Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates

The paper tackles the problem of pricing, under interest-rate risk, a default-free sinking-fund bond which allows its issuer to recurrently retire part of the issue by (a) a lottery call at par, or (b) an open market repurchase. By directly modelling zero-coupon bonds as diffusions driven by a single-dimensional Brownian motion, a pricing formula is supplied for the sinking-fund bond based on a backward induction procedure which exploits, at each step, the martingale approach to the valuation of contingent-claims. With more than one sinking-fund date, however, the pricing formula is not in closed form, not even for simple parametrizations of the process for zerocoupon bonds, so that a numerical approach is needed. Since the computational complexity increases exponentially with the number of sinking-fund dates, arbitrage-based lower and upper bounds are provided for the sinking-fund bond price. The computation of these bounds is almost effortless when zero-coupon bonds are as described by Cox, Ingersoll and Ross. Numerical comparisons between the price of the sinking-fund bond obtained via Monte Carlo simulation and these lower and upper bounds are illustrated for different choices of parameters.     

Signal Level Simulation Modeling for Antenna Array of Aperture Synthesis Radiometer Based on the Equivalent Complex Baseband Representations

This paper presents a signal-level simulation model for simulating the process that antenna array of Aperture Synthesis Radiometer (ASR) collecting thermal radiation and transforming thermal radiation signal into radio frequency (RF) signal. By using the equivalent complex baseband signals to represent the practical thermal radiation and RF signals, simulation efficiency is improved significantly. The statistic characteristics of simulation results are found to match the corresponding theoretical analysis well. Results of an imaging simulation experiment show that this model can be employed in ASR system-level simulator design.     

First-principles molecular dynamics simulations of the structure of germanium dioxide under pressures

We have carried out first-principles molecular dynamics simulations of glass and liquid germanium dioxide (GeO₂) over a wide range of pressure. Our results show that in the glass GeO₂ system nearly all Ge–O coordination environments are fourfold at low compression, whereas at high compression five- and sixfold coordination types coexist. In the liquid GeO₂ system although most Ge–O coordination environments are fourfold, some threefold coordination types exist at low compression. Pentahedral units also exist in the liquid state while less than that in the glass state. At high compression, pentahedral units disappear and GeO₆ octahedron is dominant in the liquid state going with some sevenfold coordination.     

煤层瓦斯运移的模拟现状分析

本文从实验技术和数值模拟两方面分析了煤层瓦斯渗流、瓦斯抽放、瓦斯涌出和瓦斯突出的模拟现状,总结了前人的研究成果,提出了新的研究方法Boltzmann,这为进一步探讨矿下瓦斯运移提供新的思路。     

基于Proteus的单片机仿真教学的研究

单片机课程教学的实践性环节强,用Proteus软件虚拟单片机,具有系统资源丰富、硬件投入少、形象直观等优点,能更好地培养学生解决实际工程问题的能力。结合实例利用Proteus软件进行单片机系统的设计与仿真,说明在单片机课程教学中引入Proteus软件可大大提高教学效果。     

EQ6100发动机工作过程模拟计算

通过一个汽油机准维模型，对ＥＱ６１００发动机进行了工作过程的模拟计算。为了检验模型的计算准确性，本文将实测ＥＱ６１００发动机性能参数值与计算值进行了对比，结果表明它们有较好的吻合性。最后在此基础上对该发动机进行了变参数计算，获得了一些参数的改变与发动机性能变化的关系，进而对发动机现有的一些结构参数及调整参数的合理性进行了验证。     

面向功率键图通用仿真软件

介绍了一种机电液动力系统通用动态仿真软件，该仿真软件可由原理图自动生成功率键图，由功率键图自动建立状态变量模型，实现了对非线性机电液综合动力系统的计算机仿真，有效提高了仿真精度和友善性。     

Prediction of risers’ tubes temperature in water tube boilers

A dynamic model is developed which enables the prediction of risers’ tubes temperature of water tube boilers under various operating conditions. The model is composed of fluid dynamics model representing the fluid flow in the drum-downcomer-riser loop and a dynamic thermal model of the riser’s temperature. The model gives a detailed account of the two-phase heat transfer process which takes place between the risers’ inner walls and the water–steam mixture flow inside the tubes. The model is used to simulate various operational scenarios of water tube boilers. Results of the simulation provide insight into the dynamic interactions of the boiler’s main variables including the drum pressure, water volume, steam quality and risers’ temperature. Such a model is useful in checking operational scenarios before their actual plant implementation, can be a basis for developing boiler start up procedures and online temperature predictions to prevent eminent tube overheating.     

基于蒙特卡洛仿真的高空尾涡运动特性

飞机在飞行过程中形成的尾涡流场是飞行安全重要影响因素.为研究飞机尾流在12500 m以上高空空域对下方飞机造成的影响,基于尾涡仿真快速计算模型建立了尾涡物理模型,采用蒙特卡洛方法对不同飞行高度处尾涡涡核的下沉高度进行仿真实验,分析了高空与中低空的涡核下沉高度差异性;然后计算不同飞机质量及大气湍流度下的高空尾涡涡核下沉高度,并对高空尾涡涡核下沉高度的影响因素进行分析.研究发现:与中低空相比,高空尾涡涡核下沉高度有所增加,平均增量为42.4～49.7 m;减小飞机质量可以降低垂直高度上的尾涡影响范围;当涡流耗散率超过1.2×10-4 m2/s3后,高空尾涡涡核下沉高度的变化较为缓慢.研究结果为高空尾流垂直间隔缩减研究提供参考.