A comparison of master equation and Fokker-Planck equation in the thermodynamic limit

The master equation and the Fokker-Planck equation are compared thoroughly in both of the stationary and the time-dependent cases for a one-dimensional system. The comparison includes the master equation without detailed balance.     

纯生跳跃扩散型交换期权定价公式

在假定标的资产价格服从纯生跳跃过程的条件下,研究一类多资产期权——资产权重不同的交换期权,并在风险中性的条件下建立相应的定价方程,运用条件期望等相关知识得出交换期权的解析公式。文中最后列出一些特殊纯生跳跃扩散型交换期权的定价的例子.     

Matrix representation of three-dimensional astigmatic resonators

Three-dimensional astigmatic resonators, typical examples of which are the resonators bounded by cylindrical-spherical mirrors and cylindrical-cylindrical mirrors oriented at an arbitrary crossed angle, are investigated in detail by using a complex curvature tensor concept and generalized tensor ABCD law. Computerized numerical calculations illustrate some interesting characteristics of these astigmatic resonators.     

Effect of carbon content on the microstructure and the cracking susceptibility of Fe-based laser-clad layer

The laser cladding of Fe-based alloys on a medium carbon steel substrate was performed using a CO₂ laser and Ar shielding gas that was blown into a molten pool. The microstructure and cracking susceptibility of the laser-clad layers were studied in terms of carbon additions. Results show that the small change of the carbon content in the alloy powders can obviously change the microstructure and properties of the layers. When the carbon content is in the range of 0.3–0.4 wt.%, the decrease of the carbon content in alloy powders will increase the hardness and toughness of the layers simultaneously under the same process parameters. As a result, crack-free coatings with high hardness can be obtained. As the carbon content increases from 0.2 wt.% to 0.4 wt.%, the segregation ratio of chromium increases, while the segregation ratios of nickel, manganese, and silicon first decrease and then increase. At the same time, a new designing principle concerning the composition and microstructure has been put forward, and the principal mechanisms of strengthening and toughening of the layers are fine-grain strengthening and low carbon martensitic phase transformation strengthening.     

矩阵方程（A^TXA，B^TXB=（C，D）的反对称解及其最佳逼近

本利用矩阵对的标准相关分解，得到了矩阵方程(A^TXB，B^TXB)=(C，D)反对称解存在的充分必要条件及通解表达式，同时给出了解关于已知矩阵的最佳逼近．     

四能级原子系统中量子相干增强的Kerr非线性效应的研究

应用密度矩阵方程计算了四能级原子系统中三阶非线性极化率随信号光和探针光频率失谐的变化关系。结果表明，由于量子干涉对信号光强度的敏感性，使四能级原子介质的交叉Kerr非线性作用大大增强，与三能级系统相比，四能级原子介质的Kerr非线性系数可增强两个数量级。     

Numerical analysis of the rotating viscous flow approaching a solid sphere

A numerical simulation is performed to investigate the flow induced by a sphere moving along the axis of a rotating cylindrical container filled with the viscous fluid. Three‐dimensional incompressible Navier–Stokes equations are solved using a finite element method. The objective of this study is to examine the feature of waves generated by the Coriolis force at moderate Rossby numbers and that to what extent the Taylor–Proudman theorem is valid for the viscous rotating flow at small Rossby number and large Reynolds number. Calculations have been undertaken at the Rossby numbers (R_o) of 1 and 0.02 and the Reynolds numbers (R_e) of 200 and 500. When R_o=O(1), inertia waves are exhibited in the rotating flow past a sphere. The effects of the Reynolds number and the ratio of the radius of the sphere and that of the rotating cylinder on the flow structure are examined. When R_o ? 1, as predicted by the Taylor–Proudman theorem for inviscid flow, the so‐called ‘Taylor column’ is also generated in the viscous fluid flow after an evolutionary course of vortical flow structures. The initial evolution and final formation of the ‘Taylor column’ are exhibited. According to the present calculation, it has been verified that major theoretical statement about the rotating flow of the inviscid fluid may still approximately predict the rotating flow structure of the viscous fluid in a certain regime of the Reynolds number. Copyright © 2004 John Wiley & Sons, Ltd.     

Linearized and rational approximation method for solving non‐linear Burgers' equation

A new numerical method called linearized and rational approximation method is presented to solve non‐linear evolution equations. The utility of the method is demonstrated for the case of differentiation of functions involving steep gradients. The solution of Burgers' equation is presented to illustrate the effectiveness of the technique for the solution of non‐linear evolution equations exhibiting nearly discontinuous solutions. Copyright © 2004 John Wiley & Sons, Ltd.     

求解非对称线性方程组的QMRGCGS方法

1 引言 求解非对称线性方程组Ax=b的双共轭梯度方法(BCG)[3]和它的变形共轭梯度平方方法(CGS)[6]都有典型的不规则收敛行为,后来Freund和Nachtigal提出一种BCG类方法,即拟极小剩余方法(QMR)[7],用来补救BCG方法的收敛性并且产生了光滑的收敛曲线。然而,象BCG方法一样,QMR方法要用到系数矩阵A及其转置A~T与向量的乘积,为了解决这一问题,Freund提出TFQMR方法,此方法具有拟极小剩余性,同时不需用到A~T与向量的乘积。