微分对策在期权定价中的应用:数值分析

研究了期权定价的微分对策方法中得到的偏微分方程的数值解法．通过微分对策的离散化,并运用离散时间动态规划原则得到了原偏微分方程的有限差分逼近．基于粘性解的概念证明了有限差分方程的解一致收敛于原偏微分方程的解．给出了计算机仿真结果,并讨论了期权价格的性质．     

具有软硬件可修复计算机系统解的半离散化

为了解决利用数值计算研究具有软硬件可修复计算机串联系统模型的问题,利用半离散化逼近方法将一个抛物型偏微分方程化为矩阵常微分方程,且后者在许多问题上可以作为原问题的近似.将半离散算法应用到具有软硬件可修复计算机系统模型中,对系统中的修复率进行离散,得到了该系统的半离散化模型,运用泛函分析理论证明了半离散算法的收敛性,结果表明:离散后方程的解收敛于原方程的解,从而为该模型进一步的数值计算提供了理论基础.     

微分对策在期权定价中的应用：数值分析

研究了期权定价的微分对策方法中得到的偏微分方的数值解法。通过微分对策的离散化、并运用离散时间动态规划原则得到了原偏微分方程的有限差分这,基于粘性解的概念证明了有限差分方程的解一致收敛于原偏微分方程的解。给出了计算机仿真结果,并了期权价格的性质。     

具有两种修复方法的可修复系统解研究

将半离散算法应用到具有两种修复方法的可修复系统模型中,在[0,x_0]上对其修复率进行离散,得到了该系统的半离散化模型.进一步利用泛函分析中算子半群理论将半离散后的偏微分方程转化为抽象Cauchy问题,即转化为矩阵常微分方程组;再根据Trotter逼近定理证明了矩阵常微分方程组的解收敛于原方程的解.最后在故障率和修复率均为常数的前提下,利用Matlab对该系统的稳定性和可靠性等进行了数值试验并得到了该模型的数值解,同时给出了相应的图形趋势.结果表明,对具有两种修复方法的可修复系统模型进行半离散化研究,既可以为利用计算机进一步进行数值计算打下理论基础,又有助于研究和分析系统的可靠性.     

混杂随机泛函微分方程修正截断EM算法的强收敛率

对于非线性混杂随机泛函微分方程的数值解,提出一种新的在空间和时间上都截断的EM数值算法.该算法在空间上截断主要针对的是非线性系数,在时间上截断主要改善泛函方程数值算法的复杂度.根据此算法,得出非线性混杂随机泛函微分方程数值解的强收敛率,理论结果表明:强收敛率和Markovian切换有关.最后,给出一个例子说明算法的有效性.     

明渠非恒定流问题的数值计算方法——以圣·维南方程组的数值计算方法为例

圣·维南方程组属于一阶拟线性双曲型偏微分方程,目前还无法求得其精确的解析解,实践中常采用数值计算方法求其近似解,即将流体力学物理问题转化为偏微分方程初边值的数值解问题。其求解是在给定初始条件和边界条件下,对方程进行离散化,求其数值解。求解过程一般分为两步:第一步是把方程组的求解域离散化,即将微分方程连续的定解域离散到定解域中的一些网格点上,把偏微分方程转化为一组代数方程。第二步是求解这组离散方程,给出这些离散点上解的近似值。数值模拟的正确性和精确度主要取决于网格划分、方程离散的差值函数、初边值条件等几个环节。目前常用的计算方法有基于有限差分法的特征线法和直接差分法,以及有限元法等。     

一类HJB方程的上解和下解

HJB方程已被广泛应用于工程和经济中,对其数值解的理论研究是偏微分方程数值解领域中重要课题之一.本文给出了一类离散HJB方程的上解和下解的概念,研究了它们的性质.     

Rosenau方程的显式行波解及动力学行为

找到Rosenau方程的显式精确解十分困难,研究方法常采用数值离散求解技术.首先,采用李群分析法给出了Rosenau方程的对称群、约化常微分方程和群不变解;其次,构造了一种精确求解非线性偏微分方程的exp(-φ(ξ))展式法,利用此方法找到了Rosenau方程的显式行波解,分析了解的动力学行为;最后,所获得的显式行波解既证明了Rosenau方程显式精确解的存在性,又可用于验证数值解的精度、检验数值离散方案的优劣,为工程领域的实际应用提供理论依据和参考.     

解拟线性抛物型初边值问题差分方程的数值延拓法

拟线性抛物型偏微分方程初边值问题的差分方程一般是一个非线性方程组.本文根据非线性方程组解存在与唯一性的理论,采用数值延拓法,建立了一类拟线性抛物型偏微分方程边值问题的差分方程数值解的迭代算法,给出该算法全局收敛的充分条件,并且用具体的算例说明所给算法的可行性.     

