随机利率情形下跳-扩散模型的未定权益定价

讨论Vasicek短期利率模型下,风险资产的价格过程服从跳-扩散过程的欧式未定权益定价问题,利用鞅方法得到了欧式看涨期权和看跌期权定价公式及平价关系,最后给出了基于风险资产支付连续红利收益的欧式期权定价公式.     

Improvement of the light output and contact resistance of InGaN-based light-emitting diodes based on tantalum-doped indium tin oxide as p-type electrodes

This paper reports that highly transparent and low resistance tantalum-doped indium tin oxide (Ta-doped ITO) films contacted to p-type GaN have been prepared by the electron-beam evaporation technique. The Ta-doped ITO contacts become Ohmic with a specific contact resistance of $\sim 5.65\times 10^{ - 5}$~$\Omega \cdot$cm$^{2}$ and show the transmittance of $\sim $98% at a wavelength of 440~nm when annealed at 500~\du. Blue light emitting diodes (LEDs) fabricated with Ta-doped ITO p-type Ohmic contact layers give a forward-bias voltage of 3.21~V at an injection current of 20~mA. It further shows that the output power of LEDs with Ta-doped ITO contacts is enhanced 62% at 20~mA in comparison with that of LEDs with conventional Ni/Au contacts.     

Uncertainties of critical temperatures based on higher-order fluctuations of the largest fragment charge

The new signature of liquid-gas phase transition has been well indicated by the higher-order fluctuations of the largest fragment charge,but the uncertainties of critical temperatures based on this signature have not been revealed.This study extracts the critical temperatures of liquid-gas phase transition in nuclear reactions and investigates their uncertainties.Utilizing the isospin-dependent quantum molecular dynamics model in conjunction with the statistical model GEMINI enables us to descri...     

Constraining symmetry energy at subnormal density by isovector giant dipole resonances of spherical nuclei

In our previous study, the deduced Langevin equation has been applied to investigate the isoscalar giant monopole resonance. In the current study, the framework is extended to study the isovector giant dipole resonance(IVGDR). The potential well in the IVGDR is calculated by separating the neutron and proton densities based on the Hartree-Fock ground state. Subsequently, the Langevin equation is solved self-consistently, resulting in the centroid energy of the IVGDR without width. The symmetry energy around the density of 0.02 fm~(-3) contributes the most to the potential well in the IVGDR. By comparison with the updated experimental data of IVGDR energies in spherical nuclei, the calculations within 37 sets of Skyrme functionals suggest the symmetry energy to be in the range of 8.13-9.54 MeV at a density of 0.02 fm~(-3).     

Production cross section of neutron-rich calcium isotopes in heavy ion collisions

Based on the isospin-dependent quantum molecular dynamics model along with the GEMINI model, heavy-ion collisions at intermediate energies are studied. We calculate the production cross sections of different fragments for reactions of ¹¹²Sn+¹¹²Sn and ¹²⁴Sn+¹²⁴Sn at different beam energies. The species and production cross sections of neutron-rich isotopes are generally dependent on the isospin of the system and the incident energies. The isotopes ⁴⁸Ca and ⁵⁴Ca are more productive for the neutron-rich system at 30 to 150 MeV/nucleon.     

一类带自相容源的sine-Gordon方程新的显式精确解

文章研究了一类带自相容源的sine-Gordon方程(SGESCSs),利用广义双Darboux变换法,得到了该方程的complexiton解,进一步丰富了这类方程的解. 关键词： sine-Gordon方程 自相容源 广义双Darboux变换 complexiton解     

离散相系统群体平衡模型的求解算法

准确预测离散相系统中微观粒子的尺度分布演变对系统动态流动行为的准确确定起关键性作用. 粒子的尺度分布演变以及引起尺度分布变化的离散相微观行为(聚并、破碎、长大等)由群体平衡模型来描述. 该模型是关于数值密度函数的非线性双曲型方程, 数值求解为主要手段. 本文对群体平衡方程的直接离散方法、Monte Carlo、矩方法从实现难易程度、计算机资源消耗、计算精度三方面进行了详细阐述, 并着重介绍了几种性能优越的矩方法—— 矩积分方法(QMOM)、矩直接积分方法(DQMOM)、可调节矩积分方法(M-QMOM)、自适应矩直接积分方法(ADQMOM)、定点矩积分方法(FPQMOM)、粒子游动算法(MPEM)和局部定点矩积分方法(LFPQMOM). 最后根据算法的优缺点及其当前发展状况对不同算法的未来发展做了预测.     

A Discussion on Whether 15-20C Are All Skin Nuclei via Isospin-dependent Boltzmann-Langevin Equation

A new attempt of calculation for the toted reaction cross sections （σR） has been carried out within the isospindependent Boltzmann-Langevin equation in the intermediate energy heavy-ion collision of isotopes of C. The σR of both stable and exotic nuclei are reproduced rather well. The incident energy and isospin dependencies of σR have been investigated. It is found that the isospin effect is comparatively remarkable at intermediate energy. It is also found that 15-18C are neutron skin nuclei but for 19C and 20C we cannot draw a conclusion whether they have halo structures.     

颗粒系统成核、长大、聚并微观行为的模拟

针对描述多相体系中成核、长大、聚并微观过程的群体平衡方程,提出了一种可以跟踪任意数目矩的定点矩方法。为便于方法处理,将间歇式和连续式两种不同操作过程下的群体平衡方程写成统一形式,并利用权值残差法导出统一形式矩方程,实现了两种操作条件下矩的直接跟踪。将数值密度函数简化为连续Dirac Delta函数加权和,将积分或微分转化为连续求和。对连续式操作下的成核、长大微观过程和间歇式操作条件下的聚并、长大微观过程模拟结果表明：该方法具有较高数值精度,与分析解的相对误差在10^-8％以内。对无分析解间歇式操作过程中成核、聚并、长大复合微观过程模拟,重现了复合过程微观行为,说明该算法的可行性。     

重离子碰撞中熔合位垒的研究

熔合位垒的研究对熔合反应以及超重核合成有重要的意义。在改进的同位旋相关的量子分子动力学(ImIQMD)模型框架下,提取了熔合反应体系40Ca+40Ca,48Ca+208Pb,48Ca+204Pb和16O+154Sm的熔合位垒。研究了壳修正能对熔合位垒的影响、动力学位垒的能量依赖性、同位旋效应以及形变核的方向效应。计算发现壳修正能降低了熔合反应的位垒。在研究动力学位垒的能量依赖性时,发现位垒高度和位垒半径表现出相反的能量依赖行为。在动力学反应中,当两个核距离接近时,缺中子体系的库仑势同样表现出一定的能量依赖性。对于丰中子体系,由于中子屏蔽作用,库仑势基本没有能量依赖性。