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．     

Positive solutions and eigenvalue regions of two-delay singular systems with a twin parameter

The paper is concerned with a two-delay singular differential system with a twin parameter. Applying fixed-point index theory, we show the relationship between the asymptotic behaviors of nonlinearities (at zero and infinity) and the open regions (eigenvalue regions) of parameters, which are correlated with delays, such that the system has zero, one and two positive solution(s).     

MORPHOLOGY OF BLACK CARBON AEROSOLS AND UBIQUITY OF 50-NANOMETER BLACK CARBON AEROSOLS IN THE ATMOSPHERE

Different-sized aerosols were collected by an Andersen air sampler to observe the detailed morphology of the black carbon （BC） aerosols which were separated chemically from the other accompanying aerosols, using a Scanning Electron Microscope equipped with an Energy Dispersive X-ray Spectrometer （SEM-EDX）. The results indicate that most BC aerosols are spherical particles of about 50 nm in diameter and with a homogeneous surface. Results also show that these particles aggregate with other aerosols or with themselves to form larger agglomerates in the micrometer range. The shape of these 50-nm BC spherical particles was found to be very similar to that of BC particles released from petroleum-powered vehicular internal combustion engines. These spherical BC particles were shown to be different from the previously reported fullerenes found using Matrix-Assisted Laser Desorption/Ionization Time-Of-Flight Mass Spectrometry （MALDI-TOF-MS）.     

System dependence of the correlation function of IMFs in Ar + Sn at 35 MeV/u

The inclusive reduced velocity correlation functions of the intermediate mass fragments were measured in the reactions of ³⁶Ar + ^112,124Sn at 35 MeV/u. The anti-correlation is observed to be stronger in ³⁶Ar + ¹²⁴Sn system than that in ³⁶Ar + ¹¹²Sn. The difference of the correlation functions between the two reactions is mainly contributed by the particle pairs with high momenta. A three body Coulomb repulsive trajectory model is employed to calculate the emission time scale of the IMFs for the two systems. The time scale is 150 fm/c in ³⁶Ar + ¹¹²Sn and 120 fm/c in the ³⁶Ar + ¹²⁴Sn, respectively.     

Mixed Elastico-Plasticity Problems with Partially Unknown Boundaries

In this paper,we study mixed elastico-plasticity problems in which part of the boundary is known,while the other part of the boundary is unknown and is a free boundary.Under certain conditions,this problemcan be transformed into a Riemann-Hilbert boundary value problem for analytic functions and a mixed boundaryvalue problem for complex equations.Using the theory of generalized analytic functions,the solvability of theproblem is discussed.     

The energy and structure of (0 0 1) twist grain boundary in noble metals

The relaxed energy and structure of (0 0 1) twist grain boundary (GB) in noble metals Au, Ag and Cu are simulated by the MAEAM. In-boundary translation between two adjacent grains results in a periodic energy variation and the period is a square with the side length L_Σ/Σ. The lowest energy appears when the two grains are translated relatively to either corner or center of the periodic square. The relaxed GB energy increases smoothly for low-angle boundaries and levels off for larger-angle boundaries except a cusp appeared at θ = 36.87° (Σ = 5). After relaxation, the symmetry of the GB structure is not changed but the displacement of the atoms parallel to the GB plane decreases with increasing the distance of the atoms from the GB plane.     

ALICE实验中光子谱仪的触发选判机制的模拟研究

对ALICE实验光子谱仪的触发选判机制进行了模拟研究, 内容包括: 1) 对光子谱仪的能量重建性能进行了研究, 通过计算机模拟检验光子谱仪探测器对大横动量范围的入射粒子的能量重建性能; 2) 对光子谱仪探测器的事件触发效率进行了研究, 通过计算机模拟分析触发阈值的选取并计算触发效率; 3) 对光子谱仪探测器的事件触发频率进行了研究, 通过计算机模拟对p-p和Pb-Pb两种碰撞模式下的触发频率分别进行了估算和讨论.     

椭圆强非局域空间光孤子

对傍轴椭圆高斯光束在具有椭圆对称响应特性的强非局域非线性介质中的演化规律进行研究，得到了光束各参量演化的精确解析解，分析了单向空间光孤子和强非局域椭圆空间光孤子的形成条件，发现了椭圆光孤子的相移与介质响应函数的椭圆率有关. 关键词： 椭圆对称强非局域响应介质 椭圆强非局域空间光孤子 相移     

基于傅立叶变换轮廓术的物面相位提取

采用傅立叶变换轮廓术,针对基频提取的关键技术采用逐行傅立叶变换,准确提取基频信息的方法恢复相位信息.在此基础上,以未畸变条纹为基准,得出被测物体的真实位相值.该方法只需一幅条纹图,节约了测量时间.实验证明可实现无接触面型的自动传感.     

Representation surfaces of Young''s modulus and Poisson''s ratio for BCC transition metals

 The general expressions for the compliance , Young's modulus E(h k l) and Poisson's ratio υ(h k l) along an arbitrary direction [h k l] are given for cubic crystals. The representation surfaces, for which the length of the radius vector in the [h k l] direction equals to E(h k l) or υ(h k l), are constructed for seven BCC transition metals Cr, Fe, Mo, Nb, Ta, V and W. Neglecting W, which is isotropic, both representation surfaces of Young's modulus and Poisson's ratio are spherical surfaces. The remaining BCC transition metals may be grouped into two classes. In the first group (Cr, Mo, Nb and V) with negative values of s_A, Young's modulus surface has eight depressed corners and six rounded protuberances at the centers of the faces. In the second group (Fe and Ta) with positive values of s_A, on the contrary, Young's modulus surface has eight rounded protuberance corners and six depressions at the centers of the faces. The contrary conclusions are obtained for Poisson's ratio.