触销式双障碍买权价值过程鞅性

主要证明了在不存在交易成本的完全市场条件下连续时间欧式触销式双障碍买权贴现到0时刻的价值过程为鞅,并且给出了对应单障碍买权价值过程的鞅性质.同时还讨论了执行价格为随机的触销式双障碍买权的鞅性质,给出了任意时刻 t(0≤ t≤T)其内在价值的表达式.     

A theorem on integer flows on cartesian products of graphs

It is shown that the Cartesian product of two nontrivial connected graphs admits a nowhere‐zero 4‐flow. If both factors are bipartite, then the product admits a nowhere‐zero 3‐flow. © 2003 Wiley Periodicals, Inc. J Graph Theory 43: 93–98, 2003     

On tolerance lattices of algebras in congruence modular varieties

We prove that the tolerance lattice TolA of an algebra A from a congruence modular variety V is 0-1 modular and satisfies the general disjointness property. If V is congruence distributive, then the lattice Tol A is pseudocomplemented. If V admits a majority term, then Tol A is 0-modular. This revised version was published online in June 2006 with corrections to the Cover Date.     

局部$G$-凸一致空间上几乎不动点定理和不动点定理

得到局部G-凸一致空间上具有S-KKM性质的集值映射的新的几乎不动点定理和不动点定理.我们的结果对已有文献中的相应结论进行了改进和一般化.     

Decentered twisted Gaussian Schell-model beams and their propagation through a misaligned first-order optical system

The propagation properties of decentered twisted Gaussian Schell-model (DTGSM) beams passing through a misaligned first-order optical system are studied. The explicit expressions for the cross-spectral density function and Wigner distribution function of the output beam are derived, which retain their form unchanged. It is shown that the DTGSM beams preserve their closed property. The second-order moments matrix and the Wigner distribution function evolve with the usual laws, whereas the first-order moments matrix varies, as if a ray passes through such system. The propagation of DTGSM beams through an aligned first-order optical system is treated as the limiting case that corresponds to the vanishing misalignment parameters.     

Calculation of impulsively started incompressible viscous flows

The paper's focus is the calculation of unsteady incompressible 2D flows past airfoils. In the framework of the primitive variable Navier–Stokes equations, the initial and boundary conditions must be assigned so as to be compatible, to assure the correct prediction of the flow evolution. This requirement, typical of all incompressible flows, viscous or inviscid, is often violated when modelling the flow past immersed bodies impulsively started from rest. Its fulfillment can however be restored by means of a procedure enforcing compatibility, consisting in a pre‐processing of the initial velocity field, here described in detail. Numerical solutions for an impulsively started multiple airfoil have been obtained using a finite element incremental projection method. The spatial discretization chosen for the velocity and pressure are of different order to satisfy the inf–sup condition and obtain a smooth pressure field. Results are provided to illustrate the effect of employing or not the compatibility procedure, and are found in good agreement with those obtained with a non‐primitive variable solver. In addition, we introduce a post‐processing procedure to evaluate an alternative pressure field which is found to be more accurate than the one resulting from the projection method. This is achieved by considering an appropriate ‘unsplit’ version of the momentum equation, where the velocity solution of the projection method is substituted. Copyright © 2004 John Wiley & Sons, Ltd.     

Passive control of the flow around a square cylinder using porous media

The passive control of bluff body flows using porous media is investigated by means of the penalization method. This method is used to create intermediate porous media between solid obstacles and the fluid in order to modify the boundary layer behaviour. The study covers a wide range of two‐dimensional flows from low transitional flow to fully established turbulence by direct numerical simulation of incompressible Navier–Stokes equations. A parametric study is performed to illustrate the effect of the porous layer permeability and thickness on the passive control. The numerical results reveal the ability of porous media to both regularize the flow and to reduce the drag forces up to 30%. Copyright © 2004 John Wiley & Sons, Ltd.     

锥形光纤的偏振特性

随着光通信技术的不断发展，光纤的应用越来越广泛，而锥形光纤以其独特的传光方式越来越多地应用于光纤连接、成像及测量等领域。实验测定了不同锥角和不同长度锥形光纤的偏振特性。理论上，根据麦克斯韦方程组以及边界条件给出了光在理想光纤中的场分布，阐明了实际光纤中光的传输特性。论证了锥形光纤长度与其偏振特性的关系，进而利用几何光学方法对锥形光纤锥角与其偏振特性的关系作了定性说明。并用具体数据进行了定量计算，得出偏振光经锥形光纤传输或耦合后再传输到其终端所得到均是椭圆偏振光的结论。     

求解非对称线性方程组的QMRGCGS方法

1 引言 求解非对称线性方程组Ax=b的双共轭梯度方法(BCG)[3]和它的变形共轭梯度平方方法(CGS)[6]都有典型的不规则收敛行为,后来Freund和Nachtigal提出一种BCG类方法,即拟极小剩余方法(QMR)[7],用来补救BCG方法的收敛性并且产生了光滑的收敛曲线。然而,象BCG方法一样,QMR方法要用到系数矩阵A及其转置A~T与向量的乘积,为了解决这一问题,Freund提出TFQMR方法,此方法具有拟极小剩余性,同时不需用到A~T与向量的乘积。     

A new property of Bernstein-Kantorovi? operators

In the present paper, we prove that the Bernstein-Kantorovič operators have the ability of preserving translation property in both C and L^p norms. Supported (in part) by the NSFC(10471130,10371024) of PRC and the Natural Science Foundation (Y604003) of Zhejiang Province.