利用Monte Carlo方法求解线性抛物型问题(英文)

提出一种一维线性抛物型偏微分方程的温度分布函数的数值解法,数值算法是基于在空间和时间上采用紧有限差分法(CFD)得到离散化的控制方程进而利用Monte Carlo(MC)随机模拟方法求解所得的方程.通过比较由CFD方法和有限差分法(FD)得到的数值解与精确解的误差的计算结果说明了所提方法的效率和精度.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Characterization of Ordovician carbonate reservoirs, southeastern Saskatchewan, Canada

The discovery of the prolific Ordovician Red River reservoirs in 1995 in southeastern Saskatchewan was the catalyst for extensive exploration activity which resulted in the discovery of more than 15 new Red River pools. The best yields of Red River production to date have been from dolomite reservoirs. Understanding the processes of dolomitization is, therefore, crucial for the prediction of the connectivity, spatial distribution and heterogeneity of dolomite reservoirs.The Red River reservoirs in the Midale area consist of 3～4 thin dolomitized zones, with a total thickness of about 20 m, which occur at the top of the Yeoman Formation. Two types of replacement dolomite were recognized in the Red River reservoir: dolomitized burrow infills and dolomitized host matrix. The spatial distribution of dolomite suggests that burrowing organisms played an important role in facilitating the fluid flow in the backfilled sediments. This resulted in penecontemporaneous dolomitization of burrow infills by normal seawater. The dolomite in the host matrix is interpreted as having occurred at shallow burial by evaporitic seawater during precipitation of Lake Almar anhydrite that immediately overlies the Yeoman Formation. However, the low δ18O values of dolomited burrow infills (-5.9‰～ -7.8‰, PDB) and matrix dolomites (-6.6‰～ -8.1‰, avg. -7.4‰ PDB) compared to the estimated values for the late Ordovician marine dolomite could be attributed to modification and alteration of dolomite at higher temperatures during deeper burial, which could also be responsible for its 87Sr/86Sr ratios (0.7084～0.7088) that are higher than suggested for the late Ordovician seawaters (0.7078～0.7080). The trace amounts of saddle dolomite cement in the Red River carbonates are probably related to "cannibalization" of earlier replacement dolomite during the chemical compaction.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

A computer generator for randomly layered structures

AcomputergeneratorforrandomlylayeredstructuresYUJia shun1,2,HEZhen hua2(1.TheInstituteofGeologicalandNuclearSciences,NewZealand;2.StateKeyLaboratoryofOilandGasReservoirGeologyandExploitation,ChengduUniversityofTechnology,China)Abstract:Analgorithmisintrod…     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

An Index mechanism for multi-scale view in spatial databases

There are numerous geometric objects stored in the spatial databases. An importance function in a spatial database is that users can browse the geometric objects as a map efficiently. Thus the spatial database should display the geometric objects users concern about swiftly onto the display window. This process includes two operations:retrieve data from database and then draw them onto screen. Accordingly, to improve the efficiency, we should try to reduce time of both retrieving object and displaying them. The former can be achieved with the aid of spatial index such as R-tree, the latter require to simplify the objects. Simplification means that objects are shown with sufficient but not with unnecessary detail which depend on the scale of browse. So the major problem is how to retrieve data at different detail level efficiently. This paper introduces the implementation of a multi-scale index in the spatial database SISP (Spatial Information Shared Platform) which is generalized from R-tree. The difference between the generalization and the R-tree lies on two facets: One is that every node and geometric object in the generalization is assigned with a importance value which denote the importance of them, and every vertex in the objects are assigned with a importance value,too. The importance value can be use to decide which data should be retrieve from disk in a query. The other difference is that geometric objects in the generalization are divided into one or more sub-blocks, and vertexes are total ordered by their importance value. With the help of the generalized R-tree, one can easily retrieve data at different detail levels.Some experiments are performed on real-life data to evaluate the performance of solutions that separately use normal spatial index and multi-scale spatial index. The results show that the solution using multi-scale index in SISP is satisfying.     

海南岛地体及其毗邻陆缘晚中生代—新生代古地磁研究和构造演化

本文叙述了对海南岛及其毗邻大陆边缘白垩纪到第四纪地层岩石进行古地磁研究的全部工作过程。通过分析岩石中剩余磁矢量的磁偏角及磁倾角的变化,提出海南岛白垩纪以来经历的构造演化模式如下:早期伴随顺时针旋转而向南迁移,后期伴随逆时针转动并向北运移。联系该地区及邻区的地质、地球物理资料,对海南岛上述的构造地体运动提出以下认识:北部湾内早期有一拉张作用,主要是该作用使湾内地壳显著伸长减薄,形成北部湾盆地。从而导致了海南岛的早期构造运动,而海南岛后期的构造运动则主要是受南海海底扩张的影响。海南地体运动规律的阐明对于了解北部湾油气盆地的形成演化有重要的理论和实际意义。     

《Chinese Science Bulletin》SUBJECT INDEX TO VOLUME 59(2014)

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Achieving Unusual States of Matter Under High Pressure

The elongation method,originally proposed by Imamura was further developed for many years in our group.As a method towards O(N)with high efficiency and high accuracy for any dimensional systems.This treatment designed for one-dimensional(ID)polymers is now available for three-dimensional(3D)systems,but geometry optimization is now possible only for 1D-systems.As an approach toward post-Hartree-Fock,it was also extended to