Vasiek利率模型下住房抵押贷款保证险的鞅定价

利用期权定价理论和鞅方法 ,分析了 Vasic∨ ek利率模型下住房抵押贷款保证险的定价问题 ,得到了全额担保和部分担保两类住房抵押贷款保证险的无套利定价公式 ,其中房价服从一般的扩散过程 .     

Cavitation mechanism in cyanobacterial growth inhibition by ultrasonic irradiation

To prevent cyanobacterial bloom in eutrophic water by ultrasonic method, ultrasonic irradiations with different parameters were tested to inhibit Spirulina platensis from growth. The experimental result based on cyanobacterial growth, chlorophyll a and photosynthetic activity showed that, the ultrasonic irradiation inhibited cyanobacterial proliferation effectively, furthermore the inhibition effectiveness increased in the order: 200 kHz>1.7 MHz>20 kHz and became saturated with the increased power. The inhibition mechanism can be mainly attributed to the mechanical damage to the cell structures caused by ultrasonic cavitation, which was confirmed by light microscopy and differential interference microscopy. The optimal frequency of 200 kHz in cavition and sonochemistry was also most effective in cyanobacterial growth inhibition. The higher frequency of 1.7 MHz is weaker than 20 kHz in cavitation, but has more effective inhibition because it is nearer to the resonance frequency of gas vesicle. The inhibition saturation with ultrasonic power was due to the ultrasonic attenuation induced by the acoustic shielding of bubbles enclosing the radiate surface of transducer.     

掺杂偶氮苯聚合物光致异构Z扫描测量及其理论解释

用He_Ne激光对掺有偶氮苯聚合物DR 13的PMMA薄膜样品进行Z扫描研究 ,发现其折射率改变量与光强的关系存在着饱和效应 ,且线偏振光引起的折射率改变明显大于圆偏振光引起的折射率改变 .对于这些现象 ,用光致异构的角烧孔机理进行解释     

美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

带有给定凸切线多边形的保形五次样条逼近

本讨论带有给定切线多边形的保形逼近问题．给出了一条与给定切线多边形相切的保形五次参数祥条曲线。     

辐射加热金X光再发射时间测量

利用星光Ⅱ三倍频激光打双盘靶，研究了辐射加热材料的Ｘ光发射时间。激光脉冲能量４０～６０Ｊ、脉冲宽度６００～７００ｐｓ。通过两台时间关联的亚千Ｘ光能谱仪分别监测双盘靶初、次级发射Ｘ光谱，给出了辐射加热次级Ｘ光再发射时间。     

Dissipative Nonlinear Evolution Equations and Chaos

In this article we have studied the nonlinear interaction between ellipticity and dissipation in a set of model equations (1.1) and established the relation between this interaction and chaos. In addition to theoretical investigations, extensive numerical simulations with these equations have been made, and different routes to chaos have been found. The numerical studies have revealed the chaotic nature of the solutions.     

几种国际通用统计软件的比较

汤旦林，王松柏．几种国际通用统计软件的比较，数理统计与管理，１９９７，１６（１），４８～５３．本文对七种著名的国际通用统计软件作了扼要的介绍，并从用户的角度对它们的性能进行了具体的比较     

一阶非线性时滞微分方程解的振动性

本文通过使用化多时滞为单时滞的技巧，研究了一类广泛的非线性泛函微分方程解的振动性，所得结果包含和改进了Hunt，Yorke等多人的结果．