Pricing Exotic Option Under Jump-Diffusion Models by the Quadrature Method

This paper extends the quadrature method to price exotic options under jump-diffusion models. We compute the transition density of jump-extended models using convolution integrals. Furthermore, a simpler and more efficient lattice grid is introduced to implement the recursion more directly in matrix form. It can be shown that a lot of running time can be saved. At last, we apply the developed approach to the different jump-extended models to demonstrate its universality and provide a detailed comparison for the discrete path-dependent options to demonstrate its advantages in terms of speed and accuracy.

     

基于日志分析的虚拟化环境故障定位系统

在云平台的运行维护中,虚拟化环境的故障定位对容错极其重要。针对虚拟化环境的空间拓扑时变性,提出了一种基于时变的节点间依赖关系的日志分析方法,为决策树故障定位提供支持。节点间依赖关系能够帮助压缩日志,只提供故障时间窗口内的有效信息作为挖掘来源,从而更快更准确地完成故障定位。实验表明,能够在较大系统规模的多变的虚拟化环境下实现有效和高效的故障定位。     

木材机械吸附蠕变的水分回复效果

为了探讨不同负荷状态下木材的机械吸附蠕变及其回复的性能,利用机械吸附蠕变的测量方法,测定了负荷状态下的吸湿、解吸过程;负荷下状态的吸湿过程以及之后的无负荷状态下的解吸过程;负荷状态下的解吸过程以及之后的无负荷状态下的吸湿过程.结果表明:①AD过程在5次水分循环后,最大蠕变为Da过程的2倍;②在吸湿回复过程中,AD变定呈现一个线性回复经过;Ad变定和Da变定在负荷含水率区间出现了一个拐点;③拐点前、后变定的回复差异表明木材对变定形成的负荷含水率区间具有记忆效果.     

Experimental and numerical investigation into the joule heating effect for electrokinetically driven microfluidic chips utilizing total internal reflection fluorescence microscopy

This paper presents a detection scheme for analyzing the temperature distribution nearby the channel wall in a microfluidic chip utilizing a temperature-dependent fluorescence dye. An advanced optical microscope system—total internal reflection fluorescence microscope (TIRFM) is used for measuring the temperature distribution on the channel wall at the point of electroosmotic flow in an electrokinetically driven microfluidic chip. In order to meet the short working distance of the objective type TIRFM scheme, microscope cover glass slits are used to fabricate the microfluidic chips. The short fluorescence excitation depth from a TIRFM system makes the intensity information obtained using TIRFM is not sensitive to the channel depth variation which ususally biases the measured results while using a conventional Epi-fluorescence microscope (EPI-FM). Therefore, a TIRFM can precisely describe the temperature profile of the distance within 100 nm of the channel wall where consists of the Stern layer and the diffusion layer for an electrokinetic microfluidic system. Results indicate the proposed TIRFM provides higher measurement sensitivity over the EPI-FM. Significant temperature gradient along the channel depth is experimentally observed. In addition, the measured wall temperature distributions can be the boundary conditions for numerical investigation into the joule heating effect. The proposed method gives a precise temperature profile of microfluidic channels and shows the substantial impact on developing a numerical simulation model for precisely predicting the joule heating effect in microfluidic chips.     

多租户Web应用的CPU资源动态评估方法

中间件共享是云计算模式中一种重要的资源共享方式.但是,这种方式容易导致宿主在同一中间件服务器上的多个租户间产生性能干扰.因此,需要为租户提供性能隔离的服务实例.在线度量租户对系统资源的使用情况是实现性能隔离的前提条件,但是,在共享中间件服务器中直接度量CPU资源需要注入探针,将引起性能开销,并依赖于操作系统的支持.最近...     

QoS获益驱动的中间件调度框架研究

Web应用服务器目前普遍采用的先到先得式(FCFS)的调度框架在过载时难以保障应用的服务质量(QoS)需求.QoS获益驱动(QBD)的调度框架是一种针对这些不足而提出的请求调度解决方案.QoS获益根据应用的QoS需求得到,用于评价QoS保障对应用需求的满足情况.QBD调度框架包含了多个用于保障应用QoS需求的组件,实现了基于QoS获益的资源规划算法,能够提高服务器对应用QoS需求的保障能力.在OnceAS平台上的实验结果验证了QBD调度框架的有效性.     

