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 .     

带有给定凸切线多边形的保形五次样条逼近

本讨论带有给定切线多边形的保形逼近问题．给出了一条与给定切线多边形相切的保形五次参数祥条曲线。     

Influence of the sample orientation in Sn<Subscript>2</Subscript>P<Subscript>2</Subscript>S<Subscript>6</Subscript> crystals on the hydrostatic piezoelectric coefficients

The influence of the sample orientation on the effective value of the hydrostatic piezoelectric coefficients d _h ⁽ⁱ⁾ of Sn₂P₂S₆ crystals has been studied. The hydrostatic piezoelectric coefficients d _h ⁽¹⁾ and d′ _h ⁽³⁾ , were measured, d _h ⁽¹⁾ =(244±3) pC/N and d′ _h ⁽³⁾ =(92±1) pC/N. The hydrostatic piezoelectric coefficient d _h ⁽³⁾ for orthogonal axis system was calculated to be d _h ⁽³⁾ =(87±2) pC/N. The, optimal orientation of the sample has been found as (Xy l)−20°-cut. Maximal value of the effective hydrostatic piezoelectric coefficient d _h ⁽¹⁾ equals 260 pC/N. Double rotated samples were also studied. The orientation of the samples insensitive to the pressure has been found. The theoretical mean value of hydrostatic piezoelectric coefficient (d _h ) _mean corresponding to randomly oriented Sn₂P₂S₆ grains in a poled composite has been calculated to be (d _h ) _mean =136 pC/N.     

Homology of Lagrangian submanifolds in cotangent bundles

In this paper we find homological restrictions on Lagrangians in cotangent bundles of spheres and Lens spaces. This research was supported by the Israel Science Foundation (grand No. 205/02).     

Multi-Item Scheduling by Benders' Decomposition

Scheduling the production of several items requires the determination of production quantities in different periods in the presence of resource constraints. Several approximate and heuristic algorithms have been proposed to solve this problem. However, no method for finding an optimal solution has as yet been developed. It is shown that the problem may be solved advantageously using Benders' decomposition. The subproblem in Benders' decomposition is shown to be a transportation problem, and some strategies for solving the master problem are indicated. The paper concludes with a sample problem demonstrating the application of the method.     

On the Convenience to Form Coalitions or Partnerships in Simple Games

A partnership in a cooperative game is a coalition that possesses an internal structure and, simultaneously, behaves as an individual member. Forming partnerships leads to a modification of the original game which differs from the quotient game that arises when one or more coalitions are actually formed. In this paper, the Shapley value is used to discuss the convenience to form either coalitions or partnerships. To this end, the difference between the additive Shapley value of the partnership in the partnership game and the Shapley alliance value of the coalition, and also between the corresponding value of the internal and external players, are analysed. Simple games are especially considered. Research partially supported by Grant BFM 2003-01314 of the Science and Technology Spanish Ministry and the European Regional Development Fund.     

On the group extension of the transformation associated to non-archimedean continued fractions

Summary Let F_q be a finite field with q elements. We consider formal Laurent series of F_q -coefficients with their continued fraction expansions by F_q -polynomials. We prove some arithmetic properties for almost every formal Laurent series with respect to the Haar measure. We construct a group extension of the non-archimedean continued fraction transformation and show its ergodicity. Then we get some results as an application of the individual ergodic theorem. We also discuss the convergence rate for limit behaviors.     

辐射加热金X光再发射时间测量

利用星光Ⅱ三倍频激光打双盘靶，研究了辐射加热材料的Ｘ光发射时间。激光脉冲能量４０～６０Ｊ、脉冲宽度６００～７００ｐｓ。通过两台时间关联的亚千Ｘ光能谱仪分别监测双盘靶初、次级发射Ｘ光谱，给出了辐射加热次级Ｘ光再发射时间。     

Dissipative Nonlinear Evolution Equations and Chaos

In this article we have studied the nonlinear interaction between ellipticity and dissipation in a set of model equations (1.1) and established the relation between this interaction and chaos. In addition to theoretical investigations, extensive numerical simulations with these equations have been made, and different routes to chaos have been found. The numerical studies have revealed the chaotic nature of the solutions.     

Vector potential theory on nonsmooth domains in R<Superscript>3</Superscript> and applications to electromagnetic scattering

We study boundary value problems for the time-harmonic form of the Maxwell equations, as well as for other related systems of equations, on arbitrary Lipschitz domains in the three-dimensional Euclidean space. The main goal is to develop the corresponding theory for L^p-integrable bounday data for optimal values of p's. We also discuss a number of relevant applications in electromagnetic scattering.