多因素型期权定价模型的研究

先介绍了标准期权即Black-Scholes单因素期权定价模型及其解析解，然后在多个标的变量的情况下，通过调整Black-Scholes期权定价模型的基本假设条件，推导了一种新型期权定价模型－－多因素型期权价模型，并结合边界条件，给出了基于2个标的变量的采虹期权的解析解，并对此进行了扩展，推导出支付股票红利的多因素型期权定价模型，从而解决了多因素条件下的模型描述问题，最后给出了一个彩虹期权实例进行分析，验证了所得结论的有效性。     

计算混气泥浆柱井底压力的新方法

本文在考虑气体在泥浆中滑脱以及气体重量的情况下,推导出了计算混气泥浆柱动态井底压力(BHP)的公式(备有软件),并与过去通用的不考虑气体滑脱和气体重量的计算方法进行了对比。由此得出结论:在2000～4000m井深条件下,气体滑脱对井底压力有明显影响,其绝对误差可达1.92MPa,相对误差可达5.8％。气体重量对井底压力也有影响,其绝对误差为0.77MPa,相对误差为2.3％。     

微机油藏数值模拟工作站研究

本文介绍了徽机油藏数模工作站的结构、特点及功能,剖析了它的前处理、后处理模块的几项关健技术,阐述了模拟器的数学模型及其采用的算法(一种解大型稀疏矩阵方程的新型高效算法一正交极小化法)。文末列出了现场应用实例,指出了该工作站的广阔应用前景。     

AODV路由协议安全性改进与GloMoSim仿真

AODV(Ad hoc on-dem and d istance vector)路由协议效率高,控制开销小,操作简单,但本身没有任何安全机制,对安全性攻击尤其是黑洞攻击表现脆弱。针对该问题,文中在详细分析了AODV路由协议的运行原理和数据黑洞攻击问题实质的基础上对AODV协议进行了改进。利用G loMoS im仿真工具对改进的AODV路由协议进行了仿真实验,结果表明,该方案可以有效的解决数据黑洞攻击问题,同时不会过多地增加时延和协议开销。     

Seasonal cycle of zooplankton abundance and biomass in Hamsilos Bay,Sinop, Southern Black Sea,Turkey

In this investigation, zooplankton was studied between July 2015 and June 2016 in Hamsilos Bay to examine spatial and temporal variations in abundance, biomass and taxonomic composition. The recorded mean zooplankton abundance and biomass were 3770.35 ind. m^?3 and 25.06 mg m^?3 in the inner station, 3928.11 ind. m^?3 and 28.19 mg m^?3 in the middle station and 3948.22 ind. m^?3 and 28.74 mg m^?3 in the outer station, respectively. The high abundance and biomass values observed in September 2015 were attributed to Oithona davisae (4575 ind. m^?3 at the inner station) and Penilia avirostris (33.4 mg m^?3 at the outer station), respectively. Copepoda was the most abundant during the entire period of the survey. In terms of abundance and biomass, Copepoda was followed by meroplankton and Cladocera. Most species within the zooplankton community exhibited evident seasonality throughout the year in Hamsilos Bay. This was particularly apparent for O. davisae, Centropages ponticus, Cladocera and meroplankton, which were abundant in summer–autumn, and for Pseudocalanus elongatus, which was more abundant during winter and spring. It has been determined that O. davisae, which is a non-indigenous cyclopoid copepod species of the Black Sea, has successfully inhabited southern Black Sea and has established a permanent population in this area.     

