Simulation of nonlinear interest rates in quantum finance: Libor Market Model

The simulation of the Libor Market Model (LMM) is extensively studied in the framework of quantum finance. The imperfectly correlated Libor rates are simulated based on a Gaussian quantum field and a recursion equation of nontrivial stochastic drift. The Libor options are studied using both the simulation method and the analytical formula. The caplet price of simulation is compared with Black’s caplet formula which can be exactly derived from the LMM. The invariance of caplet price for different forward bond numeraire is verified by using the simulation. The simulation results for coupon bond options and swaptions are compared with the approximate price, which are limited for the reason that the approximate price is derived using the small volatility expansion. The simulation method is shown to have great potential in the application of pricing interest rate instruments.     

自适应光学系统的数值模拟：动态控制过程和频率响应特性

对自适应光学系统的动态控制过程进行了数值模拟。与自动控制理论的解析分析相比,动态控制过程的数值模拟有其优越性。系统的频率响应特性与动态控制性能密切相关,对自适应光学系统的频率响应特性也进行了数值模拟。模拟计算的结果与实验测量结果符合得很好。还实现了多频率成份的同时计算,可以大大提高计算效率。其结果与单频率结果只在低频下有小的差别,可以满足得到带宽和裕量等参数的实用要求。将频率响应特性的模拟计算与长时间曝光斯特列耳（Strehl)比的数值模拟结合,可得到对自适应光学系统性能的有效评估。     

基于Vega的红外仿真的优化和评估

借助于三维实时视景仿真软件Vega的红外模块研究了自建模型的红外效应。介绍了红外仿真原理,给出了详细的红外仿真流程,并详细分析了仿真结果。根据项目对仿真精度的要求,提出了优化仿真过程的方法。结合Vega的底层映射机理提出更为精确的长波波段下的辐射量灰度映射关系,同时通过TMM的纹理材质映射关系改进,得到更为符合实际的材质反射率计算公式,并为仿真系统重建了传感器模型,使得仿真模型的辐射量偏差缩小为1.145%~3.358%。此外,初步探讨了仿真系统的校核、验证和确认技术（VV&;A）,并对仿真过程做了全生命周期的可信性评估,为进一步研究仿真系统的可信性评估提供了参考。     

High-power coaxial microwave ubitron: Simulation by the particle-in-cell method

Results of complete numerical simulation of a high-power coaxial microwave ubitron are reported. The simulation uses a 2.5-dimensional numerical electromagnetic code based on the particle-in-cell method and is performed for the amplification and oscillation operating modes. The results of our numerical simulation are compared with analytical results and results following from the nonlinear theory that are obtained by partial computer simulation.     

室内声学时域有限差分模拟中的边界条件

给出了时域有限差分法用于室内声学问题模拟中的边界条件,结合声波方程的基本差分格式,模拟并分析了高斯脉冲在4m×4m房间中的波动过程和脉冲响应;模拟了一9m×6m×4m房间的简正频率,并与经典理论计算值进行了对比;模拟了一12m×5m×4m水平地面房间中的坐席吸声低谷效应,并与Joe LoVtri的模拟结果进行了对比;模拟并实际测量了一10.6m×5.8m×3.4m房间在几个受声点的脉冲响应和早期衰变时间EDT,将模拟结果与实际测量结果进行了对比分析,计算程序是用Metlab语言编写的。模拟与经典理论、相关研究、实际测量几方面的对比分析,验证了本边界条件的可靠性。     

大角度蚀刻衍射光栅的模拟

研究了平面波导密集波分复用器件中很有发展潜力的蚀刻衍射光栅(EDG).小角度范围光栅的模拟通常采用高斯近似的输入光场,由于近轴的高斯光场接近实际光场,所以模拟结果很准确.但这种方法应用于大角度范围的光栅则有偏差.本文提出了大角度蚀刻衍射光栅的模拟方法,分析了这种偏差并给出了模拟结果.事实上这种方法也适合于实际任意输入光场的模拟.     

