to define homotopy between morphisms, and a cone object is used to build exact sequences of homotopy groups. Here, an axiomatic theory based on a cone functor is given. Suspension objects are associated to based objects and cofibrations, obtaining homotopy groups referred to an object and relative to a cofibration, respectively. Exact sequences of these groups are built. Algebraic and particular examples are given. We point out that the main results of this paper were already stated in [3], and the purpose of this article is to give full details of the foregoing.     

高等师范学校物理专业课程结构改革研究

为解决高等师范院校物理专业学生的知识结构和实际能力与社会需要明显不相适应的矛盾，我们对四年制物理专业的课程结构进行了全面改革。改革后，毕业生不仅能胜任普通中学或职业中学（职业中专）的教学，而且有能力参与厂矿企业的技术工作，具有更广泛的适应性和更强的竞争力。     

Computing strategies for achieving acceptability: A Monte Carlo approach

We consider a trader who wants to direct his or her portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a Monte Carlo algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and whose outputs are the numerical values of initial capital requirement and the functional form of a trading strategy for achieving acceptability. We also prove optimality of the capital obtained. Explicit theoretical evaluations of hedging strategies are extremely difficult, and we avoid the problem by resorting to such computational methods. The main idea is to utilize the finite Vapnik–C?ervonenkis dimension of a class of possible strategies.