求解Black-Scholes模型下美式回望看跌期权的有限差分法

考虑Black Scholes模型下美式回望看跌期权的定价问题. 先采用有限差分法对Black Scholes方程离散, 求解期权价格, 再通过Newton法求解最佳实施边界. 用两种方法交替求解, 得到了期权价格和最佳实施边界的数值逼近结果. 数值实验验证了算法的有效性.     

基于加权余弦相似度与极限学习机的电力负荷短期预测

为提高电力系统管理的效率,提出一种基于加权余弦相似度与极限学习机(extreme tearning machine, ELM)的电力负荷短期预测设计。通过熵权法对电力负荷相关物理信息进行权重分配,获得的权重赋予到余弦相似度中,利用加权余弦相似度对历史日与待测日的电负荷数据进行相似度选取,筛选数据作为极限学习机的输入,提高极限学习机回归模型的精度,最终获取电力负荷预测。实验分析与反向传播BP(back propagation)神经网络、支持向量机(spupport vector machine, SVM)预测算法对比,该方法能有效提高预测模型的精度,同时简化计算量。     

Electro-deoxidation of V<Subscript>2</Subscript>O<Subscript>3</Subscript> in molten CaCl<Subscript>2</Subscript>-NaCl-CaO

The electro-deoxidation of V₂O₃ precursors was studied. Experiments were carried out with a two-terminal electrochemical cell, which was comprised of a molten electrolyte of CaCl₂ and NaCl with additions of CaO, a cathode of compact V₂O₃, and a graphite anode under the potential of 3.0 V at 1173 K. The phase constitution and composition as well as the morphology of the samples were studied by X-ray diffraction (XRD) and scanning electron microscopy (SEM). 3 g of V₂O₃ could be converted to vanadium metal powder within the processing time of 8 h. The kinetic pathway was investigated by analyzing the product phase in samples prepared at different reduction stages. CaO added in the reduction path of V₂O₃ formed the intermediate product CaV₂O₄.     

Electrochemical properties of LiNi<Subscript>0.5</Subscript>Mn<Subscript>1.3</Subscript>Ti<Subscript>0.2</Subscript>O<Subscript>4</Subscript>/Li<Subscript>4</Subscript>Ti<Subscript>5</Subscript>O<Subscript>12</Subscript> cells

Spinel compounds LiNi_0.5Mn_1.3Ti_0.2O₄ (LNMTO) and Li₄Ti₅O₁₂ (LTO) were synthesized by different methods. The particle sizes of LNMTO and LTO are 0.5–2 and 0.5–0.8 μm, respectively. The LNMTO/LTO cell exhibits better electrochemical properties at both a low current rate of 0.2C and a high current rate of 1C. When the specific capacity was determined based on the mass of the LNMTO cathode, the LNMTO/LTO cell delivered 137 mA·h·g⁻¹ at 0.2C and 118.2 mA·h·g⁻¹ at 1C, and the corresponding capacity retentions after 30 cycles are 88.5% and 92.4%, respectively.     

Microwave sintering of Ca<Subscript>0.6</Subscript>La<Subscript>0.2667</Subscript>TiO<Subscript>3</Subscript> microwave dielectric ceramics

Ca_0.6La_0.2667TiO₃ ceramics were prepared by conventional and microwave sintering techniques and their sinterability, microstructure, and microwave dielectric properties were investigated in detail for comparison. Densified Ca_0.6La_0.2667TiO₃ ceramics were obtained by microwave sintering at 1350°C for 30 min and by conventional sintering at 1450°C for 4 h. An unusual phenomenon was found that some larger grains (grain size range: 8–10 μm) inclined to assemble in one area but some smaller ones (grain size range: 2–4 μm) inclined to gather in another area in the microwave sintered ceramics. The microwave dielectric properties of Ca_0.6La_0.2667TiO₃ ceramics prepared by microwave sintering at 1350°C were as follows: dielectric constant (ɛ _r) = 119.6, quality factor (Qf) = 17858.5 GHz, and temperature coefficient of resonant frequency (τ _f) = 155.5 ppm/°C. In contrast, the microwave dielectric properties of the ceramics prepared by conventional sintering at 1450°C were ɛ _r = 117.4, Qf = 13375 GHz, and τ _f = 217.2 ppm/°C.     

