On analytical solutions of the Black–Scholes equation

This work presents a theoretical analysis for the Black–Scholes equation. Given a terminal condition, the analytical solution of the Black–Scholes equation is obtained by using the Adomian approximate decomposition technique. The mathematical technique employed in this work also has significance in studying some other problems in finance theory.     

Compressible navier-stokes equations with density-dependent viscosity, vacuum and gravitational force in the case of general pressure

This is a continuation of the article（Comm.Partial Differential Equations 26（2001）965）.In this article,the authors consider the one-dimensional compressible isentropic Navier-Stokes equations with gravitational force,fixed boundary condition,a general pressure and the density-dependent viscosity coefficient when the viscous gas connects to vacuum state with a jump in density.Precisely,the viscosity coefficient μ is proportional to ρ^θ and 0〈θ〈1/2,where ρ is the density,and the pressure P=P（ρ）is a general pressure.The global existence and the uniqueness of weak solution are proved.     

[Na4(H2O)7][Fe(OH)6Mo6O18]: A new [12] metallacrown-6 structure with an octahedrally coordinated iron at the center

The reaction of an aqueous solution of sodium molybdate with iron powder at low pH (～0.184) gives rise to the formation of a six-member Mo ring-shape cluster with an Fe (II) encapsulated at the center, [Na₄(H₂O)₇][Fe(OH)₆Mo₆O₁₈](1), which is further linked to a remarkable three-dimensional network via sodium ions.     

Strong convergence of an iterative method for nonexpansive mappings with new control conditions

The purpose of this paper is to study the convergence problem of an iterative method for nonexpansive mappings in Banach spaces under some new control conditions on parameters.     

Maximum likelihood estimation in the proportional hazards cure model

The proportional hazards cure model generalizes Cox’s proportional hazards model which allows that a proportion of study subjects may never experience the event of interest. Here nonparametric maximum likelihood approach is proposed to estimating the cumulative hazard and the regression parameters. The asymptotic properties of the resulting estimators are established using the modern empirical process theory. And the estimators for the regression parameters are shown to be semiparametric efficient.     

参数曲线的全局凸性判别条件

基于平面曲线的二次微商,导出了二重点的判别条件,结合参数曲线的局部凸性条件,得到了参数闭曲线的充要条件。给出了参数曲线的拐点判别条件,从而得到了参数曲线局部凸的充要条件。     

Construction and performance characteristics of new fentanyl-selective plastic membrane electrode.

The construction and performance characteristics of an ion-selective electrode for fentanyl-drug cation, based on an ion-pair complex with tetrakis[3,5-bis-(trifluoromethyl)phenyl]borate anion in a PVC matrix were studied. A linear response for 1 x 10(-5) mol dm-3 to 1 x 10(-2) mol dm-3 drug with a slope of 57.9 +/- 0.5 mV/decade was established. The optimum pH range was 2 to 6. The lower detection limit was 6.29 x 10(-6) mol dm-3 fentanyl citrate (2.1165 micrograms cm-3 fentanyl). There were negligible interferences from a number of inorganic cations, structural analogues, and some common drug additives in injections. The electrode proposed has been successfully applied to determine fentanyl citrate in injections. The results correlated well with those obtained by the United States Pharmacopoeia standard procedure.     

Dynamics of a small vibro-impact pile driver

A mathematical model is developed to study periodic-impact motions and bifurcations in dynamics of a small vibro-impact pile driver. Dynamics of the small vibro-impact pile driver can be analyzed by means of a three-dimensional map, which describes free flight and sticking solutions of the vibro-impact system, between impacts, supplemented by transition conditions at the instants of impacts. Piecewise property and singularity are found to exist in the Poincaré map. The piecewise property is caused by the transitions of free flight and sticking motions of the driver and the pile immediately after the impact, and the singularity of map is generated via the grazing contact of the driver and the pile immediately before the impact. These properties of the map have been shown to exhibit particular types of sliding and grazing bifurcations of periodic-impact motions under parameter variation. The influence of piecewise property, grazing singularities and parameter variation on the performance of the vibro-impact pile driver is analyzed. The global bifurcation diagrams for the impact velocity of the driver versus the forcing frequency are plotted to predict much of the qualitative behavior of the actual physical system, which enable the practicing engineer to select excitation frequency ranges in which stable period one single-impact response can be expected to occur, and to predict the larger impact velocity and shorter impact period of such response.