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.     

The Millimeter Wave Tomography Application for the Subsurface Imaging

In the present paper new results of modeling and experimental investigation on millimeter wave subsurface tomography are submitted. Tomographic algorithm is employed for imaging of subsurface objects in the case when conductivity of probed medium is not equal to zero. The possibilities and restrictions of this algorithm for image processing are shown both as a result of modeling and as a result of experiments. A new tomography setup allowing obtaining images of different inhomogeneities in dielectric media is considered.     

一种新型彩色三维光学成像系统

提出一种新型三维彩色光学数字成像系统。此系统利用投影结构光对现实世界中的物体进行数字化，同时得到对应的彩色纹理。详细介绍了系统的硬件设计和软件体系结构设计，得到物体彩色纹理的两种不同方法；直接获取和从编码条纹中提取，给出了用该系统得到的实验结果并简单评价了系统的性能。此系统在反求工程、影视制作、三维游戏制作、医学应用等方面有远大的应用前景。     

大口径宽视场双波段扫描红外相机光学设计

通过分析计算,设计了一种大口径宽视场折射式红外相机光学系统。该系统设计用于超长线阵扫描红外相机的地面演示成像,它能同时对短波2μm—3μm、中波3μm—4.5μm双波段成像,且同时具有24°的大视场和150mm的宽口径,成像质量接近衍射极限。该系统在航天遥感领域应用广泛。     

校正空间分块镜复位误差所需的最少自由度的确定

可收展式分块镜共相位成像技术是实现光学系统超大口径、超高分辨率成像的关键技术。分块镜复位误差会引起各子镜之间的共相位误差和整个拼接镜面的面形误差。合理确定校正分块镜复位误差所需的自由度具有非常重要的意义。计算机仿真分析了分块镜的复位误差对拼接镜面面形误差的影响。结果表明,所需的校正自由度的个数不仅与展开机构的复位精度有关,而且与分块镜镜面的几何参数有关。     

The Linear Fokker-Planck Equation for the Ornstein-Uhlenbeck Process as an (Almost) Nonlinear Kinetic Equation for an Isolated N-Particle System

It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a heat bath of fixed temperature. Apparently, it is not so well known that the same partial differential equation, but now with constant coefficients which are functionals of the solution itself rather than being prescribed, describes the kinetic evolution (in the N→∞ limit) of an isolated N-particle system with certain stochastic interactions. Here we discuss in detail this recently discovered interpretation. An erratum to this article can be found at     

Cosmic dust and our origins

The small solid particles in the space between the stars provide the surfaces for the production of many simple and complex molecules. Processes involving the effects of ultraviolet irradiation of the thin (hundredth micron) mantles are shown to produce a wide range of molecules and ions also seen in comets. Some of the more complex ones inferred from laboratory experiments are expected to play an important role in the origin of life. An outline of the chemical evolution of interstellar dust as observed and as studied in the laboratory is presented. Observations of comets are shown to provide substantial evidence for their being fluffy aggregates of interstellar dust as it was in the protosolar nebula, i.e. the interstellar cloud which collapsed to form the solar system. The theory that comets may have brought the progenitors of life to the earth is summarized.     

约束层对激光驱动冲击波压力影响机理的理论研究

针对刚性约束层、柔性约束层以及液体约束层，从激光诱导冲击波阵面状态、汽化物(包括气体和等离子体)扩散以及冲击波的反射进行分析，发现对于脉宽小于冲击波通过汽化物层的时间间隔的短脉冲激光，约束层并不能直接提高冲击波的冲量，而对于脉宽大于冲击波通过汽化层时间间隔的激光，其增强冲击效果是通过约束汽化物的扩散，提高压力幅值和由于冲击波在约束层与工件表面的多次反射而延长对工件的作用时间来实现的.刚性约束层能最大地增加冲击冲量，而柔性约束层和液体约束层的主要优点是其形状可与非平面形工件表面符合. 关键词： 激光 约束层 扩散 反射波     

基于ROI编码的干涉超光谱图像近无损压缩

针对干涉超光谱成像仪所成图像的特点，提出了一种基于ROI（Region of Interest，感兴趣区域）编码的干涉超光谱图像序列压缩方法.利用帧内差值变换，结合矩形ROI编码，在提高遥感图像压缩比的同时，使压缩后的重建图像质量达到近无损的技术要求.实验结果表明，这种压缩方法在干涉超光谱图像压缩中当相对光谱二次误差为2.04％时，干涉图像的压缩比达到9.66∶1.     

TOF-SIMS imaging of chlorhexidine-digluconate transport in frozen hydrated biofilms of the fungus Candida albicans

The diffusion of the anti-microbial chlorhexidine digluconate (CHG) has been studied in C. albicans biofilms by time-of-flight secondary-ion mass spectrometry (TOF-SIMS). C. albicans has been shown to become resistant to common anti-microbial agents, including CHG, when growing as a biofilm. Mass transport resistance within biofilms has commonly been suggested as a resistance mechanism, but measurement of transport for most anti-microbial agents in biofilms has proven extremely difficult because of the heterogeneity of the biofilms and the difficulty in detecting these agents within an intact biofilm. In this study, TOF-SIMS has been used to study the transport of CHG and glucose in a frozen hydrated biofilm. The TOF-SIMS images reveal a progression of CHG from the top of the biofilm to its base with time. Images suggest that there are channels within the biofilm and show preferential binding of CHG to cellular components of the biofilm. Additionally, both living and dead cells can be identified in the TOF-SIMS images by the sequestration of K⁺ and the presence of cell markers. This study demonstrates that TOF-SIMS has the unique potential to simultaneously observe the presence of an antimicrobial agent, concentration of nutrients, and the viability of the cell population.