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51.
We analyse the Bouchouev integral equation for the deterministic volatility function in the Black–Scholes option pricing model. We areable to reduce Bouchouev's original triple integral equation to a single integral equation and describe its numerical solution. Moreover we show empirically that the most complex term in the equation may often be safely ignored for the purposes of numerical calculations. We present a selection of numerical examples indicating the range of time values for which we would expect the equation to be valid. 相似文献
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53.
A multi-objective hybrid genetic based optimization algorithm is proposed according to the multi-objective property of inverse planning. It is based on hybrid adaptive genetic algorithm which combines the simulated annealing, uses adaptive crossover and mutation, and adopts niched tournament selection. The result of the test calculation demonstrates that an excellent converging speed can be achieved using this approach. 相似文献
54.
Treichler F. Robert; Raghanti Mary Ann; Van Tilburg Debra N. 《Canadian Metallurgical Quarterly》2003,29(3):211
Five monkeys (Macaca mulatta) were trained on 2 sets of 3 5-item serially ordered lists. Then, each set was either linked or not in a counterbalanced, within-subject design. Linking entailed training on the 2 pairs that ordered the 3 5-item fists into a single overall 15-item series. Choices on novel pairings after linking conditions attempted to define the unique contributions of knowledge of within-list ordinal position and between-lists link training. With linkage, the series was immediately treated as a 15-item ordered list. Without linkage, choices reflected list positions from initial learning, but continued testing with directional reward yielded gradual ordering into a 15-itern list. Apparently, monkeys remembered and used initial list-position information, but linkage allowed inference of an integrated serial relationship among items. Results supported primate list memory as an organizational process. (PsycINFO Database Record (c) 2010 APA, all rights reserved) 相似文献
55.
G. N. Lilis A. Halder S. Telukunta S. Servetto 《International journal for numerical methods in engineering》2007,71(3):277-312
Many problems in geophysics, acoustics, elasticity theory, cancer treatment, food process control and electrodynamics involve study of wave field synthesis (WFS) in some form or another. In the present work, modelling of wave propagation phenomena is studied as a static problem, using finite element method and treating time as an additional spatial dimension. In particular, WFS problems are analysed using discrete methods. It is shown that a fully finite element-based scheme is very natural and effective method for the solution of such problems. Distributed WFS in the context of two-dimensional problems is outlined and incorporation of any geometric or material non-linearities is shown to be straightforward. This has significant implications for problems in geophysics or biological media, where material inhomogeneities are quite prevalent. Numerical results are presented for several problems referring to media with material inhomogeneities and predefined absorption profiles. The method can be extended to three-dimensional problems involving anisotropic media properties in a relatively straightforward manner. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
56.
Akira Ishizaki Kazuhiko Takasaki Shoji Shimomura Kouichi Masaki Kanji Kitazawa 《Electrical Engineering in Japan》1996,116(5):128-137
Although brushless resolvers have been used widely as angular position transducers, they are expensive due to their intricate construction, involving a rotary transformer to supply the exciting coils wound on the rotor poles with the current. It is shown theoretically in this paper that the resolver without rotary transformer or brushes can be realized by simple construction, which consists of the stator core with both 4-poles exciting windings and 2-poles output ones and the rotor core carrying no windings. In this resolver the rotor core has minimum gap at one side and a maximum gap at another side of the diameter. It is characterized by an outer surface form that makes the fluctuation part of gap permeance very in proportion to cos θ, where θ represents the angular position of a point in the air gap with respect to the origin on the rotor, the point of minimum air gap. The method determining the rotor form to embody the aforementioned gap permeance variation is also shown. It has been confirmed not only by simulation but also experiment that the 2-phase output voltages of a model designed based on the theory have sinusoidal waveforms with very small harmonic contents. Moreover, the rotor position detected by processing the output voltages through the conventional resolver/digital converter was within acceptable engineering accuracy. 相似文献
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58.
丙烯酰胺-二甲基二烯丙基氯化铵反相微乳液体系的制备及表征 总被引:5,自引:3,他引:2
采用石油醚为连续相、失水山梨糖醇酐单油酸酯(Span80)和聚氧乙烯失水山梨醇单硬脂酸酯(Tween80)为复合乳化剂、正己醇为助乳化剂,建立了丙烯酰胺(AM)和二甲基二烯丙基氯化铵(DMDAAC)反相微乳液体系。使用Zeta电位/粒度/相对分子质量分析仪对该体系的形成及聚合过程中乳胶粒子粒径及其分布进行了测试。实验结果表明,当体系达到微乳液状态时,体系主要由10~100nm的单体微珠及少量粒径小于10nm的胶束组成;随聚合过程的进行,胶束消失,乳胶粒子体积增大。乳胶粒子体积的增大主要是通过扩散和碰撞两种机理完成的。最佳的复合乳化剂亲水-亲油平衡值为8.045,复合乳化剂在油相中的质量分数为33%,助乳化剂在油相中的质量分数为1.6%。在此条件下达到微乳液状态时的水相增容体积最大。 相似文献
59.
较深入地研究了折反光学系统的红外像面,为确定实际的红外像面提出了一个新方法—计算从可见光边缘无色的弥散圆到红外最佳像面的距离。实践证明,这是确定这类光学系统最佳像面的一个方便、可靠的方法。 相似文献
60.
This paper presents a 3D noncontacting sensor system designed to measure the position and orientation of a robot end effector. This measurement system includes two parts: a tridimensional object including four spheres placed along the axes of a tetrahedron and a set of three orthogonally pointed cameras. The purpose is to design a measurement system characterized by easy relationships in order to satisfy real-time constraints. The system has been used in two experiments: first, to calibrate a parallel robot and validate the geometrical control performance, then as an exteroceptive sensor in an assembly task. The system computes position and orientation of the tetrahedron in 100 ms time. The position and orientation accuracy are, respectively, 0.6 mm and 0.2 deg in a workspace, being a cube with 0.3 m sides. 相似文献