美式期权隐含波动率校准问题的研究

研究的是美式期权的隐含波动率校准问题.首先提出一个正则化的最小二乘方法,在对其惩罚问题研究后找到最小二乘问题的最优条件,并给出美式期权波动率校准问题的算法.最后,通过数值算例说明了方法的有效性.     

Study of non-linear properties of hollow core photonic crystal fiber

A highly non-linear hollow core photonic crystal fiber (PCF) having three ring-hexagonal structure is designed. The full vector finite element method with perfectly matched layer is used to investigate the non-linear properties of hollow core PCF effectively. The effective area of modal pattern is also studied for the same newly designed structure. It is found that when effective area is very small the non-linearity is very high.     

Reflector-based phase calibration of ultrasound transducers

Recently, the measurement of phase transfer functions (PTFs) of piezoelectric transducers has received more attention. These PTFs are useful for e.g. coding and interference based imaging methods, and ultrasound contrast microbubble research. Several optical and acoustic methods to measure a transducer’s PTF have been reported in literature. The optical methods require a setup to which not all ultrasound laboratories have access to. The acoustic methods require accurate distance and acoustic wave speed measurements. A small error in these leads to a large error in phase, e.g. an accuracy of 0.1% on an axial distance of 10 cm leads to an uncertainty in the PTF measurement of ±97° at 4 MHz. In this paper we present an acoustic pulse-echo method to measure the PTF of a transducer, which is based on linear wave propagation and only requires an estimate of the wave travel distance and the acoustic wave speed. In our method the transducer is excited by a monofrequency sine burst with a rectangular envelope. The transducer initially vibrates at resonance (transient regime) prior to the forcing frequency response (steady state regime). The PTF value of the system is the difference between the phases deduced from the transient and the steady state regimes. Good agreement, to within 7°, was obtained between KLM simulations and measurements on two transducers in a 1-8 MHz frequency range. The reproducibility of the method was ±10°, with a systematic error of 2° at 1 MHz increasing to 16° at 8 MHz. This work demonstrates that the PTF of a transducer can be measured in a simple laboratory setting.     

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在HL-2A装置的电子回旋辐射(ECE)外差测量中,为实现电子温度剖面分布的绝对测量,采用双温度法和磁场扫描法分别对扫频和多道ECE测量系统进行了标定,获得了各道间的相对标定系数,并利用等离子体中心道Thomson散射测量的电子温度对ECE测量系统进行了绝对标定。结果表明,这两种方法都能实现可靠的标定,并对两者的优劣进行了比较和讨论。     

NaI （Tl） calorimeter calibration and simulation for Coulomb sum rule experiment in Hall-A at Jefferson Lab

A precision measurment of inclusive electron scattering cross sections is carried out at Jefferson Lab in the quasi-elastic region for ⁴He, ¹²C, ⁵⁶Fe and ²⁰⁸Pb targets. The longitudinal (R_L) and transverse (R_T) response functions of the nucleon need to be extracted precisely in the momentum transfer range 0.55 GeV/c≤|q|≤1.0 GeV/c. To achieve the above goal, a NaI (Tl) calorimeter is used to distinguish good electrons from background, including pions and low energy electrons rescattered from the walls of the spectrometer magnets. Due to a large set of kinematics and changes in HV settings, a number of calibrations are performed for the NaI (Tl) detector. Corrections for a few blocks of NaI (Tl) with bad or no signal are applied. The resolution of the NaI (Tl) detector after calibration reached (δE)/√E ≈ 3% at E=1 GeV. The performance of the NaI (Tl) detector is compared with a simulation. The good calibration and background analysis for the NaI(Tl) detector are very important for the reduction of the systematic error of cross sections and the separation of R_L and R_T.     

Beyer’s non-linearity parameter (B/A) in benzylidene aniline Schiff base liquid crystalline systems

The non-linearity parameter B/A is estimated for a number of liquid crystal materials of the type N-(p-n-alkoxy benzylidene)-p-n-alkyl anilines, popularly known as nO.m, where n and m are the aliphatic chains on either side of the rigid core, which can be varied from 1 to 18 to realize a number of LC materials with a variety LC phase variants. The B/A values are computed from both density and sound velocity data following standard relations reported in literature. This systematic study in a homologous series provides an opportunity to study how this parameter behaves with (1) either the alkoxy and/or alkyl chain number, (2) with the total chain number (n+m), (3) with increase in molecular weight and (4) whether the linear relations reported in literature either with αT [thermal expansion coefficient (α) and temperature (T)] and sound velocity (u) will hold good or not and if so to what extent. The results are discussed with the body of data available in literature on liquids, liquid mixtures and other LC materials.     

反射式高能电子衍射实时监控的分子束外延生长GaAs晶体衬底温度校准及表面相变的研究

以反射式高能电子衍射(RHEED)作为实时监测工具,根据GaAs(100)表面重构相与衬底温度、As₄等效束流压强之间的关系,对分子束外延(MBE)系统中衬底测温系统进行了校准,这种方法也适用于其他的MBE系统.为生长高质量的外延薄膜材料、研究InGaAs表面粗糙化及相变等过程提供了实验依据. 关键词： 分子束外延 反射式高能电子衍射 表面重构 温度校准     

1 000 t Walker型高温高压装置的使用与压力标定

 介绍了一种6-8型二级加压装置——1 000 t Walker型大腔体高温高压装置中样品的组装方式、组装件材料和压力标定方法。采用碳化钨作为压砧时,获得的最高压力超过20 GPa。压力标定方法采用相变点法,即利用Bi、Tl、ZnTe、Pb、SnS、GaAs等标准压力标定物质,通过测量其在室温高压下的电阻变化,确定相变点,进而获得高压腔体内的压力与外加载荷的关系。对具有不同二级压砧截角边长（4、6、8、12 mm）组装的内部实际压力进行标定,得到了外加载荷与内部压力的关系曲线,为今后在该装置上的实验样品组装及样品实际压力确定提供了准确的数据。     

基于特定板的空间方位角检测可靠性分析

 利用远心光路和计算机视觉检测系统检测特定板空间方位角。研究了特征点的数量对于检测特定板空间方位角的影响,并分析了如何选取特征点的数量来提高方位角检测的可靠性。通过CCD拍摄特定板的图像并进行处理,得出特定板的空间方位角。通过大量的实验发现：特定板方位角的测量精度和其上特征点的数量有一定的关系,经实验发现特定板与CCD距离在2～5 m的范围时,参与计算的有效特征点数量大于28时计算出来的空间方位角度比较稳定。     

偏最小二乘线性拟合滴定甘蔗糖蜜中多组分有机酸

将滴定体系调节至pH 2.0,用碱标准溶液滴定至特定pH所消耗滴定荆为测量指标,构建了多组分有机酸滴定数据阵,分别以主成分回归法、偏最小二乘法以及人工神经元网络法进行多组分拟合.结果表明,偏最小二乘法的拟合结果最佳,对混合体系中乙酸、乳酸、草酸、琥珀酸、柠檬酸和乌头酸总量的相对预测均方根误差分别为5.80%、8.88%...