Wave turbulence and intermittency in directional wave fields

The evolution of surface gravity waves is driven by nonlinear interactions that trigger an energy cascade similarly to the one observed in hydrodynamic turbulence. This process, known as wave turbulence, has been found to display anomalous scaling with deviation from classical turbulent predictions due to the emergence of coherent and intermittent structures on the water surface. In the ocean, waves are spread over a wide range of directions, with a consequent attenuation of the nonlinear properties. A laboratory experiment in a large wave facility is presented to discuss the sensitivity of wave turbulence on the directional properties of model wave spectra. Results show that the occurrence of coherent and intermittent structures become less likely with the broadening of the wave directional spreading. There is no evidence, however, that intermittency completely vanishes.     

pH-Sensitive Oscillatory Motion of a Urease Motor on the Urea Aqueous Phase

A self-propelled object coupled with an enzyme reaction between urease and urea was investigated at the air/aqueous interface. A plastic object that was fixed to a urease-immobilized filter paper was used as a self-propelled object, termed a urease motor, placed on an aqueous urea solution. The driving force of the urease motor is the difference in the surface tension around the object. Oscillatory motion or no motion was triggered depending on the initial pH of the urea solution. Both the frequency and maximum speed of the oscillatory motion varied depending on the initial pH of the water phase. The mechanisms underlying the oscillatory motion and no motion were discussed in relation to the bell-shaped enzyme activity of urease in the enzyme reaction and the surface tension around the urease motor.     

Character of the thermal motion of water molecules according to the data on quasielastic incoherent scattering of slow neutrons

The paper discusses the applicability of quasi-crystalline approximation to describing the thermal motion of water molecules in their normal and supercooled states. The problem is subjected to the critical analysis of experimental data on incoherent scattering of slow neutrons based on theories developed by Singwi-Sjolander [1] and Oskotsky [2] modified to duly take into account the limited applicability range of diffusion approximation. The applicability conditions of quasi-crystalline approximation are shown to be consistently satisfied only when water is in supercooled state and within a narrow temperature range above the melting temperature.     

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.     

一种全局运动的图像处理算法研究

在摄像机进行航拍的图像处理系统中,由摄像机运动所引起的视频运动,背景变化是主要特点。在进行图像采集时,每个像素都在变化,采用传统的图像编码方式进行图像压缩,压缩效果比较差。提出了基于块分割的精确运动估计算法,它是一种很好的图像压缩方法。     

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.     

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.     

图像稳定技术中的像运动描述及其处理分析

随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。     

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     

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.