标的资产价格服从跳-扩散过程的具有随机寿命的未定权益定价

本文在假设被终止或取消的风险与重大信息导致的标的资产价格跳跃的风险为非系统风险的情况下,应用无套利资本资产定价,推导出了标的的资产的价格服从跳-扩散过程具有随机寿命的未定权益满足的偏微分方程,然后应用Feynman-kac公式获得了未定权益的定价公式.     

层次分析法参数化的随机模型

建立了层次分析法参数化的随机模型，通过计算难度系数，得出权向量，从而有利于广泛应用且真实可靠。     

混沌实验数据处理及仿真

大学物理实验中混沌实验大多采用观察现象的方法进行,本实验采用蔡氏电路(Chua s circuit)产生混沌行为.在观察不同初始值条件下出现的倍周期分岔、阵发混沌、奇异吸引子等相图及现象的基础上,通过对采集数据进行处理,对负电阻伏安特性进行分段线性拟合,用功率频谱法、计算机仿真方法(龙格-库塔数值积分法)对混沌现象进行描绘,将实验数据与非线性方程组的数值解相结合,呈现出混沌现象的本质.     

化整为零:聚合物/粘土纳米复合材料的微观结构和阻隔性能

在聚合物基体中掺入少量的层状硅酸盐所制备的聚合物／粘土纳米复合材料，其阻隔性能明显地优于纯聚合物及其传统的复合材料。实验及分析结果表明，聚合物／粘土纳米复合材料的微观结构和阻隔性能主要受控于粘土剥离后的径厚比．一简单的重整化群模型被用来评估粘土几何因素（诸如径厚比、取向、剥离程度等）对聚合物／粘土纳米复合材料阻隔性能的影响，所得到的逾渗阈值及最佳粘土含量与实验结果吻合。     

一类含时滞的反应扩散方程的周期解和概周期解

本文研究一类含时滞的反应扩散方程和方程组.应用单调方法得到了这类方程存在周期解和概周期解一些充分条件.     

Nonlinear Effects for Bose Einstein Condensates in Optical Lattices

Cold atoms and, more recently, Bose-Einstein condensates （BEC＇s） in optical lattices have attracted increasing interest since their first realization. In particular, the formal similarity between the wavefunction of a BEC inside the periodic potential of an optical lattice and of the electrons in a crystal lattice has triggered theoretical and experimental efforts alike. Many phenomena from condensed matter physics, such as Bloch oscillations and Landau-Zener tunneling have been shown to be observable also in optical lattices. An important difference between electrons in a crystal lattice and a BEC inside the periodic potential of an optical lattice is the strength of the self interaction and hence the magnitude of the nonlinearity of the system. Electrons in a metal are almost noninteracting, whereas atoms inside a BEC interact strongly. A＇ perturbation approach is appropriate in the former case while in the latter the full nonlinearity must be taken into account. From this feature new physics is expected. Most experiments to date have been carried out in the regime of shallow lattice depth, for which the system is well described by the mean field Gross-Pitaevskii equation with a periodic potential. Moreover, the nonlinearity induced by the mean-field of the condensate has been shown, both theoretically and experimentally, to give rise to instabilities in certain regions of the Brillouin zone. These instabilities are not present in the corresponding linear system, i.e. the electron system. Experimental and theoretical results on the subject of nonlinear Landau-Zener tunneling and nonlinearity-induced instabilities in a Bose-Einstein condensate interacting with an external periodic potential will be presented.     

K_(1,n)-free图具有给定性质的[a,b]-因子的一个充分条件

图G称为K1,n-free图,如果它不含K1,n作为其导出子图.对K1,n-free图具有给定性质的[a,b]-因子涉及到最小度条件进行了研究,得到一个充分条件.     

催化剂薄层内甲烷水蒸气重整反应强化管内对流换热的数值模拟

本文以竖直圆管内壁催化剂薄层内发生甲烷水蒸气重整反应强化对流换热作为研究对象,对其进行了数值模拟．结果发现,催化剂薄层内的吸热化学反应可以有效地强化对流换热,降低流体和壁面温度,从而对壁面起到保护作用;极限热流密度的大小与流体的入口温度有关,存在最佳入口温度使极限热流密度最大．     

Σ-原子能级的理论计算与分析

通过对Σ-原子的理论分析,数值求解了相应的Dirac方程,得到 了一组Σ-原子的能级值,与实验数据相当吻合;其结果连同K-原子的情况支持了Batty 光学模型势在奇异原子中应用的正确性,进而表明核子间的强相互作用力为吸引力.     

弱(L_1,L_2)-BLD映射的正则性

本文首先将文［１］中的ＢＬＤ映射推广为弱（Ｌ１，Ｌ２）－ＢＬＤ映射，并证明了如下正则性结果：存在两个可积指数 Ｐ１＝Ｐ１（ｎ，Ｌ１，Ｌ２）＜ｎ＜ｑ１＝ｑ１（ｎ，Ｌ１，Ｌ２），使得对任意弱（Ｌ１，Ｌ２）－ＢＬＤ映射ｆ∈（Ω，Ｒｎ），都有ｆ∈（Ω，Ｒｎ），即ｆ为（Ｌ１，Ｌ２）－ＢＬＤ映射．