随机波动率跳-扩散模型下外汇期权本外币对称公式

外汇期权本外币对称公式表示本币看涨/看跌期权与外币看跌/看涨期权用同类定价函数表示的等价关系.通过测度变换法指出本币测度下的Bates模型和Heston模型在外币测度下保持模型类型不变,并且由此证明这两个模型下的本外币对称公式,其中的定价函数由Attari公式给出.数值分析给出了本外币对称公式的应用示范,并且详细分析了Attari公式的计算速度优势.     

正三棱柱的Buffon投针问题

本文研究了正三棱柱有界网格的Buffon投针问题.利用限弦函数和限弦投影函数两个工具,获得了正三棱柱运动测度的具体表达式及一个新的几何概率结果.     

分式布朗运动的加权局部时

本文研究了Hurst参数H∈(0,1)的分式布朗运动的加权局部时.利用多重Wiener-It(o)积分,得到了分式布朗运动的加权局部时的展开式,推广了布朗运动的加权局部时问题.     

正交时频空间调制移动水声通信方法

为提高移动水声通信可靠性,提出了一种基于正交时频空间(OTFS)调制的移动水声通信方法。针对水声信道长时延扩展的特点,设计了一种低复杂度交叉域Turbo迭代均衡算法,先在时域内对接收信号进行最小均方误差(MMSE)均衡,将均衡后的外部信息传递到时延-多普勒域进行软译码;再将译码后的软信息反馈回时域,作为下一次时域均衡的先验信息,实现均衡与译码的迭代检测。此外,针对OTFS水声通信中OTFS符号维度过大导致MMSE均衡复杂度过高的问题,采用了一种低复杂度MMSE算法,先利用矩阵对角线元素得到一组初始估计值,再将矩阵求逆问题转换为求解初始估计值与准确求解值之间的误差,继而通过对误差向量的不断迭代估计来实现低复杂度计算。湖试数据处理结果表明,所提方法可在最大移动速度4 kn的情况下实现OTFS信号的可靠检测。     

添加有TiO2纳米颗粒的R11池沸腾换热研究

对添加有TiO2纳米颗粒的制冷剂R11在外径为22.4mm紫铜管外的池沸腾换热特性进行了实验研究.池沸腾饱和温度为35℃和40℃,纳米颗粒悬浮液的浓度为0.01g/l和0.05g/l.对铜管圆周上、下、前、后四个部位的局部换热情况进行了测量和可视化观察以及相应的粗糙度检测分析.结果发现,纳米颗粒的添加基本使管上部粗糙度降低,传热弱化,而使下部粗糙度增加,传热强化.就整体换热而言,40℃的强化换热效果好于30℃,0.01g/l的强化换热效果好于0.05g/l.     

脉冲加热对振荡流热管传热性能的影响

本文采用脉冲热源替代常规连续热源,通过实验观察加热功率、脉冲宽度及脉冲间隔对振荡流热管传热性能的影响,并对热管壁面温度信号进行了分析.实验结果表明,在绝人多数情况下,脉冲加热振荡流热管的传输热流量均大于连续加热时.振荡流热管的传热性能受脉冲宽度与脉冲间隔的影响,脉冲加热振荡流热管运行存在一最佳的脉冲加热参数.     

具体热源的湍流对流中热量传递势容耗散的界

本文从数学上确定了具体热源的湍流对流中时均热量传递势容耗散的上界和下界,该上界和下界反映了体热源对湍流对流中热量传递势容耗散的影响.其上界表明具体热源的湍流对流中时均热最传递势容耗散不会大于导热情况下时均热量传递势容耗散;其下界表明,给定湍流流场的统计特性,即在某种意义上,粘性耗散一定,这时时均热量传递势容耗散可能达到的下界依赖于体热源和速度的时均值.     

Stochastic Resonance in a Bistable System with Time-Delayed Feedback Loops

The phenomenon of stochastic resonance of a bistable system subjected to linear time-delayed feedback loops driven by multiplieative Gaussian coloured noise and additive Gaussian white noise is investigated. Firstly, the analytic expression of the quasi-steady distribution function Ps （x, t） is derived by applying the unified coloured noise approximation and the Novikov Theorem; Secondly, the expression of the signal-to-noise ratio （SNR） is obtained in the adiabatic limit to quantify the stochastic resonance. Finally, tile effects of the linear coefficient a, the nonlinear coefficient b, the linear time-delayed feedback coefficient c and the delay time r on Ps（x,t） and SNR^± are discussed. It is found that the effects of the linear coefficient and the nonlinear coefficient, the positive linear time-delayed feedback coefficient and the negative linear time-delayed feedback coefficient, the positive delayed time and the negative delayed time on Ps（x,t） and SNR^± are different, respectively. This discussion would be helpful to the study of the system reliability and controlling stochastic resonance.     

Two Stochastic Resonances Induced by Two Different Multiplicative Telegraphic Noises for an Electric System

In this paper, an electric system with two dichotomous resistors is investigated. It is shown that this system can display two stochastic resonances, which are the amplitude of the periodic response as the functions of the two dichotomous resistors strengthes respectively. In the limits of Gaussian white noise and shot white noise （i.e., the two noises are both Gaussian white noise or shot white noise） no phenomena of resonance appear. By further study, we find that when the system is with three or more multiplicative telegraphic noises, there are three or more stochastic resonances.