Time-clustering behavior of sharp fluctuation sequences in Chinese stock markets

Sharp fluctuations (in particular, extreme fluctuations) of asset prices have a great impact on financial markets and risk management. Therefore, investigating the time dynamics of sharp fluctuation is a challenge in the financial fields. Using two different representations of the sharp fluctuations (inter-event times and series of counts), the time clustering behavior in the sharp fluctuation sequences of stock markets in China is studied with several statistical tools, including coefficient of variation, Allan Factor, Fano Factor as well as R/S (rescaled range) analysis. All of the empirical results indicate that the time dynamics of the sharp fluctuation sequences can be considered as a fractal process with a high degree of time-clusterization of the events. It can help us to get a better understanding of the nature and dynamics of sharp fluctuation of stock price in stock markets.     

Adaptive Constrained Control of Unknown Strict Feedback Nonlinear Systems With Dead Zone Input北大核心CSCD

研究了具有死区输入的预设约束未知高阶严格反馈非线性系统的控制问题,提出了一种基于免疫函数的自抗扰预设漏斗约束自适应控制策略。首先,针对系统内部的未知问题,采用免疫函数与扩张状态观测器结合对系统内部未知项进行观测;其次,通过Lyapunov方法与漏斗控制相结合设计控制器,使得跟踪误差能够维持在预先设定的漏斗约束范围内;同时,利用双曲正切函数速率变化快这一特性设计自适应控制律,引入指令滤波器避免反步法中重复求导问题,分析证明了闭环系统所有信号的有界性。仿真实例表明了控制方法的有效性。     

Spin-polarized transport in zigzag graphene nanoribbons adsorbing nonmagnetic atomic chain

We theoretically study the electron transport properties in a ferromagnetic/normal/ferromagnetic tunnel junction, which is deposited on the top of a topological surface. The conductance at the parallel (P) configuration can be much bigger than that at the antiparallel (AP) configuration. Compared P with AP configuration, there exists a shift of phase which can be tuned by gate voltage. We find that the exchange field weakly affects the conductance of carriers for P configuration but can dramatically suppress the conductance of carriers for AP configuration. This controllable electron transport implies anomalous magnetoresistance in this topological spin valve, which may contribute to the development of spintronics. In addition, there shows an existence of Fabry-Perot-like electron interference in our model based on the topological insulator, which does not appear in the same model based on the two dimensional electron gas.     

Zr4Al2高压下热动力学性质的第一性原理研究

本文主要通过平面波赝势密度泛函理论的第一性原理计算方法,采用了广义梯度近似（GGA）交换相关函数,研究了六角结构的Zr4Al2的EOS态方程和热动力学性质。通过采用了声子效应的准谐近似德拜模型,我们成功得到了晶胞体积V随温度以及V/V0、德拜温度Θ、热熔CV 随压强P的变化关系。另外,我们还研究了热膨胀系数α及格林参数γ随温度和压强的变化关系,计算结果表明格林参数和热膨胀系数随温度的升高而增加,但是在较高的温度下,热膨胀系数几乎不受温度的影响。     

On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations

This paper continues to study the explicit two-stage fourth-order accurate time discretizations [5-7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are different from the existing methods, e.g. the Euler methods, Runge-Kutta methods, and multistage multiderivative methods etc. We study the absolute stability, the stability interval, and the intersection between the imaginary axis and the absolute stability region. Our results show that our two-stage time discretizations can be fourth-order accurate conditionally, the absolute stability region of the proposed methods with some special choices of the variable weights can be larger than that of the classical explicit fourth- or fifth-order Runge-Kutta method, and the interval of absolute stability can be almost twice as much as the latter. Several numerical experiments are carried out to demonstrate the performance and accuracy as well as the stability of our proposed methods.     

