美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

Unfolding Features of Bovine Testicular Hyaluronidase Studied by Fluorescence Spectroscopy and Fourier Transformed Infrared Spectroscopy

Chemical unfolding of bovine testicular hyaluronidase (HAase) has been studied by fluorescence spectroscopy and Fourier transformed infrared spectroscopy (FTIR). Thermodynamic parameters were determined for unfolding HAase from changes in the intrinsic fluorescence emission intensity and the formations of several possible unfolding intermediates have been identified. This was further confirmed by representation of fluorescence data in terms of ‘phase diagram’. The secondary structures of HAase have been assigned and semiquantitatively estimated from the FTIR. The occurrence of conformational change during chemical unfolding as judged by fluorescence and FTIR spectroscopy indicated that the unfolding of HAase may not follow the typical two-state model.     

Partially coherent vortex beams propagation in a turbulent atmosphere

Based on the Rytov approximation and the cross-spectral density approximation for the mutual coherence function of the partially coherent field, the propagation properties of the partially coherent beams with optical vortices in turbulent atmosphere are discussed. The average intensity and the mutual coherence function of the partially coherent vortex beams propagation in weak turbulent atmosphere are obtained.It is shown that the vortex structure of the average cross-spectral density of partially coherent beams has the same helicoidally shape as that of the phase of the fully coherent Laguerre-Gauss beams in free space and the relative intensity of the beam is degraded by optical vortex.     

Sensitivity analysis of truss structures and its application to the fully stressed design

Based upon the theorems of structural variations this paper derives a set of expressions for calculating partial derivatives of internal forces, stresses and joint displacements with respect to bar areas for truss structures. Compared with the known formulas for finding the gradients of structural behaviours the calculation effort with the proposed expressions in this paper is usually smaller because the additional virtual loadings needed are relatively fewer. It is of practical significance to various optimization methods in which the calculation of gradients of behaviours is widely used. Moreover, applying the derived formulas to the fully stressed design (FSD), we obtain an improved iterative method for FSD. The numerical examples show that the new method considerably reduces the reanalysis number required to converge to an FSD in comparison with the simple stress ratio method.     

从分子结构式估算凝聚炸药最高装药密度

本文应用对应态原理建立了一种从凝聚炸药的分子结构式估算其最高装药密度的经验方法。应用此法对101种环状化合物的密度进行了估算,计算值与实验值的平均偏差为1.08％。与类似工作相比,本文方法精度较高,使用方便。     

Analysis and modeling of resistive switching mechanisms oriented to resistive random-access memory

With the progress of the semiconductor industry,the resistive random-access memory(RAM) has drawn increasing attention.The discovery of the memristor has brought much attention to this study.Research has focused on the resistive switching characteristics of different materials and the analysis of resistive switching mechanisms.We discuss the resistive switching mechanisms of different materials in this paper and analyze the differences of those mechanisms from the view point of circuitry to establish their respective circuit models.Finally,simulations are presented.We give the prospect of using different materials in resistive RAM on account of their resistive switching mechanisms,which are applied to explain their resistive switchings.     

Erdös Rényi随机网络上爆炸渗流模型相变性质的数值模拟研究

基于改进的Newman和Ziff算法以及有限尺寸标度理论, 通过对表征渗流相变特征物理量的序参量、平均集团尺寸、二阶矩、标准偏差及尺寸不均匀性的数值模拟, 分析研究了Erdös Rényi随机网络上Achlioptas爆炸渗流模型的相变性质.研究表明: 尽管序参量表现出了不连续相变的特征, 但序参量以及其他特征物理量仍具有连续相变的幂律标度行为.因此严格地说, Erdös Rényi随机网络中的爆炸渗流相变是一种奇异相变, 它既不是标准的不连续相变, 又与常规随机渗流表现出的连续相变处于不同的普适类. 关键词： Erdös Rényi随机网络 爆炸渗流模型 相变 幂律标度行为     

H2S在Fe(100)面吸附的第一性原理研究

基于密度泛函理论第一性原理, 在广义梯度近似下, 研究了表面覆盖度为0.25 ML (monolayer)时硫化氢分子在Fe(100)面吸附的结构和电子性质, 并与单个硫原子吸附结果进行了对比. 结果表明: 硫化氢分子吸附在B2位吸附能最小为-1.23 eV, 最稳定, B1位吸附能最大为-0.01 eV, 最不稳定; 并对硫化氢分子在B1位和B2位吸附后的电子态密度进行了分析, 也表明了吸附在B2位稳定, 且吸附在B2位后硫化氢分子几何结构变化不大; 将硫化氢中硫原子吸附与单个硫原子吸附的电子性质进行了比较, 发现前者吸附作用非常微弱; 同时对吸附后的Fe(100)面进行了对比, 单个硫原子吸附的Fe(100)面电子态密度出现了一系列峰值且离散分布, 生成了硫化亚铁, 表明在硫化氢环境下, 主要是硫化氢析出的硫原子发生了吸附. 关键词： 第一性原理 Fe(100)表面 吸附能 硫化氢     

非局域暗孤子及其稳定性分析

由于其在通信领域潜在的应用前景, 非局域空间孤子一直是研究热点. 但空间非局域暗孤子由于其边界的特殊性, 对其特别是稳定性方面研究甚少. 提出了非局域暗孤子稳定性分析理论, 并对热非线性体介质中1+1维基态和二阶暗孤子的稳定性进行了数值分析和研究, 得到了稳定性图. 从稳定性分析图可知: 在热非线性体介质中, 1+1维基态暗孤子在其存在区域总是稳定的, 而1+1维二阶暗孤子是震荡不稳定的, 其不稳定区域的宽度与传播常数以及介质的非局域程度有关. 为了验证非局域暗孤子稳定性分析理论的正确性, 对加噪声初始输入的传输进行数值模拟得到了传输图, 传输图表明稳定性分析理论的正确性. 关键词： 非局域 稳定性 暗孤子