Based on the iterative bit-filling procedure, a computationally efficient bit and power allocation algorithm is presented. The algorithm improves the conventional bit-filling algorithms by maintaining only a subset of...Based on the iterative bit-filling procedure, a computationally efficient bit and power allocation algorithm is presented. The algorithm improves the conventional bit-filling algorithms by maintaining only a subset of subcarriers for computation in each iteration, which reduces the complexity without any performance degradation. Moreover, a modified algorithm with even lower complexity is developed, and equal power allocation is introduced as an initial allocation to accelerate its convergence. Simulation results show that the modified algorithm achieves a considerable complexity reduction while causing only a minor drop in performance.展开更多
The effect of the microstrip bend on the propagation characteristics of a microstrip line was investigated based on the Finite-Difference Time-Domain(FDTD)method.The dispersive characteristics of a microstrip line wit...The effect of the microstrip bend on the propagation characteristics of a microstrip line was investigated based on the Finite-Difference Time-Domain(FDTD)method.The dispersive characteristics of a microstrip line with a bend are quite different from that of a uniform straight microstrip line.The effect of bend discontinuity on propagation constants deceases exponentially with the distance form the corner of the bend.This can be explained by the fact that the higher order modes excited by the bend discontinuities have intrinsic properties of exponentially decay with the distance from the bend discontinuities.This effect can be negligible(less than five percent)when the distance is beyond ten times of conductor strip width.The S parameters and propagation constants comparison between unmitered and mitered bends are also presented.The proposed method which takes advantage of the FDTD algorithm and the Root Mean Square Deviation(RMSD)analysis is also an effective way for analyzing the dispersion characteristics of other planar transmission lines.展开更多
Pricing variance swaps under stochastic volatility has been an important subject pursued recently. Various approaches have been proposed, mainly due to the substantially increased trading activities of volatility-rela...Pricing variance swaps under stochastic volatility has been an important subject pursued recently. Various approaches have been proposed, mainly due to the substantially increased trading activities of volatility-related derivatives in the past few years. In this note, the authors develop analytical method for pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck(OU) process. By using Fourier transform algorithm, a closed-form solution for pricing variance swaps with stochastic volatility is obtained, and to give a comparison of fair strike value based on the discrete model, continuous model, and the Monte Carlo simulations.展开更多
基金The National High Technology Research and Devel-opment Program of China (863Program) (No2006AA01Z263)the National Natural Science Foundation of China (No60496311)
文摘Based on the iterative bit-filling procedure, a computationally efficient bit and power allocation algorithm is presented. The algorithm improves the conventional bit-filling algorithms by maintaining only a subset of subcarriers for computation in each iteration, which reduces the complexity without any performance degradation. Moreover, a modified algorithm with even lower complexity is developed, and equal power allocation is introduced as an initial allocation to accelerate its convergence. Simulation results show that the modified algorithm achieves a considerable complexity reduction while causing only a minor drop in performance.
基金supported by basic research item of National Key Lab of Electronic Measurement Technology and National Natural Science Foundation of China(No.60876028,60633060)
文摘The effect of the microstrip bend on the propagation characteristics of a microstrip line was investigated based on the Finite-Difference Time-Domain(FDTD)method.The dispersive characteristics of a microstrip line with a bend are quite different from that of a uniform straight microstrip line.The effect of bend discontinuity on propagation constants deceases exponentially with the distance form the corner of the bend.This can be explained by the fact that the higher order modes excited by the bend discontinuities have intrinsic properties of exponentially decay with the distance from the bend discontinuities.This effect can be negligible(less than five percent)when the distance is beyond ten times of conductor strip width.The S parameters and propagation constants comparison between unmitered and mitered bends are also presented.The proposed method which takes advantage of the FDTD algorithm and the Root Mean Square Deviation(RMSD)analysis is also an effective way for analyzing the dispersion characteristics of other planar transmission lines.
基金supported by the National Social Science Fund of China under Grant No.14ATJ005Anhui Provincial Natural Science Foundation under Grant Nos.1308085MF93 and 1408085MKL84the National Natural Science Foundations of China under Grant No.11401556
文摘Pricing variance swaps under stochastic volatility has been an important subject pursued recently. Various approaches have been proposed, mainly due to the substantially increased trading activities of volatility-related derivatives in the past few years. In this note, the authors develop analytical method for pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck(OU) process. By using Fourier transform algorithm, a closed-form solution for pricing variance swaps with stochastic volatility is obtained, and to give a comparison of fair strike value based on the discrete model, continuous model, and the Monte Carlo simulations.
