股票交易量对证券期权价格的影响

用复合Poisson过程描述股票的交易量,据此构造股票价格的随机过程,进而推导出在风险中立条件下,欧式买入期权的价格公式,并对风险中立条件下及风险回避市场中,期权价格的边界问题进行讨论.     

昆翅在飞行中的动态形变

通过理论模化途径研究昆翅在飞行中的动态形变机制.设计翅气动力试验平台,验证翅准静态形变影响气动力的"柔性楔形效应"理论解释.探讨昆翅的变刚度特性表明,弦向刚度分布规律符合二项式函数时具有优越性和现实性,进而指出昆姻结构的变刚度特性是产生高升力的基本条件.建立了柔性翅的简化力学模型,通过坐标变换法求解在气动力和惯性力共同...     

直通型CT试样COD弹塑性换算

基于刚性转动假设和功等效原理,推导了直通型CT试样的裂纹嘴张开位移和加载线张开位移弹塑性换算公式,并采用Cr2Ni2MoV钢对公式进行试验验证.根据弹塑性有限元分析,刚性转动假设得到了很好的验证,刚性转动中心靠近裂尖位置且受材料本构关系的影响甚微,转动半径R仅与裂纹长度和试样宽度之比a/W有关.有限元分析和试验结果表明,直通型CT试样的COD弹塑性换算公式用于塑性功计算具有更好的精度.     

柴油机气缸盖传热规律研究

利用Star CCM+软件,采用多面体网格技术和基于流体体积函数方法(VOF)的两相流沸腾模型,对单缸柴油机气缸盖的冷却传热进行了流-固耦合仿真计算,通过气缸盖的测试温度对仿真结果进行了校验.在此基础上,对气缸盖的传热规律进行了研究.研究表明,单缸柴油机负荷增加时,气缸盖冷却水壁面排气门鼻梁区的传热系数HTC呈现出在较小负荷增加迅速,在较大负荷增加变缓的规律;气缸盖向冷却水传递的热流量则随单缸柴油机负荷的提高呈现出加速上升的趋势,转速为2 000r.min-1时,单缸柴油机功率由44kW增加到61kW,气缸盖传递给冷却水的热流量增幅为31.4%;功率由61kW增加到80kW,气缸盖传递给冷却水的热流量增幅为61.3%.     

计入RBFNN重构油膜力的发动机连杆变形分析

提出了一种发动机连杆瞬态变形分析的耦合分析法。设计了一个3层径向基神经网络(RBFNN),来重构活塞组件的二维油膜力,通过连杆的耦合方程,得到了连杆两端的耦合力,进而借助商用有限元软件ANSYS分析了发动机连杆的瞬态变形,同时该耦合方法的有效性被证实。仿真结果表明:在计入二维活塞组件油膜力作用下,连杆最大变形可提前或落后于压缩行程的下止点。     

Volume change behavior of unsaturated soils under non-isothermal conditions

With the development of modern geotechnical engineering practices such as the construction of high level radioactive waste repositories, exploitation and utilization of geothermal resources, energy-saving buildings and underground storage of CO 2 , research into the influence of temperature on the basic mechanical properties of unsaturated soils has become an important issue internationally. By using the work expression and considering the influence of temperature on the basic properties of unsaturated soils, the average soil skeleton stress, modified suction and temperature were selected as state variables of generalized forces in thermodynamics and the soil skeleton strain, saturation and entropy were chosen as state variables of generalized flows conjugate to the variables of generalized forces. Based on the nonlinear multi-field coupled model and by using existing experimental results, an elastic-plastic constitutive model of unsaturated soils under non-isothermal conditions was developed to analyze the influence of temperature on the deformation properties of unsaturated soils. The model was used to predict and analyze the influence of suction and temperature on the deformation properties of unsaturated soils under isotropic conditions, and was successfully verified using experimental results.     

Rolling-induced microstructure change in Zr_(65)Al_(7.5)Ni_(10)Cu_(12.5)Ag_5 bulk metallic glass

The microstructures and free-volume evolutions of as-cast and pre-annealed Zr65Al7.5Ni10Cu12.5Ag5 bulk metallic glasses during rolling deformation have been investigated. No phase transformation is detected in the as-cast/rolled specimen. However,the structural stability of the glass against plastic deformation is worse after pre-annealing,indicated by nanocrystallization in preannealed/rolled specimens with large deformation degrees. Moreover,with increasing deformation degree,the free-volume content in a ...     

Rolling-induced microstructure change in Zr_（65）Al_（7.5）Ni_（10）Cu_（12.5）Ag_5 bulk metallic glass

The microstructures and free-volume evolutions of as-cast and pre-annealed Zr65Al7.5Ni10Cu12.5Ag5 bulk metallic glasses during rolling deformation have been investigated. No phase transformation is detected in the as-cast/rolled specimen. However,the structural stability of the glass against plastic deformation is worse after pre-annealing,indicated by nanocrystallization in preannealed/rolled specimens with large deformation degrees. Moreover,with increasing deformation degree,the free-volume content in a pre-annealed/rolled specimen increases at a lower average rate than that in an as-cast/rolled specimen.     

降雨因素对土壤表面结皮发育的影响

为研究降雨因素在土壤表面结皮发育过程中的作用,结合物理模型实验方法和基于物理概念的水文响应数值模拟,以土壤表面的饱和水力传导系数Ks值作为评价指标,研究分析了雨强和累积降雨量两个降雨因素对结皮发育程度的影响。结果显示:Ks值随累积降雨量的增加而减小,且在累积降雨量较小时,Ks的减小速度更快,约为后期速度的23倍;最终累积降雨量近似的情况下,雨强较大时Ks更容易达到一稳定值;在降雨过程中,雨强与Ks的关系前后不一致。研究结果表明:降雨过程中结皮发育是个复杂的动态变化过程。     

采用非结构网格的IDEAL算法实现及定压边界条件处理

在非结构网格系统中采用有限容积法对不可压N-S方程进行了离散,其中对流项采用二阶迎风格式,扩散项采用超松弛校正格式.通过修正的动量插值格式构造了压力方程,利用IDEAL算法处理压力与速度的耦合.利用Taylor展式导出了邻近边界内节点的压力计算公式,进而将边界静压引入到压力方程的迭代计算中,确保了边界信息向内部区域的有效传递.根据质量守恒定律分别导出了压力入口和出口边界的速度计算公式,结合伯努利定律给出了总压边界的处理方法.通过压力驱动管内层流、三通管层流以及浮力驱动流等几个典型算例对文中方法进行了考核,并将计算结果与文献中的基准解和实验值进行了对比.结果表明,不管是静压边界还是总压边界,采用该处理方法均能获得令人满意的结果,尤其对于大空间自然对流问题,可以在保证精度的前提下节省大量的存储空间和运算时间.