微机控制低频振动攻丝机床的研制

在金属切削加工中,螺孔的加工远比钻孔、铰孔和镗孔等孔加工复杂。目前常用研磨法来达到,造成加工效率低。为此寻找一种高效率的精密内螺纹的加工方法具有很重要的意义。本论文应用振动分析理论和频谱分析理论,确定最佳工艺参数,使机床在加工螺纹具有加工效率高、质量好的特点。     

Rapid,Label-Free Prediction of Antibiotic Resistance in Salmonella typhimurium by Surface-Enhanced Raman Spectroscopy

The rapid identification of bacterial antibiotic susceptibility is pivotal to the rational administration of antibacterial drugs. In this study, cefotaxime (CTX)-derived resistance in Salmonella typhimurium (abbr. CTX^r-S. typhimurium) during 3 months of exposure was rapidly recorded using a portable Raman spectrometer. The molecular changes that occurred in the drug-resistant strains were sensitively monitored in whole cells by label-free surface-enhanced Raman scattering (SERS). Various degrees of resistant strains could be accurately discriminated by applying multivariate statistical analyses to bacterial SERS profiles. Minimum inhibitory concentration (MIC) values showed a positive linear correlation with the relative Raman intensities of I₉₉₀/I₁₃₄₈, and the R² reached 0.9962. The SERS results were consistent with the data obtained by MIC assays, mutant prevention concentration (MPC) determinations, and Kirby-Bauer antibiotic susceptibility tests (K-B tests). This preliminary proof-of-concept study indicates the high potential of the SERS method to supplement the time-consuming conventional method and help alleviate the challenges of antibiotic resistance in clinical therapy.     

不同品种鲜蛋品质差异分析

目的探究褐壳蛋、粉壳蛋和白壳蛋3种类型鸡蛋的品质差异以及对于蛋粉加工的潜在影响。方法选用京红1号、京粉1号和京白1号所产的褐壳蛋、粉壳蛋和白壳蛋作为试验对象,对37周龄和51周龄蛋鸡所产3种类型鸡蛋的蛋品质进行分析比较。结果 37周龄和51周龄的白壳蛋蛋壳厚度、蛋壳比例和蛋壳强度均显著低于其他2个类型鸡蛋(P0.05);37周龄时3种类型鸡蛋的蛋黄水分含量没有显著性差异(P0.05);白壳蛋蛋清水分含量以及总水分含量均较其他2个类型鸡蛋要低。37周龄时褐壳蛋的蛋黄蛋白质和脂肪含量均显著高于其他2个品种,白壳蛋次之,粉壳蛋最低。37周龄时白壳蛋的蛋清蛋白质含量显著低于其他2个品种。由于蛋清中脂肪含量极少,本试验不予考虑。结论褐壳蛋加工成蛋粉后具有更好的营养价值,而白壳蛋可以提高蛋粉加工的产量。     

油酸钠体系中磁化处理对萤石浮选行为的影响

为了了解油酸钠体系中磁化处理对萤石浮选行为的影响，开展了磁化油酸钠、磁化浮选用水和磁化矿浆情况下的萤石纯矿物浮选试验，并对萤石表面油酸钠的吸附量和Zeta电位进行了研究。结果表明：①在pH=8，油酸钠浓度为1.07×10-4 mol/L，磁场强度为200 mT，油酸钠磁化时间为10 min，水和矿浆均磁化30 min情况下的萤石纯矿物浮选试验的回收率分别为94.48%、93.07%、91.48%，相对于未磁化条件下，回收率分别提高了7.60、6.19、4.60个百分点；同时磁化处理能有效降低油酸钠的用量，且加快萤石的浮选速率，降低选别成本。②磁化油酸钠、水和矿浆均能增大萤石表面的油酸钠吸附量，磁化油酸钠后的吸附量增长最显著，其次是磁化水。磁化处理均能使萤石表面的Zeta电位发生负移，说明磁化处理促进了油酸根离子在萤石表面的吸附。③在人工混合矿浮选试验中，磁化促进了萤石的上浮，未磁化、磁化矿浆、磁化水和磁化油酸钠条件下，萤石精矿品位分别为94.57%、94.70%、94.75%、95.94%，萤石回收率分别为86.60%、89.89%、93.01%、95.35%；磁化矿浆、磁化水和磁化油酸钠相对于未磁化条件下，萤石的回收率分别提高了3.29、6.41和8.75。