Markov调制L′evy模型定价的Fourier-Cos方法

对一般的Markov调制L′evy模型,利用Fourier Cosine级数展开原理得到欧式期权价格的计算方法。进一步,为了改进期权定价的Fourier Cosine级数展开方法的计算精度, Fourier Cosine级数展开的对象进行了修正,获得了欧式期权价格的修正Fourier Cosine级数展开计算方法。此外,还将获得的方法应用于Markov调制Black-Scholes模型, Markov调制Merton跳扩散模型和Markov调制CGMY L′evy模型期权定价的计算。具体的数值计算说明：修正Fourier Cosine级数展开方法应与Fourier Cosine级数展开方法相比,收敛速度要慢一些,但准确性却有很大的提高。特别是对Markov调制纯跳模型,效果更为显著。     

太赫兹场中里德堡铷原子的相干操控

采用含时多态展开方法研究了太赫兹场中里德堡铷原子布居数迁移的动力学过程,计算了一个太赫兹脉冲序列与三能级里德堡铷原子系统相互作用后的布居数分布,以及多脉冲序列对多量子态里德堡铷原子系统的相干操控,给出了同一主量子数n中不同角量子数l态布居数的含时演化过程.结果表明:通过优化太赫兹脉冲序列参数,铷原子布居数可由初态被抽运到较高的目标态,在太赫兹频率范围实现里德堡原子的操纵与控制.     

利用(G'/G)-展开法求广义的(2+1)维ZK-MEW方程的新精确解

结合齐次平衡法原理并利用(G'/G)-展开法,研究了广义的(2+1)维ZK-MEW方程的精确解,从而得到了广义的(2+1)维ZK-MEW方程的用双曲函数和三角函数表示的通解,当双曲函数通解中常数取特殊值时,便得到广义的(2+1)维ZK-MEW方程的孤立波解,获得了与现有文献不同的新精确解.     

Adaptive function projective synchronization of uncertain complex dynamical networks with disturbance

We investigate the problem of function projective synchronization (FPS) in drive-response dynamical networks with non-identical nodes. An adaptive controller is proposed for the FPS of complex dynamical networks with uncertain parameters and disturbance. Not only are the unknown parameters of the networks estimated by the adaptive laws obtained from the Lyapunov stability theory and Taylor expansions, but the unknown bounded disturbances are also simultaneously conquered by the proposed control. Finally, a numerical simulation is provided to illustrate the feasibility and effectiveness of the obtained result.     

Relativistic treatment of the spin-zero particles subject to the second Poschl-Teller-like potential

The three-dimensional Klein-Gordon equation is solved for the case of equal vector and scalar second Poschl-Teller potential by proper approximation of the centrifugal term within the framework of the asymptotic iteration method. Energy eigenvalues and the corresponding wave function are obtained analytically. Eigenvalues are computed numerically for some values of n and It is found that the results are in good agreement with the findings of other methods for short-range potential.     

扩展的(G'/G)展开法求量子Zakharov-Kuznetsov方程的精确解

为得到量子Zakharov-Kuznetsov方程的一些新精确解,借助行波解的思想,结合齐次平衡原理和一类非线性常微分方程解的结构,利用扩展的(G'/G)展开方法,研究了其相应的更加丰富的精确解表达形式.新精确解的表达式主要由双曲函数、三角函数和有理数函数构成,出现了某些怪波解的情形.通过对比不同情况下解的形式,利用M...     

单位圆内零级Taylor级数

我们研究了单位圆内零级Ｔａｙｌｏｒ级数的增性,得到它们的系数与增长性间的关系。     

一类分数阶修正的不稳定Schrödinger方程的新精确解北大核心CSCD

研究了分数阶修正的不稳定Schrödinger方程(FMUSE),该方程描述了光脉冲在非均匀光纤系统中传播的色散、非线性、增益或吸收变化的普适问题.首先适当地利用广义分数波变换将FMUSE转化为常微分方程,分离实部和虚部并分别令为零,得到了色散关系.再利用修改的(G’/G)-展开法,求得了一系列带参数的新精确解析解,其中包括三角函数解、双曲函数解和有理函数解,并给出了保证解存在的约束条件.最后当参数取特殊值时得到暗孤波和周期波解.     

Asymptotic Expansions of the Heat Kernel of the Laplacian for General Annular Bounded Domains with Robin Boundary Conditions：Further Results

The asymptotic expansions of the trace of the heat kernel θ(t)=∑^∞v=1^exp(-tλv) for small positive t,where {λv} are the eigenvalues of the negative Laplacian -△n=-∑^ni=1(D/Dx^1)^2 in R^2(n=2 or 3),are studied for a general annular bounded domain Ω with a smooth inner boundary DΩ1 and a smooth outer boundary DΩ2,where a finite number of piecewise smooth Robin boundary conditions(D/Dnj γh)Ф=0 on the components Гj(j= 1,...,m) of (DΩ1 and on the components Гj (j=k 1,…,m) of of DΩ2 are considered such that DΩl=U^kj=lГj and DΩ2= U^m=k 1Гj and where the coefficients γj(j=1,...,m) are piecewise smooth positive functions. Some applications of θ(t) for an ideal gas enclosed in the general annular bounded domain Ω are given. Further results are also obtained.     

具有边界摄动的非线性奇摄动椭圆型问题(英文)

研究了一类具有边界摄动的非线性奇摄动椭圆型问题.并证明了边值问题解的渐近展开的一致有效性.