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981.
Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion Model
Yang Wang Baojun Bian Jizhou Zhang 《Journal of Optimization Theory and Applications》2014,161(1):122-144
We study the viscosity solutions of integro-differential Hamilton–Jacobi–Bellman equations of degenerate parabolic type. These equations are from the pricing problem for the European passport options in a jump-diffusion model. The passport option is a call option on a trading account. We discuss the mathematical model for pricing problem. We prove the comparison principle, uniqueness and convexity preserving for the viscosity solutions of related pricing equations. 相似文献
982.
Ting‐ting Bian Yin‐jie Li Xiao‐wen Wu Dong‐zhi Yang Shui‐shi Jiang Dao‐quan Tang 《Journal of separation science》2013,36(24):3837-3844
An LC–MS/MS method was developed and validated for the simultaneous quantification of edaravone and taurine in beagle plasma. The plasma sample was deproteinized using acetonitrile containing formic acid. Chromatographic separations were achieved on an Agilent Zorbax SB‐Aq (100 × 2.1 mm, 3.5 μm) column, with a gradient of water (containing 0.03% formic acid) and methanol as the mobile phase at a flow rate of 0.3 mL/min. The analyte detection was carried out in multiple reaction monitoring mode and the optimized precursor‐to‐product transitions of m/z [M+H]+ 175.1 → 133.0 (edaravone), m/z [M+H]+ 189.1 → 147.0 (3‐methyl‐1‐p‐tolyl‐5‐pyrazolone, internal standard, IS), m/z [M–H]? 124.1→80.0 (taurine), and m/z [M–H]? 172.0 → 80.0 (sulfanilic acid, IS) were employed to quantify edaravone, taurine, and their corresponding ISs, respectively. The LOD and the lower LOQ were 0.01 and 0.05 μg/mL for edaravone and 0.66 and 2 μg/mL for taurine, respectively. The calibration curves of these two analytes demonstrated good linearity (r > 0.99). All the validation data including the specificity, precision, recovery, and stability conformed to the acceptable requirements. This validated method has successfully been applied in the pharmacokinetic study of edaravone and taurine mixture in beagle dogs. 相似文献
983.
采用界面跟踪法FTM(Front-Tracking Method), 研究点热源流场中由Marangoni效应引起的液滴运动。模拟不同的Marangoni(Ma)数下液滴的运动。研究发现液滴运动速度先迅速增大到稳定迁移速度, 而后下降, 在t=1.2时出现反转, 速度随Ma数的增加而增加。液滴内部存在与Hill球涡相同的回流。随着Ma数的增大, Hill球涡进行分裂, 且涡旋中心有轻微的移动。同时温度场末端拓扑结构出现两次分叉。第一次分叉出现在下临界Ma数, 最低温度点由滞止点跳进液滴内部; 第二次分叉出现在上临界Ma数, 内部的壳型冷却区从中心点破裂, 出现一个环面型冷却区。 相似文献
984.
A new efficient homocoupling reaction was reported in one pot by a combination of metallic magnesium and a catalytic amount of manganese (II) chloride. Various aromatic and alkyl halides underwent homocoupling smoothly, affording the corresponding symmetrical homocoupling compounds in moderate to good yields. The readily available MnCl2, the mild reaction conditions and the operational simplicity and practicability allow for an easy and practical procedure for the purpose of carbon carbon bond formation. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
985.
激光等离子体的声学诊断研究 总被引:6,自引:0,他引:6
提出了利用激光等离子体声波对高功率激光与材料相互作用过程进行了诊断的方法。实际测量了波长0.53μm激光与几种金属材料相互作用的过程,其结果与采用春它方法得到的结果基本吻合。 相似文献
986.
987.
Q. Zhao J.Q. Pan J. Zhang B.X. Li F. Zhou B.J. Wang L.F. Wang J. Bian L.J. Zhao W. Wang 《Optics Communications》2006,260(2):666-669
A strained InGaAsP-InP multiple-quantum-well DFB laser monolithically integrated with electroabsorption modulator by ultra-low-pressure (22 mbar) selective-area-growth is presented. The integrated chip exhibits superior characteristics, such as low threshold current of 19 mA, single-mode operation around 1550 nm range with side-mode suppression ratio over 40 dB, and larger than 16 dB extinction ratio when coupled into a single-mode fiber. More than 10 GHz modulation bandwidth is also achieved. After packaged in a compact module, the device successfully performs 10-Gb/s NRZ transmission experiments through 53.3 km of standard fiber with 8.7 dB dynamic extinction ratio. A receiver sensitivity of −18.9 dBm at bit-error-rate of 10−10 is confirmed. 相似文献
988.
989.
将一维不定常流自模拟函数推广到一般形式,结合量纲理论和流体力学基本运动方程,导出总能量为常数情况下的理想气体一维不定常流自模拟运动基本微分方程组.该理论模型表明,由流体速率u和自模拟面速率r·〖DD)]组成一个无量纲特性参数L,用L作自变量时理想气体一维不定常流自模拟运动的规律具有常微分方程的最简数学形式.该模型克服了点爆炸Taylor自模拟温度函数原点附近趋于无穷大的问题,具有重要意义.
关键词:
理想气体
自模拟运动
Taylor模型 相似文献
990.
A novel distribute feedback (DFB) laser which gave two different wavelengths under two distinct work conditions was fabricated. The laser consists of two Bragg gratings with different periods corresponding to wavelength spacing of 20 nm in an identical active area. When driving current was injected into one of the different sections separately, two different wavelengths at 1542.4 and 1562.5 nm were realized. The side mode suppression ratio (SMSR) of 45 dB or more both for the two Bragg wavelengths were achieved. The fabricating process of the laser was just the same as that of traditional DFB laser diode. This device can be potentially used in coarse wavelength division multiplexer (CWDM) as a promising light source and the technology idea can be used to enlarge the transmission capacity in metro area network (MAN). 相似文献