有红利美式看跌期权定价树图模型的自适应性改进

本文基于支付固定红利美式看跌期权的三叉树图定价模型,对其进行了自适应性改进,从而解决了树图模型所存在的因为时间离散、状态不连续而产生的"非线性误差"问题.最后给出了实证分析,并与二叉树图和三叉树图进行了比较,结果表明进行自适应性改进后可以得到更加精确、有效的数值解.     

汽车剪裁板的激光高速拼焊试验研究

对不同形状、不同厚度及不同表面覆层的剪裁钢板进行激光高速拼焊试验 ,研究了激光拼焊工艺参数 (包括激光模式、激光功率、拼焊速度、离焦量和辅助吹气等 )对激光拼焊质量的影响。并对激光拼焊的 0 8Al剪裁钢板进行拉伸 ,胀形 (杯突 )试验和汽车钢板结构模拟试件的冲压性能试验。试验结果表明 ,激光拼焊的剪裁板能满足汽 (轿 )车钢板结构件的冲压性能要求。对激光拼焊焊缝终端关光处缺陷进行了研究     

吡啶氯化铜络合物烃化反应的研究

本文发现了一种新的反应.吡啶氯化铜络合物(Py₂CuCl₂)在乙醚中与金属钠作用后,能为卤代烷烃所烃化,反应后将络合物加碱分解,可得到γ-烷基吡啶(主产物)和α-烷基吡啶.     

抑制型离子色谱快速测定I^—,SCN^—,S2O^2—3

本用抑制型离子色谱，薄壳强碱性阴离子交换树脂为分离柱，柱温为３０±１℃，在常规淋洗液ＮａＨＣＯ３－Ｎａ２ＣＯ３中加入对－硝基苯酚作为有机改进剂，测定了Ｉ＾－、ＳＣＮ＾－、Ｓ２Ｏ＾２－３离子。它们有良好的线性关系，三种离子浓度在５．０～３０．０ｍｇ／Ｌ范围内其相关系数分别为：ｒＩ＾－０．９９９４、ｒｓｃｎ＾－０．９９０６、ｒｓ２ｏ＾２－３０．９９８５，检测限分别为：Ｉ＾－０．１７ｍｇ／Ｌ、ＳＣＮ＾     

基于可编程LED阵列照明的透射体视显微镜EI北大核心CSCD

为了实现对待测样品高质量的体视显微成像,提出了基于可编程发光二极管(LED)阵列照明的透射体视显微镜。该显微镜光学系统使用可编程LED阵列作为照明双光源,照明孔径、角度以及波长均可自由选择,通过改变可编程LED阵列上红蓝圆形光源的半径r和圆心间距d分别实现对体视显微镜焦深和体视角的灵活可控。实验结果表明,该显微镜系统简便,观察者根据自身需要选择合适的焦深和体视角可有效解决因人眼瞳距个体差异大引起单一体视角出现的双像不能重合等问题,实现对待测样品的直接体视显微观看。使用数值孔径NA=0.1(4×)的显微物镜,在最佳参数r=2,d=3时可清晰观测到待测样品的层次关系以及相对位置等三维信息。     

电光效应的自相似性

通过对KNbO₃,LiNbO₃,BaTiO₃及几种半导体晶体的电光系数进行数值分析，发现电光系数在自由状态和受夹状态下对应的Miller-δ系数相同，与外加电场频率无关，进而提出用Miller-δ系数表征晶体非线性光学性质.在此基础上，提出一种全新的电光效应产生机制，认为电光效应源于非线性系统的自相似性，表现为对线性性质的一种“自我复制”，而Miller-δ系数是“自我复制”的比例因子. 关键词： 电光效应 非线性光学 自相似性     

Theoretical Study of Compressibility and Thermoelasticity of LaNi5-xAlx （x= 0.3, 0.5 and 1.0）

The compressibility, the temperature dependence of bulk modulus, the pressure dependence of normalized volume V/V0, thermal expansion coefficient and Debye temperature of LaNi5-xAlx compounds are successfully obtained using the first-principles plane-wave pseudopotential （PW-PP） method, the EOSFIT6.0 software and the quasiharmonic Debye model. The rapid decrease of relative lattice constant a/a0 shows that the deformation is easier in directions normal to the c-axis than that along it. The relationships between bulk modulus B and pressure at different temperatures are also analysed. It is found that the bulk modulus B increases monotonically with increasing pressure. Moreover, the pressure dependences of thermal expansion and Debye temperature are also successfully obtained. The calculated results are in agreement with the experimental data.     

美式看跌期权定价的控制变量法及其估值效率研究

本文基于控制变量法原理,在Black-Scholes期权定价公式的基础上,采用CV-CRR方法为美式看跌期权定价.实证分析表明,运用控制变量法可以大大改进标准二叉树方法的运算速度和估值精度,提高了估值效率.     

Electron correlations in nonsequential double ionization of argon atoms by elliptically polarized laser pulses

Using a classical ensemble model, we investigate the correlation behaviour of electrons originating from nonsequential double ionization (NSDI) of argon atoms by the elliptically polarized laser pulses. Because of the ellipticity, not only the first electron to return but also the later return of tunneled electrons contribute significantly to NSDI. We mainly discuss two kinds of events of NSDI originating from the first and the second return separately. For the NSDI resulting from the recollision of the first return, the correlated electron momentum spectrum along the long axis of the laser polarization plane reveals an obvious V-like shape, located at the first and third quadrant. However, for the NSDI resulting from the recollision of the second return, the momenta of two electrons are distributed in the four quadrants uniformly. By analysing the trajectories of these two kinds, we find that the recollision energy and the laser phase at recollision are different for the first and second returning trajectories, which are responsible for the difference in the correlated behavior of the final electron momentum.     

First-principles calculation of elastic and thermodynamic properties of Ni2MnGa Heusler alloy

The equilibrium lattice parameter, heat capacity, thermal expansion coefficient and bulk modulus of Ni 2 MnGa Heusler alloy are successfully obtained using the first-principles plane-wave pseudopotential (PW-PP) method as well as the quasi-harmonic Debye model. We analyse the relationship between bulk modulus B and temperature T up to 800 K and obtain the relationship between bulk modulus B and pressure at different temperatures. It is found that the bulk modulus B increases monotonically with increasing pressure and decreases with increasing temperature. The pressure dependence of heat capacity C v and thermal expansion α at various temperatures are also analysed. Finally, the Debye temperature of Ni 2 MnGa is determined from the non-equilibrium Gibbs function. Our calculated results are in excellent agreement with the experimental data.