On the option valuation and decomposition of exchange option

In this paper, we shall find the uniquerational price associated with the exchange option. Also, we find the decomposition of Snell envelope and value function of the American exchange option.     

金属β-二酮化合物用于MOCVD法生长铁电氧化物薄膜

对用于MOCVD法生长铁电氧化物薄膜的金属β－二酮化合物的制备、结构及性质进行了评述，对它们在生长铁电薄膜中的应用现状进行了介绍，并对它们的应用前景作了展望。     

PVK∶DBVP掺杂体系的能量转移及发光性质的研究

研究了不同比例的PVK与齐聚PPV衍生物DBVP掺杂体系的能量转移和发光特性.通过对PVK,DBVP及PVK:DBVP掺杂体系的UV-vis,PL和PLE光谱的研究,分析了PVK与DBVP之间的能量转移过程.利用PVK在体系中类似于溶剂的分散作用,制备了结构为ITO/PEDOT/PVK:DBVP/LiF/Al的电致发光器件,研究了掺杂体系的电致发光性能.结果表明,在掺杂体系的光致发光和电致发光中,PVK的发射被有效地抑制,PVK与DBVP之间发生了非常有效的能量转移,通过调节PVK与DBVP的比例,可以获得蓝色和绿色发光,同时可以改善器件的发光性能,当PVK与DBVP的重量比为1∶2时,器件的绿色发光效率达到1·06cd/A,此时发光亮度为52cd/m2.     

Quantization of Underdamped, Critically Damped, and Overdamped Electric Circuits with a Power Source

We have investigated the quantum mechanical effect of the underdamped, critically damped, and overdamped electric circuits with a power source. The charge of the underdamped circuit oscillates while those of the critically damped and overdamped ones don't. The wave function of the system of overdamped circuit represented parabolic cylinder function while underdamped circuit was represented by well-known Hermite polynomial. The eigenvalues of underdamped circuit is discrete while those of the critically damped and overdamped ones are given as continuously.     

Ternary univariate curvature-preserving subdivision

We present an interpolating, univariate subdivision scheme which preserves the discrete curvature and tangent direction at each step of subdivision. Since the polygon have a geometric information of some original (in some sense) curve as a discrete curvature, we can expect that the limit curve has the same curvature at each vertex as the control polygon. We estimate the curvature bound of odd vertices and give an error estimate for restoring a curve from sampled vertices on curves.     

WKB Wave Function of the General Time-Dependent Quadratic Hamiltonian System

We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states.     

将科技与产业联姻的物理学家路易·奈尔

文章简要地叙述了法国著名物理学家路易·奈尔的成长历程与生平业绩，其中包括他在磁学领域的诸多重大贡献、成功地创立和领导了一个富有成就的科学研究团体以及他堪称为一位出色的科技开发企业家的风范.     

Anomalies of ultrasonic velocity in high-Tc ceramics YBa2Cu3Oy and BiSrCaCu2Oy

Ultrasonic longitudinal velocity and adsorption have been measured in ceramic superconductors YBa₂Cu₃O_y with various porosity and also in BiSrCaCu₂O_y. A velocity drop of about 400 ppm was found at T_c only in the measurements on cooling. The magnitude of the velocity drop is anomalously large compared with the value expected from the thermodynamics. A hysteresis of velocity with respect to temperature was observed in all the samples studied. It is suggested that some structural change at pore size level is responsible for this phenomenon.     

Lithium heptadecafluorooctanesulfonate catalyzed Mannich-type and aza-Diels-Alder reactions in supercritical carbon dioxide

The Mannich-type reaction of imines with (1-methoxy-2-methylpropenyloxy)trimethylsilane and aza-Diels-Alder reaction of imines with Danishefsky's diene can be carried out in scCO₂ in the presence of lithium heptadecafluorooctanesulfonate which offer a way to synthesize β-amino carbonyl compounds and nitrogen-containing six-membered ring compounds under environmentally benign conditions.     

A parallel cell‐based DSMC method on unstructured adaptive meshes

A parallel DSMC method based on a cell‐based data structure is developed for the efficient simulation of rarefied gas flows on PC‐clusters. Parallel computation is made by decomposing the computational domain into several subdomains. Dynamic load balancing between processors is achieved based on the number of simulation particles and the number of cells allocated in each subdomain. Adjustment of cell size is also made through mesh adaptation for the improvement of solution accuracy and the efficient usage of meshes. Applications were made for a two‐dimensional supersonic leading‐edge flow, the axi‐symmetric Rothe's nozzle, and the open hollow cylinder flare flow for validation. It was found that the present method is an efficient tool for the simulation of rarefied gas flows on PC‐based parallel machines. Copyright © 2004 John Wiley & Sons, Ltd.