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1.
The American put valuation problem is very important and complicated in the Option Pricing Theory (OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found. On the basis of the research works of many scholars such as Black, scholes, Parkinson, Brennan, Schwartz, Rendleman, Bartter, Cox, Ross and Rubinstein etc., making use of the notion of limitation and the binomial approach, this paper constructs and realizes gradually approaching algorithm of pricing American put options. Its reasonability, convergence and validity are tested by computer programming. The results show that this algorithm can effectively resolve the American put valuation problem.  相似文献   

2.
We simulate the stress, displacement and the stability of an urban building under load on the top of a slope during different excavation stages. Our research is based on a perfectly elastic plastic constitutive model and applied the Mohr Coulomb yield cri  相似文献   

3.
Based on the principle of the foundation coefficient " m-k " method,the ginite difference method is presented to analyze the internal forces of a whole prestressed anchor stabilizing pile. The calculation and figure treatments are programmed. An example shows that the high precise solution can be obtained if the segments are small enough, though more computing time may be consumed. Obviously,the calculation precision is better than that of traditional method. The results of figure treatments by the program can optimize the construction design of stabilizing piles. Three kinds of support condition are taken into account.The foundation coefficient "m-k " method applies to the situation that above the slide-surface is soil layer or efflorescence layer,while below the slide-surface is terrane.  相似文献   

4.
Follow in precursory relating documents, several equations of one dimension Large Strain Consolidation (LSC) and consolidation coefficients were discussed firstly. Based on this, a Finite Difference Method (FDM) equation was derived, which was the physical described LSC equation with variable displacement. Moreover, the initiate and boundary condition were dispersed by FDM, and the boundary of different layers of super soft soil was disposed of continuity. Finally,nonlinear group equations of LSC FDM solution was deduced for multi layers super soft ground by repeated method, and a FDM program of 1D nonlinear LSC analysis was compiled. Finally, a case showed a satisfied analysis result by LSCFDM.  相似文献   

5.
In order to analyze and research the scattering problem of the ground penetrating radar under the ground, a hybrid method combining FDTD and MOMTD is constructed to solve the problem. The curve of current on central feeding point of pick-up antenna is obtained by simulating when different distance between the ideal conductor and the ground is considered, correctness of the result gained by employing the hybrid method is proved through qualitative and quantitative analysis.  相似文献   

6.
In order to reduce the differential settlement of gravel pile foundation under large scale oil tank, axisymmetric numerical simulation method and finite element method was employed to study the pile length, the exchange rate of length, the length of the cushion course to the influence of differential settlement and the relationship of negative lateral displacement and the settlement. It is found that: differential settlement has a minimum range of pile length. For the oil tank foundation center, by keeping the pile diameter, increasing pile spacing can increase the rate of exchange and obtain smaller differential settlement in relatively smaller displacement rate conditions. And by keeping replacement rate unchanged, the larger the pile diameter(namely the looser pile spacing) is, the smaller the differences settlement of the gravel pile foundation is. Moreover, pile length adjustment and the exchange rate have obvious effects on different subsidence and not obvious effects on the length of the cushion course. The appearance of oil tank foundation negative lateral displacement is one of the most important features of differential settlement adjustment.  相似文献   

7.
SU Su 《保鲜与加工》2004,(5):155-158
The author analyses the advantages and disadvantages of common indirect regulation pricing methods of public utility goods. It is pointed out that it results in high trade-cost and A-J effect binging in an excess of investment when capital yield method be used. It is not reasonable enough in setting PRI-X of PRI-X pricing method. An integrated indirect regulation pricing method is put forward which is to form a two-tier incentive mechanics both in expanding producing ability and improving efficiency. In initial stages of new public project, capital yield method should be used in order to activate investment motive. Upper-limit pricing method should be used in anaphase in order to improve the producing efficiency.  相似文献   

8.
247000 安徽省池州市建设路20号池州师范专科学校历史与社会学系  相似文献   

9.
The connections of frame structure elements at a node are ofen an elastic connection between hinged and rigid.In this paper,the stiffness matrix and the loading transfer matrix of frame element with turn elastic connections is deduced,the cross shear effect has been taken into consideration simultaneously.The stiffness matrices of some bar elements,such as both ends of the bar are hinged or rigid and one end is hinged but the other is rigid,are special cases of the stiffness matrices presented in this paper.After pointing out that the elastic coefficient at a node of a bar element with elastic joint is really a fuzzy quantity,the fuzzy stiffness matrix of the bar element is obtained,and a solution to structural fuzzy finite element equilibrium equations is presented.The fuzzy solution obtained from above is not only containing the solution of ordinary finite element method but also providing some additional informations with practical value.[WT5HZ]  相似文献   

10.
对中美两国食品科学专业本科教育的现状、动态和发展趋势进行比对研究,对食品科学专业教育中的人才培养模式、学科专业设置、课程设置、评估体系和就业方向等进行了分析,并探讨了美国食品科学专业教育对我国的启示,为我国食品科学专业本科教育的不断改革提供参考和借鉴。  相似文献   

