可转换公司债券复合期权定价方法

基于多期复合期权理论,建立了可转换公司债券定价的控制方程,依据可转债的特征提出了相应的边界条件和终端条件,并采用有限差分方法进行了数值模拟,从而克服了复合期权模型中求解高维嵌套积分的困难,显著地提高了计算效率。实例计算表明,采用普通债券与欧式期权价值相加的定价方法大大低估了可转换公司债券的内在价值,复合期权定价方法为可转换公司债券的设计与定价提供了一种新的思路。     

高应力软岩煤巷锚网索支护技术研究

为了研究锚网索支护技术在软岩煤巷的适用性,对2407巷道原锚网索支护方案出现的问题和软岩巷道破坏原因进行了分析,根据有限元计算结果确定支护关键部位。在此基础上,对支护方案进行优化设计,确定了具体的耦合支护参数。     

A NEW HIERARCHY OF LAX AND LIOUVILLE INTEGRABLE EVOLUTION EQUATIONS ASSOCIATED WITH AN ISOSPECTRAL PROBLEM IN THE LOOP ALGEBRA A2

In this paper, an isospectral problem with five potentials is investigated in loop algebra A2 such that a new hierarchy of evolution equations with five arbitrary functions is obtained. And then by fixing the five arbitrary functions to be certain flmctions and using the trace identity, the generalized Hamiltonian structure of the hierarchy of evolution equations is given, it is shown that this hierarchy of equations is Liouville integrable. Finally some special cases of the isospectral problem are also given.     

Comparison and analysis of dislocation density, morphology and evolution in microstructure of low-carbon steel produced using different technologies

Three kinds of specimens were produced from hot strips of similar composition and same thickness （nominal gauge 4.0 mm） but produced using different technologies, and the dislocation density of these strips was quantitatively measured by positron annihilation technique test. The dislocation morphology and evolution in microstructure of each pass for producing the 1.9 mm hot strip using CSP （compact strip production） technology were observed under an H-800 transmission electron microscope; its density was also quantitatively measured using the positron annihilation technique test, and the factors influencing the dislocation density during the production process were analyzed. The experimental results show that the dislocation density in the microstructure produced using CSP technology is higher than that in the microstructure produced using conventional technology. This result was discussed and confirmed on the basis of the finite element simulation and the theory relevant to dislocations.     

带弱阻尼的非线性Schrodinger-Boussinesq方程有限差分解的大时间性态

用差分法对非线性Schrodinger-Boussinesq方程的初边值问题构造了近似计算格式,并得到了近似解的误差估计,还进一步论证了近似吸引子的存在性和关于原问题吸引子的上半连续性.     

Asymptotic Behavior of Slender Flying Vehicle with a Finite Controller

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有限拟质幂元群

研讨了元的阶至多除一个数外均为素数幂的有限群，给出了这类群的完全分类．     

自动机和形式语言结构的理论研究

利用半群代数理论进一步讨论了自动机和形式语言的理论结构．首先构造了一个简单的有穷自动机的么半群，用代数理论分析了其性质，并推广到非确定性有穷自动机的情况．然后对字母表关于连接运算构成的么半群的性质作了进一步探讨，并给出了二进制串生成的半环，及研究了它的结构理论。     

代数注记两则

给出了内域环的两个等价条件，完全刻划了内有限维k-代数．     

THE UPWIND FINITE DIFFERENCE FRACTIONAL STEPS METHOD FOR NONLINEAR COUPLED SYSTEM OF DYNAMICS OF FLUIDS IN POROUS MEDIA

For nonlinear coupled system of multilayer dynamics of fluids in porous media,the secondorder and first order upwind finite difference fractional steps schemes applicable to parallel arithmeticare put forward,and two-dimensional and three-dimensional schemes are used to form a completeset.Some techniques,such as calculus of variations,multiplicative commutation rule of differenceoperators,decomposition of high order difference operators and prior estimates,are adopted.Optimalorder estimates in L~2 norm are derived to determine the error in the second order approximate solution.This method has already been applied to the numerical simulation of migration-accumulation of oilresources.