首次穿过边界概率及其在金融中的应用

本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用.     

ALICE实验中光子谱仪的触发选判机制的模拟研究

对ALICE实验光子谱仪的触发选判机制进行了模拟研究, 内容包括: 1) 对光子谱仪的能量重建性能进行了研究, 通过计算机模拟检验光子谱仪探测器对大横动量范围的入射粒子的能量重建性能; 2) 对光子谱仪探测器的事件触发效率进行了研究, 通过计算机模拟分析触发阈值的选取并计算触发效率; 3) 对光子谱仪探测器的事件触发频率进行了研究, 通过计算机模拟对p-p和Pb-Pb两种碰撞模式下的触发频率分别进行了估算和讨论.     

Photovoltaic and spectral properties of tetraphenyloporphyrin and metallotetraphenyloporphyrin dyes

Spectroscopical properties and photocurrent (or photovoltage) of tetraphenyloporphyrins and metallotetraphenyloporphyrins in nematic liquid crystal have been studied. Photoelectric response has been measured in an electrochemical cell made of the semitransparent semiconducting and golden electrodes with porphyrin dyes embedded in liquid crystal. Fluorescence, time-resolved luminescence in microsecond time scale and photoacoustic spectra have also been measured. The competition between radiative, non-radiative processes and charge transfer is discussed. It has been shown that effectivity of porphyrins for photocurrent generation depends on the presence/absence of central metal in the macrocycle of porphyrin skeleton and the kind of metal. The schematic model of the contributions of the dye molecule and semiconducting electrode in the electron transfer process is shown.     

A bi-virus competing model with time-varying susceptibility and repeated infection

This paper introduces a bi-virus model with time-varying susceptibility. The model describes the case that there coexist two viruses and the time-varying susceptibility due to repeated infections. For different parameters, we investigate the stability of various equilibriums. Under appropriate conditions the two viruses show competitive relationship, that is, one virus will eventually become a pandemic, and the other virus will eventually disappear. For this case, we further study the dynamical behavior of virus transmission. The model shows some new phenomena, that is, the outbreak of the virus will be delayed appropriately, giving people an illusion. Finally, we present a numerical example to illustrate the effectiveness of the theoretical results.     

Synthesis and photochemistry of a new class of photocleavable protein cross-linking reagents

A new series of photocleavable protein cross-linking reagents based on bis(maleimide) derivatives of diaryl disulfides have been synthesised. They have been functionalised with cysteine and transient absorption spectra for the photolysis reaction have been recorded by using the pump-probe technique with a time resolution of 100 femtoseconds. Photolysis of the disulfide bond yields the corresponding thiyl radicals in less than a picosecond. There is a significant amount of geminate recombination, but some of the radicals escape the solvent cage and the quantum yield for photocleavage is 30 % in water.     

Parametric analysis of kinetic models. XIV. Autocatalytic trigger and oscillator in a flow system

In a flow catalytic reactor with an autocatalytic trigger as a kinetic subsystem, the conditions have been found, in which oscillations appear. Some peculiarities of the kinetic model dynamics, where the kinetic subsystem is an autocatalytic oscillator, are investigated.     

Bounded invariant verification for time-delayed nonlinear networked dynamical systems

We present a technique for bounded invariant verification of nonlinear networked dynamical systems with delayed interconnections. The underlying problem in precise bounded-time verification lies with computing bounds on the sensitivity of trajectories (or solutions) to changes in initial states and inputs of the system. For large networks, computing this sensitivity with precision guarantees is challenging. We introduce the notion of input-to-state (IS) discrepancy of each module or subsystem in a larger nonlinear networked dynamical system. The IS discrepancy bounds the distance between two solutions or trajectories of a module in terms of their initial states and their inputs. Given the IS discrepancy functions of the modules, we show that it is possible to effectively construct a reduced (low dimensional) time-delayed dynamical system, such that the trajectory of this reduced model precisely bounds the distance between the trajectories of the complete network with changed initial states. Using the above results we develop a sound and relatively complete algorithm for bounded invariant verification of networked dynamical systems consisting of nonlinear modules interacting through possibly delayed signals. Finally, we introduce a local version of IS discrepancy and show that it is possible to compute them using only the Lipschitz constant and the Jacobian of the dynamic function of the modules.     

Delayed stability switches in singularly perturbed predator–prey models

In this paper we provide an elementary proof of the existence of canard solutions for a class of singularly perturbed planar systems in which there occurs a transcritical bifurcation of the quasi steady states. The proof uses the one-dimensional result proved by V.F. Butuzov, N.N. Nefedov and K.R. Schneider, and an appropriate monotonicity assumption on the vector field. The result is applied to identify all possible predator–prey models with quadratic vector fields allowing for the existence of canard solutions.     

The Synthesis and Application of the Mesoporous Molecular Sieves MCM-41 — A Review

We report a “delayed neutralization” process for the preparation of highly-ordered aluminosilicate MCM-41 molecular sieves with high thermal and hydrothermal stability, and sharp pore size distribution. However, the structural order and pore size are dependent on the carbon chain length. In the mixture surfactant systems, the pore size of the MCM-41 materials could be fine-tuned. The pore size can be extended from 2.5 to 4.5 nm by adding a suitable amount of hydrocarbons. The tubular morphology of the MCM-41 material of 0.3 to 10 micrometers diameter, where the wall consists of coaxial cylindrical pores of nanometers MCM-41, can be obtained by careful control of the surfactant-water content and the rate of condensation of silica. An optimum condition for automatic synthesis of the hierarchical TWT structure has been accomplished. The addition of 1-alkanols as cosurfactant would not only improve the order of the MCM-41 hexagonal structure but also promote the formation of micrometer-sized hierarchical materials, for example: tubules-within-tubule and uniform-sized hollow spheres of diameter 5.0 ± 1.0 μm. However, the inside of the micron spheres has intricate structures possessing various topological genus ranks. The MCM-41 is a good supporter for Molybdenum oxide catalysts. The rate of deactivation in the catalytic reaction of ethyl-benzene dehydrogenation to styrene increases in the order: M_T < M_P < SiO₂. The physically mixed samples have higher catalytic activity than impregnated ones.