提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

This paper proposes a new method that extends the efficient global optimization to address stochastic black-box systems. The method is based on a kriging meta-model that provides a global prediction of the objective values and a measure of prediction uncertainty at every point. The criterion for the infill sample selection is an augmented expected improvement function with desirable properties for stochastic responses. The method is empirically compared with the revised simplex search, the simultaneous perturbation stochastic approximation, and the DIRECT methods using six test problems from the literature. An application case study on an inventory system is also documented. The results suggest that the proposed method has excellent consistency and efficiency in finding global optimal solutions, and is particularly useful for expensive systems.     

Jensen’s Inequality for Backward Stochastic Differential Equations

Abstract Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen’s inequality holds for backward stochastic differential equations with generator g if and only if g is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen’s inequality for g- expectation in [4, 7–9]. *Project supported by the National Natural Science Foundation of China (No.10325101) and the Science Foundation of China University of Mining and Technology.     

低温等离子体对塑料表面处理——低温等离子体对高密度聚乙烯表面处理的ESR研究

本文研究了不同处理条件(处理功率、处理时间和处理压力)下等离子体气体(Ar、N₂、O₂和空气等)对高密度聚乙烯表面处理产生的自由基的ESR谱。我们观察到等离子体处理产生的自由基是相当稳定的,它的ESR信号强度随处理功率和处理时间增加而增加。但处理压力对它影响不大。我们证明了紫外线对高密度聚乙烯表面产生自由基作用随处理条件而变化。并初步解释了谱的超精细相互作用。     

Electrical detection of nuclear spin echoes

We show, via a straightforward calculation, that it is feasible to detect nuclear spin echoes in a ferromagnetic thin film by electrical means. The detection scheme is based on the deflection of the electronic magnetization when the nuclear magnetization reforms during an echo. This deflection is observed as a time-dependent magnetoresistive signal.     

TRIUMF resonant ionization laser ion source

The range of isotopes available at the TRIUMF Isotope Separator Accelerator (ISAC) facility has been greatly enhanced by adding a Resonance Ionization Laser Ion Source (RILIS). A large wavelength range is accessible with the fundamental, second and third harmonic generation of titanium-sapphire laser light. In addition a dedicated laser is available for non-resonant laser ionization. The first on-line beam ⁶²Ga was delivered in Dec. 2004. In general RILIS improves the intensity, purity and emittance of ion beams. ⁶²Ga and ²⁶Al and Be beams have been delivered so far on-line. This work was financed by TRIUMF which is federally funded via a contribution agreement through the National Research Council of Canada.     

Ag纳米颗粒的光吸收和透射电镜研究

用硼氢化钠作还原剂,制备出两种相对稳定的含银纳米颗粒的水溶胶,用透射电镜（TEM）和光学吸收谱对这些颗粒进行了表征.当被还原的银离子较少时,所形成的银纳米颗粒较小,吸收峰呈现二极等离子体共振吸收峰.当被还原的银离子较多时,银纳米颗粒尺寸变大,并出现二极和四极共振吸收峰.在Ag纳米颗粒形成后,对其溶液稀释,发现其峰形保持不变,而峰位会出现红移,最大红移量可达到10 nm.透射电镜研究表明,低浓度溶胶中的Ag纳米颗粒尺寸较为均匀,平均直径12 nm.高浓度溶胶中的纳米颗粒尺寸呈双尺寸分布特点,少量颗粒直径小于14 nm,大部分颗粒直径大于20 nm.     

Novel radical‐responsive MRI contrast agent based on paramagnetic liposomes

A novel, radical responsive MRI contrast agent based on a gadolinium chelate conjugated to a liposome through a disulfide linker was synthesized, with the aim of pursuing the in vivo mapping of radicals. The liposome was prepared by incorporating a thiol‐activated phospholipid, which was subsequently reacted with a gadolinium chelate containing a free thiol group. The long reorientational motion of the supramolecular adduct endows the paramagnetic agent with a relaxivity significantly higher than that of the free complex. The disulfide bond represents a radical‐sensitive moiety and a large decrease in contrast efficacy (T₁ relaxivity) is shown upon its cleavage. A preliminary assessment of the system was made by means of in vitro gamma‐irradiation and thiol–disulfide bond exchange with dithiothreitol. Both methods showed a clear dose‐dependent decrease in T₁‐relaxivity. Copyright © 2003 John Wiley & Sons, Ltd.     

Combining Swaps and Node Weights in an Adaptive Greedy Approach for the Maximum Clique Problem

In this work, the NP-hard maximum clique problem on graphs is considered. Starting from basic greedy heuristics, modifications and improvements are proposed and combined in a two-phase heuristic procedure. In the first phase an improved greedy procedure is applied starting from each node of the graph; on the basis of the results of this phase a reduced subset of nodes is selected and an adaptive greedy algorithm is repeatedly started to build cliques around such nodes. In each restart the selection of nodes is biased by the maximal clique generated in the previous execution. Computational results are reported on the DIMACS benchmarks suite. Remarkably, the two-phase procedure successfully solves the difficult Brockington-Culberson instances, and is generally competitive with state-of-the-art much more complex heuristics.     

EPR investigations of oxidation effects in (V1−xMox)2−δO3

Electron paramagnetic resonance (EPR) investigations has been carried out on the new family of molybdenum doped vanadium sesquioxides (V_1−xMo_x)_2−δO₃. The oxidation effects were monitored from the rate of paramagnetic V⁴⁺ created when the sample is exposed to the air. The effects of the oxidation time, sample temperature, and annealing at 1000 °C under a diluted hydrogen atmosphere on the EPR signal features are analyzed. The V⁴⁺ concentration in the oxidized samples is determined and the relaxation effects driven by the conduction electrons are pointed out from the thermal behaviour of the EPR line features. EPR spectra of all the oxidized samples also reveal a small ferromagnetic contribution strongly correlated with the V⁴⁺ content.