牛顿弦截法预估校正迭代格式的收敛阶

研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618.     

Long-time dynamics of von Karman semi-flows with non-linear boundary/interior damping

We study von Karman evolution equations with non-linear dissipation and with partially clamped and partially free boundary conditions. Two distinctive mechanisms of dissipation are considered: (i) internal dissipation generated by non-linear operator, and (ii) boundary dissipation generated by shear forces friction acting on a free part of the boundary. The main emphasis is given to the effects of boundary dissipation. Under suitable hypotheses we prove existence of a compact global attractor and finiteness of its fractal dimension. We also show that any solution is stabilized to an equilibrium and estimate the rate of the convergence which, in turn, depends on the behaviour at the origin of the functions describing the dissipation.     

Risk management of a bond portfolio using options

In this paper, we elaborate a formula for determining the optimal strike price for a bond put option, used to hedge a position in a bond. This strike price is optimal in the sense that it minimizes, for a given budget, either Value-at-Risk or Tail Value-at-Risk. Formulas are derived for both zero-coupon and coupon bonds, which can also be understood as a portfolio of bonds. These formulas are valid for any short rate model that implies an affine term structure model and in particular that implies a lognormal distribution of future zero-coupon bond prices. As an application, we focus on the Hull-White one-factor model, which is calibrated to a set of cap prices. We illustrate our procedure by hedging a Belgian government bond, and take into account the possibility of divergence between theoretical option prices and real option prices. This paper can be seen as an extension of the work of Ahn and co-workers [Ahn, D., Boudoukh, J., Richardson, M., Whitelaw, R., 1999. Optimal risk management using options. J. Financ. 54, 359-375], who consider the same problem for an investment in a share.     

Resolvability properties via independent families

The authors give a consistent affirmative response to a question of Juhász, Soukup and Szentmiklóssy: If GCH fails, there are (many) extraresolvable, not maximally resolvable Tychonoff spaces. They show also in ZFC that for ω<λ?κ, no maximal λ-independent family of λ-partitions of κ is ω-resolvable. In topological language, that theorem translates to this: A dense, ω-resolvable subset of a space of the form (DI(λ)) is λ-resolvable.     

Chromatic polynomial, q-binomial counting and colored Jones function

We define a q-chromatic function and q-dichromate on graphs and compare it with existing graph functions. Then we study in more detail the class of general chordal graphs. This is partly motivated by the graph isomorphism problem. Finally we relate the q-chromatic function to the colored Jones function of knots. This leads to a curious expression of the colored Jones function of a knot diagram K as a chromatic operator applied to a power series whose coefficients are linear combinations of long chord diagrams. Chromatic operators are directly related to weight systems by the work of Chmutov, Duzhin, Lando and Noble, Welsh.     

A complete global solution to the pressure gradient equation

We study the domain of existence of a solution to a Riemann problem for the pressure gradient equation in two space dimensions. The Riemann problem is the expansion of a quadrant of gas of constant state into the other three vacuum quadrants. The global existence of a smooth solution was established in Dai and Zhang [Z. Dai, T. Zhang, Existence of a global smooth solution for a degenerate Goursat problem of gas dynamics, Arch. Ration. Mech. Anal. 155 (2000) 277-298] up to the free boundary of vacuum. We prove that the vacuum boundary is the coordinate axes.     

Synthesis and structures of nitroxyalkyl methylphosphonates

The reactions of ethylene glycol mononitrate and glycerol 1,3-dinitrate with methylphosphonic dichloride afforded new nitroxyalkyl methylphosphonates.     

Phase transformation of Ni-B, Ni-P diffusion barrier deposited electrolessly on Cu interconnect

In this paper, we report that the phase transformation of Ni-B, Ni-P diffusion barriers deposited electrolessly on Cu, for the reason that the Ni-P layer is a more effective diffusion barrier than the Ni-B layer. The Ni₃B crystallized was decomposed to Ni and B₂O₃ above 400 °C and the Ni₃P crystallized was decomposed to Ni and P₂O₅ above 600 °C respectively in Ar atmosphere. Also, the Ni₃B was decomposed to Ni and free B above 400 °C and the Ni₃P was decomposed to Ni and free P above 600 °C respectively in H₂ atmosphere. The decomposed Ni formed a solid solution with Cu. The Cu diffusion occurred above 400 °C for Ni-B layer and above 600 °C for Ni-P layer, respectively. Because the decomposition temperature of Ni-P layer is about 200 °C higher than that of Ni-B layer, the Ni-P layer is a more effective barrier for Cu than the Ni-B layer.     

Effects of in situ thermal annealing on the structural, optical, and electrical properties in Hg0.7Cd0.3Te epilayers grown on CdTe buffer layers

Scanning electron microscopy (SEM), Fourier transform infrared (FTIR) transmission, and Hall effect measurements were performed to investigate the structural, optical, and electrical properties of as-grown and in situ-annealed Hg_0.7Cd_0.3Te epilayers grown on CdTe buffer layers by using molecular beam epitaxy. After the Hg_0.7Cd_0.3Te epilayers had been annealed in a Hg-cell flux atmosphere, the SEM images showed that the surface morphologies of the Hg_0.7Cd_0.3Te thin films were mirror-like with no indication of pinholes or defects, and the FTIR spectra showed that the transmission intensities had increased in comparison to that of the as-grown Hg_0.7Cd_0.3Te epilayer. Hall-effect measurements showed that n-Hg_0.7Cd_0.3Te epilayers were converted to p-Hg_0.7Cd_0.3Te epilayers. These results indicate that the surface, optical, and electrical properties of the Hg_1 − xCd_xTe epilayers are improved by annealing and that as-grown n-Hg_1 − xCd_xTe epilayers can be converted to p-Hg_1 − xCd_xTe epilayers by in situ annealing.     

Navier-Stokes equations in 3D thin domains with Navier friction boundary condition

In this article we study the 3D Navier-Stokes equations with Navier friction boundary condition in thin domains. We prove the global existence of strong solutions to the 3D Navier-Stokes equations when the initial data and external forces are in large sets as the thickness of the domain is small. We generalize the techniques developed to study the 3D Navier-Stokes equations in thin domains, see [G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains I: Global attractors and global regularity of solutions, J. Amer. Math. Soc. 6 (1993) 503-568; G. Raugel, G. Sell, Navier-Stokes equations on thin 3D domains II: Global regularity of spatially periodic conditions, in: Nonlinear Partial Differential Equations and Their Application, College de France Seminar, vol. XI, Longman, Harlow, 1994, pp. 205-247; R. Temam, M. Ziane, Navier-Stokes equations in three-dimensional thin domains with various boundary conditions, Adv. Differential Equations 1 (1996) 499-546; R. Temam, M. Ziane, Navier-Stokes equations in thin spherical shells, in: Optimization Methods in Partial Differential Equations, in: Contemp. Math., vol. 209, Amer. Math. Soc., Providence, RI, 1996, pp. 281-314], to the Navier friction boundary condition by introducing a new average operator Mε in the thin direction according to the spectral decomposition of the Stokes operator Aε. Our analysis hinges on the refined investigation of the eigenvalue problem corresponding to the Stokes operator Aε with Navier friction boundary condition.