Metazoan parasite fauna of the round goby Neogobius melanostomus Pallas, 1811 (Perciformes: Gobiidae) collected from the Black Sea coast at Sinop,Turkey

Round gobies (Neogobius melanostomus) were collected from a small stream connected to the Black Sea coast of Sinop, Turkey and examined for metazoan parasites. A total of 122 gobies was investigated throughout a 1‐year period. Long‐term investigations can be useful for finding rare parasites and for determining the diversity and seasonality of parasites. Parasite species recovered were a Digenea gen. sp., Pygidiopsis genata, Ascocotyle sp., Gyrodactylus proterorhini, Dichelyne minutus, Hysterothylacium aduncum, Spiroxys sp., Neoechinohynchus rutilii, and Ergasilus sieboldi. Overall infection prevalence (%) and mean intensity values were 97.5% and 78.2±23.1 parasites per infected fish, respectively. Infection prevalence and mean intensity values for each parasite species in relation to season, fish size, and sex were also determined and discussed.     

First observation and seasonal dynamics of the new invasive planktonic copepod Oithona davisae Ferrari and Orsi, 1984 along the southern Black Sea (Anatolian Coast)

The zooplankton species Oithona davisae is indigenous to coastal areas of Japan and the China Seas. It has, however, successfully invaded many other coastal marine regions such as San Francisco Bay, the Mediterranean Sea, the North Sea and the Black Sea. It is transported most probably in ballast water tanks. This is the first report of O. davisae in the coastal regions of the southern Black Sea (Anatolian coast). Based on monthly plankton sampling at two stations (Sürmene Bay), the seasonal dynamics of O. davisae were investigated. The highest abundance occurred at the coastal station (49,761 ind. m^?3) in December and in October at the offshore station (8896 ind. m^?3). The egg-carrying copepod O. davisae is more abundant in September (4571 ind. m^?3) at the coastal station and in August (952 ind. m^?3) at the offshore station. Expansion of this invasive copepod along the Black Sea coasts is reported by another country also. According to our results this invasive species may replace its native congener, Oithona nana. It can be hypothesized that O. davisae is one of the key species for energy transfer to the upper level of the food web from the microbial loop, which has recently become important in the Black Sea.     

井底气泡的形成过程及其平均初始直径计算

利用类比的方法对井底气泡的形成过程进行了分析研究。认为垂直井底的气泡形成过程中,气泡膨胀阶段与Kazakis微孔介质气泡形成实验相似;脱离阶段则与水平毛细管气泡脱离过程相同。利用包立炯实验数据对Kazakis微孔介质气泡初始平均直径半经验公式进行了倾角校正,结合井底气层的渗流规律得出了适合井底气泡初始平均直径计算的方法。进行了井底压差和岩石孔吼直径对气泡初始平均直径影响情况的实例分析,结果较为符合实际,能为井底多相流动的微观描述提供一定的依据。     

面向图像数据的对抗鲁棒性综述

神经网络的脆弱性是深度学习方法中的关键挑战之一,获得鲁棒的深度神经网络是网络安全和深度学习的共同目标。然而单一学科得参与并不能有效解决当前面对抗鲁棒性面临的复杂问题。该文章旨在引起诸多学科对对抗鲁棒性研究的兴趣,包括认知科学、人类科学和社会科学。本综述从四个方面总结了对抗性鲁棒性,分别是：对抗攻防、对抗性脆弱的原因、泛化和评估。其次,提出了三个较为重要的研究方向以及一些开放性问题。解决对抗脆弱性问题需要多学科参与,对抗鲁棒性研究发展需要深度学习模式向开放转变。     

隧道半断面帷幕注浆施工技术

中易发生涌水、突泥等灾变。针对小南塬隧道岩体破碎和涌水量大的工程特性,本文提出采用半断面帷幕注浆加固设计方法对不良地层进行加固并对加固效果进行分析。研究结果表明：隧道单孔/米注浆量为2.74m3/m,浆液填充率为94.8%,达到充填裂隙和固结围岩的作用;P-Q-T曲线表现为前期的注浆压力小、吸浆量大到后期注浆压力大、吸浆量减弱的变化规律,说明注浆效果良好;现场检查孔成孔效果良好,水泥浆液纹路清晰,未发现坍孔、涌水、涌突泥等灾变现象;上半断面帷幕注浆对掌子面变形的控制效果最好,而对仰拱隆起影响较小。