平面图的强边染色的一个结果

如果图G的一个正常边染色的任意有公共邻边的两条边的染色不相同,则它是图G的一个强边染色。图G的强边染色所需要的最小颜色数称作图G的强边色数。本文利用差值转移方法证明了最大顶点度为偶数且不小于6的平面图,如果其不含有3圈,则其强边色数不超过5△2/4,特别地,本文证明了最大顶点度为4的平面图,如果其围长不小于5,则其强边色数不超过20。     

Hydrogen-induced cracking behaviors of Incoloy alloy 825

The effect of hydrogen on the fracture behaviors of Incoloy alloy 825 was investigated by means of slow strain rate testing (SSRT). Hydrogen was introduced into the sample by electrochemical charging. The results show that surface microcracks form gradually during aging at room temperature when desorption of hydrogen takes place after hydrogen charging at a current density of 5 mA/cm2 for 24 h. SSRT shows that the increase of ductility loss is significantly obvious as the hydrogen charging current density increases. Scanning electron microscopy (SEM) images reveal ductile fracture in the pre-charged sample with low current densities, while the fracture includes small quasi-cleavage regions and tends to be brittle fracture as the hydrogen charging current density increases to 5 mA/cm2.     

Test research on sticking mechanism during hot rolling of SUS 430 ferritic stainless steel

The sticking phenomenon during hot rolling of SUS 430 ferritic stainless steel was investigated by means of a two-disc type high-temperature wear tester. The test results indicate that sticking particles on the surfaces of high chromium steel (HiCr) and high-speed steel (HSS) rolls undergo nucleation, growth, and saturation stages. Grooves on the roll surface generated by grinding provide nucleation sites for sticking particles. The number of sticking particles on the HiCr roll surface is greater than that on the HSS roll surface. The average surface roughnesses (R_a) of HiCr and HSS rolls change from 0.502 and 0.493 μm at the initial stage to 0.837 and 0.530 μm at the saturation stage, respectively. The test further proves that the sticking behavior is strongly dependent on roll materials, and the HSS roll is more beneficial to prevent particles sticking compared with the HiCr roll under the same hot-rolling conditions.     

Precipitation and stability of reversed austenite in 9Ni steel

A new method was used to analyze the factors affecting the precipitation of reversed austenite during tempering. The samples were kept at various tempering temperatures for 10 min and their length changes were recorded. Then, the precipitation of reversed austenite which led to the length reduction was shown by thermal expansion curves. The results show that the effects of process parameters on the precipitation of reversed austenite can be determined more accurately by this method than by X-ray diffraction. When the quenching and tempering process is adopted, both the lower quenching temperature and higher tempering temperature can promote the precipitation of reversed austenite during tempering; and when the quenching, lamellarizing, and tempering process is used, intercritical quenching is considered beneficial to the precipitation of reversed austenite in the subsequent tempering because of Ni segregation during holding at the intercritical temperature.     

Electrical conductivity changes of bulk tin and Sn-3.0Ag-0.5Cu in bulk and in joints during isothermal aging

The changes of electrical conductivity (resistance) between Sn-3.0Ag-0.5Cu solder joints and printed circuit board (PCB) assembly during aging at 125℃ were investigated by the four-point probe technique. The microstructural characterizations of interfacial layers between the solder matrix and the substrate were examined by optical microscopy and scanning electronic microscopy. Different types of specimens were designed to consider several factors. The experimental results indicate that electrical conductivities (resistances) and residual shear strengths of the solder joint specimens significantly decrease after 1000 h during isothermal aging. Microcracks generate in the solder matrix at the first 250 h. Besides, the evolutions of microstructural characterizations at the interface and the matrix of solder joints were noted in this research.