Positive numerical splitting method for the Hull and White 2D Black–Scholes equation

We consider the locally one‐dimensional backward Euler splitting method to solve numerically the Hull and White problem for pricing European options with stochastic volatility in the presence of a mixed derivative term. We prove the first‐order convergence of the time‐splitting. The parabolic equation degenerates on the boundary x = 0 and we apply a fitted finite volume scheme to the equation to resolve the degeneracy and derive the fully discrete problem as we also investigate the discrete maximum principle. Numerical experiments illustrate the efficiency of our difference scheme. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 822–846, 2015     

相干态统计特性的弱测量结构研究

理论分析相干态位移参数估计在弱测量方法下的放大效应.引入偏振态作为附属态(Ancilla States),分别进行初选择和后选择,中间的相互作用采用了偏振相关的弱位移操作算符.通过最后检测光子数的分布来估计位移参数;在牺牲检测光子强度的情况下可以有效提高放大效应.     

A Supercharged Fluorescent Protein as a Versatile Probe for Homogeneous DNA Detection and Methylation Analysis

Supercharged proteins are a new class of functional proteins with exceptional stability and potent ability to deliver bio‐macromolecules into cells. As a proof‐of‐principle, a novel application of supercharged proteins as a versatile biosensing platform for nucleic acid detection and epigenetics analysis is presented. Taking supercharged green fluorescent protein (ScGFP) as the signal reporter, a simple turn‐on homogenous method for DNA detection has been developed based on the polyionic nanoscale complex of ScGFP/DNA and toehold strand displacement. This assay shows high sensitivity and potent ability to detect single‐base mismatch. Furthermore, combined with bisulfite conversion, this ScGFP‐based assay was further applied to analyze site‐specific DNA methylation status of genomic DNA extracted from real human colon carcinoma tissue sample with ultrahigh sensitivity (4 amol methylated DNA).     

基于Radon变换的横向剪切干涉图的自动检测技术

在分析测试原理的基础上,指出了现有方法的横向剪切量获得的不足,根据剪切图和Radon变换在边缘处具有突变的特点,提出了一种基于Radon变换的横向剪切干涉图的剪切量的自动检测方法,首先根据二维图像的Radon变换结果,得到剪切图的横向移动方向,对图形进行方向校正。然后利用干涉图形的特点对图形在X和Y方向上进行Radon变换,得到剪切量。利用MATLAB进行编程,实验结果表明该方法具有很好的性能和较高的实用价值。     

Phytochemical Analysis,Antioxidant, and Wound Healing Activity of Pluchea indica L. (Less) Branch Extract Nanoparticles

Proliferation and migration of keratinocytes and fibroblasts play an important role in cutaneous wound healing, while oral mucosal squamous cell proliferation and migration are crucial for oral wound healing. In this study, the phytochemical profile of Pluchea indica branch ethanolic extract was characterized. The bioactive compound of Pluchea indica branch ethanolic extract was identified and analyzed by the validated HPLC method. The nanoparticles of P. indica branch extract were formulated by solvent displacement method to increase the solubility and the colloidal stability of the extract. The stability of the nanoparticles was investigated by using the dynamic light scattering technique. Effects of P. indica crude extract and nanoparticles on cell viability, proliferation and migration of primary epidermal keratinocytes, human dermal fibroblasts, and oral mucosal keratinocyte cells were investigated by MTT assay and scratch assay, respectively. The results showed that P. indica branch extract contained a high content of total phenolic and total flavonoids. The HPLC analysis revealed that the main compound in the extract was 4,5-O-dicaffeoylquinic acid. The cell viability of the extract and nanoparticles decreased when cells were exposed to a high concentration of extract and nanoparticles. These results demonstrate that P. indica branch extract and extract nanoparticles at specific concentrations possess in vitro wound healing activity and they may be possibly used to treat different types of wounds including dermal and oral mucosal wounds.     

砂岩方梁断裂过程区范围的实验确定方法

裂纹前端的断裂过程区是引起岩石非线性断裂及尺寸效应的主要原因。利用数字图像相关技术对砂岩开展了三点弯曲梁实验,获得观测区域高精度的全场位移和应变数据,根据断裂韧带区域水平位移和水平应变的分布特征,结合裂尖岩石颗粒变化的微观分析,提出采用裂纹尖端水平位移波动性和水平应变突变性所得到的波动系数和水平应变突变值,确定断裂过程区形状和临界尺寸的方法。结果表明:砂岩断裂过程区的形状为不规则的狭长带状区域,断裂过程区的临界长度为11~13mm,临界宽度为1.58~2.36mm。断裂过程区区域内形变在趋向裂尖时呈指数增加,但其单位区域内的形变增量呈波动状态。该方法能够更加准确判断岩石断裂过程区的范围,有助于分析岩石的非线性断裂特性。     

自由活塞斯特林发动机活塞位移测量

自由活塞斯特林发动机活塞往复振动位移对研究发动机特性具有重要意义,然而该类发动机活塞位于高压封闭腔体内且结构较为紧凑,其活塞往复振动位移难于直接进行测量。加速度传感器具有尺寸小、安装方便和工作稳定等特点,提出了采用加速度传感器测量活塞位移的方法。根据加速度传感器测量位移的原理,建立了一套加速度传感器测量自由活塞斯特林发动机活塞位移的标定试验系统,以位移传感器为基准测试并分析了不同活塞振幅和不同振动频率下加速度传感器测量位移的误差大小。实验结果表明,在活塞振幅小于8 mm,振动频率大于20 Hz条件下,加速度传感器测量位移的误差小于5%。因此加速度传感器可以用于测量自由活塞斯特林发动机的活塞往复运动位移。最后成功把加速度传感器测量的自由活塞斯特林发动机活塞振动位移用于发动机循环指示功的实验研究。     

Multiple rogue wave and solitary solutions for the generalized BK equation via Hirota bilinear and SIVP schemes arising in fluid mechanics

The multiple lump solutions method is employed for the purpose of obtaining multiple soliton solutions for the generalized Bogoyavlensky-Konopelchenko(BK) equation. The solutions obtained contain first-order, second-order, and third-order wave solutions. At the critical point,the second-order derivative and Hessian matrix for only one point is investigated, and the lump solution has one maximum value. He's semi-inverse variational principle(SIVP) is also used for the generalized BK equation. Three major cases are studied, based on two different ansatzes using the SIVP. The physical phenomena of the multiple soliton solutions thus obtained are then analyzed and demonstrated in the figures below, using a selection of suitable parameter values.This method should prove extremely useful for further studies of attractive physical phenomena in the fields of heat transfer, fluid dynamics, etc.     

Viscoelastic materials with a double porosity structure

This paper in concerned with the linear theory of materials with memory that possess a double porosity structure. First, the formulation of the initial-boundary-value problem is presented. Then, a uniqueness result is established. The semigroup theory of linear operators is used to prove existence and continuous dependence of solutions. A minimum principle for the dynamical theory is also derived.     

一种新型双参量光纤布喇格光栅传感器的研制

介绍了一种新型的具有双参量测量功能的光纤布喇格光栅传感器.该传感器采用了特殊的结构,安装了两个不同中心波长的光纤布喇格光栅,可以实现两曲面之间狭小间隙的微小位移和温度的同时测量.实验表明,该传感器结构紧凑、体积小,具有良好的重复性和稳定性,位移测量误差不超过±10 μm,温度测量误差不超过±2℃.