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.     

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.     

Ⅴ型三能级原子与双模奇偶纠缠相干光场相互作用系统的光子统计性质

本文采用求解Schroedinger方程和数值计算方法，研究了Ⅴ-型三能级原子与双模奇偶纠缠相干光场相互作用系统的光子统计性质，结果表明：此性质与双模奇偶纠缠相干光场的纠缠程度、失谐量、原子的初态以及双模光的平均光子数相关联．     

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.     

锐钛矿二氧化钛超细纳米晶的三声子互作用

本文通过对粒径为2.2-25.5nm的锐钛矿二氧化钛超细纳米晶在83-293 K温度范围内的变温拉曼光谱的研究,得到了三声子互作用对拉曼频率和线宽的贡献随粒径的变化关系。结果表明锐钛矿二氧化钛超细纳米晶的三声子相互作用随粒径减小而加强。     

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.     

贝塞尔-高斯脉冲光束在色散介质中的时间和光谱特性

 对等衍射长度贝塞尔-高斯脉冲光束在色散介质中的时间和光谱特性作了研究，结果表明，通过选择适当的空间参数，贝塞尔-高斯脉冲光束沿轴上传输时，脉冲宽度不变。传输距离小于无衍射长度时，随衍射角增加，功率谱形状未变，脉冲波形保持不变；传输距离大于无衍射长度时，随衍射角增加，光谱由蓝移变为红移，脉冲展宽。     

8 mm回旋行波管和返波管的三折螺旋波纹波导色散分析

 三折螺旋波纹波导使TE11模和TE21模相互耦合，其色散曲线能够在宽频带内与电子回旋共振，因此需要对色散方程进行研究。提出了适合工程实用的行波模式和返波模式的色散方程，并对方程中的耦合系数进行了简化，误差在1%左右。利用CST软件的VBA语言对螺旋波纹波导进行建模和计算，根据模拟得到的传输特性曲线的特点，提出一种模拟方法，将模拟与理论计算得到的色散曲线作对比，误差在5%左右。     

一种在弱酸性介质中有电化学发光性能的鲁米诺衍生物

报道了一种鲁米诺的衍生物-3-(1-乙酰丙酮偶氮)苯二甲酰肼在酸性介质中的电化学发光行为,该化合物与鲁米诺类似,发生两步电化学氧化反应,但其氧化电位较鲁米诺低约0.5V,在氧化铟锡玻璃电极上具有良好的电化学发光性能,有效地避免了氧化铟锡玻璃电极本身的发光干扰.不仅在碱性介质中具有较高的电化学发光效率,而且在酸性介质中也产生较稳定的电化学发光,在1.0×10-6mol/L以上浓度,电化学发光强度与浓度有良好的线性关系.