美式期权定价中非局部问题的有限元方法

在本文中 ,我们关心的是美式期权的有限元方法 .首先 ,根据 [4 ]我们对所讨论的问题引进一个新奇的实用的方法 ,它涉及到对原问题重新形成准确的数学公式 ,使得数值解的计算可以在非常小的区域上进行 ,从而该算法计算速度快精度高 .进而 ,我们利用超逼近分析技术得到了有限元解关于 L2 -模的最优估计 .     

多质负风险和

依据理赔方式，风险保险业的险种主要分为正风险和与负风险和。本文主要研究了多质负风险和的Poisson模型的破产概率Ψ（u)，证明了破产概率的Lundberg不等式，即Ψ（u）≤Ce^-Ru。 在规模波动间隔有界情形证明了Ψ（u)=e^-Ru，拓广了经典负风险和相应结果。     

r（1S）的强衰变及粲重子结构的研究

在微拢QCD框架内，利用重子结构的夸克模型，计算了r→pp^-ΛcΛ^-c,∑c∑^-c,ΞcΞ^-c,Ξcc Ξcc-,ΩcccΩ^-ccc。衰变的分支比，讨论了在T衰变中寻找Ωccc粲重子的可能性．     

Theoretical Calculation of Rotational Bands of ^179Pt in the Particle-Triaxial-Rotor Model

Theoretical calculations have been performed for nucleus ^179Pt in the particle-triaxial-rotor model with variable moment of inertia. The obtained energy spectrum agrees with the experimental data quite well. The calculated results indicate that the bands 1/2^- and 7/2^ are triaxial deformation bands and originate mainly from the v[521]1/2^- and v[633]7/2^ configurations respectively.     

Theoretical Study on the Rotational Bands and Shape Coexistence of^179，181，183Au in the Particle-Triaxial-Rotor Model

We perform a series of theoretical calculations and investigation for nuclei 179，181，183Au in the particle-triaxialrotor model with variable moment of inertia. The calculated energy spectra in^179,181,183Au agree well with the experimental data globally. The obtained results indicate that the nuclei^179,181,183Au have prolate deformation and involve shape coexistence with different deformation parameters in different bands. The main configuration of bands 1, 2, 3 and 5 in these nuclei are identified as [541]1/2^- (πh9/2, α = 1/2), [541]1/2- (πh9/2, α= -1/2),[530] 1/2- (πf7/2) and [660] 1/2^ (πi13/2), respectively.     

Electron Spin Resonance Studies of Mn^2＋ in Freshwater Snail Shells： Pomacea Canaliculata Lamarck and Fossilized Snail Shell

We study paramagnetic Mn^2 ions present in the nowadays shells of univalve freshwater snails of Pomacea canaliculata lamarck (PCL) and the fossilized freshwater snail (FFS), Viviparus. All these shells are abundant in Thailand. The PCL shells were ground into fine powder. A set of seven samples were then separately annealed for 2 h in air atmosphere at different annealing temperatures while the FFS powder was characterized as-received. The PCL shells mainly consist of aragonite and a fraction of calcite. The heat treatments of the PCL powder samples at temperature higher than 450℃ resulted in an irreversible phase transformation from aragonite to calcite. However, it is found that the FFS shell is mainly made of calcite, with a minor fraction of aragonite. The crystal structure of the high-temperature-annealed PCL samples are quite similar to that of FFS, which indicates that the metamorphosis (aragonite→calcite) in the FFS shell had occurred but was not yet completed, although it had remained under the pressure and temperature of the Earth‘s crusts over millions of years. Our detailed ESR spectral analyses of PCL and FFS show that Mn^2 ions enter the Ca^2 sites during a biomineralization process. Simulated ESR parameters of PCL-500 of Mn^2 at a uniaxial site of calcite are reported. It is surprising to And that the ratio of Mn^2 concentration present in FFS to those in PCL shells evaluated from ESR spectra is as much as 10:1.     

核介质中五夸克奇特重子态Θ+的有效质量

利用非线性s-w-r模型，在相对论平均场近似下，通过能量密度函数，给出了五夸克奇特重子态Q+有效质量随核密度的增加逐渐下降的依赖关系，并进行了数值计算.分析了不同参数对核物质中Q+有效质量的影响，并考虑了耦合系数中GQ/B的3个不同值，计算了不同耦合系数对Q+有效质量的影响.     

增长曲线模型参数估计的加权相对效率

对增长曲线模型中参数估计的相对效率，本文提出了一种新的定义－加权相对效率，并研究了它的性质，以及在文献「４」中的两种相对效率的关系。     

随机化交通灯的二维元胞自动机交通模型

元胞自动机交通模型以简单的规则反映交通系统中的多种因素，可以分析各种交通现象，且可在计算机上方便、高效地运作·Ｂｉｈａｍ－Ｍｉｄｄｌｅｔｏｎ－Ｌｅｖｉｎｅ模型（ＢＭＬ模型）实现了二维交通问题的元胞自动机模型的模拟研究·本文对ＢＭＬ模型作了改进，解除了该模型中关于交通灯同步变化的限制·在新模型中，每个路口的交通灯可以自由选定起始工作时间和变化节奏，于是可以更全面、准确地反映交通灯对交通系统性能的影响·本文还对新模型中出现的若干新效应作了解释·