标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

一类潜热型功能液固两相流体的定压比热研究

应用两相流与热物理理论，严格推导出一类潜热型功能液固两相流体的定压比热计算公式．     

热传导方程的移动边界问题

热传导问题于高温条件下,往往是可移动边界问题.文献[1]尽述了金属丝烧蚀等物理过程所确定的移动边界问题的一种求解方法.本文讨论较一般的热传导方程可移动边界问题Fourier型存在的充分必要条件,且给出问题Fourier型解.     

高斯型空间光孤子相互作用的数值研究

 通过数值模拟的方法，对高斯孤子在对数型饱和非线性介质中的相互作用进行了研究，考查了两光束间的相对振幅和相对相位对其相互作用的影响。结果表明：高斯孤子之间的相互作用敏感地依赖于两光束间的相对振幅和相对相位。在不同的振幅差异范围内，光束间的主要作用交替地表现为相互排斥和相互吸引，并由于高斯孤子的不稳定性，导致了光束在碰撞后以一种尺寸周期性变化的呼吸模式传输。随着相对相位的增大，两光束间始终持续地表现出强烈的排斥作用，直到相对相位增加到一个2π周期之后。而且碰撞之后，光束也都以呼吸模式进行传输，其分离的角度越大，呼吸就越明显。     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

ICP-AES测定镍基焊料中的磷

通过酸溶解试验、基体共存元素干扰实验等,建立了ICP-AES测定镍基焊料中高含量磷的分析方法.样品加标回收率为100.5%-101.0%,相对标准偏差小于0.80%.该方法简便、快速、准确可靠.     

热耦合型二级高频脉冲管制冷机实验研究

降低制冷温度至4 K温区是高频脉冲管制冷机的最新发展要求。本文介绍了一套热耦合型二级高频脉冲管制冷机的性能特性,它可以达到低于15 K以下的最低温度,是目前报道的高频二级脉冲管制冷机能获得的最低温度．通过对制冷机一级预冷、二级输入功率、二级冷量、室温条件等影响的分析,从实验角度揭示了该二级制冷系统的复杂影响,为进一步的深入分析和改进提供了基础。     

Nonlinear Effects for Bose Einstein Condensates in Optical Lattices

Cold atoms and, more recently, Bose-Einstein condensates （BEC＇s） in optical lattices have attracted increasing interest since their first realization. In particular, the formal similarity between the wavefunction of a BEC inside the periodic potential of an optical lattice and of the electrons in a crystal lattice has triggered theoretical and experimental efforts alike. Many phenomena from condensed matter physics, such as Bloch oscillations and Landau-Zener tunneling have been shown to be observable also in optical lattices. An important difference between electrons in a crystal lattice and a BEC inside the periodic potential of an optical lattice is the strength of the self interaction and hence the magnitude of the nonlinearity of the system. Electrons in a metal are almost noninteracting, whereas atoms inside a BEC interact strongly. A＇ perturbation approach is appropriate in the former case while in the latter the full nonlinearity must be taken into account. From this feature new physics is expected. Most experiments to date have been carried out in the regime of shallow lattice depth, for which the system is well described by the mean field Gross-Pitaevskii equation with a periodic potential. Moreover, the nonlinearity induced by the mean-field of the condensate has been shown, both theoretically and experimentally, to give rise to instabilities in certain regions of the Brillouin zone. These instabilities are not present in the corresponding linear system, i.e. the electron system. Experimental and theoretical results on the subject of nonlinear Landau-Zener tunneling and nonlinearity-induced instabilities in a Bose-Einstein condensate interacting with an external periodic potential will be presented.     

NEW WAVELET BASES FOR NON－HOMOGENEOUS SYMBOLIC SPACE OpS1,1^m AND RELATED KERNEL－DISTRIBUTION SPACES

This paper constructs several classes of new wavelet bases, which are unconditional bases for related operator spaces. Using these bases, the author analyzes non-homogeneous symbolic space OpSm1,1 and two related kernel-distribution spaces, and characterizes them in two wavelet coefficients spaces. Besides, some properties for singular integral operators are studied.     

场协同理论在椭圆型流动中的数值验证

本文用数值模拟的方法，通过四个椭圆型流动传热的例子验证了场协同理论的正确性．结果表明，场协同理论不仅适合于抛物型流动，亦适合于复杂的有回流的椭圆型流动．