双曲分布及其在VaR模型分析中的应用

传统的计算V aR的R iskM etrics方法不能对市场风险分布的“厚尾”现象给出较为满意的刻画和计算方法.本文引入双曲分布及其算法并将双曲分布应用到V aR模型的计算之中,事实上通过对股票市场的实证研究表明,股票市场数据呈厚尾现象,用双曲分布对数据的拟合要比R iskM etrics方法假定的正态分布更符合金融市场数据的实际情况,故本文的结论与方法对金融风险管理和其他金融建模是有价值的.     

FTIR光谱遥测红外药剂的燃烧温度

本文利用遥感FTIR光谱，对红外药剂的燃烧特性进行了研究。在分辨率为4cm^-1时，收集4700－740cm^-1波段的光谱。从HF等燃烧产物发射的分子振转基带精细结构的谱线强度分布，可以对燃烧温度进行遥感测定，并给出了燃烧温度随时间的变化关系，实验结果表明燃烧表面附近温度梯度很大，存在着急剧的变化温度场，同时也说明，在不干扰火焰温度场的情况下，利用遥感FTIR光谱对剧烈的、非稳态快速燃烧的火焰温度进行连续实时的遥感测量，是一种快速、准确、灵敏度高的测温方法，显示了它在燃烧温度测量、产物浓度测试以及燃烧机理研究等方面的应用前景。     

"小题大做"一例——研究性教学中习题环节的个案讨论

本文以一道题为例对研究性教学中的习题环节进行了实例研究.大致按照事件发生的顺序叙述以再现现场情景.     

Wavelength and power monitoring of DWDM systems using scanning F–P filter calibrated with a F–P laser

A novel technique to overcome the long-term drift and hysteresis of a scanning Fabry–Perot filter was developed and applied to wavelength and power monitoring of DWDM system. By using the comb peaks generated by a temperature-stabilized, near threshold-biased Fabry–Perot diode laser as wavelength reference for the scanning Fabry–Perot filter, wavelength and power measurement accuracy of better than ±10 pm and 0.2 dB, respectively, were achieved.     

天文斑点成像技术中的噪声影响分析

为进一步说明天文像复原新方法-迭代位移叠加法的性质，对探测器的附加噪声在斑点干涉术、斑点掩模法和迭代位移叠加法中的影响分别进行了分析。结果表明：在斑点掩模法中，复杂的噪声高阶矩统计被引入了重谱的噪声偏差，因此对噪声极为敏感，使数据处理更加复杂化；与斑点掩模法相比，迭代位移叠加法仅涉及对噪声的一阶矩统计平均，所以此新方法的特点是对噪声不敏感，具有图像复原处理过程简单快捷的优越性。     

Newton-Leibniz integration for ket-bra operators in quantum mechanics and derivation of entangled state representations

Newton-Leibniz integration rule only applies to commuting functions of continuum variables, while operators made of Dirac’s symbols (ket versus bra, e.g., |q〉〈q| of continuous parameter q) in quantum mechanics are usually not commutative. Therefore, integrations over the operators of type |〉〈| cannot be directly performed by Newton-Leibniz rule. We invented an innovative technique of integration within an ordered product (IWOP) of operators that made the integration of non-commutative operators possible. The IWOP technique thus bridges this mathematical gap between classical mechanics and quantum mechanics, and further reveals the beauty and elegance of Dirac’s symbolic method and transformation theory. Various applications of the IWOP technique, including constructing the entangled state representations and their applications, are presented.     

掺钕聚甲基丙烯酸甲酯的光学特性

研究了制备的掺钕螯合物Nd(DBM)3Phen材料的吸收光谱、激发光谱、荧光光谱,应用Judd-Ofelt理论计算了该材料的强度参量．分析了钕离子激发态4F3／2的辐射寿命(631 μs)和4F3／2→4IJ′跃迁的受激发射截面和荧光分支比．     

粒子-转子模型和推转壳模型中的能谱统计分析

用粒子–转子模型和推转壳模型研究了6个粒子分别填充在单j壳和双j壳上的混沌行为.分析了单j壳和双j壳情况下能谱的最近邻能级间距分布和谱刚度随自旋及推转频率的变化,结果表明,当组态空间大小不变时,系统在双j壳(g_7/2+d_5/2)情况下比在单j壳(i_13/2)情况下更规则,而当组态空间从单j壳(i_13/2)扩大到双j壳(i_13/2+g_9/2)时,系统的混沌程度变化不大.同时比较了将6个粒子的两体相互作用分别取为δ力和对力时的系统的混沌行为     

不同入射角度下强流脉冲电子束能量沉积剖面和束流传输系数模拟计算

 强流脉冲电子束在材料中的能量沉积剖面、能量沉积系数和束流传输系数受其入射角的影响很大，理论计算了0.5~2.0MeV的电子束以不同的入射角在Al材料中的能量沉积剖面和能量沉积系数，并且还计算了0.4~1.4MeV电子束以不同入射角穿透不同厚度C靶的束流传输系数。计算结果表明，随着入射角的增大，靶材表面层单位质量中沉积的能量增大，电子在靶材料中穿透深度减小，能量沉积系数减小，相应的束流传输系数也减小；能量为0.5~2.0MeV的电子束当入射角在60°~70°时在材料表面层单位质量中沉积的能量较大。     

Soliton interaction under the influence of higher-order effects

In this paper, we present exact N-soliton solution by employing simple, straightforward Darboux transformation based on the Lax pair for Hirota equation, a higher-order nonlinear Schrödinger (HNLS) equation. As examples, one- and two-soliton solutions in explicit forms are given and their properties are also analyzed. A bound solution without interaction will be theoretically predicted if one can adjust frequency shift for each soliton appropriately. Further, we obtain the approximate eigenvalues by employing two-soliton solution and discuss analytically the interaction between neighboring solitons under the influence of the higher-order effects. It is shown that the combined effects of the higher-order effects can restrain the interaction between neighboring solitons to some extent. The results are proved by directly solving HNLS equation numerically.