提前还贷及其隐含期权的分析

可提前还款的定期贷款是隐含着期权的利率衍生物，本文建立CIR利率模型下可提前还款的定期贷款的数学模型，通过离散偏微分方程，建立了模型的计算方法，讨论了随机利率对提前还贷的影响．     

Constructions of External Difference Families and Disjoint Difference Families

External difference families (EDFs) are a type of new combinatorial designs originated from cryptography. In this paper, some earlier ideas of recursive and cyclotomic constructions of combinatorial designs are extended, and a number of classes of EDFs and disjoint difference families are presented. A link between a subclass of EDFs and a special type of (almost) difference sets is set up.     

A note on model diagnostics in longitudinal data analysis

Longitudinal study has become one of the most commonly adopted designs in medical research. The generalized estimating equations (GEE) method and/or mixed effects models are employed very often in causal inferences. The related model diagnostic procedures are not yet fully formalized, and perhaps never will be. The potential causes of major problems are the high variety of the dependence within subjects and/or the number of repeated measurements. A single testing procedure, e.g., run test, is not possible to resolve all model diagnostics problems in longitudinal data analysis. Multiple quantitative indexes for model diagnostics are needed to take into account this variety. We propose eight testing procedures for randomness accompanied with some conventional and/or non-conventional plots to remedy model diagnostics in longitudinal data analysis. The proposed issue in this paper is well illustrated with four clinical studies in Taiwan.     

Measurements of AIM for Visible Wavelength Based on Individual Eye Model

We measure and calculate the aerial image modulation （AIM） of human retina for visible wavelengths based on the individual eye model. By employing the optical design software ZEMAX, we obtain the modulation transfer function （MTF） of human eye in visible wavelengths. Using CSV-1000 and VAF-1000, the contrast sensitivity function （CSF） and the visual acuity （VA） for the same eye are measured. Then the AIM of human retina could be acquired by the relations between MTF and CSF and between MTF and VA. The AIM of human retina is independent of MTF, and the values of AIM for normal eyes （without retina disease） are similar, so the assembly average for large numbers of normal eyes can be a standard AIM curve, which is helpful for the diagnosis of diseases in the retina system.     

GA optimization on multi-segments muffler under space constraints

Whilst the space volume of muffler in noise control system is often constrained for maintenance in practical engineering work, the maximization on muffler’s performance becomes important and essential. In this paper, a novel approach genetic algorithms (GAs) based on the principles of natural biological evolution will be used to tackle this optimization of muffler design [M. Mitchell, An Introduction to Genetic Algorithms, The MIT Press, Cambridge, MA, 1996]. Here, the shape optimization of multi-segments muffler coupled with the GA searching technique is presented. The techniques of binary genetic algorithms (BGA) together with the commercial MATLAB package [G. Lindfield, J. Penny, Numerical Method Using Matlab, second ed., Prentice Hall, Englewood Cliffs, NJ, 2000] are applied in GA searching. In addition, a numerical case of pure tone elimination with 2-5 segments on muffler is introduced and fully discussed. To achieve the best optimization in GA, several GA parameters are on trial in various values. Results show that the GA operators, including crossover mutation and elitism, are essential in accuracy. Consequently, results verify that the optimal sound transmission loss at the designed frequency of 500 Hz is exactly maximized. The GA optimization on multi-segments muffler proposed in this study surely provides a quick and correct approach.     

Analysis of CCD moiré pattern for micro-range measurements using the wavelet transform

A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance.     

Li(AlxCo1-x)O2晶体中Co3+电子态的变化及对结构演化的影响

研究了应用于锂二次电池正极的新型高能量密度存贮材料Li(AlxCo1-x)O2 (x=01—05)的磁性.发现Al3+的掺杂可导致Co3+中d电子自旋态发生变化，即有部分d电子进入高自旋态.伴随Co3+中电子状态的改变，材料结构演化也发生了相应变化，表现为c/a比增大明显减缓，较好地解释了材料结构对Vegard定律的正偏离.这对材料的微观结构与性能设计具有重要意义. 关键词： 锂电池材料 Li（AlxCo1-x）O2 磁性 自旋态 结构演化     

On the coupled NBEM and FEM for a class of nonlinear exterior Dirichlet problem in R 2

In this paper, based on the natural boundary reduction advanced by Feng and Yu, we couple the finite element approach with the natural boundary element method to study the weak solvability and Galerkin approximation of a class of nonlinear exterior boundary value problems. The analysis is mainly based on the variational formulation with constraints. We prove the error estimate of the finite element solution and obtain the asymptotic rate of convergence. Finally, we also give a numerical example.

     

用电磁打点计时器进行受迫振动实验--介绍我校的一个自学物理实验

介绍一种用简单的方法进行的受迫振动实验。     

Nonlinear Boundary Layers of the Boltzmann Equation: I. Existence

 We study the half-space problem of the nonlinear Boltzmann equation, assigning the Dirichlet data for outgoing particles at the boundary and a Maxwellian as the far field. We will show that the solvability of the problem changes with the Mach number ℳ^∞ of the far Maxwellian. If ℳ^∞<−1, there exists a unique smooth solution connecting the Dirichlet data and the far Maxwellian for any Dirichlet data sufficiently close to the far Maxwellian. Otherwise, such a solution exists only for the Dirichlet data satisfying certain admissible conditions. The set of admissible Dirichlet data forms a smooth manifold of codimension 1 for the case −1<ℳ^∞<0, 4 for 0<ℳ^∞<1 and 5 for ℳ^∞>1, respectively. We also show that the same is true for the linearized problem at the far Maxwellian, and the manifold is, then, a hyperplane. The proof is essentially based on the macro-micro or hydrodynamics-kinetic decomposition of solutions combined with an artificial damping term and a spatially exponential decay weight. Received: 20 April 2002 / Accepted: 4 December 2002 Published online: 21 March 2003 Communicated by H.-T. Yau