An optical transfer function (OTF) reconstruction model is first embedded into incoherent Fourier ptychography (IFP). The leading result is a proposed algorithm that can recover both the super-resolution image and...An optical transfer function (OTF) reconstruction model is first embedded into incoherent Fourier ptychography (IFP). The leading result is a proposed algorithm that can recover both the super-resolution image and the OTF of an imaging system with unknown aberrations simultaneously. This model overcomes the difficult problem of OTF estimation that the previous IFP faces. The effectiveness of this algorithm is demonstrated by numerical simulations, and the superior reconstruction is presented. We believe that the reported algorithm can extend the original IFP for more complex conditions and may provide a solution by using structured light for characterization of optical systems' aberrations.展开更多
The calculation of the Doppler broadening function and of the interference term are important in the generation of nuclear data. In a recent paper, Goncalves and Martinez proposed an analytical approximation for the c...The calculation of the Doppler broadening function and of the interference term are important in the generation of nuclear data. In a recent paper, Goncalves and Martinez proposed an analytical approximation for the calculation of both functions based in sine and cosine Fourier transforms. This paper presents new approximations for these functions, and , using expansions in Fourier series, generating expressions that are simple, fast and precise. Numerical tests applied to the calculation of scattering average cross section provided satisfactory accu- racy.展开更多
The concept of convex type function is introduced in this paper,from which a kin d of convex decomposition approach is proposed.As one of applications of this a pproach,the approximation of the convex type function b...The concept of convex type function is introduced in this paper,from which a kin d of convex decomposition approach is proposed.As one of applications of this a pproach,the approximation of the convex type function by the partial sum of its Fourier series is inves tigated.Moreover,the order of approximation is describe d with the 2th continuous modulus.展开更多
Fractional Fourier transform(FRFT)is a linear transform generalizing Fourier transform(FT)that plays an important role in the field of signal processing and analysis.FRFT contains an adjustable parameterα,which it ro...Fractional Fourier transform(FRFT)is a linear transform generalizing Fourier transform(FT)that plays an important role in the field of signal processing and analysis.FRFT contains an adjustable parameterα,which it rotates the signal in the time frequency plane and represents the signal in an intermediate domain between time and frequency.FRFT provides a measure about the angular distribution of signal’s energy in time frequency plane.FT is a special case of FRFT when angleαis equal toπ/2.This paper presents mathematical model for obtaining FRFT of PC6 window function.The different parameters of this window function are also obtained with the help of simulation results.A comparison of window function parameters is presented using FT and FRFT.Also comparison of this window function with Hanning window function is presented in terms of Side Lobe Fall off Rate(SLFOR).For different values of FRFT order,PC6 window function shows variation in different parameters.Thus by changing the FRFT order,the minimum stop band attenuation of the resulting window function can be controlled.展开更多
近年来如何刻画国际金融风险对中国市场的影响,成为学术界的热门热点之一。已有文献大多集中于研究国际股票市场之间的风险溢出效应,较少关注国际股票市场对中国期权市场的风险外溢效应。本文将标普500ETF走势嵌入上证50ETF的收益率过程...近年来如何刻画国际金融风险对中国市场的影响,成为学术界的热门热点之一。已有文献大多集中于研究国际股票市场之间的风险溢出效应,较少关注国际股票市场对中国期权市场的风险外溢效应。本文将标普500ETF走势嵌入上证50ETF的收益率过程,构建IFR_BS模型(BS Model with the Impact of International Financial Risk);然后应用特征函数微扰法和Fourier-Cosine定价方法,推导出该模型下欧式期权的近似解析定价公式。数值实验和实证结果表明:(1)IFR_BS模型可以较好地刻画上证50ETF收益率分布的“尖峰”、“肥尾”和“有偏”等统计特征。(2)考虑国际金融风险溢价的IFR_BS模型下的期权定价公式,可以解决BS模型对短到期期权尤其是短到期深度OTM期权估值不足的问题。展开更多
基金Supported by the National Natural Science Foundation of China under Grant No 61205144the Research Project of National University of Defense Technology under Grant No JC13-07-01the Key Laboratory of High Power Laser and Physics of Chinese Academy of Sciences
文摘An optical transfer function (OTF) reconstruction model is first embedded into incoherent Fourier ptychography (IFP). The leading result is a proposed algorithm that can recover both the super-resolution image and the OTF of an imaging system with unknown aberrations simultaneously. This model overcomes the difficult problem of OTF estimation that the previous IFP faces. The effectiveness of this algorithm is demonstrated by numerical simulations, and the superior reconstruction is presented. We believe that the reported algorithm can extend the original IFP for more complex conditions and may provide a solution by using structured light for characterization of optical systems' aberrations.
文摘The calculation of the Doppler broadening function and of the interference term are important in the generation of nuclear data. In a recent paper, Goncalves and Martinez proposed an analytical approximation for the calculation of both functions based in sine and cosine Fourier transforms. This paper presents new approximations for these functions, and , using expansions in Fourier series, generating expressions that are simple, fast and precise. Numerical tests applied to the calculation of scattering average cross section provided satisfactory accu- racy.
基金supported by the Ningbo Youth Foundation(0 2 J0 1 0 2 - 2 1 )
文摘The concept of convex type function is introduced in this paper,from which a kin d of convex decomposition approach is proposed.As one of applications of this a pproach,the approximation of the convex type function by the partial sum of its Fourier series is inves tigated.Moreover,the order of approximation is describe d with the 2th continuous modulus.
文摘Fractional Fourier transform(FRFT)is a linear transform generalizing Fourier transform(FT)that plays an important role in the field of signal processing and analysis.FRFT contains an adjustable parameterα,which it rotates the signal in the time frequency plane and represents the signal in an intermediate domain between time and frequency.FRFT provides a measure about the angular distribution of signal’s energy in time frequency plane.FT is a special case of FRFT when angleαis equal toπ/2.This paper presents mathematical model for obtaining FRFT of PC6 window function.The different parameters of this window function are also obtained with the help of simulation results.A comparison of window function parameters is presented using FT and FRFT.Also comparison of this window function with Hanning window function is presented in terms of Side Lobe Fall off Rate(SLFOR).For different values of FRFT order,PC6 window function shows variation in different parameters.Thus by changing the FRFT order,the minimum stop band attenuation of the resulting window function can be controlled.
文摘近年来如何刻画国际金融风险对中国市场的影响,成为学术界的热门热点之一。已有文献大多集中于研究国际股票市场之间的风险溢出效应,较少关注国际股票市场对中国期权市场的风险外溢效应。本文将标普500ETF走势嵌入上证50ETF的收益率过程,构建IFR_BS模型(BS Model with the Impact of International Financial Risk);然后应用特征函数微扰法和Fourier-Cosine定价方法,推导出该模型下欧式期权的近似解析定价公式。数值实验和实证结果表明:(1)IFR_BS模型可以较好地刻画上证50ETF收益率分布的“尖峰”、“肥尾”和“有偏”等统计特征。(2)考虑国际金融风险溢价的IFR_BS模型下的期权定价公式,可以解决BS模型对短到期期权尤其是短到期深度OTM期权估值不足的问题。