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．     

Temperature dependence of interband transition energy in InGaAsN strain-compensated quantum-well and ridge-waveguide lasers fabricated with pulsed anodic oxidation

Ridge-waveguide InGaAsN triple-quantum-well strain-compensated lasers grown by metal organic chemical vapor deposition were fabricated with pulsed anodic oxidation. The laser’s output power reached 145 mW in continuous-wave mode at room temperature for a 4-?m -stripe-width laser. Continuous-wave single longitudinal mode operation was maintained at a high injection current level with a wavelength of 1287.3 nm at room temperature. Single longitudinal mode operation at 1317.2 nm was achieved at twice the threshold current at 100 °C. The band gap of InGaAsN in the quantum wells at different temperatures was calculated and compared to the measured temperature-dependent laser wavelength.     

Direct measurement of fluid velocity gradients at a wall by PIV image processing with stereo reconstruction

Velocity gradient is typically estimated in Particle Image Velocimetry (PIV) by differentiating a measured velocity field, which amplifies noise in the measured velocities. If gradients near a boundary are sought, such noise is usually greater than in bulk fluid, because of small tracer displacement, uncertainty in the effective positions of velocity vectors, intense deformation of tracer patterns, and laser reflection. We consider here a modified form of the Particle Image Distortion (PID) method todirectly calculate velocity gradients at a fixed wall, and refer it as “PIV/IG” (“Interface Gradiometry”). Results from synthetic 2D PIV images suggest our method achieves higher SNR and accuracy than velocity differentiation. Also, we have developed a procedure to reconstruct three-dimensional velocity gradient at a fixed wall the two non-zero components from PIV/IG data obtained in stereo views; these equations simplify considerably thanks to the no-slip condition. Experimental data from the bottom wall of turbulent open channel flow appear to suffer from a form of pixel locking. As with standard PIV, this underlines the importance of adequate tracer diameter in the images, sufficient seeding density, and of dynamic range of the camera sensor.     

Effect of hardness and composition gradients on Barkhausen emission in case hardened steel

The effect of gradients in hardness, structure and composition in the surface layers on magnetic Barkhausen noise (MBN) was investigated in two widely used low alloy steels. One material was case hardened by induction hardening. The other was case carburised. Similar hardness profiles were produced by the two treatments. It was found that the variation in structure and hardness through the case in the induction-hardened steel had a minor effect on the MBN profile. In contrast, the inhomogeneity in the case-carburised material showed up clearly. This took the form of a broadened or two-peak MBN profile. When the surface layer containing the case was removed by etching, the broadened profile was replaced by a profile with a single peak. It is concluded that the shape and position of the MBN profile is significantly affected when a gradient in microstructure is induced by a gradient in carbon content. On the other hand, a gradient in microstructure induced by heat treatment with a constant carbon level has much less affect on the MBN profile for the induction-hardened steel.     

Parametric and Non Homogeneous Semi-Markov Process for HIV Control

In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.      

Ultrashort-pulse dual-wavelength source for digital holographic two-wavelength contouring

Digital holographic shape measurements using femtosecond laser pulses are reported. For contouring of very fast moving objects, the simultaneous generation of at least two spectrally separated ultrashort pulses is required. To deliver this particular spectral signature at high pulse energies, a chirped-pulse Ti:sapphire laser amplifier was modified to emit two spectrally separated pulses with energies above 1 μJ each. The wavelength separation of these pulses was adjustable within the 50 nm gain bandwidth, cutting out two distinct wavelength peaks by a variable double-slit assembly in a prism sequence. A Michelson-type interferometer was employed to perform the two-wavelength contouring. The phases of the holograms and the phase differences are calculated numerically, which allow us to deduce the contour lines of the topology of the object. The suitability of the light source for digital holography is demonstrated with contouring of stationary objects and the potential for high-speed applications is indicated. PACS 42.40.-i; 42.60.By     

Spray thermometry using thermographic phosphors

In this study a novel technique for 2D spray temperature measurement is presented. For this purpose the thermographic phosphor (TP) Mg₄GeO_5.5F:Mn was dispersed in n-dodecane and atomised using a conventional semi solid-cone nozzle. The thermographic phosphor was excited electronically by a frequency tripled Nd:YAG laser (355 nm). An ICCD-camera in combination with an image doubler detected the subsequently emitted phosphorescence at both peak emission wavelengths located at 633 nm and 659 nm, respectively. Utilising suitable calibration measurements, the local spray temperature was determined by evaluating the intensity ratio of both emission wavelengths. To the knowledge of the authors this is the first approach of spray temperature measurement exploiting the temperature dependent intensity ratio of thermographic phosphors. PACS 07.20.Dt; 32.50.+d     

Poly(vinyl chloride)-paste/clay nanocomposites: Investigation of thermal and morphological characteristics

The paper concentrates on poly(vinyl chloride) - PVC - from the point of nanocomposite characterisation through thermal degradation of samples, evolution of the changes caused by elevating temperature using TGA, FTIR and Congo Red methods combined with morphological characterisation by XRD and TEM analyses. A novel method of PVC-paste/nanocomposite preparation while processing was used. During preparation, PVC plasticizer was mixed with clay, both natural and organophilic, and the suspension was then compounded with the other components. Two factors were followed: effect of shearing alone, and in combination with temperature. As is presented, the type of nano-filler and its chemical modifier have obvious influence on final properties either thermal or morphological. Presented contribution follows previous part of investigation and brings further information from PVC-paste/nanocomposite field.     

From lag synchronization to pattern formation in one-dimensional open flow models

In this paper, the relation between synchronization and pattern formation in one-dimensional discrete and continuous open flow models is investigated in detail. Firstly a sufficient condition for globally asymptotical stability of lag/anticipating synchronization among lattices of these models is proved by analytic method. Then, by analyzing and simulating lag/anticipating synchronization in discrete case, three kinds of pattern of wave (it is called wave pattern) travelling in the lattices are discovered. Finally, a proper definition for these kinds of pattern is proposed.