首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

Investigation of the mean free path of projectile fragments produced in 16O－Em collision at 60 A GeV

Results are presented for an investigation of the mean free path of projectile fragments with charge 3≤Z≤8, produced by 60 A GeV {}^{16}O in nuclear emulsion. No dependence of mean free path on the distance from the point of the fragment emission is observed and our result is consistent with the nonexistence of anomalons.     

System Identification Models of the Equivalent Permittivity for Rain Medium

The dielectric constant for rain medium is investigated by utilizing the system identification method. The rain rate model and frequency model of permittivity in millimeter waves band for rain medium are presented. The results obtained with models are in very good agreement with references in calculating the attenuation of electromagnetic waves induced by rain, which Shows that the obtained models are valid and practicable. The cross-polar discrimination gotten with rain rate model is in agreement with references.     

Analysis on Shack–Hartmann wave-front sensor with Fourier optics

In Shack–Hartmann wavefront sensor (SHWS), the behavior of the irradiance pattern produced by the micro-lens array is important for an accurate centroid estimation. In this paper, the behavior of a micro-lens array in SHWS is analyzed using Fourier optics, and reveals that in addition to the main, expected spots, secondary spots with smaller intensities also appeared as a result of diffraction by the small dimensions of the micro-lens and interference from the different micro-lenses. This result is confirmed by comparing with a irradiance pattern taken from an actual SHWS. The additional error in centroid estimation caused by these secondary spots is discussed and relationship to the parameters of the micro-lens of SHWS is analyzed.     

70K温区混合工质分凝分离循环节流制冷机实验研究

混合工质节流制冷机正在许多方面获得越来越广泛的应用。文中设计了一种新型的混合工质分凝分离循环 ,建立了实验系统 ,并在 70 K温区进行了实验。实验结果表明 ,节流制冷机可以达到 6 5 .3K的低温 ,并在 72 K温度提供 1W的制冷量 ,输入功率为 5 0 0 W。     

Electrochemical determination of serotonin and the competitive adsorption with dopamine at 5,5-ditetradecyl-2-(2-trimethylammonioethyl)-1,3-dioxane bromide lipid film modified by glassy carbon electrode.

A novel and effective approach to sensitively determine serotonin, known as 5-hydroxytryptamine (5-HT), has been proposed based on a 5,5-ditetradecyl-2-(2-trimethylammonioethyl)-1,3-dioxane bromide (DTDB) self-assembled lipid bilayer membrane modified glassy carbon electrode (DTDB/GCE). A DTDB/GCE shows the strong electrocatalysis for the oxidation of 5-HT, with the peak potential shifted to less positive value of 0.376 V vs. SCE, and effectively eliminates the interference from ascorbic acid (AA), even in the presence of 100-fold concentration of AA. Differential pulse voltammetry (DPV) gave a linear current for 5-HT from 2.0 x 10(-7) to 1.0 x 10(-5) M. At the DTDB/GCE, the oxidation of 5-HT was controlled by the adsorption process; for 5-HT coexisting with DA, the competitive adsorption was observed.     

Compression Behaviour of Ni77P23 Amorphous Alloy up to 30.5 GPa

The compression behaviour of Ni77P23 amorphous alloy is investigated at room temperature in a diamond-anvil cell instrument using in-situ high pressure energy dispersive x-ray diffraction with a synchrotron radiation source. The equation of state is determined by fitting the experimental data according to the Birch-Murnaghan equation. It is found that the structure of Ni77P23 amorphous alloy is stable under pressures up to 30.5 GPa. Within the pressure range from zero to the experimental one, the pressure-induced structural relaxation is reversible.     

Control Policy for a Manufacturing System with Random Yield and Rework

We develop a production policy that controls work-in-process (WIP) levels and satisfies demand in a multistage manufacturing system with significant uncertainty in yield, rework, and demand. The problem addressed in this paper is more general than those in the literature in three aspects: (i) multiple products are processed at multiple workstations, and the capacity of each workstation is limited and shared by multiple operations; (ii) the behavior of a production policy is investigated over an infinite-time horizon, and thus the system stability can be evaluated; (iii) the representation of yield and rework uncertainty is generalized. Generalizing both the system structure and the nature of uncertainty requires a new mathematical development in the theory of infinite-horizon stochastic dynamic programming. The theoretical contributions of this paper are the existence proofs of the optimal stationary control for a stochastic dynamic programming problem and the finite covariances of WIP and production levels under the general expression of uncertainty. We develop a simple and explicit sufficient condition that guarantees the existence of both the optimal stationary control and the system stability. We describe how a production policy can be constructed for the manufacturing system based on the propositions derived.     

DISTORTION THEOREM FOR BIHOLOMORPHIC MAPPINGS IN TRANSITIVE DOMAINS (III)

The distortion theorem for biholomorphic convex mappings in bounded symmetric domains are considered. Especially the distortion theorem for biholomorphic convex mappings in classical domain of type IV and two exceptional domains are given.     

Si1－xGex/Si量子阱发光材料的分子束外延生长及其结构研究

采用固源Si分子束外延,在较高的生长温度于Si(100)衬底上制备出Si1－xGex/Si量子阱发光材料。发光样品的质量和特性通过卢瑟福背散射、X射线双晶衍射及光致发光评估。背散射实验中观察到应变超晶格的反常沟道效应;X射线分析表明材料的生长是共度的、无应力释放的,结晶完整性好。低温光致发光主要是外延合金量子阱中带边激子的无声发射和横光学声子参与的激子复合。并讨论了生长温度对量于阱发光的影响。