Optimization of Cockpit Ventilation for Polar Cruise Ships in Combination with Windscreen Defogging and Cabin Comfort Considerations

Polar cruise ships are exposed to extreme external conditions during voyages, resulting in cockpit windscreens that are prone to fogging and frosting, seriously affecting the driver’s vision and even threatening navigation safety. However, the current research mainly focuses on cabin comfort, ignoring the coupling of defogging and comfort. Accordingly, this paper combines cockpit-windshield-defogging design and cockpit comfort considerations, and proposes 108 orthogonal-ventilation design parameters based on the four basic ventilation methods. The effects of different air supply parameters on comfort and anti-fog characteristics are investigated by using fluid dynamics simulation methods. The entropy weight–TOPSIS algorithm is employed to find the optimal ventilation parameters. The results show that the “Down-supply up-return type vertical jet” air supply method corresponding to an air supply velocity of 1 m/s, an air supply temperature of 297 K, and an air supply relative humidity of 30% has the smallest Euclidean distance di+ from the positive ideal solution, and the largest Euclidean distance di− from the negative ideal solution; thus, it obtains a higher ci and the highest priority. This air supply method provides the best thermal comfort for the drivers, as well as the best anti-fogging and defogging effect. The results can be useful to provide suggestions for the future design of the air-conditioning systems in polar cruise ships.     

Special John-Nirenberg-Campanato spaces via congruent cubes

Let p ∈ [1, ∞), q ∈ [1, ∞), α∈ R, and s be a non-negative integer. Inspired by the space JNp introduced by John and Nirenberg(1961) and the space B introduced by Bourgain et al.(2015), we introduce a special John-Nirenberg-Campanato space JN^con_(p,q,s) over Rⁿ or a given cube of R;with finite side length via congruent subcubes, which are of some amalgam features. The limit space of such spaces as p →∞ is just the Campanato space which coincides with the space BMO(the space of functions with bounded mean oscillations)when α = 0. Moreover, a vanishing subspace of this new space is introduced, and its equivalent characterization is established as well, which is a counterpart of the known characterization for the classical space VMO(the space of functions with vanishing mean oscillations) over Rⁿ or a given cube of Rⁿ with finite side length.Furthermore, some VMO-H¹-BMO-type results for this new space are also obtained, which are based on the aforementioned vanishing subspaces and the Hardy-type space defined via congruent cubes in this article. The geometrical properties of both the Euclidean space via its dyadic system and congruent cubes play a key role in the proofs of all these results.     

Solutions of the generalized Dirichlet problem for the iterated slice Dirac equation

Applying the method of normalized systems of functions we construct solutions of the generalized Dirichlet problem for the iterated slice Dirac operator in Clifford analysis. This problem is a natural generalization of the Dirichlet problem.

     

Stray light analysis of low-level-light optical system with LightTools software北大核心CSCD

为解决低照度微弱信号探测的微光光学系统杂散光问题,研究了杂散光的原理和特性。利用光学系统建模软件LightTools对微光光学系统进行仿真建模,并开展杂散光分析。为减少杂散光,在物镜筒的筒壁加工消光螺纹,并针对不同形式的消光螺纹,开展了能量仿真模拟。仿真结果表明,采用螺距0.35 mm的消光螺纹,能够将杂散光系数从7%降低到4%。仿真分析结果与实验结果一致,为其他微弱信号探测光学系统在设计阶段对杂散光进行消除提供了指导。     

Effect of Non‐Ideal Mixed Solvents on Dimensions of Poly(N‐Vinylpyrrolidone) and Poly(Methyl Methacrylate) Coils

An addition of a small amount of non‐solvent tetrahydrofuran (THF) to good solvent water gave rise to a strong solvent power for poly(N‐vinylpyrrolidone) (PVP). It was found that PVP coils in mixtures of water and THF first swelled as the fraction of THF was increased, and then the coils contracted after a critical composition of the solvent mixture based on the measurement of dilute solution viscosities. It was reached that the power of the mixed solvents was not the simple average of the power of individual components. The influence of the non‐ideal mixing of water and THF on the power of these mixtures for PVP and the dimensions of PVP coils was taken into account. Especially the formation of pseudo‐clathrate hydrate structure with the composition φ _THF ≈ 0.44 was found to be an important factor to change the solvation and dimensions of PVP coils. Some other solvent mixtures for PVP and poly(methyl methacrylate) (PMMA) were also found to be non‐ideal mixtures. The viscosities of these solvent mixtures could show positive or negative deviation from the values obtained from the addition rule. It was shown again that the influence of the non‐ideality of these solvent mixtures on the dimensions of polymer coils was great. The action of mixed solvents changed the dimension of polymer coils, not only because of excluded volume effects but also because of the different molecular interactions present in these mixed solvents.