Method of lines with boundary elements for 1‐D transient diffusion‐reaction problems

Time‐dependent differential equations can be solved using the concept of method of lines (MOL) together with the boundary element (BE) representation for the spatial linear part of the equation. The BE method alleviates the need for spatial discretization and casts the problem in an integral format. Hence errors associated with the numerical approximation of the spatial derivatives are totally eliminated. An element level local cubic approximation is used for the variable at each time step to facilitate the time marching and the nonlinear terms are represented in a semi‐implicit manner by a local linearization at each time step. The accuracy of the method has been illustrated on a number of test problems of engineering significance. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

Numerical solutions of the shallow water equations with discontinuous bed topography

A simple scheme is developed for treatment of vertical bed topography in shallow water flows. The effect of the vertical step on flows is modelled with the shallow water equations including local energy loss terms. The bed elevation is denoted with z_b^‐ for the left and z_b⁺ for the right values at each grid point, hence exactly representing a discontinuity in the bed topography. The surface gradient method (SGM) is generalized to reconstruct water depths at cell interfaces involving a vertical step so that the fluxes at the cell interfaces can accurately be calculated with a Riemann solver. The scheme is verified by predicting a surge crossing a step, a tidal flow over a step and dam‐break flows on wet/dry beds. The results have shown good agreements compared with analytical solutions and available experimental data. The scheme is efficient, robust, and may be used for practical flow calculations. Copyright © 2002 John Wiley & Sons, Ltd.     

瓣形均匀带电面在其直径处的电势分布

从点电荷的电势计算公式出发推导出了瓣形均匀带电面在其直径处的电势分布.进一步讨论了均匀带电半球面在其底面以及均匀带电球面内部和外部的电势分布.     

Diffusion from sessile droplets through membranes

We analyze diffusion from a periodic array of hemispherical droplets through a membrane. We find that the multiple sources do not interact strongly, even when the droplets are closely spaced, so that the flux through the membrane appears nearly additive.     

Transport as a consequence of state-dependent diffusion

Overdamped particles subject to a drift in a force field with sinusoidal space dependence and also a sinusoidally modulated space-dependent diffusion, with the same period as the drift, experience a net driving force. The resulting current depends on the amplitude of the modulation of the diffusion and is a periodic function of the phase difference between the sinusoidal drift and the sinusoidal modulation of the diffusion. For small modulation amplitudes a particle subject to state-dependent noise behaves the same way as a particle subject to thermal noise but with a drift which, in addition to the sinusoidal term, contains a net force term [M. Büttiker,Z. Phys. B 68:161 (1987)]. A specific example of this behavior [N. G. van Kampen,IBM J. Res. Dev. 32:107 (1988); R. Landauer,J. Stat. Phys. 53:233 (1988).] is the motion of overdamped particles in a ring subject to a nonuniform temperature field. When the drift and the temperature, which are periodic with a period equal to the ring circumference, are not in phase a noise-induced circulating current results.This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

Structural and electronic properties of graphite layers grown on SiC(0 0 0 1)

Photoelectron spectroscopy, low-energy electron diffraction, and scanning probe microscopy were used to investigate the electronic and structural properties of graphite layers grown by solid state graphitization of SiC(0 0 0 1) surfaces. The process leads to well-ordered graphite layers which are rotated against the substrate lattice by 30°. On on-axis 6H-SiC(0 0 0 1) substrates we observe graphitic layers with up to several 100 nm wide terraces. ARUPS spectra of the graphite layers grown on on-axis 6H-SiC(0 0 0 1) surfaces are indicative of a well-developed band structure. For the graphite/n-type 6H-SiC(0 0 0 1) layer system we observe a Schottky barrier height of ?_B,n = 0.3 ± 0.1 eV. ARUPS spectra of graphite layers grown on 8° off-axis oriented 4H-SiC(0 0 0 1) show unique replicas which are explained by a carpet-like growth mode combined with a step bunching of the substrate.     

Minimal Submanifolds in a Locally Symmetric and Conformally Flat Space

We study minimal submanifolds in the locally symmetric and conformally flat Riemannian manifold and generalize Yau's result obtained in J. Amer. Math. 97 (1975), 76–100.     

曲面平滑的自适应几何扩散

1.引 言 本文的目的是用求解偏微分方程（PDE）的方法来消除离散三角形曲面的噪声,所使用的方程是热传导方程到曲面的推广.热传导方程应用于图像处理已有二十余年的历史,有关参考文献相当丰富（见[1,11,12,19]）.众所周知,对于给定的初始图像ρ0,热传导方程　　在τ时刻的解与用Gauss滤波器Gσ（x）=　（当标准差σ=2τ,时）和ρ0作卷积的结果相同.容易看出Gρ和ρ0的卷积运算相当于对ρ0做加权平均,当标准离差σ变大时,该加权平均在一个较大的范围实现,这解释了热传导方程的滤波作用.近来热传导方程已推广到空间曲面[4,5]以及高维空间中的二维流形（见[3]）,对     

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.