障碍平方期权的定价

本讨论了一种变异期权——收益结构为平方的障碍期权，在股票价格服从几何布朗运动的模型下，由带单侧吸收壁的布朗运动的密度和分布函数得到连续障碍平方期权的定价公式．     

On the role of the interface charge in non-ideal metal–semiconductor contacts

The bias dependent interface charge is considered as the origin of the observed non-ideality in current–voltage and capacitance–voltage characteristics. Using the simplified model for the interface electronic structure based on defects interacting with the continuum of interface states, the microscopic origin of empirical parameters describing the bias dependent interface charge function is investigated. The results show that in non-ideal metal–semiconductor contacts the interface charge function depends on the interface disorder parameter, density of defects, barrier pinning parameter and the effective gap center. The theoretical predictions are tested against several sets of published experimental data on bias dependent ideality factor and excess capacitance in various metal–semicoductor systems.     

Moisture barrier of AlxOy coating on poly(ethylene terephthalate), poly(ethylene naphthalate) and poly(carbonate) substrates

The moisture barrier property of Al_xO_y coated poly(ethylene terephthalate) (PET), poly(ethylene naphthalate) (PEN) and poly(carbonate) (PC), have been investigated. The differences in the morphology of the Al_xO_y sputtered grown on these substrate were investigated using atomic force microscopy (AFM). The initial growth of the Al_xO_y followed closely the topology of the substrate and an amplified roughness was observed. In the fully grown Al_xO_y, the comparative roughness followed that of the substrates. It has been found that a single layer Al_xO_y improved the moisture barrier of PET by an order of magnitude, PC by two orders of magnitude while no improvement was observed for PEN. UV-ozone treatment on PC further improved the moisture barrier, while no improvement was observed for PET and PEN. The comparative effects of the substrate surface roughness and surface energy on the moisture barrier are discussed.     

氩气介质阻挡放电的发光特性

本文使用水电极介质阻挡放电装置,采用光学方法测量了氩气介质阻挡放电的发光特性。发现在驱动电压处于一定的范围内时,放电处于丝极模式,在驱动电压的每半周期内,无论是放电的总光还是单个微通道的放电发光均只有一次脉冲,单个微放电的时间为2μs,而总放电时间为2.4μs,这表明在氩气的丝极模式中,各单丝产生与熄灭的时间极其接近,各个放电丝之间有着很好的时间相关性。最后将本文的结果与空气中介质阻挡放电丝极模式的发光特性相比较,空气放电在每半周内的总光信号由多个脉冲组成,而每一个脉冲对应多个放电丝,因而氩气中各个放电微通道之间的时间相关性远强于空气的情况。     

超重核266Hs形成截面的入射道依赖

计算和比较了²⁶Mg+²⁴⁴Cm, ²⁷Al+²⁴³Am和³²S+²³⁸U3个反应系统的俘获截面和复合核²⁷⁰Hs形成截面. 在俘获截面计算中, 考虑了靶核形变效应. 穿越库仑势垒后, 反应系统由熔合谷进入不对称裂变谷. 只有越过不对称裂变谷中的条件鞍点的事件才进入复合核组态. 我们用考虑中子流动和径向运动的二参量Smoluchowski扩散方程来处理中间阶段的动力学过程. 此外, 还计算了经4n蒸发形成超重核²⁶⁶Hs的截面. 研究表明, 入射道的势垒分布, 中间阶段的条件鞍点高度对俘获截面, 复合核形成几率, 以及最终的超重核形成截面有显著影响.     

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

Voltage ‐ Current Study of an Atmospheric Dielectric Barrier Discharge

The discharge behaviour of an atmospheric dielectric barrier parallel plate discharge, used for surface treatment, is studied. Since an uniform plasma is preferable for surface treatment, filaments must be avoided in the discharge. The occurrence of filaments can be detected by measuring the current flowing through the discharge. Current and voltage measurements give an indication of the power consumption by the plasma. The power consumption of the plasma as function of the applied frequency is examined. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability of tokamak plasmas with internal transport barriers against high n ideal magnetohydrodynamic ballooning mode

A ballooning mode equation for tokamak plasma, with the toroidicity and the Shafranov shift effects included, is derived for a shift circular flux tokamak configuration. Using this equation, the stability of the plasma configuration with an internal transport barrier （ITB） against the high n （the toroidal mode number） ideal magnetohydrodynamic （MHD） ballooning mode is analysed. It is shown that both the toroidicity and the Shaftanov shift effects are stabilizing. In the ITB region, these effects give rise to a low shear stable channel between the first and the second stability regions. Out of the ITB region towards the plasma edge, the stabilizing effect of the Shaftanov shift causes the unstable zone to be significantly narrowed.     

基于扩散势能和自由体积的自扩散系数模型

在考虑自由体积和局部临界扩散势能的基础上,提出一种新的计算自扩散系数模型,并给出新模型中各个因子物理含义．同时还提出一种计算局部临界扩散势能的新方法,并应用于新模型．另外将衍生van der Waals状态方程应用于求解自由体积,式中所需径向分布函数由Morsali-Goharshadi方程得到．在相同条件下,新模型比原自由体积模型更准确．     

Identity of defect causing nonideality in nearly ideal Au/n-Si Schottky barriers

We have proposed a mechanism of nonideality, i.e., the temperature dependence of the ideality factor, in nearly ideal Au/n-Si Schottky barriers. Because of the nature of metal-induced gap states, positively ionized defects close to the interface are considered to cause local lowering of the Schottky barrier height (SBH) due to downward bending of the energy band. These positively charged defects become neutralized in equilibrium with the Fermi level due to the band bending, when they are very close to the interface. However, because the SBH lowering disappears by the neutralization of donor, the energy level of donor with a usual energy level scheme rises above the Fermi level after the neutralization. This contradiction to the equilibrium neutralization is resolved by Si self-interstitial with a large negative-U property, which is generated by the fabrication process. The energy level of the donor estimated from the SBH lowering is in good agreement with that of theoretical calculation of Si self-interstitial. Thus, the defect is concluded to be the Si self-interstitial, which is distributed to more than 10 Å depth from the interface.