On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

The dual optimization problem for the exponential hedging problem is addressed with a cone constraint. Without boundedness conditions on the terminal payoff and the drift of the Ito-type controlled process, the backward stochastic differential equation, which has a quadratic growth term in the drift, is derived as a necessary and sufficient condition for optimality via a variational method and dynamic programming. Further, solvable situations are given, in which the value and the optimizer are expressed in closed forms with the help of the Clark-Haussmann-Ocone formula.     

Crystal-Orientation Dependent Evolution of Edge Dislocations from a Void in Single Crystal Cu

The micro-void growth by dislocation emission under tensile loading is explored with focus on the influence of crystal orientations. Based on the elastic theory, a dislocation emission criterion is formulated. It is predicted that the preferential location of dislocation nucleation and its threshold stress are dependent on the crystal orientation. Large-scale molecular dynamics （MD） simulations are also performed for single crystal copper to illustrate the dislocation evolution pattern associated with a nano-void growth. The results are in line with those given by the theoretical prediction. As revealed by MD simulations, the characteristics of void growth at micro-scale depend greatly on the crystal-orientation.     

等离子体中Langmuir波、横波和离子声波相互作用过程的孤立子行为

我们用Zakharov方程描述等离子体中Langmuir波、横波和离子声波的非线性相互作用,通过研究系统稳态的Sagdeev势的性质,讨论了该系统中孤立子可能存在的条件;同时和体系的极小能量状态相联系,构造了体系的Liapunov泛函,研究了孤立子的Liapunov稳定性。我们所采用的方法是完全非线性的,得到的稳定性判据在横波和Langmuir波解耦情况下退化为文献[8]的结果。 关键词：     

水下光通信PPM数字接收机的DSP实现

水下光通信充分利用了海水对激光的衰减窗口效应,具有隐蔽、安全、非接触和快速机动等特性,兼具无线通信和光纤通信的优点,其关键技术在于光收发端机的研制;PPM(Pulse Position Modulation)数字脉冲位置调制具有低平均功率和高峰值功率等特性,特别适合用于无线数字光通信。两者性能的融合需要高灵敏度数字光接收机的实现。利用阵列光电检测接收、高速A/D转换和信号处理等相关技术,采用DSP处理器,高灵敏度的数字光PPM接收机得以实现,实验和测试表明它大大降低了接收机对于整个系统信噪比的要求,获得了较好的性能。     

26Al的加速器质谱测量及其应用

26Al是一个在多个学科都非常有意义的放射性核素。主要介绍了国内外在利用加速器质谱技术测量26Al时所开展的各种测量方法、各自的优缺点和测量灵敏度，并介绍了目前利用^26Al在地球科学、生物医学、核物理以及天体物理等诸多方面的应用研究工作。     

数学物理方程中的通解问题

通过例证说明,通解法对于偏微分方程而言,其适用范围要比通常认为的大.并表明,只要适当变通,行波法就可用于有界情况.     

各向同性湍流中颗粒引起湍流变动的直接模拟

本文通过直接数值模拟对均匀各向同性湍流中颗粒对湍流的变动作用进行了研究.颗粒相的体积分数很小而质量载荷足够大,以至于颗粒之间的相互作用可以忽略不计,而重点考虑颗粒与湍流间能量的交换。颗粒对湍流的反向作用使得湍动能的耗散率增强,以至于湍动能的衰减速率增大.湍动能的衰减速率随颗粒惯性的增大而增大。三维湍动能谱显示,颗粒对湍动能的影响在不同的尺度上是不均匀的。在低波数段,流体带动颗粒,而高波数段则相反.     

Successive phase transitions of [(PyO)(H/D)][AuCl4] (PyO=C5H5NO)

³⁵Cl NQR as well as heat capacity measurements of [(PyO)H][AuCl₄] and its deuterated analog [(PyO)D][AuCl₄] revealed successive phase transitions at 70.5 and 62.5 K, and at 71 and 63 K, respectively. The NQR frequency varied continuously through the upper transition point while discontinuously through the lower transition point. In the intermediate-temperature phase a remarkable decrease in the signal intensity was observed. These NQR observations as well as the feature of the heat capacity anomaly in which a broad peak is succeeded by a sharp peak with decreasing temperature suggest a possibility of normal-incommensurate-commensurate phase sequence.     

全球大气重力波联测期间电离层扰动的台阵观测

本文利用武汉电离层观象台的加密频高图和三站Doppler图记录及新近提出的短波扰动反演方法,分析了1985年全球大气重力波联测(WAGS)期间10月18日这天白天的重力波扰动,发现在该日扰动中有两列不同形态的波列分别属于中尺度的内重力波和大尺度的导制重力波。本文还进一步估算了这两列重力波的水平传播参量,深入分析了它们的频谱结构的高度变化特征,发现了重力波功率谱谱峰的分裂和偏移等重要现象。本文结果表明,新的反演方法使电离层无线电汉诊断的简易短波实验系统,也能成为探测和研究重力波一类大尺度电离层动力过程的有效手段。