非定常的热传导-对流问题的非线性Galerkin混合元法(Ⅲ):时间二阶精度的全离散格式

In this paper, a fully discrete format of nonlinear Galerkin mixed element method with two-step discretization of time for the non stationary conduction-convection problems is presented. The existence and the convergence of the fully discrete mixed element solution are shown. On the basis of [9] and [10], we have proved that the schemes have second-order convergence accuracy for the time discretization.     

AAO辅助三唑亚铁纳米材料:一维限制生长和二维表面成膜及自旋转换性能

通过连续多步自组装的方式分别将三唑亚铁（SCO1）和氨基三唑亚铁（SCO2）自旋转换纳米材料生长于氧化铝模板（AAO）的孔道内和表面上。利用扫描电镜（SEM）、红外光谱（IR）、粉末X射线衍射（PXRD）、拉曼光谱（Raman）等手段对SCO1-1D+2D和SCO2-1D+2D纳米材料进行表征,SEM表明随着自组装时间的增加,球状的SCO纳米颗粒生长于AAO孔道内,并逐渐形成1D的纳米结构,而在AAO表面则形成致密均匀的SCO-2D薄膜。两种SCO-1D+2D纳米粒子都具有两步自旋行为（SCO1-1D+2D：T_c1↑=319 K,T_c1↓=313 K,T_c2↑=381 K,T_c2↓=340 K;SCO2-1D+2D：T_c1↑=181 K,T_c1↓=155 K,T_c2↑=246 K,T_c2↓=233 K）。对相应的SCO-1D和SCO-2D磁性结果表明,两步自旋转换行为的产生是由于SCO组装体形貌的差异。其中,低温区的自旋转换行为是由生长于AAO表面的SCO-2D自旋转换性能所致,而发生在更高温度的第二阶段的自旋转换行为则归因于生长于AAO孔道内的SCO-1D的自旋转换性能。     

Two-step polymerization approach for synthesis of macroporous surface ion-imprinted cryogels

Today, the surface imprinted polymers emerge in various fields as synthetic adsorbents gaining attention in a variety of application areas. In this study, Cu(II) ion surface imprinted poly(2-hydroxyethyl methacrylate-glycidyl methacrylate), poly(HEMA-GMA), cryogels were synthesized via modified two-step polymerization which is different from given in literature and the adsorption of Cu(II) ion from aqueous solution was investigated batch wise. In this respect, the method applied in this study is new in the literature despite heavy metal removal studies reported. The polyethyleneimine (PEI) molecule was used in polymeric structure as a ligand. The poly(HEMA-GMA) cryogels prepared was characterized via Fourier transform infrared spectroscopy (FTIR), inductively coupled plasma optical emission spectrometry (ICP-OES), elemental analysis, scanning electron microscopy (SEM) and the micro-computed tomography (μCT).     

A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium

In a general Sparre Andersen risk model with surplus-dependent premium income, the generalization of Gerber-Shiu function proposed by Cheung et al. (2010a) is studied. A general expression for such Gerber-Shiu function is derived, and it is shown that its determination reduces to the evaluation of a transition function which is independent of the penalty function. Properties of and explicit expressions for such a transition function are derived when the surplus process is subject to (i) constant premium; (ii) a threshold dividend strategy; or (iii) credit interest. Extension of the approach is discussed for an absolute ruin model with debit interest.     

����������ѷ���ģ�͵����ŷֺ����

与经典Cramer-Lundberg风险模型中保费收取过程 是时间的线性函数不同, 我们考虑聚合的保费收取过程是复合Poisson过程, 研究了在此模型下的常数分红策略问题. Dickson和Waters,(2004)指出在破产发生时, 股东还应有责任偿付破产时的赤字. 因此, 在本文中考虑的最优准则是最大化破产发生前的分红折现值与破产发生时赤字的差的期望. 做为例子, 当个体保费收取额和索赔额均为指数分布时, 给出了计算分红障碍的条件     

多元分布下单边备择假设的两步检验

x~2检验是熟知的拟合优度检验.它适用于任意的备择假设,尤其是适用于一般的备择假设"H_0不真"的情况.但是,当备择假设是一个单边假设时,x~2检验没有用到单边假设所提供的信息.因此,一个充分利用单边备择假设信息的检验是有可能优于传统的x~2检验的.本文就是利用单边备择假设的信息给出了一个两步检验,并通过一个例子,详细介绍了两步检验法的实施,说明了其应用.     

广义Black-Scholes模型期权定价新方法--保险精算方法

利用公平保费原则和价格过程的实际概率测度推广了Mogens Bladt和Tina Hviid Rydberg的结果．在无中间红利和有中间红利两种情况下，把Black-Scholes模型推广到无风险资产(债券或银行存款)具有时间相依的利率和风险资产(股票)也具有时间相依的连续复利预期收益率和波动率的情况，在此情况下获得了欧式期权的精确定价公式以及买权与卖权之间的平价关系．给出了风险资产(股票)具有随机连续复利预期收益率和随机波动率的广义Black-Scholes模型的期权定价的一般方法．利用保险精算方法给出了股票价格遵循广义Ornstein-Uhlenback过程模型的欧式期权的精确定价公式和买权和卖权之间的平价关系．     

Bounds on compound distributions and stop-loss premiums

In the actuarial literature a lot of attention is given to the approximation of aggregate claims distributions by compound Poisson and Polya distributions and their subsequent numerical evaluation. The present contribution derives bounds for the tail of compound distributions and stop-loss premiums. The bounds are obtained in an elementary manner based on a version of the Chebyshev inequality. The main point of this contribution consists in deriving bounds with explicit dependence on the distribution function itself as well as on some partial moments of it.     

产生二步混合激发受激辐射的光延时效应研究

本文对双光束二步混合激发气体样品产生受激辐射的光延时效应进行了研究.通过三能级模型计算了激发能级上粒子数布居随时间的变化,并以实验进行验证.计算得到与实验值符合较好.     

飞秒激光热反射系统测量金属薄膜中的热波

金属材料中的热波现象可以利用包含电子弛豫时间影响的双曲两步模型进行理论分析.通过飞秒激光热反射实验系统对金属薄膜材料进行了测量.利用偏振分光棱镜将飞秒激光分成抽运光和探测光,其中较强的抽运光用于加热金属薄膜而较弱的探测光用于探测薄膜表面反射率随时间的变化,两束光之间的光程差通过步进电机进行精确控制.利用金属薄膜反射率和电子温度的正比例关系就可以得到电子温度随时间的变化规律.实验发现在加热激光脉冲过后的电子温度下降区间会出现另一个较弱的电子温度波峰,并利用相同厚度的两块金属薄膜样品重复测量对实验结果进行了验证.理论上这一现象可以解释为金属薄膜中热波在背面反射的结果,并且实验结果和双曲两步模型给出的热波理论计算结果相符合.根据实验结果计算出热波传递速度约为5×105m/s,对应的电子弛豫时间为60fs.