标的资产服从几何分数布朗运动的期权定价

本文在M ogens B ladt和T ina H av iid R ydberg无市场假设,仅利用价格过程的实际概率的期权保险精算定价模型的基础上,得出了标的资产服从几何分数布朗运动的欧式期权定价公式,并说明了几何布朗运动是本文的一种特殊情况.     

基于模糊控制的清水池水位控制系统设计

清水池水位控制具有时变、滞后、突发性强等特点,难以准确建立合适的数学模型,为了达到快速维持清水池水位在期望值,避免所有水泵同时启停的目的,提出了一种清水池水位模糊控制的方法,该方法借助于MATLAB软件对控制系统进行了仿真,验证了模糊控制算法在清水池水位控制系统中应用的合理性,并计算出模糊输出控制量表,为确定水泵启停台数提供指导。采用了S7-200 PLC控制器和MCGS组态软件实现了清水池模糊控制系统的程序设计,给出相应的模糊控制PLC程序,并应用于清水池水位控制系统中。结果表明,系统稳定性好,响应速度快,能够较好的满足控制要求。系统将模糊控制理论与实际控制相结合,满足了清水池水位控制的要求,延长了水泵使用寿命,节省电能,为清水池水位自动控制提供借鉴。     

HIAF随机冷却系统slot-ring型pickup/kicker及相应合路器/功分器的设计与仿真

为降低束流发射度,提高束流强度,得到高品质的束流,强流重离子加速器装置(HIAF)高精度环形谱仪(SRing)将建造随机冷却系统。随机冷却系统的关键硬件pickup/kicker在一定程度上决定了其冷却效率。本工作讨论了随机冷却系统pickup/kicker的具体作用及设计指标,介绍了分路阻抗概念。SRing随机冷却系统采用周期性单元结构slot-ring模型,利用高频结构仿真(HFSS)软件对其进行建模并仿真优化。通过对不同结构参数进行扫参,确认了slot-ring结构各参数对pickup/kicker分路阻抗值的影响。仿真结果表明,slotring结构有较高的分路阻抗,适用于SRing随机冷却系统。同时,考虑到pickup/kicker工作带宽内分路阻抗的平坦度,提出了采用不同尺寸slot-ring结构进行组合的方式来优化其平坦度。最后设计并加工实测了该slot-ring结构相匹配的十六路功率分配器/功率合成器,实测结果表明：该功分器/合路器具有各端口输出幅度平坦度较好、隔离度大、插入损耗低、电压驻波比小等特点,满足SRing随机冷却系统的要求。     

Cauchy-type integral formula and Plemelj formula of hypermonogenic functions on unbounded domains

In this paper, we discuss the Cauchy-type integral formula of hypermonogenic functions on unbounded domains in real Clifford analysis, then we extend the Plemelj formula and Cauchy–Pompeiu formula of hypermonogenic functions on bounded domains to unbounded domains. We also deal with the Green-type formula on unbounded domains and get several important corollaries.     

Multiple discrete energy levels and the bistable state of weak anchoring NLC cells

The weak anchoring nematic liquid crystal (NLC) cell is investigated with regard to energy. Because the Gibbs free energy of liquid crystal system used in theory does not include temperature and entropy, and because the equations and boundary conditions for δG=0 are also the mechanical equilibrium conditions of the continuum, the Gibbs free energy G is equivalent to the energy E of the liquid crystal continuum. There are multiple solutions which satisfy these equations and boundary conditions, each solution corresponding to a certain energy value. We call these discrete energy values and energy levels. Adopting a simple liquid crystal cell model, the energy levels are calculated in detail by means of analytical and numerical methods. The results show that there are three energy levels (or more in certain cases). The values and sequence of the energy levels are related to the external field and anchoring parameters. The relationships between the energy level structure and the bistable. Fréedericksz transition are disussed, together with their influence on the response time. The physical condition for the existence of more than three energy levels is also given.     

Thermoresponsive AuNPs Stabilized by Pillararene‐Containing Polymers

Pillararene‐containing thermoresponsive polymers are synthesized via reversible addition–fragmentation chain transfer polymerization using pillararene derivatives as the effective chain transfer agents for the first time. These polymers can self‐assemble into micelles and form vesicles after guest molecules are added. Furthermore, such functional polymers can be further applied to prepare hybrid gold nanoparticles, which integrate the thermoresponsivity of polymers and molecular recognition of pillararenes.

     

Thermal Conductance of Graphene-Titanium Interface: A Molecular Simulation

Titanium is a commonly used material in aviation, aerospace, and military applications, due to the outstanding mechanical properties of titanium and its alloys. However, its relatively low thermal conductivity restricts its extended usage. The use of graphene as a filler shows great potential for the enhancement of thermal conductivity in titanium-based metal-matrix composites (MMCs). We used classical molecular dynamics (MD) simulation methods to explore the thermal conductance at the titanium–graphene (Ti/Gr) interface for its thermal boundary conductance, which plays an important role in the thermal properties of Ti-based MMCs. The effects of system size, layer number, temperature, and strain were considered. The results show that the thermal boundary conductance (TBC) decreases with an increasing layer number and reaches a plateau at n = 5. TBC falls under tensile strain and, in turn, it grows with compressive strain. The variation of TBC is explained qualitatively by the interfacial atomic vibration coupling factor. Our findings also provide insights into ways to optimize future thermal management based on Ti-based MMCs materials.     

塞曼效应仿真实验平台

塞曼效应实验是学生了解原子具有磁矩和空间取向量子化现象的重要实验,至今塞曼效应仍是研究能级结构的重要方法之一.为了能够让学生更加清楚地了解塞曼效应实验的基本原理和操作规程,针对教学中的重点和难点,运用flash软件制作出塞曼效应仿真实验.该程序可全程高度仿真实验过程,具有界面友好、易于操作、无需安装等优点.为实验教学提供了一种新的辅助方式.