Effect of the Intermolecular Potential on the Generalized Newton-Fourier Relations in the Problem of Gas Outflow into a Vacuum

Using the numerical method of direct statistical simulation (Monte-Carlo method), the effect of the intermolecular potential exponent on the dependence of the stress and the heat flux on the stress rate tensor components and the temperature gradient is analyzed for the nonequilibrium, spherically symmetric outflow of a monatomic gas into a vacuum. Analytical approximations of the constitutive relations are presented. The dependence of the macroscopic parameters on the distance from the source is found.     

腐蚀管道的可靠度分析方法研究

对腐蚀管道的模糊可靠度计算方法进行了深入研究，提出了确定性可靠度和模糊可靠度两个基本概念；提出了基于断裂失效判据、基于FAD失效评估图和基于剩余强度3种方法计算模糊可靠度的方法；提出了3种新的方法计算确定性可靠度，即改进的JC法、GA—JC法和改进的Monte-Carlo法．以胜利油田某试验区已加入缓蚀剂的注水管道为例，采用本文建立的计算模糊可靠度的3种计算方法和确定性可靠度的3种方法，分别计算注水管道可靠度随着时间的变化趋势．在模糊可靠度的3种计算方法中，基于剩余强度失效方法比较适中，是计算模糊可靠度较好的方法；在确定性可靠度的3种计算方法中，改进的Monte-Carlo法较好．     

电子束放射照相的特性与参数优化

短脉冲强激光产生的电子束具有源尺寸小、脉宽窄、准单能谱等特点, 在放射照相诊断中具有独特作用. 本文通过分析电子在材料中散射并采用蒙特卡罗方法数值模拟, 研究了100 keV到几百MeV能量电子束对有厚度起伏或存在界面的靶的透视, 并与质子、X射线束透视结果比较, 给出了电子束放射照相的特性与参数优化: 基于电子在材料中非弹性散射或能量损失, 选用能量使其射程与靶厚度接近的电子束来诊断靶厚度不均匀性; 基于电子在材料中的弹性散射, 选用射程超过靶厚度的电子束来诊断靶界面.     

Particle methods for PDEs arising in financial modeling

We numerically study convection–diffusion equations arising in financial modeling. We focus on the convection-dominated cases, in which the diffusion coefficients are relatively small. Both finite-difference and Monte-Carlo methods which are widely used in the problems of this kind might be inefficient due to severe restrictions on the meshsize and the number of realizations needed to achieve high resolution.We propose an alternative approach based on particle methods which have extremely low numerical diffusion and thus do not have the aforementioned restrictions. Our approach is based on the operator splitting: The hyperbolic steps are made using the method of characteristics, while the parabolic steps are performed using either a special discretization of the integral representation of the solution (which leads to a deterministic particle method) or a stochastic random walk approach.We apply the designed particle methods to a variety of test problems and the numerical results indicate high accuracy, efficiency and robustness of both the deterministic and stochastic methods. In addition, our numerical experiments clearly demonstrate that the deterministic particle method outperforms its stochastic counterpart.     

交叉货币百慕大式互换期权的定价

本文首先研究了涉及两种货币市场的Hull-White随机利率模型.以此为基础,本文给出了交叉货币百慕大式互换期权的定价公式.由于无法得到显式定价公式,我们使用了Least Squared Monte-Carlo(LSM)算法来确定期权的最优执行时刻.最后本文给出了数值计算方面的结果.     

Efficiency of the Incomplete Enumeration Algorithm for Monte-Carlo Simulation of Linear and Branched Polymers

We study the efficiency of the incomplete enumeration algorithm for linear and branched polymers. There is a qualitative difference in the efficiency in these two cases. The average time to generate an independent sample of configuration of polymer with n monomers varies as n ² for linear polymers for large n, but as exp(cn ^α) for branched (undirected and directed) polymers, where 0<α<1. On the binary tree, our numerical studies for n of order 10⁴ gives α = 0.333±0.005. We argue that α =1/3 exactly in this case. An erratum to this article can be found at .     

氢硼聚变三体级联衰变连续能谱的Monte-Carlo模拟与分析

¹¹B(p,α1)⁸Be^*(1)(2α)三体级联衰变中居间核8Be⁽¹⁾衰变成两个α粒子的连续能谱呈马鞍形分布.编写了模拟三体级联衰变连续能谱的Monte-Carlo程序,计算结果表明:沿居间核8Be⁽¹⁾运动方向α发射强度增强的各向异性分布,能较好地解释实验结果,揭示p+¹¹B核反应中⁸Be⁽¹⁾核α衰变各向异性发射.     

散射光子对60Co集装箱CT检测系统的影响

用蒙特卡罗（EGSnrc）方法模拟计算集装箱（大型客体）CT检测系统60Co光子能谱，讨论和分析了该检测系统的客体散射光子对影像分辨率的影响，为进一步提高集装箱（大型客体）CT检测系统数字成像分辨率提供了理论依据.     

Characteristics of single and dual radio-frequency (RF) plasma sheaths

The characteristics of radio-frequency (RF) plasma sheaths have been topics of much scientific study for decades, and have also been of great importance in the manufacture of integrated circuits and fabricating microelectromechanical systems (MEMS), as well as in the study of physical phenomena in dusty plasmas. The sheaths behave special properties under various situations where they can be treated as collisionless or collisional, single-or dual-RF, one-or two-dimensional (1D or 2D) sheaths, etc. This paper reviews our recent progress on the dynamics of RF plasma sheaths using a fluid method that includes the fluid equations and Poission’s equation coupled with an equivalent circuit model and a hybrid method in which the fluid model is combined with the Monte-Carlo (MC) method. The structures of RF sheaths behave differently in various situations and plasma parameters such as the ion density, electron temperature, as well as the external parameters such as the applied frequency, power, gas pressure, magnetic field, are crucial for determining the characteristics of plasma sheaths.     

Optimized booster in cascade electronuclear systems

With use of Monte-Carlo simulation technique, we study a cascade electronuclear system containing fast booster with optimized distribution of fuel enrichment. It was shown that zoning of fuel with increase in its enrichment towards periphery of the active zone of the booster leads to considerable enhancement of the booster efficiency and, as a consequence, to essential increase in the gain factor of the electronuclear complex. Perspectives of employing electron accelerators for control of such systems are considered.