Power Penalty Method for a Linear Complementarity Problem Arising from American Option Valuation

In this paper, we present a power penalty function approach to the linear complementarity problem arising from pricing American options. The problem is first reformulated as a variational inequality problem; the resulting variational inequality problem is then transformed into a nonlinear parabolic partial differential equation (PDE) by adding a power penalty term. It is shown that the solution to the penalized equation converges to that of the variational inequality problem with an arbitrary order. This arbitrary-order convergence rate allows us to achieve the required accuracy of the solution with a small penalty parameter. A numerical scheme for solving the penalized nonlinear PDE is also proposed. Numerical results are given to illustrate the theoretical findings and to show the effectiveness and usefulness of the method. This work was partially supported by a research grant from the University of Western Australia and the Research Grant Council of Hong Kong, Grants PolyU BQ475 and PolyU BQ493.     

等离子体断路开关和电感负载间的功率流特性

利用PIC (particle-in-cell) 方法，结合实验装置的几何结构和实验结果，采用动态开关模型，对微秒等离子体断路开关和电感负载间的功率流特性进行了研究。模拟得到了与实验结果符合较好的开关电压和负载电流波形，并给出了开关下游出现的稀薄等离子体的密度(约1012 cm-3)和速度(约1 cm/ns), 同时也得到了开关下游的空间电流分布。模拟结果表明，开关下游的结构应避免阻抗突变以减少电流损失，同时提高开关阻抗可有利于提高负载上的最大功率。     

葡萄糖粉末的近红外光谱

糖尿病患者的自我监测是减少由糖尿病引发并发症的重要手段。无创血糖监测的近红外光谱分析方法是最具有应用前景的一种，葡萄糖近红外光谱则是研究无损血糖检测基础。本文通过实验采集了葡萄糖粉末的近红外光谱，并对结果作了详细分析。     

机械阻抗测量的一种新方法

本文介绍了一种新的机械阻抗测量方法－声强法，由定义出发将机械阻抗表为功率流和加速度响应谱的函数，应用结构声强技术测量功率流，声强法不需要测量作用力信号，可以用于测量任意结构中的各类机械阻抗，实验结果表明，声强获得的测量值与直接获得的测量值相近，声强法能较准确地测量一维和二维匀质结构中机械阻抗。     

双纽线｜w~2十c｜=1的弧长

设s（c）为双纽线｜W2＋c｜＝1的弧长，c∈「0，＋∞）．该文讨论了s（c）的性质，并在n＝2的情况下解决了Erdos，Herzog和Piranian提出的一个猜测。     

Femtosecond Transform-Limited Pulse Generation by Compensating for the Linear Chirp of SPM Spectra in Dispersion Shifted Fibers

A simple technique of pulse compression, based on the linear chirp compensation of self-phase modulation (SPM) spectra in dispersion shifted fibers, is demonstrated. The optimization procedure is carried out, for a short span of a single-mode fiber, using a parabolic law, which describes the behavior of the squared output pulse width versus the pump peak power in the case of Gaussian pulses. The experimental results give a minimum pulse duration of 233 fs, which is in good agreement with the model. Shorter and coherent pulses, down to 90 fs, have been obtained by inserting an interference filter at the optical output.     

Field Profile Synthesis with an Antenna Array

Two algorithms for the synthesis of a microwave beam with desired characteristics are discussed. The beam is composed by an array of either identical or non-identical antennas. In an example, the application of those algorithms for wireless power transmission is demonstrated.     

Limit theorems for multipower variation in the presence of jumps

In this paper we provide a systematic study of how the probability limit and central limit theorem for realised multipower variation changes when we add finite activity and infinite activity jump processes to an underlying Brownian semimartingale.     

Evolutionary hybrid approaches for generation scheduling in power systems

Generation scheduling (GS) in power systems is a tough optimisation problem which continues to present a challenge for efficient solution techniques. The solution is to define on/off decisions and generation levels for each electricity generator of a power system for each scheduling interval. The solution procedure requires simultaneous consideration of binary decision and continuous variables. In recent years researchers have focused much attention on developing new hybrid approaches using evolutionary and traditional exact methods for this type of mixed-integer problems. This paper investigates how the optimum or near optimum solution for the GS problem may be quickly identified. A design is proposed which uses a variety of metaheuristic, heuristics and mathematical programming techniques within a hybrid framework. The results obtained for two case studies are promising and show that the hybrid approach offers an effective alternative for solving the GS problems within a realistic timeframe.     

Decision making in a fuzzy environment and its application to multicriteria power engineering problems

This paper presents results of research into the use of the Bellman–Zadeh approach to decision making in a fuzzy environment for solving multicriteria optimization problems. Its application conforms to the principle of guaranteed result and provides constructive lines in obtaining harmonious solutions on the basis of analyzing associated maxmin problems. The use of the Bellman–Zadeh approach has served as a basis for solving a problem of multicriteria allocation of resources (or their shortages) and developing a corresponding adaptive interactive decision making system (AIDMS1). AIDMS1 includes procedures for considering linguistic variables to reflect conditions that are difficult to formalize as well as procedures for constructing and correcting vectors of importance factors for goals. The use of these procedures permits one to realize an adaptive approach to processing information of a decision maker to provide successive improvment in solution quality. The results of the paper are universally applicable and are already being used to solve power engineering problems. It is illustrated by considering problems of multicriteria power and energy shortage allocation and multicriteria power system operation.