提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Constructions of External Difference Families and Disjoint Difference Families

External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference sets is set up.     

A note on model diagnostics in longitudinal data analysis

Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g., run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this paper is well illustrated with four clinical studies in Taiwan.     

Microstructure effect on microtopography of chemically etched α + β Ti alloys

Microstructure effect on chemical etching behavior of the annealed Ti-6Al-4V and Ti-3Al-2.5V titanium (Ti) alloys was compared with that of unalloyed commercially pure titanium. The microstructural evolution of structure phases after annealing the titanium and its alloys at temperature near and above β transus and followed by furnace cooling to room temperature was studied using optical microscope, scanning electron microscope and X-ray diffraction techniques. The microstructure study illustrates that the heat treatment enhanced partitioning effect allows extensive formation of hemispherical and near spherical pits roughened surface to be readily acquired by chemically etching the annealed α + β titanium alloys. The kinetics of the chemical etching reaction process show a linear dependence on time. The annealed α + β titanium alloys that exhibit relatively lower weight loss and thickness reduction rate illustrate less chemical activity than the annealed unalloyed titanium.     

Magnetic structures in Ni80Fe20/Ru multilayers

Using polarized neutron reflectivity (PNR) measurements together with associated simulation, magnetic structures of two Ni₈₀Fe₂₀ (1 1 1)/Ru (0 0 0 1) multilayer samples with Ru thickness of 9 and 21 Å were investigated under various external magnetic fields at room temperature. The results reveal the existence of layer thickness, interface roughness, magnetic moment, interlayer coupling angle and non-collinear coupling. The former three are independent of Ru thickness; while the latter two are strongly dependent of Ru thickness.     

Photoluminescence characteristics of ZnTiO3: Bi nanocrystals

The photoluminescence properties of the Bi³⁺ in sol-gel derived ZnTiO₃ nanocrystals have been investigated. An ultra-violet emission at 360 nm and a visible emission band at 506 nm have been observed, originating from two kinds of emission centers. The former is ascribed to the ³P₁-¹S₀ transition of Bi³⁺ and the latter to the recombination of the electrons with the photo-generated holes trapped in the zinc vacancies. In all cases the latter contribution is predominant.     

GA optimization on multi-segments muffler under space constraints

Whilst the space volume of muffler in noise control system is often constrained for maintenance in practical engineering work, the maximization on muffler’s performance becomes important and essential. In this paper, a novel approach genetic algorithms (GAs) based on the principles of natural biological evolution will be used to tackle this optimization of muffler design [M. Mitchell, An Introduction to Genetic Algorithms, The MIT Press, Cambridge, MA, 1996]. Here, the shape optimization of multi-segments muffler coupled with the GA searching technique is presented. The techniques of binary genetic algorithms (BGA) together with the commercial MATLAB package [G. Lindfield, J. Penny, Numerical Method Using Matlab, second ed., Prentice Hall, Englewood Cliffs, NJ, 2000] are applied in GA searching. In addition, a numerical case of pure tone elimination with 2-5 segments on muffler is introduced and fully discussed. To achieve the best optimization in GA, several GA parameters are on trial in various values. Results show that the GA operators, including crossover mutation and elitism, are essential in accuracy. Consequently, results verify that the optimal sound transmission loss at the designed frequency of 500 Hz is exactly maximized. The GA optimization on multi-segments muffler proposed in this study surely provides a quick and correct approach.     

Analysis of CCD moiré pattern for micro-range measurements using the wavelet transform

A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance.     

Li(AlxCo1-x)O2晶体中Co3+电子态的变化及对结构演化的影响

研究了应用于锂二次电池正极的新型高能量密度存贮材料Li(AlxCo1-x)O2 (x=01—05)的磁性.发现Al3+的掺杂可导致Co3+中d电子自旋态发生变化，即有部分d电子进入高自旋态.伴随Co3+中电子状态的改变，材料结构演化也发生了相应变化，表现为c/a比增大明显减缓，较好地解释了材料结构对Vegard定律的正偏离.这对材料的微观结构与性能设计具有重要意义. 关键词： 锂电池材料 Li（AlxCo1-x）O2 磁性 自旋态 结构演化     

一类非线性退化方程混合问题解的渐进性态

本文利用比较原理以及一种特殊变换研究了一类非线性退化方程的混合问题，得到了这类复杂问题解的渐进性质。