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 .     

荧光寿命的正弦调制测量法及分析

设计并制作了光强调制度和频率可调的发光二极管驱动电路,应用这种激励源激发荧光样品Eu₂L′3·nH₂O(L′=C₄H₄O₄),测量了激发光和Eu3+离子的5D₀—7F₂发射光的波形。实验得到的数据用按照相位法测量荧光寿命的原理用非线性最小平方曲线拟合,得到Eu3+离子激发态5D₀的寿命约为0.680 ms。讨论了光源调制中的高次谐波分量对测量结果的影响以及寿命具有一定分布的多指数衰减体系的测量和处理方式,提出应用傅里叶级数展开处理数据的修正方法,以扩大相位法测量荧光寿命的适用范围,得到更准确的荧光寿命值。     

Some topics on charmonium decays at BESⅢ experiment

The construction of BESⅢ detector has been finished and the data taking is under plan. Some physics topics on charmonium decays at BESⅢ experiment are discussed in this paper. The measurement of properties of ηc and η'c at BESⅢ is discussed and the expected precision of the measurement is estimated based on BOSS. Also the XcJ decay and the measurement of hyperon decay parameters are mentioned.     

拟线性抛物方程整体解的存在性和不存在性

The paper studies the existence,the exponential decay and the nonexistence of global solution for a class of quasilinear parabolic equations.     

非均质Timoshenko梁的边界镇定

In this paper,the boundary stabilization of the Timoshenko equation of a nonuniform beam,with clamped boundary condition at one end and with bending moment and shear force controls at the other end,is considered.It is proved that the system is exponentially stabilizable when the bending moment and shear force controls are simultaneously applied.The frequency domain method and the multiplier technique are used.     

L~1空间带弱奇异核的第二类Fredholm积分方程解法探究

针对带有弱奇异核的第二类Fredholm积分方程数值解法问题,介绍了两种方法.一种方法是直接用L~1空间中的离散化方法求其数值解;另一种方法是将弱奇异核通过迭代变为连续核,再用L~1空间中的离散化方法求其数值解,且通过对具体算例作图分析,从而得出直接用L~1空间中离散化方法更好.     

Third-order nonlinear singularly perturbed boundary value problem

ＩｎｔｒｏｄｕｃｔｉｏｎＳｉｎｃｅ 1 958,Ｌｅｖｓｉｏｎａｎｄｓｅｖｅｒａｌｏｔｈｅｒａｕｔｈｏｒｓ[1]- [4 ]ｈａｖｅｍａｄｅａｓｕｂｓｔａｎｔｉａｌｓｔｕｄｙｆｏｒｅｘｉｓｔｅｎｃｅａｎｄｅｓｔｉｍａｔｅｏｆｓｏｌｕｔｉｏｎｓｆｏｒｔｈｅｔｈｉｒｄ＿ｏｒｄｅｒｓｉｎｇｕｌａｒｌｙｐｅｒｔｕｒｂｅｄｂｏｕｎｄａｒｙｖａｌｕｅｐｒｏｂｌｅｍｗｉｔｈｔｗｏｐｏｉｎｔｂｏｕｎｄａｒｙｃｏｎｄｉｔｉｏｎｓｘ( 0 ) =Ａ ,ｘ′( 0 ) =Ｂ ,ｘ′( 1 ) =Ｃ ,ｏｒｓｌｉｇｈｔｌｙｅｘｔｅｎｓｉｖｅｌｙｌｉｎｅａｒｂｏ…     

Superconvergence of H 1-Galerkin Mixed Finite Element Methods for Second-Order Elliptic Equations

We derive superconvergence result for H ¹-Galerkin mixed finite element method for second-order elliptic equations over rectangular partitions. Compared to standard mixed finite element procedure, the method is not subject to the Ladyzhenskaya–Bab?ska–Brezzi (LBB) condition and the approximating finite element spaces are allowed to be of different polynomial degrees. Superconvergence estimate of order 𝒪(h ^k+3), where k ≥ 1 is the order of the approximating polynomials employed in the Raviart–Thomas elements, is established for the flux via a postprocessing technique.     

一类拟线性椭圆型方程正对称解的先验界估计

本文讨论了问题－ ｄｉｖ（｜Ｄｕ｜ｐ－ ２Ｄｕ） ＝ λｆ（ｕ）,　　在Ω中,ｕΩ＝ ０正对称解的先验界估计     

Novel Properties of Photochromic Spirooxazine Nanoparticles

The nanoparticles of a spirooxazine （SPO） and its photomerocyanine （PMC） were prepared through the reprecipitation method. Two distinct features were observed. One is that the decaying lifetime for PMC nanoparticles was 600 times of that for the dispersed molecules, and the other is that the fluorescence intensity of SPO nanoparticles was enhanced by 240 times of that of the dispersed monomer.