11.
In this paper,we derive the necessary extension to the FD TD(finite difference time domain) method for absorbing coating of composite material.The scattering of electromagnetic waves(EW) from absorbing coating is considered,and the comparision of obtained results with exact analytic ones shows that the method used in this paper is correct and available.  相似文献   

12.
A numerical study is carried out for the combined heat transfer of turbulent natural convection and surface radiation in an two-dimensional open square cavity with only one heated wall. The results show that the radiation significantly affects the velocity and temperature fields,and it can reduce the turbulent natural convection heat transfer as well as enhance it. For different Rayleigh number and temperature difference ratio,the overall heat transfer rates and the portion of radiation present different variation patterns.  相似文献   

13.
Aiming at the lack of the current determination method for voids in practical engineering applications, in order to accurately quantify the voids beneath cement slab, the determination method was proposed with slab edge slab center deflection difference and slab corner slab center deflection difference in the same cement slab for voids.Three dimensional models were set up using the ANSYS finite element method for voids beneath slab corner and slab edge.And the load was simulated with FWD test results.Thereafter, the deflection values were calculated in slab center, slab corner, slab edge under different void depth, void area and load transfer capacity.And the range of deflection diffidence was obtained.With Yantai Weihai expressway, detection data for deflection using Falling Weight Deflectometer were statistically analyzed.And the criteria and correction factors of load transfer capacity were given with simulation and samples analysis.The feasibility of criteria was verified by actual test data.It is found that the simulation values and the test values are in good agreement.The accuracy of void determination by lab edge slab center deflection difference and slab corner slab center deflection difference are 88.5% and 84.6%, respectively, which meet the engineering requirements.The voids were determined under the same conditions with the elimination of deflection variability.  相似文献   

14.
GAN Zi 《保鲜与加工》2001,(5):110-114
In this paper the partial differential equation of coordinate transformation is computed by the finite difference formulations and some examples were computed and illustrated in pictures.  相似文献   

15.
选取不同品种含有乳酸菌的样品,分别使用倾注法和涂布法进行检测,比较所得结果有无差异性。同时分析了倾注法和涂布法的优缺点。  相似文献   

16.
中国稻与美国稻的SSR标记多态性分析   总被引:5,自引:0,他引:5  
从88对平均分布于水稻12条染色体的SSR引物中筛选出24对用于33份美国稻和13份中国稻的多态性分析,24对引物在46份材料中共检测到189条带,其中多态性带177条,多态率高达93.65%。UPGMA聚类分析把46份材料分为两大类,28份美国稻组成Ⅰ类,另5份美国稻与13份中国稻组成Ⅱ类;在Ⅱ类中,美国稻与中国稻分别聚为Ⅱ-Ⅰ和Ⅱ一22个亚类。结果表明:美国稻与中国稻之间的遗传差异大于美国稻之间的遗传差异大于中国稻之间的遗传差异。美国稻与中国稻之间、部分美国稻之间遗传背景差异显著。  相似文献   

17.
We atternpt to describe an Engineering drawings scan and vectorization inputsystem,which can send to drawings into a computer and transfer the resulting data to commerciallyavailable CAD/CAM systems by image processing and pattern recognization; Some results processedby the system are given in the paper.  相似文献   

18.
美国稻在水稻杂种优势利用中的地位   总被引:5,自引:0,他引:5  
对13个美国稻(A)与籼稻(H)、粳稻(K)的F1杂种优势的研究结果表明,A×H的各性状的杂种优势与K×H(亚种间)比较一致,但一般稍低于K×H,单株产量、单株穗数和主穗颖花数优势较强,且是可利用的杂种优势,株高也有较强的优势,但是非利用的杂种优势,单株产量的优势大小与美国稻的亲和性有密切关系;在A×K中,单株产量和单株穗数有较强的杂种优势,表现了与K×K较一致的趋势。千粒重无论在A×H或A×K中都表现了较低的正向优势。另外,根据试验结果提出了美国稻中的广亲和品种(WCVS)与籼稻杂交或美国稻与粳稻杂交均为水稻杂优利用中较好的高产组合模式,其中A×K更为切实可行。  相似文献   

19.
The finite element analysis on electromechanical behaviors in bone tissues   总被引:1,自引:0,他引:1  
Osteoblast is looked as a homogeneous isotropic and viscoelastic body which can’t be compressed. Using the standard linear model of viscoelasticity, the matrix form of the relationship between stress and strain can be achieved, so the finite element balance equation can be got through Lagrange equation. An example for bone tissues on porous media board under loading is calculated, the history of displacement, velocity and stress are obtained. Then the osteoblast cultured invitro can be numerically analyzed by computer program, and the deformation, the velocity and the stress of osteoblast can be calculated.  相似文献   

20.
为更好地分析钢板弹簧刚度特性,对钢板弹簧建模方法进行了对比研究。依据钢板弹簧国家标准GB/T 19844-2005,针对某型渐变刚度钢板弹簧分别在有限元软件Hypermesh和多体动力学软件Adams中建立其有限元模型和离散梁模型,并进行了仿真,得到刚度特性。将仿真结果与试验值进行了比较。结果表明,在针对该钢板弹簧的刚度分析中,运用离散梁法得到的刚度特性更加接近试验值。  相似文献   

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