永久经理期权的最优实施策略

利用偏微分方程数值方法研究金融市场上永久经理期权(ESOs)的最优实施策略问题.讨论了两种实施情况,即通常的整体实施情况以及非限制实施情况.在非限制实施情况下,持有者在任意可实施时刻可以实施其持有的任意份ESOs.两种实施情况下的最优实施策略分别对应着一个抛物型变分不等式定解问题的自由边界(最佳实施边界).通过数值分析的方法分别研究了自由边界的性质,比较了两种情况下自由边界的异同及其所对应的金融意义.     

Energy Decay of Solution to a Nonlinear Wave Equation of Kirchhoff Type

The paper studies the asymptotic behavior of solution to the initial boundary value problem for a nonlinear hyperbolic equation of Kirchhoff type It proves the global existence of solution by constructing a stable set and the energy exponential decayestimate by applying a lemma of V Komornik.     

基于Gm-APD的成像激光雷达目标探测特性

针对采用盖革模式雪崩光电二极管（Gm-APD）作为探测器的成像激光雷达,介绍了其测距原理及3D成像原理,并对如何提高其探测性能的方法进行了分析。以分析Gm-APD触发信号的统计特性为基础,对出现在距离门内不同位置目标的探测概率和虚警概率进行了研究与仿真,结果表明,目标处在距离门最前面时,探测概率受噪声水平影响最小,虚警概率受信号强度影响最大;目标靠近距离门中间位置时,探测概率随噪声水平增大下降缓慢,虚警概率随信号强度增大下降缓慢;目标处在距离门末尾时探测概率受噪声水平影响最大,而虚警概率几乎与回波信号强度无关。     

Hard X-ray optics simulation using the coherent mode decomposition of the Gaussian Schell model

The propagation of a hard X-ray beam from a partially coherent synchrotron source is simulated by using the novel method based on the coherent mode decomposition of Gaussian Schell model and wave-front propagation. We investigate how the coherency properties and intensity distributions of the beam are changed by propagation through optical elements. Here, we simulate and analyze the propagation of the partially coherent radiation trans- mitted through an ideal slit. We present the first simulations for focusing partially coherent synchrotron hard X-ray beams using this novel method. And when compared with the traditional method which assumes the source is a totally coherent point source or completely incoherent, this method is proved to be more reasonable and can also demonstrate the coherence properties of the focusing beam. We also simulate the Young’s double slit experiment and the simulated results validate the academic analysis.     

Hard X-ray one dimensional nano-focusing at the SSRF using a WSi2 /Si multilayer Laue lens

The multilayer Laue lens (MLL) is a novel diffraction optics which can realize nanometer focusing of hard X-rays with high efficiency. In this paper, a 7.9 μm-thick MLL with the outmost layer thickness of 15 nm is designed based on dynamical diffraction theory. The MLL is fabricated by first depositing the depth-graded multilayer using direct current (DC) magnetron sputtering technology. Then, the multilayer sample is sliced, and both cross-sections are thinned and polished to a depth of 35-41 μm. The focusing property of the MLL is measured at the Shanghai Synchrotron Facility (SSRF). One-dimensional (1D) focusing resolutions of 205 nm and 221 nm are obtained at E=14 keV and 18 keV, respectively. It demonstrates that the fabricated MLL can focus hard X-rays into nanometer scale.     

一类具有奇异性与真空的非牛顿流局部强解的爆破准则

探讨了如下一类非牛顿流pt+(pu)χ=0,(pu)χ+(pu2)χ-(︱uχ︱p-2uχ)χ+πχ=pf,π=π(p)=Apr,(χ,t)∈Ωr1,A>0,r>1,其初边值条件为(p,u)|t=0=(p0,u0),χ∈(-1,I),u|χ=1=u|χ=-1=0,t∈(0,T1).利用迭代方法,讨论了该模型的局部强解的爆破准则,证明了:如果T_*是强解(ρ,u)存在的最大时间且T*相似文献   

Chemoselectivity of Pinacol Rearrangement Originate by Different Hexafluoroantimonate Oxidant

Using 1,1,2‐triphenylethane‐1,2‐diol, AgSbF₆, and NOSbF₆, two different carbonyl products of rearrangement were synthesized: neutral ketone compound 1,2,2‐triphenylethanone ( 1 ) from NOSbF₆ and coordination complex of Ag ion and aldehyde product ([Ag ·2 ₂]⁺SbF₆^–) from AgSbF₆. Single crystal X‐ray analyses reveal the different structure generated by different salt. UV/Vis absorption spectra and calculation demonstrate the formation of both compounds. It provides an example of chemoselectivity of Wagner–Meerwein 1,2‐shifts in pinacol rearrangement that depends upon different oxidant.     

Cr3+比色荧光探针的合成及细胞成像应用

以2,3,3-三甲基-3H-苯并[e]吲哚和对二甲氨基苯甲醛为原料, 乙醇作溶剂, 在酸性催化条件下, 通过一步反应合成了比色荧光探针B. 在EtOH/HEPES(pH=7.4)体积比为9∶1的混合体系中, 向探针B溶液中加入Cr ³⁺后, 溶液颜色由淡黄色变为紫红色, 说明探针B可以对Cr ³⁺进行裸眼识别. 紫外-可见吸收光谱和荧光发射光谱分析表明, 探针B对Cr ³⁺的选择性好、 灵敏度高且对EDTA有良好的接力识别. 探针B对Cr ³⁺的结合常数K_a=0.28×10 ² mol/L, 检出限为1.90×10 ^-8 mol/L, 该检出限低于世界卫生组织(WHO)规定的饮用水中Cr ³⁺的最大含量(9.60×10 ^-8 mol/L). 利用荧光发射光谱对实际水样中Cr ³⁺的浓度进行了定量检测. 探针B也可应用于对活细胞中Cr ³⁺的检测, 具有较好的应用前景和实用价值.     

聚多巴胺包覆的金纳米棒用于大鼠下颌下腺造影成像

用生物相容性好且毒性低的聚多巴胺对金纳米棒进行表面包覆, 利用其造影增强的功能, 将聚多巴胺包覆的金纳米棒应用于大鼠下颌下腺导管, 实现了下颌下腺造影成像.