标的股价服从混合过程的期权定价公式及有限元算法

本文将马尔科夫跳跃过程叠加于 Ito过程 ,形成混合过程 ,并用该过程来刻画股价走势情况。而后在标的股价服从混合过程的基础上 ,推导出了欧式看涨期权的定价公式 ,并对美式看跌期权定价给出了有限元算法。     

进一步改进边界元方法以克服振动声辐射计算中解的非唯一性

章利用基于三次B样条插值的边界元方法，对振动体外部声辐射问题进行了研究，对CHIEF法及其改进方法作了进一步的改进，提出在加权余量意义下，通过把内部Helmholtz积分方程与其对内点坐标取导后的方程式作线性叠加，在域外构作的一个小体积块上进行积分以形成补充方程，经与表面Helmholtz积分方程相结合，来求解任意频率下的声辐射问题，并以脉动球和摆动球作为算例，说明本提出的方法能够有效地克服在特殊频率处解的非唯一性问题。     

Assessment of thermal expansion coefficient of methylsilsesquioxane thin film

For the methylsilsesquioxane film whose optical birefringence is almost zero, it was recently reported that its vertical thermal expansion coefficient (CTE) was approximately one order of magnitude larger than the lateral CTE. Though the birefringence is not an absolute predictor of anisotropic behavior, the discrepancy in both the CTEs was so remarkable that it was essential to investigate whether the anisotropy was intrinsic property or not. If the effect of Poisson's ratio is considered in the calculation of the vertical CTE and when elastic modulus measured by surface acoustic wave spectroscopy is used in the assessment of the lateral CTE, both the CTEs are coincident with each other. Therefore, it can be concluded that the discrepancy in the CTEs can be attributed to a higher in‐plane polymer chain orientation but it can also arise from the misleadingly assumed modulus and Poisson's ratio. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 3109–3120, 2006     

脑细胞激活素药物的化学成分分析

采用日本岛津LC-60A型高压液相色谱仪和美国P-E3030型原子吸收分光光度计，对该药进行了氨基酸、维生素和化学元素的含量测定。结果表明，该药含有18种氨基酸，不少于3种维生素和20几种化学元素，为进一步改进该药物的合理配制方法和临床应用提供了参考数据。     

On disjoint configurations in infinite graphs

For a graph A and a positive integer n, let nA denote the union of n disjoint copies of A; similarly, the union of ?₀ disjoint copies of A is referred to as ?₀A. It is shown that there exist (connected) graphs A and G such that nA is a minor of G for all n??, but ?₀A is not a minor of G. This supplements previous examples showing that analogous statements are true if, instead of minors, isomorphic embeddings or topological minors are considered. The construction of A and G is based on the fact that there exist (infinite) graphs G₁, G₂,… such that G_i is not a minor of G_j for all i ≠ j. In contrast to previous examples concerning isomorphic embeddings and topological minors, the graphs A and G presented here are not locally finite. The following conjecture is suggested: for each locally finite connected graph A and each graph G, if nA is a minor of G for all n ? ?, then ?₀A is a minor of G, too. If true, this would be a far‐reaching generalization of a classical result of R. Halin on families of disjoint one‐way infinite paths in graphs. © 2002 Wiley Periodicals, Inc. J Graph Theory 39: 222–229, 2002; DOI 10.1002/jgt.10016     

随机动力系统的进展和问题

本文主要介绍随机动力系统的主要成果和进一步研究的问题。     

泊松类型方程边界元解法

本文采用高阶拉普拉斯算子基本解将泊松类型方程的区域积分全部变换成边界积分，使计算问题的维数减少一维．通过斯托克斯方程的算例，表明本文所用的方法是有效的方法。     

Dynamics of liquid membranes. II: Adaptive finite difference methods

Two domain-adaptive finite difference methods are presented and applied to study the dynamic response of incompressible, inviscid, axisymmetric liquid membranes subject to imposed sinusoidal pressure oscillations. Both finite difference methods map the time-dependent physical domain whose downstream boundary is unknown onto a fixed computational domain. The location of the unknown time-dependent downstream boundary of the physical domain is determined from the continuity equation and results in an integrodifferential equation which is non-linearly coupled with the partial differential equations which govern the conservation of mass and linear momentum and the radius of the liquid membrane. One of the finite difference methods solves the non-conservative form of the governing equations by means of a block implicit iterative method. This method possesses the property that the Jacobian matrix of the convection fluxes has an eigenvalue of algebraic multiplicity equal to four and of geometric multiplicity equal to one. The second finite difference procedure also uses a block implicit iterative method, but the governing equations are written in conservation law form and contain an axial velocity which is the difference between the physical axial velocity and the grid speed. It is shown that these methods yield almost identical results and are more accurate than the non-adaptive techniques presented in Part I. It is also shown that the actual value of the pressure coefficient determined from linear analyses can be exceeded without affecting the stability and convergence of liquid membranes if the liquid membranes are subjected to sinusoidal pressure variations of sufficiently high frequencies.     

水闸闸室结构三维样条边界元分析

用三维样边界元法分析水闸闸室结构。底板，闸墩和载水墙等为其子结构，交通桥，工作桥和胸墙等处理为内部支撑。地基和边载可以是任意的，只要能给定地表位移面力关系。在各种工况下，不论是设置平板门还是弧形门，是平底板是反拱底板，即使在稀疏剖分下也能给出高精度的位移场，应力场和地基反力场。     

Distributive lattices of numberings

We study into a semilattice of numberings generated by a given fixed numbering via operations of completion and taking least upper bounds. It is proved that, except for the trivial cases, this semilattice is an infinite distributive lattice every principal ideal in which is finite. The least upper and the greatest lower bounds in the semilattice are invariant under extensions in the semilattice of all numberings. Isomorphism types for the semilattices in question are in one-to-one correspondence with pairs of cardinals the first component of which is equal to the cardinality of a set of non-special elements, and the second — to the cardinality of a set of special elements, of the initial numbering. Supported by INTAS grant No. 00-429. __________ Translated from Algebra i Logika, Vol. 46, No. 1, pp. 83–102, January–February, 2007.