随机波动率跳-扩散模型下外汇期权本外币对称公式

外汇期权本外币对称公式表示本币看涨/看跌期权与外币看跌/看涨期权用同类定价函数表示的等价关系.通过测度变换法指出本币测度下的Bates模型和Heston模型在外币测度下保持模型类型不变,并且由此证明这两个模型下的本外币对称公式,其中的定价函数由Attari公式给出.数值分析给出了本外币对称公式的应用示范,并且详细分析了Attari公式的计算速度优势.     

迈克尔逊风场干涉仪基准光程差及步长误差容限分析

迈克尔逊干涉仪风场探测是在一定的基准光程差的基础上,通过动镜步进或四分区镀膜的方法,获得一个波长范围内步进间隔为λ/4的四步干涉强度.在此过程中存在的基准光程差误差及步长误差将对结果产生影响.对在一定的结果不确定度允许范围内的误差变量的容限值进行了讨论.在可以预知的误差存在情况下的精确结果的得出给出了计算方法.     

Effective wave propagation along a rough thin-elastic beam

Two methods for computing the complex-valued effective wavenumber of a rough beam in the context of linear time-harmonic theory are presented. The roughness of the beam is modelled as a continuous random process of known characteristic length and root-mean-square amplitude for either the beam mass or the beam rigidity. The first method is based on a random sampling method, with the effective wave field calculated as the mean of a large ensemble of wave fields for individual realisations of the roughness. The individual wave fields are calculated using a step approximation, which is validated for a deterministic problem via comparison to results produced by an integral equation approach. The second method assumes a splitting of the length scale of the fluctuations and an observation scale, employing a multiple-scale approximation to derive analytical expressions for the effective attenuation rate and phase change. Numerical comparisons show agreement of the results of the random sampling method and the multiple-scale approximation for a wide range of parameters. It is shown that the effective wavenumbers only differ by a real constant between the cases of varying beam mass and rigidity.     

A computer program for automated step edge motion analysis from scanning probe microscopy images

A computer algorithm was developed to automatically track the displacement of straight step edges between sequential scanning probe microscopy images of single-crystal surfaces. The program utilizes the Canny edge detection algorithm followed by the Hough Transform of the edge map to identify step edges according to their direction, relative to the image axes, and according to their displacement, relative to the image origin. The tracking of individual steps is facilitated by the fact that straight edges in general maintain their direction and therefore, steps of similar displacement but different direction can be sorted. The algorithm is based on the assumption that the rate of image acquisition is much greater than the rate of (mono)layer growth/dissolution, requiring that changes in step displacement are small in successive images. The change in step displacement in sequential images leads directly to the calculation of the step speed. By tabulating all changes in step displacement through a sequence of images, a statistical representation of the step edge data is produced. The program was evaluated using a sequence of 20 atomic force microscopy images from a calcite (104) surface growing from a supersaturated aqueous solution. The program required, in total, 5 CPU-minutes running on a Pentium 4 processor to compute the mean step speed with 60% precision whereas the equivalent number of measurements performed “by hand” required 6 person-hours at 70% precision. For comparable output, the computer program therefore represents a factor of about 100 decrease in required effort.     

Step bunching to step-meandering transition induced by electromigration on Si(1 1 1) vicinal surface

The step configuration of a vicinal Si surface is studied under electromigration and a gradient of temperature. An abrupt transition (ΔT = 4 °C) from step-meandering to step bunching is found at 1225 °C for a step-down direct-current direction. This transition starts by random fluctuations which then extend on the whole surface. The transition is studied in the framework of a linear stability analysis of the usual Burton-Cabrera-Frank model by comparing the amplification factors of step-meandering and step bunching instabilities. Both compete at a given temperature, but since the amplification factors behave differently with temperature, bunching abruptly supersedes meandering above a critical temperature.     

RHEED study on continuously repeated step flow and layer-by-layer growth modes in SrRuO3/SrMnO3 superlattice

Nanolayered superlattices composed of ferromagnetic SrRuO₃ and antiferromagnetic SrMnO₃ layers were grown on SrTiO₃ (100) substrates by pulsed laser deposition. Multilayers were grown under predetermined synthesis conditions resulting in growth of SrRuO₃ and SrMnO₃ by step flow and layer-by-layer modes, respectively. The growth of SrMnO₃ was observed to occur through the layer-by-layer during the entire deposition process despite the expected increase in surface roughness because of the incorporation of SrRuO₃ upper layers. Monitoring by reflection high-energy electron diffraction (RHEED) revealed that the growth of every SrMnO₃ layer consisted of a pre-stage during which the gaps on the relatively rough SrRuO₃ surface were filled before the actual growth of the SrMnO₃ layer, which resulted in incomplete half oscillation and change from spot patterns to streaky patterns. The in-plane lattice constant did not show any considerable change in the case of SrRuO₃ and SrMnO₃ layers, despite the considerable lattice mismatch between the two materials (SrRuO₃, SrMnO₃) and SrTiO₃. On the other hand, the RHEED patterns showed the existence of lattice mismatch effects in the out-of-plane lattice constant, which showed significant strains of opposite signs in the different layers, indicating a strong dependence on the composition of the layers and superlattice periodicity. In this paper, the growth characteristics of a SrRuO₃/SrMnO₃ multilayer along with its magnetic properties will be discussed.     

On the Hartogs-Bochner phenomenon for CR functions in

Let be a compact, connected, -smooth and globally minimal hypersurface in which divides the projective space into two connected parts and . We prove that there exists a side, or , such that every continuous CR function on extends holomorphically to this side. Our proof of this theorem is a simplification of a result originally due to F. Sarkis.

     

指数分布场合下步进应力加速寿命试验的Bayes分析

当寿命分布为指数分布时，本文给出了步进应力加速寿命试验的一种新的Ｂａｙｅｓ估计，为计算上的方便，本文还给出一种近似方法，数值例子表明，此方法简便可行。     

双通放大受激布里渊散射脉冲压缩

文章报道了利用双通放大结构进行受激布里渊散射（ＳＢＳ）脉冲压缩，实验获得了近极限压缩的脉冲，压缩率近１０倍。实验中同时观察到脉冲压缩中的相位跃变。相位跃变是受激背散射光与入射激光间的增益与损耗调制的结果。