触销式双障碍买权价值过程鞅性

主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍买权贴现到0时刻的价值过程为鞅,并且给出了对应单障碍买权价值过程的鞅性质.同时还讨论了执行价格为随机的触销式双障碍买权的鞅性质,给出了任意时刻 t(0≤ t≤T)其内在价值的表达式.     

矿渣粉加固粉土的理论分析及路用性能研究

提出了矿渣粉加固粉土的相关理论。将矿渣粉在加固土中的作用归结为火山灰胶凝效应和微集料填充效应,而火山灰胶凝效应又可进一步归结为水化作用、激发作用和离子交换作用;认为微集料填充效应与矿渣粉细度极为相关;用框图归纳了矿渣粉加固土的两种作用效应。进行了矿渣粉、石灰粉加固土无侧限饱水抗压强度、水稳定性、冻稳定性、温度收缩和干燥收缩等路用性能试验,并进行比较。结果表明,矿渣粉加固土所测路用性能指标优于石灰粉加固土。为工程应用提供了试验依据。     

参数曲面保凸的一个定理

本文讨论了参数曲面的凸性，给出了参数曲面为凸的充要条件．并给出了具体的应用实例．     

静磁场中的互作用能

讨论了在激发磁场的电流保持不变时和束缚磁荷作为磁场的不变时，两种情况下磁场的相互作用能。结果与静电场类似，两种情况的互作用能中都含有相互磁化，致使物体磁化状态改变作的功。     

氢原子的固有电偶极矩

用经典力学和双波量子力学计算了氢原子的固有电偶极矩。双波量子理论算得的结果在经典极限下与经典力学的结果一致。普通量子力学对氢原子Stark效应中表现出来的电偶极矩难以做出很好的解释，因为一个波函数描述的是系综而不是单个粒子。经典力学和双波量子力学可描述单个粒子的行为，对永久电偶极矩的计算和解释显得自然而合理。     

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。     

非终身免疫传染病模型解的适定性

本文将讨论非终生免疫性传染病模型解的适定性及正则性；同时证明了整体解的存在，以及解对初值的连续依赖。     

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.