障碍平方期权的定价

本讨论了一种变异期权——收益结构为平方的障碍期权，在股票价格服从几何布朗运动的模型下，由带单侧吸收壁的布朗运动的密度和分布函数得到连续障碍平方期权的定价公式．     

Optimized prefactored compact schemes

The numerical simulation of aeroacoustic phenomena requires high-order accurate numerical schemes with low dispersion and dissipation errors. In this paper we describe a strategy for developing high-order accurate prefactored compact schemes, requiring very small stencil support. These schemes require fewer boundary stencils and offer simpler boundary condition implementation than existing compact schemes. The prefactorization strategy splits the central implicit schemes into forward and backward biased operators. Using Fourier analysis, we show it is possible to select the coefficients of the biased operators such that their dispersion characteristics match those of the original central compact scheme and their numerical wavenumbers have equal and opposite imaginary components. This ensures that when the forward and backward stencils are added, the original central compact scheme is recovered. To extend the resolution characteristic of the schemes, an optimization strategy is employed in which formal order of accuracy is sacrificed in preference to enhanced resolution characteristics across the range of wavenumbers realizable on a given mesh. The resulting optimized schemes yield improved dispersion characteristics compared to the standard sixth- and eighth-order compact schemes making them more suitable for high-resolution numerical simulations in gas dynamics and computational aeroacoustics. The efficiency, accuracy and convergence characteristics of the new optimized prefactored compact schemes are demonstrated by their application to several test problems.     

IMPULSIVE CONTROL OF A FISHERY SYSTEM

This paper uses the method of linear approximation for impulsive systems and gets a theorem which guarantees a fishery modei to be asymptotically stable at its equilibrium point and gives the ecological explanation.     

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.     

Letter: Axial Torsion-Dirac Spin Effect in Rotating Frame with Relativistic Factor

In the framework of spacetime with torsion and without curvature, the Dirac particle spin precession in the rotational system is studied. We write out the equivalent tetrad of the rotating frame, in the polar coordinate system, through considering the relativistic factor, and the resultant equivalent metric is a flat Minkowski one. The obtained rotation-spin coupling formula can be applied to the high speed rotating case, which is consistent with the expectation.     

Hawking Radiation of Dirac Particles in a Nonuniformly Rectilinearly Accelerating Black Hole

The Hawking radiation of Dirac particles on the event horizon of a nonuniformly rectilinearly accelerating black hole is studied in this paper. First, we construct the symmetrized null tetrad from which the spin coefficients and Dirac equation are derived. Next, by proposing generalized tortoise coordinate transformation, the decoupling problem of the Dirac equation with nonzero rest mass is solved. Finally, by analytic continuation, the Hawking thermal spectrum formula of Dirac particle for nonuniformly rectilinearly accelerating black hole is obtained.     

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     

The elastic theory of a single DNA molecule

We study the elastic responses of double-(ds) and single-stranded (ss) DNA at external force fields. A double-strand-polymer elastic model is constructed and solved by path integral methods and Monte Carlo simulations to understand the entropic elasticity, cooperative extensibility, and supercoiling property of dsDNA. The good agreement with experiments indicates that short-ranged base-pair stacking interaction is crucial for the stability and the high deformability of dsDNA. Hairpin-coil transition in ssDNA is studied with generating function method. A threshold force is needed to pull the ssDNA hairpin patterns, stabilized by base pairing and base-pair stacking, into random coils. This phase transition is predicted to be of first order for stacking potential higher than some critical level, in accordance with experimental observations.     

海洋激光雷达测量海中悬移质

研制了一套采用倍频YAG激光器的小型海洋激光雷达，用于测量海中悬移质浓度，2000年8月28日至9月5日，该系统安装于“东方红Ⅱ”号右舷下甲板，在渤海海区进行海中悬移质浓度现场测量，通过对18个站位的海洋激光雷达数据分析，获得的表层悬移质浓度与同步测量的海中悬移质浓度结果吻合较好。     

利用模式的对称性研究光子晶体光纤的色散

由光子晶体光纤的对称性可以得到模式分布的对称性，根据模式的对称性选择适当的展开函数，可以使计算量大大减少。计算了六角结构光子晶体光纤的色散特性，得到了波长在1．55pm处色散为零时，光子晶体光纤的结构参量所满足的方程。