基于简正波理论的浅海低频混响时间序列仿真

混响场时域信号序列的数值实现对主动声纳目标模拟器研制具有重要意义。本文所述适用于水平变化浅海环境混响时间序列的一种实现方法,基于现有的浅海简正波相干混响理论。所述方法的思路是通过相干散射场随机序列与发射信号的离散卷积来构成混响时域序列,文中以Pekeris均匀浅海环境为例,给出了相应的混响时间序列仿真结果,并对仿真结果的频谱特性、统计特性、强度衰减以及垂直相关特性等进行了系统检验。结果表明,由仿真混响时间序列所获得的混响特性与理论结果相符,可用于浅海混响序列的仿真。     

基于OSG的空间机械臂三维仿真平台的设计与实现

为了实现空间机械臂路径规划算法的可视化仿真,采用OSG(OpenSceneGraph)技术,开发了一个实用方便的空间机械臂三维仿真平台。该仿真平台在VS2005开发平台上,基于QT框架类和OSG的图形库进行开发,将仿真平台系统框架分为了OSG仿真界面,任务管理,数据管理和路径规划四个模块并设计了人机交互界面。最后,通过典型的仿真实验对仿真平台进行了测试,有效的验证了空间机械臂单臂路径规划算法和双臂协调路径规划算法的正确性以及空间机械臂三维仿真平台的可行性。     

红外仿真变焦光学系统设计

针对目前半实物仿真采用一弹一仿的问题,提出采用变焦距投影系统的五轴转台仿真方案,使得不同视场、不同焦距、不同型号的导引头可以采用同一套仿真系统进行仿真测试,提高了仿真系统的效费比。分析了红外半实物仿真用变焦光学系统的特点,设计了（8～12）μm波段衍射受限红外变焦光学系统,系统入瞳直径80mm,变倍比为3.0,弥散斑直径小于50μm。     

低速压气机中静叶Clocking效应的二维和三维数值模拟与实验结果验证

本文采用二维和三维非定常数值模拟的方法研究了低速压气机的静叶时宁效应。与实验结果进行对比分析后发现,二维和三维数值模拟均捕捉到了较明显的静叶Clocking效应:二维计算得到的效率变化幅度为0.51%,三维计算的结果为0.42%,均低于实验结果(1.1%)。二维计算很好的验证了Clocking效率曲线的走势,但三维计算的结果则存在相位上的偏差。文中应用负射流理论解释三维计算中较大的数值粘性带来的尾迹偏移现象。     

Pre-sheath formation in an oblique magnetic field: fluid model and PIC simulation

We present some results of a one-dimensional fluid model with a floating electrode immersed in plasma with magnetic field applied at an oblique angle. The model equations are integrated numerically in order to find the space profiles of the ion velocities and electrostatic potential for various strenghts and angles of the magnetic field. We assume a collisionless magnetized pre-sheath with isothermal ions. The results are then compared with the spatial profiles obtained by a computer simulation. We use a BIT1 particle-in-cell code. The simulations input parameters are chosen in the way, that they resemble the fluid model as much as possible. Because the results of the simulation are given in the absolute SI units, they have to be normalized correctly. We evaluate the model results and compare them with the computer simulation results. Special attention is brought on formation of the pre-sheath with magnetic field applied at intermediate angles. The results of the simulation are in good qualitative agreement with the model.     

基于网格片的氧碘化学激光器多块并行数值模拟

为实现氧碘化学激光器(COIL)喷管流场大规模数值模拟,采用VICON程序中的基本方程与数值算法,应用JASMIN框架中的基本数据结构——网格片,以及多块结构网格拼接并行算法,发展了三维多块COIL并行模拟程序。数值实验结果展示了该并行模拟程序的正确性及可扩展性,并在2048个处理器核上模拟450万网格单元算例,加速比超过420。     

探测器束流相关本底的实验研究

介绍了在北京正负电子对撞机上进行的束流相关本底实验研究,并与计算结果进行了比较.通过实验获得了束流相关本底的特征;并用相应的软件(TURTLE和GEANT3)对束流–气体相互作用本底进行了细致的模拟.实验和模拟结果的比较表明,现有的软件工具模拟在4倍以内是可靠的,从而为正在设计建造的新一代北京正负电子对撞机和北京谱仪的本底模拟奠定了基础.     

