A smooth homotopy method for incomplete markets

Mathematical Programming - In the general equilibrium with incomplete asset markets (GEI) model, the excess demand functions are typically not continuous at the prices for which the assets have...     

Particle Model for the Reservoirs in the Simple Symmetric Exclusion Process

Journal of Statistical Physics - In this paper, we will study the long time behavior of the simple symmetric exclusion process in the “channel” $$\varLambda _N=[1,N]\cap \mathbb {N}$$...     

关于四元数矩阵乘积迹的不等式

设 H~(m×n)为 m×n 四元数矩阵的集合,σ_1(A)≥…≥σ_n(A)为 A∈H~(mxn)的奇异值。本文证明了:1)设 A∈H~(mxm),B∈H~(mxm),r=min(m,m),则|tr(4B)|≤c r σ_i(A)σ_i(B).2)设 A_i∈H~(mxm),i=1,2,…,n,(A_1A_2…A_n)k为 A_1A_2…A_n 的任一个 k 阶主子阵,则|tr(A_1.A_2…A_n)_k|≤sun form i=1 to k σ_i(A_1)…σ_i(A_n).我们还得到四元数矩阵迹的其它一些不等式。这些结果推广和改进了文[1],[2]中的结果,进一步解决了 Bellman 猜想。     

Vasiek利率模型下住房抵押贷款保证险的鞅定价

利用期权定价理论和鞅方法 ,分析了 Vasic∨ ek利率模型下住房抵押贷款保证险的定价问题 ,得到了全额担保和部分担保两类住房抵押贷款保证险的无套利定价公式 ,其中房价服从一般的扩散过程 .     

具有奇异值分解性质的代数

设F为一个域,R为一个带有对合的F-代数,如果R上每一个矩阵都有奇异值分解(简称SVD),则称R为一个有SVD性质的F-代数.本文指出:R为一个有SVD性质的F-代数的充要条件是:R同构于R~+,或R~+上二次扩域,或R~+上四元数体((-1,-1)/R~+),其中R~+为R的对称元集合,并且R~+为一个Galois序闭域.     

α－萘甲酰呋喃甲酰甲烷的合成及谱学性质的研究

本文用Ｃｌａｉｓｅｎ缩合反应合成了未见文献报道的一种新的β－二酮，α－萘甲酰呋喃甲酰甲烷（α－ＮＦＭ），考察了该化合物的红外光谱、质谱及核磁共振氢谱。确定其存在着互变异构。     

A floating-point genetic algorithm for solving the unit commitment problem

This paper proposes a floating-point genetic algorithm (FPGA) to solve the unit commitment problem (UCP). Based on the characteristics of typical load demand, a floating-point chromosome representation and an encoding–decoding scheme are designed to reduce the complexities in handling the minimum up/down time limits. Strategic parameters of the FPGA are characterized in detail, i.e., the evaluation function and its constraints, population size, operation styles of selection, crossover operation and probability, mutation operation and probability. A dynamic combination scheme of genetic operators is formulated to explore and exploit the FPGA in the non-convex solution space and multimodal objective function. Experiment results show that the FPGA is a more effective technique among the various styles of genetic algorithms, which can be applied to the practical scheduling tasks in utility power systems.     

离化团簇束法制备c轴取向的ZnO薄膜

为了探索低温可调控ZnO薄膜沉积技术,提出了一种新的ZnO薄膜制备方法,即离化团簇束（ICB）法,并自行设计研制了应用该方法制备ZnO薄膜的专门装置.采用超音速喷嘴获得高速锌原子团簇束,用Hall等离子体源产生氧离子束离化锌原子团簇,获得了较高的离化率.在沉积过程中,可以通过调节衬底偏压、氩氧比、衬底加热温度等参数,来控制成膜的质量;应用这个装置成功地在硅衬底上制备的ZnO薄膜,经XRD和EDS检测,薄膜的c轴取向一致,Zn、O原子百分比接近于1：1,成膜质量好.     

Acute Triangulations of Flat Mobius Strips

In this paper we investigate the acute triangulations of flat Mobius strips. We find out that we can always triangulate a flat Mobius strip with at most nine acute triangles, and sometimes (but not always) that many triangles are really needed.