ON THE DISCRETE-ORDINATES METHOD FOR THE MONOENERGETIC NEUTRON TRANSPORT EQUATION IN A SLAB WITH GENERALIZED BOUNDARY CONDITIONS

This paper is devoted to discussing the discrete-ordinates method for the monoenergetic neutron transport equation in a slab with generalized boundary conditions. For homogeneous medium with isotropic scattering and fission, the convergence theorems for discrete-ordinates approximations are given respectively for critical eigenvalue problem and dominant eigenvalue problems: for inhomogeneous medium with anisotropic scattering and fission, a similar discussion and an estimation for the convergence rate are given for critical eigenvalue problems. Finally, some numerical results are given by use of this method.     

考虑可违约风险资产的风险敏感度投资决策问题

讨论了资产价格在宏观经济以及金融等因素影响下,含有可违约风险债券的连续时间风险敏感度投资决策问题.运用随机控制与随机分析理论,得到了最优投资决策存在的一个充分条件,并在一定条件下解得最优投资决策遵循一个关于因素水平以及债券违约概率的代数方程,对于数值计算有较好的实用性以及可操作性.