Modeling of acoustic wave propagation in time-domain using the discontinuous Galerkin method – A comparison with measurements

Simulations of acoustic wave propagation in time-domain are presented. In the simulations, the discontinuous Galerkin method for spatial derivatives and the low-storage Runge–Kutta approach for time derivatives are used. Three different simulation cases are studied. First, the directivity of loudspeaker is simulated. In the second case, acoustic wave propagation in free space is studied using a short pulse. In the last case, acoustic wave scattering from a metallic cylinder is simulated. All simulation results are compared with measurement results. The measurements for the acoustic wave scattering from the metallic cylinder are made in 2D planes using an automated measurement system. Comparison between the simulation and measurement results are made both temporally and spatially and a good agreement between the simulation and measurement results is found. The results suggest that the discontinuous Galerkin method coupled with the low-storage Runge–Kutta approach is a viable tool for modeling acoustic wave propagation in the time-domain.     

EasySpin, a comprehensive software package for spectral simulation and analysis in EPR

EasySpin, a computational package for spectral simulation and analysis in EPR, is described. It is based on Matlab, a commercial technical computation software. EasySpin provides extensive EPR-related functionality, ranging from elementary spin physics to data analysis. In addition, it provides routines for the simulation of liquid- and solid-state EPR and ENDOR spectra. These simulation functions are built on a series of novel algorithms that enhance scope, speed and accuracy of spectral simulations. Spin systems with an arbitrary number of electron and nuclear spins are supported. The structure of the toolbox as well as the theoretical background underlying its simulation functionality are presented, and some illustrative examples are given.     

脉管制冷机性能数值模拟方法的研究进展及发展方向

本文对于脉管制冷机性能的数值模拟方法的发展过程进行了简要的回顾,指出,有限容积法是目前大多数研究者所采用的软件的基本框架。对于作者研究组在过去2年中的主要成果作了简要介绍,包括采用一维模型研究脉管的最佳长径比,最佳混合工质的摩尔配比,以及锥形脉管制冷机的最佳锥角等问题。介绍了对回热器的2维模拟以及对脉管中的自然对流3维计算的主要结果。最后对于进一步发展脉管制冷机数值模拟方法问题提出了作者的见解。     

激光聚变中受激布里渊散射的混合模拟研究

在激光等离子体相互作用中, 受激布里渊散射的模拟耗时较长. 为缩短模拟时间, 对电子采用Boltzmann描述, 开发了一维混合Vlasov程序, 利用离子束双流不稳定性理论结果对程序进行了考核.在此基础上对激光聚变中的受激布里渊散射进行了研究, 结果表明程序正确, 模拟结果可信.     

基于HLA和VEGA的海基靶场半实物视景仿真系统研究

为了在导弹试验任务中给指挥员提供决策支持,设计了一种基于HLA和VEGA的海基靶场半实物视景仿真系统。将三轴飞行转台、目标模拟器、负载模拟器等实物接入仿真系统,采用高层体系结构规范构建仿真系统的联邦架构,设计了联邦对象模型,建立了关键联邦成员的数学模型,解决了反射内存网与HLA的时间推进冲突问题,有效提高了仿真系统数据传输的实时性。采用Multigen-Creator软件建立了各个仿真实体的3D模型,利用Vega软件实现模型的渲染、场景驱动、声音仿真等。通过系统测试,结果表明：该视景仿真系统能够实时驱动各个仿真实体运行,视景画面流畅,图像刷新速率达到30帧/秒以上,满足系统实时性要求。     

Simulation of coherent backscattering of light in nematic liquid crystals

Multiple scattering of light by the fluctuations of the director in a nematic liquid crystal (NLC) aligned by a magnetic field is considered. A peak of coherent backscattering is calculated by numerical simulation. Since the indicatrix of single scattering for a liquid crystal (LC) is known exactly, the calculations are carried out without any simplifying assumptions on the parameters of the liquid crystal. Multiple scattering is simulated as a random walk of photons in the medium. A peak of coherent backscattering in such a medium is very narrow; therefore, the so-called semianalytical method is applied. The parameters of the backscattering peak obtained by numerical simulation are compared with the available experimental data and with the results of analytical approximations. It turns out that the experimental data are in good agreement with the results of simulation. The results of numerical simulation adequately describe the anisotropy and the width of the backscattering peak.