随机利率下的PPP项目实物期权评价研究

PPP项目通常实施周期长,风险突出。传统的实物期权评价方法考虑了未来的不确定性和管理者柔性的价值,但是一般假设无风险利率是固定的,不符合利率长期内波动的特点,会造成投资者决策失误。本文考虑了未来无风险利率波动条件下,PPP项目中实物期权的价值。首先分析了PPP项目中通常存在的期权形式,其次研究了无风险利率三角逆变函数以及在此基础上得出模拟实物期权模型,并用案例对比分析固定利率和随机利率下的期权价值。结果显示,随机利率比固定利率下的期权价值更高,研究结论可以为PPP项目的投资者进行决策提供重要依据。     

场诱导下自旋冰系统[111]方向磁相变过程的蒙特卡洛模拟

自旋冰系统因为具有与固体水(冰Ih)中氢原子构型相同的自旋排列局域规则而具有宏观量子简并的基态,即使十分接近零温也不会达到长程磁有序态.外场的诱导将破坏基态的简并而使系统达到长程磁有序.我们在最近邻铁磁相互作用的简化模型下用蒙特卡洛方法模拟了自旋冰系统在[111]方向外场下的磁相变行为.分别给出了不同温度和不同相互作用强度下的磁化曲线,分析了系统的磁化过程中自旋的取向得有序程度以及相变,探讨了相互作用强度对系统磁相变行为的影响.     

基于蒙特卡洛分析的稳健性优化方法——以白金纳米粒子沉积过程为例

以白金纳米粒子在超临界二氧化碳中的沉积过程的稳健性优化问题为例,首先采用Chrastil模型对白金纳米粒子的沉积过程构建溶解度拟合方程,并进行参数拟合优度分析.然后采用蒙特卡洛仿真方法分析了现有质量约束和成本约束等条件下的沉积过程溶解度最优解,并进行敏感度分析,然后对过程参数进行调整优化,进一步分析了溶解度稳健性最优解,最后提出了基于蒙特卡洛仿真分析的多种约束条件下的过程最优稳健解获取方法.     

Monte Carlo Simulation of Optical Properties of Wake Bubbles

Based on Mie scattering theory and the theory of multiple light scattering, the light scattering properties of air bubbles in a wake are analysed by Monte Carlo simulation. The results show that backscattering is enhanced obviously due to the existence of bubbles, especially with the increase of bubble density, and that it is feasible to use the Monte Carlo method to study the properties of light scattering by air bubbles.     

Exact Fixed-node Quantum Monte Carlo： Self-optimizing Procedure

In this paper, a novel exact fixed-node quantum Monte Carlo (EFNQMC) algorithm was proposed, which is a self-optimizing and self-improving procedure. In contrast to the previous EFN-QMC method, the importance function of this method is optimized synchronistically in the diffusion procedure, but not be-fore beginning the EFNQMC computation. In order to optimize the importance function, the improved steepest descent tech-nique is used, in which the step size is automatically adjustable.The procedure is quasi-Newton type and converges super linear-ly. The present method also uses a novel trial function, which has correct electron-electron and electron-nucleus cusp condi-tious. The novel EFNQMC algorithm and the novel trial func-tion are employed to calculate the energies of 1 ^1A1 state of CH2, ^1Ag state of Cs and the ground-states of H2, LiH, Li2 and H2O.     

共聚物配体交替结构与其催化活性关系的理论研究

本文采用以ASED-MO(含原子对排斥的EHMO法)为基础的结构自动优化的EHTOPT法及Monte-Carlo法, 对甲醇羰基化制乙酸催化剂的共聚物配体交替结构进行了理论研究。计算了AA, AB, BB, BA二聚反应的反应途径, 找出了过渡态, 并确定了反应活化势垒。在假设两反应频率因子相同的前提下, 求出竞聚率, 采用Monte-Carlo法模拟共聚物结构, 计算出共聚物配体中起催化活性的AB交替结构所占比率。比较不同共聚物配体的活性, 并研究了温度及单体配比对共聚物配体交替结构的影响。     

Particle-in-Cell/Monte Carlo Collision simulation of planar DC magnetron sputtering

In this paper a numerical simulation of a planar DC magnetron discharge is performed with the Particle-in Cell/Monte Carlo Collision （PIC/MCC） method. The magnetic field used in the simulation is calculated with finite element method according to experimental configuration. The simulation is carried out under the condition of gas pressure of 0.665 Pa and voltage magnitude of 400V. Typical results such as the potential distribution, charged particle densities, the discharge current density and ion flux onto the target are calculated. The erosion profile from the simulation is compared with the experimental data. The maximum erosion position corresponds to the place where the magnetic field lines are parallel to the target surface.     

Improvements on the third generation of electron momentum spectrometer

The significant modifications to our recently constructed electron momentum spectrometer have been implemented. Compared with our previous report, the energy and the angle resolutions are significantly improved and reach △E = 0.45 eV, △θ = ±0.53° and △φ = ±0.84°, respectively. Moreover, the details of data reduction and the relation between azimuthal angle range and the sensitivity are discussed.     

辐射传输介质散射相函数的蒙特卡洛算法

复分散系相函数在辐射介质传热中是关键参数,蒙特卡洛法兼具数值算法与试验测量的优点.利用该方法计算复分散系的多重散射相函数克服了以往算法的缺点,可以体现多重散射的影响,并且可以计算任意形状控制体的相函数.大量的数学实验发现当介质系密度增大时,散射能量在4π空间内分布趋于均匀.     

利用蒙特卡洛方法计算陶瓷刀具磨损可靠性

在连续切削条件下,陶瓷刀具的失效形式是以磨粒磨损为主的摩损失效,其磨损寿命由材料的断裂韧性、硬度和切削过程的参数决定,利用蒙特卡洛方法分别随机生成断裂韧性与硬度的样本值,利用连续车削试验确定切削过程参数,将得到的样本值与切削参数相结合可计算刀具在相应切削条件下的磨损寿命及其可靠性,计算结果表明：陶瓷刀具的断裂韧对磨损寿命的可靠性影响较为明显,因而可以利用断裂韧性来估算磨损可靠性。