基于非对称漂移双gamma跳-扩散过程的创新幂型期权定价模型

针对假设股价的对数收益率布朗运动在期权定价时产生的无法解释股价对数收益率的尖峰厚尾和序列相关性的缺陷,采用了Zhang提出的非对称漂移双gamma跳-扩散过程来描述资产(股价)的对数收益率运动形态(该过程是kou提出的双指数跳-扩散过程的推广),并利用Esscher风险中性变换,研究了幂型期权的定价公式.还设计了两种创新的幂型期权,在非对称漂移双gamma跳-扩散过程下给出了相应的定价公式.     

基于层次分析法的企业网络舆情危机应对评价研究

网络舆情危机应对评价是企业在新的舆论背景下研究危机应对的重点.采用定量和定性分析有机结合的层次分析法确定指标体系及权重,给出了企业网络舆情危机应对评价的步骤,并进行了评价验证.该评价体系为相关单位网络舆情危机应对评价提供一定的参考和指导.     

1H–13C–29Si triple resonance and REDOR solid-state NMR—A tool to study interactions between biosilica and organic molecules in diatom cell walls

Triple resonance solid-state NMR experiments using the spin combination ¹H–¹³C–²⁹Si are still rarely found in the literature. This is due to the low natural abundance of the two heteronuclei. Such experiments are, however, increasingly important to study hybrid materials such as biosilica and others. A suitable model substance, ideally labeled with both ¹³C and ²⁹Si, is thus very useful to optimize the experiments before applying them to studies of more complex samples such as biosilica. Tetraphenoxysilane could be synthesized in an easy, two-step synthesis including double isotope labelling. Using tetraphenoxysilane, we established a ¹H–¹³C–²⁹Si double CP-based HETCOR experiment and applied it to diatom biosilica from the diatom species Thalassiosira pseudonana. Furthermore, we carried out ¹H–¹³C{²⁹Si} CP-REDOR experiments in order to estimate the distance between the organic matrix and the biosilica. Our experiments on diatom biosilica strongly indicate a close contact between polyamine-containing parts of the organic matrix and the silica. This corroborates the assumption that the organic matrix is essential for the control of the cell wall formation.     

基于CA和LS-SVM的TE过程多模型建模

针对TE化工过程高度非线性、复杂性的特点,本文提出了一种基于相关分析和最小二乘支持向量机对TE过程进行多模型建模方法,以提高模型性能。首先对TE过程采用相关分析法划分为3个子系统,对每个子系统分别采用基于C-均值聚类的最小二乘支持向量机建模和基于k均值聚类的最小二乘支持向量机多模型建模。实验表明,基于K-均值聚类的多模型建模能简化计算、提高模型精度、并且能更好的预测模型输出。     

Non-Newtonian effects of second-order fluids on double-layered porous Rayleigh-step bearings

Theoretical study of double-layered porous Rayleigh-step bearings with second-order fluid as lubricant is presented. An approximate method for the solutions of the governing fluid film equations for a porous region is proposed. The expressions for the pressure distribution, load capacity and frictional coefficient are obtained in compact form. Calculations of the dimensionless load capacity, frictional force and frictional coefficients are presented for specific values of the material parameters. It is found that the double porous layer yields an increase in the load capacity and ensures decrease in frictional force at the porous lining as compared with the conventional porous Rayleigh-step bearings. The maximum dimensionless load-carrying capacity is found to occur at a slightly larger step ratio as compared with the conventional porous Rayleigh-step bearings.     

Viscoplastic behaviour of a medium density polyethylene (MDPE): Constitutive equations based on double nonlinear deformation model

The viscoplastic behaviour of a medium density ethylene–butene copolymer (MDPE) is investigated by using samples cut out from thick-walled MDPE pipe. Extensive experimental work has been performed to characterise the nonlinear time-dependent response of such semi-crystalline thermoplastic material. Tests were carried out at 60 °C, on smooth tensile, full axisymmetrically notched creep tensile (FNCT) and double edge notched tensile (DENT) specimens.     

Numerical study of spherical blast-wave propagation and reflection

The objective of this study is to understand the flow structures of weak and strong spherical blast waves either propagating in a free field or interacting with a flat plate. A 5th-order weighted essentially non-oscillatory scheme with a 4th-order Runge-Kutta method is employed to solve the compressible Euler/Navier-Stokes equations in a finite volume approach. The real-gas effects are taken into account when high temperature occurs. A shock-tube problem with the real-gas effect is first tested in order to verify the solver accuracy. Moreover, unsteady shock waves moving over a stationary wedge with various wedge angles, resulting in different types of shock wave reflections, are also tested. It is found that the computed results agreed well with the existing data. Second, the propagation of a weak spherical blast wave, created by rupture of a high-pressure isothermal sphere, in a free field is studied. It is found that there are three minor shock waves moving behind the main shock. Third, the problem of a strong blast wave interacting with a flat plate is investigated. The flow structures associated with single and double Mach reflections are reported in detail. It is found that there are at least three local high-pressure regions near the flat plate. Received 27 July 2000 / Accepted 25 January 2002 – Published online 17 June 2002     

京承高速公路新道沟连拱隧道的优化设计

本文以京承高速公路新道沟连拱隧道为实例,应用有限元数值方法对连拱隧道二次衬砌的围岩抗力、应力、变形及其稳定性等问题进行了模拟与分析。首先,基于连拱衬砌的结构型式,作者建立了该隧道的数值模型,并提出用弹性杆单元按作用力等效的原则模拟围岩抗力;根据数值模拟结果对隧道支护结构的承载能力进行了讨论,并基于规范对二次衬砌进行了结构强度校核。该研究结果为新道沟隧道支护结构设计的优化提供了科学依据。     

基于显示连通贝叶斯网络的机场塔台地震易损性分析

将基于性能的多维易损性分析方法,结合显示连通贝叶斯网络,应用于机场塔台的多维易损性分析。考虑地震激励的不确定性,通过非线性时程分析获得结构响应数据;将塔台结构分为三个层次,每个层次按包含的层数分为相应的子层次。根据功能特性确定子层次的评价指标和极限状态,建立服从多元对数正态分布的概率地震需求模型;考虑各种极限状态之间的相关性,建立极限状态方程,确定失效域,通过蒙特卡洛法求得构件的超越概率;建立塔台结构的显示连通贝叶斯网络模型,利用层次分析法获得中间节点的条件概率表,利用MATLAB进行贝叶斯网络的推理计算,实现从单一层次的易损性到整体易损性的推理。     

Monte Carlo study of the critical and the compensation behaviors of the double perovskite Sr2CrIrO6

The phase diagrams and magnetic properties of double perovskite $S{r}_{2}CrIr{O}_6$ have been studied by using Monte Carlo simulation based on the heat bath algorithm. The ground-state diagrams of the compound $S{r}_{2}CrIr{O}_6$ have been calculated for different combinations of system parameters. The diagrams obtained are very rich and they give an idea of all the most stable configurations. The effects of the exchange interactions and the crystal field on the phase diagrams and magnetic properties of the system have been examined. A number of interesting phenomena have been observed such as the compensation temperature, the first and second order phase transitions, the critical triple point and the terminal critical point.