Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes

We present a novel numerical scheme for the valuation of options under a well‐known jump‐diffusion model. European option pricing for such a case satisfies a 1 + 2 partial integro‐differential equation (PIDE) including a double integral term, which is nonlocal. The proposed approach relies on nonuniform meshes with a focus on the discontinuous and degenerate areas of the model and applying quadratically convergent finite difference (FD) discretizations via the method of lines (MOL). A condition for observing the time stability of the fully discretized problem is given. Also, we report results of numerical experiments.     

Chaos identification of a colliding constrained body on a moving belt

Nonlinear Dynamics - In this work, the combination of the 0–1 test for chaos and approximate entropy is applied to a newly established mechanical model instead of the Lyapunov exponent...     

An extensive FPGA-based realization study about the Izhikevich neurons and their bio-inspired applications

This study is aimed at analysing damping and gyroscopic effects on the stability of parametrically excited continuous rotor systems, taking into account both external (non-rotating) and internal (rotating) damping distributions. As case-study giving rise to a set of coupled differential Mathieu–Hill equations with both damping and gyroscopic terms, a balanced shaft is considered, modelled as a spinning Timoshenko beam loaded by oscillating axial end thrust and twisting moment, with the possibility of carrying additional inertial elements like discs or flywheels. After discretization of the equations of motion into a set of coupled ordinary differential Mathieu–Hill equations, stability is studied via eigenproblem formulation, obtained by applying the harmonic balance method. The occurrence of simple and combination parametric resonances is analysed introducing the notion of characteristic circle on the complex plane and deriving analytical expressions for critical solutions, including combination parametric resonances, valid for a large class of rotors. A numerical algorithm is then developed for computing global stability thresholds in the presence of both damping and gyroscopic terms, also valid when closed-form expressions of critical solutions do not exist. The influence on stability of damping distributions and gyroscopic actions is then analysed with respect to frequency and amplitude of the external loads on stability charts in the form of Ince–Strutt diagrams.

     

Long Distance Electronic Effects on the Rotational Potential Barriers Around the Caromatic-Cethylenic Bond

A systematic study of the rotational activation free energy around the C_aromatic-C_ethylenic bond of para-substituted styrene systems is carried out in the present work from a quantum chemistry point of view.

Calculations of the rotational potential barriers in the AM1 approach are developed as function of the electron-donor groups localized on the aromatic ring. Based on these calculations and thermodynamical data, we predict changes in the activation free energy barriers due to the long distance electronic effects of the substituents in acetophenones, cinnamaldehydes and benzalketones according to the following equation:

Our results agree the experimental measurements registered up to date and the standard deviations are similar to experimental determinations.     

Electrochemical adsorption properties and inhibition of copper corrosion in chloride solutions by ascorbic acid: experimental and theoretical investigation

In this study, the effect of ascorbic acid in the electrochemical behavior of copper has been investigated in 3.5 % NaCl solution using potentiodynamic polarization and electrochemical impedance spectroscopy. Current-potential curve and Nyquist diagrams were obtained in different concentrations of ascorbic acid. The surface morphology of copper after its exposure to 3.5 % NaCl solution with and without of ascorbic acid was examined by scanning electron microscopy. The obtained results show that ascorbic acid inhibits corrosion of copper in 3.5 % NaCl solution. The inhibition activity of ascorbic acid increases with a decrease in the concentration of ascorbic acid.     

CO2激光对熔石英表面小尺寸损伤的修复

利用10.6 μm的CO2激光对不同直径的点状损伤和不同宽度的划痕进行了修复。经过波长351 nm的紫外激光考核发现,对于直径小于80 μm的点状损伤和对于宽度小于40 μm的划痕,随着损伤点尺寸和划痕宽度的增加,修复后阈值提高程度逐渐降低。划痕的宽度在达到40 μm以后修复效果非常微弱。修复过程中,由于作用时间较短及温度分布不均产生了热应力导致样片损伤以后产生径向裂痕,后续的紫外激光会使裂痕明显扩展。当样品被置于高温退火炉内退火3 h以后,应力导致开裂的现象得到了解决。     

自支撑聚酰亚胺/锆膜的制备及性能改善

采用直流磁控溅射法制备自支撑锆(Zr)膜,采用二步法制备聚酰亚胺(PI)膜,在Zr膜表面沉积PI膜得到自支撑PI/Zr复合膜。均苯四甲酸酐(PMDA)和二甲基二苯醚(ODA)在二甲基乙酰胺(DMAC)中反应得到聚酰胺酸(PAA),然后PAA高温亚胺化得到PI;PI成膜时采用提拉法成膜。经国家同步辐射实验室计量线站测定,实际测量结果与理论分析一致,PI膜的引入虽然会导致自支撑薄膜透过率有所下降,但在类镍-银软X射线13.9 nm波段PI(200 nm)/Zr(300 nm)和PI(200 nm)/Zr(400 nm)自支撑薄膜的透过率仍然分别达到14.9%和7.5%。     

30.4 nm Cr/Al/Cr自支撑滤光片的研制

依据材料的质量吸收系数和波长的关系,选择Cr和Al 设计和制备30.4 nm自支撑滤光片。在制备时以NaCl为脱膜剂,以热蒸发方式蒸镀Al,以电子束蒸发方式蒸镀Cr, 制备了30.4 nm的Cr/Al/Cr自支撑滤光膜,并对滤光片的表面缺陷进行了分析。通过显微镜观察,滤光膜均匀纯净,无明显针孔。Cr/Al/Cr自支撑滤光片在合肥国家同步辐射实验室进行了测量, Cr/Al/Cr厚度为5 nm/500 nm/5 nm和12.5 nm/500 nm/12.5 nm的滤光片在30.4 nm波长处的透过率分别为7.6%和4.6%,透过率曲线和理论计算基本一致。用紫外分光光度计测量得滤光片在200～800 nm波长范围的透过率小于0.02%,满足使用要求。     

会聚球面波圆孔衍射的一般积分式

分别从菲涅尔-基尔霍夫和瑞利-索莫非衍射积分公式出发,导出了考虑倾斜因子后会聚球面波经圆孔衍射的一般衍射积分表达式。所得公式不仅可计算衍射场的焦移,而且对弱聚焦和强聚焦情况均适用。并与Li和Wolf公式的结果进行了比较,结果证实所得公式适用广泛。