利率均值回复模型下标的资产期权定价

在利率均值回复金融市场中 ,给出了财富贴现过程的随机微分方程 ;证明了与之联系的倒向随机微分方程解的存在唯一性 .最后 ,从倒向随机微分方程的解出发 ,得到了欧式期权定价的条件期望定价公式 .     

功率超声对溶液性质的影响

本文研究了在功率超声作用下，电解质溶液，小分子溶液和大分子溶液的粘度，表面张力和电导率等物理化学性质的变化规律。实验结果表明，在超声波作用下，溶液的粘度和表面张力暂时下降，而电导率长期升高。     

The complementary unboundedness of dual feasible solution sets in convex programming

F.E. Clark has shown that if at least one of the feasible solution sets for a pair of dual linear programming problems is nonempty then at least one of them is both nonempty and unbounded. Subsequently, M. Avriel and A.C. Williams have obtained the same result in the more general context of (prototype posynomial) geometric programming. In this paper we show that the same result is actually false in the even more general context of convex programming — unless a certain regularity condition is satisfied.We also show that the regularity condition is so weak that it is automatically satisfied in linear programming (prototype posynomial) geometric programming, quadratic programming (with either linear or quadratic constraints),l _p -regression analysis, optimal location, roadway network analysis, and chemical equilibrium analysis. Moreover, we develop an equivalent regularity condition for each of the usual formulations of duality.Research sponsored by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR-73-2516.     

非线性波动方程解的Blow up

本文主要讨论高维空间非线性波动方程的Ｃａｕｃｈｙ问题整体解的非存在性，我们证明对Ｕｕ－△ｕ＝ｆ（ｕ），ｆ（ｕ）＝ｃ｜ｕ｜ｐ－１ｕ，当１＜ｐ≥时，若初始能量非正，则无论初值数据的ｃｋ－范数（连续空间范数）多么小，解按Ｃｋ－范数或按Ｈｓ（Ｒｎ）（Ｓ≥１）都在有限时间内Ｂｌｏｗｕｐ，并且有相同的生命跨度．     

双层桥梁耦合系统的强迫振动

本文研究作为双层桥模型的梁方程耦合系统，利用Ｌｅｒａｙ－Ｓｃｈａｕｄｅｒ不动点定理，得到了一个关于这种系统的解的存在性定理，它类似于ＭｃＫｅｎｎａ和Ｗａｌｔｅｒ文２中关于吊桥方程的一个定理。     

一类带阻尼项的拟线性双曲型方程

本文讨论了从细杆的振动中提出的一类带阻尼项的拟线性双曲型方程的初边值问题的解在唯一性，利用已有的线性结果及动点定理结合能量估计建立了解的存在唯一性。     

ON THE EXISTENCE OF GLOBAL GENERAL SOLUTIONS OF POLYNOMIAL SYSTEMS

ＯＮＴＨＥＥＸＩＳＴＥＮＣＥＯＦＧＬＯＢＡＬＧＥＮＥＲＡＬＳＯＬＵＴＩＯＮＳＯＦ　ＰＯＬＹＮＯＭＩＡＬＳＹＳＴＥＭＳＺＨＡＯＸＩＡＯＱＩＡＮＧ（赵晓强）（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，ｔｈｅＣｈｉｎｅｓｅＡｃａｄｅｍｙｏ...     

拉单晶问题数学模型弱解的存在性和唯一性

本文考虑楔形区域Ｇ０Ｔ上的二相自由边界问题：其中ａ，ｂ，ｂ１，νｐ，ｈ２为正常数。本文在适当的假设之下，证明了上述定解问题弱解的存在性和唯一性。     

溶液自由基ESR谱的计算机模拟

根据溶液自由基电子自旋共振(ESR)原理,用高级BASIC语言编写了溶液自由基谱的模拟程序。自由基的ESR能级用一级近似求解,谱线的线型采用洛仑兹和高斯型的混合线型函数,程序规定体系中核自旋量子数可从1/2到7/2,不等性核的数目最多可达10组,每组中等性核的数目原则上不受限制。通过二萘嵌苯阳离子自由基和硝基苯负离子自由基谱模拟二个例子加以说明,模拟结果是满意的。     

Computational modeling of elastic and plastic multiple cracks by the fundamental solutions

The fundamental solutions of elasticity are used to establish a numerical method for elastic and plastic multiple crack problems in two dimensions. The continuous distributions of the point forces, dislocations, and the plastic sources are used systematically to model the crack, non-crack boundary, and the plastic deformation. Use of these singularities are guided strictly by the physical interpretation of the problem. We adopt Muskhelishvili's complex variable formalism that facilitate the analytical evaluation of the integrals representing the continuous distributions of the singularities. The resulting numerical method is concise and accurate enough to be used for elastic and plastic multiple crack problems.