An efficient algorithm for Bermudan barrier option pricing

An efficient option pricing method based on Fourier-cosine expansions was presented by Fang and Oosterlee for European options in 2008,and later,this method was also used by them to price early-exercis...     

稀疏过程下变破产下限多元相依风险模型的破产概率

研究了稀疏过程下多元相依风险模型在假定变破产下限的破产概率,其中索赔产生时依赖概率ρ的可能性同时产生一次续保,即续保过程是索赔的ρ-稀疏过程.运用鞅方法得到了当破产下限为某些特征函数时破产概率所满足的不等式或破产概率的具体表达式.     

标准算子代数上完全保对合性的可加映射

刻画了无限维实或复Banach空间上的标准算子代数间完全保对合性的可加映射,证明了这样的映射是同构的常数倍或(复情形下)共轭同构的常数倍.     

Smoothing Properties and Approximation of Time Derivatives for Parabolic Equations: Variable Time Steps

We study smoothing properties and approximation of time derivatives for time discretization schemes with variable time steps for a homogeneous parabolic problem formulated as an abstract initial value problem in a Banach space. The time stepping methods are based on using rational approximations to the exponential function which are A()-stable for suitable (0,/2] with unit bounded maximum norm. First- and second-order approximations of time derivatives based on using difference quotients are considered. Smoothing properties are derived and error estimates are established under the so-called increasing quasi-quasiuniform assumption on the time steps.     

Na原子中3S—4D双光子共振增强紫外相干辐射的观测和研究

用Na原子3S—4D双光子共振增强的受激超Raman散射、四波混频和光泵受激发射过程,获得230—340nm范围内两组紫外相干辐射,分析了这一系列紫外相干辐射的产生机制和谐线特性。     

电动汽车与锂离子电池

文章简要介绍了混合动力汽车、插电式混合动力汽车、纯电动汽车和锂离子动力电池及其关键材料。发展电动汽车可以大幅度降低人们对石油的依赖和改善城市空气质量。锂离子电池性能优越,为电动汽车的发展提供了支撑。近期,新一代锂离子动力电池正极材料即将走向应用,可使电动汽车里程增加一倍,材料选择和电池设计及制造工艺与电池储存能量、寿命、安全等密切相关, 尊道而重德,可做出“好”电池。     

RN上的临界非齐次多重调和方程的多解存在性

讨论了 RN上带非负扰动的临界非齐次多重调和方程的多解存在性 .首先由泛函弱连续性方法获得方程的第一个解 ,再由山路引理获得方程的第二个解 .本文的这种求解方法和这些结果不仅适用于 RN 上的二阶椭圆方程 ,而且也适用于尚未解决的 RN 上的双调和方程     

非饱和土的非线性固结模型和弹塑性固结模型及其应用

把作者最近提出的非饱和土的增量非线性本构模型及由作者改进的Alonso等人提出的非饱和土弹塑性模型引入陈正汉建立的非饱和土的固结理论,得到非饱和土的非线性固结模型和弹塑性固结模型,设计了有关程序,求解了地基在分级加载条件下的固结过程和塑性区的动态扩展,从而把非饱和土固结问题的研究推到了一个新水平。     

极大值函数取得最小值的二次最优条件

研究Chaney和Ben Tal Zowe的二阶方向导数 ,并利用它们考虑函数h(x)∶ =max{f(x ,τ) ;τ∈T}(这里T是紧距离空间 )的极小化问题 .改进了Kawasaki关于上述问题的极小化必要条件     

Integrable Couplings of the Boiti-Pempinelli-Tu Hierarchy and Their Hamiltonian Structures

Integrable couplings of the Boiti-Pempinelli-Tu hierarchy are constructed by a class of non-semisimple block matrix loop algebras. Further, through using the variational identity theory, the Hamiltonian structures of those integrable couplings are obtained. The method can be applied to obtain other integrable hierarchies.