用动态 Monte Carlo 方法和键长涨落模型相结合分别对自由基聚合、离子聚合动力学过程进行了计算机模拟, 在三维空间中统计了转化率、聚合度、分子量的数量和重量分布, 并将模拟结果和理论预测进行了对比分析, 同时得到不同浓度下均方...用动态 Monte Carlo 方法和键长涨落模型相结合分别对自由基聚合、离子聚合动力学过程进行了计算机模拟, 在三维空间中统计了转化率、聚合度、分子量的数量和重量分布, 并将模拟结果和理论预测进行了对比分析, 同时得到不同浓度下均方回转半径与平均链长的标度关系,说明三维空间中标度指数与浓度的相关性. 还初步考察了扩散对反应体系分子量的影响. 说明动态 Monte Carlo 方法用于研究连锁聚合反应动力学过程是有效的, 而且能够同时得到经典的聚合反应 Monte Carlo 模拟方法所难以得到的链构象、分子扩散等空间相关的信息.展开更多
逆向发动机常用于对飞行器进行减速或分离。为研究高空稀薄条件下逆向发动机喷流和自由来流的相互作用,构建了由两个逆向喷流和高超声速自由来流相互干扰形成的稀薄流场。通过直接模拟Monte Carlo(direct simulation Monte Carlo,DSMC)...逆向发动机常用于对飞行器进行减速或分离。为研究高空稀薄条件下逆向发动机喷流和自由来流的相互作用,构建了由两个逆向喷流和高超声速自由来流相互干扰形成的稀薄流场。通过直接模拟Monte Carlo(direct simulation Monte Carlo,DSMC)仿真发现在稀薄来流条件下会形成大面积相互干扰区,且该干扰区存在严重非定常流动现象。初步分析认为,该干扰区的范围和非定常演化过程与自由来流动能和逆向发动机喷流流量紧密相关。展开更多
An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is...An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.展开更多
Two methods currently available for evaluating the probability of Multiple Site Damage(MSD)occurrence were studied in this paper.One of the methods is a probabilistic analysis approach based on the statistical theory ...Two methods currently available for evaluating the probability of Multiple Site Damage(MSD)occurrence were studied in this paper.One of the methods is a probabilistic analysis approach based on the statistical theory and fatigue characteristics of each structural detail,and the other is an approach which defines the initial damage scenario by means of Monte-Carlo simulation,and multiple initial crack scenarios are randomly generated.A modified method based on the Monte-Carlo simulation was proposed in this paper,in which the random fluctuation of the stress was considered to give more accurate evaluation results.In the presented method,the probability of MSD occurrence in a structural element containing multiple details was calculated based on the Monte-Carlo simulation and the p-S-N curve of a single structural detail.Fatigue tests were accomplished using specimens containing 21-similar-details to obtain the fatigue life corresponding to MSD occurrence.Tests on single-detail specimens and static calibration tests were also conducted to get the basic fatigue properties of the material and the degree of stress fluctuation.The aforementioned three methods were compared and validated via the test results.The influence of the stress random fluctuation degree on the probability of MSD occurrence and influence of the distribution types on evaluating the MSD occurrence probability were discussed.展开更多
文摘用动态 Monte Carlo 方法和键长涨落模型相结合分别对自由基聚合、离子聚合动力学过程进行了计算机模拟, 在三维空间中统计了转化率、聚合度、分子量的数量和重量分布, 并将模拟结果和理论预测进行了对比分析, 同时得到不同浓度下均方回转半径与平均链长的标度关系,说明三维空间中标度指数与浓度的相关性. 还初步考察了扩散对反应体系分子量的影响. 说明动态 Monte Carlo 方法用于研究连锁聚合反应动力学过程是有效的, 而且能够同时得到经典的聚合反应 Monte Carlo 模拟方法所难以得到的链构象、分子扩散等空间相关的信息.
文摘逆向发动机常用于对飞行器进行减速或分离。为研究高空稀薄条件下逆向发动机喷流和自由来流的相互作用,构建了由两个逆向喷流和高超声速自由来流相互干扰形成的稀薄流场。通过直接模拟Monte Carlo(direct simulation Monte Carlo,DSMC)仿真发现在稀薄来流条件下会形成大面积相互干扰区,且该干扰区存在严重非定常流动现象。初步分析认为,该干扰区的范围和非定常演化过程与自由来流动能和逆向发动机喷流流量紧密相关。
基金Funded by the Natural Science Foundation of China under Grant No.10571065.
文摘An alternative option pricing method is proposed based on a random walk market model. The minimal entropy martingale measure which adopts no arbitrage opportunity in the market, is deduced for this market model and is used as the pricing measure to evaluate European call options by a Monte Carlo simulation method. The proposed method is a purely data driven valuation method without any distributional assumption about the price process of underlying asset. The performance of the proposed method is compared with the canonical valuation method and the historical volatility-based Black-Scholes method in an artificial Black-Scholes world. The simulation results show that the proposed method has merits, and is valuable to financial engineering.
文摘Two methods currently available for evaluating the probability of Multiple Site Damage(MSD)occurrence were studied in this paper.One of the methods is a probabilistic analysis approach based on the statistical theory and fatigue characteristics of each structural detail,and the other is an approach which defines the initial damage scenario by means of Monte-Carlo simulation,and multiple initial crack scenarios are randomly generated.A modified method based on the Monte-Carlo simulation was proposed in this paper,in which the random fluctuation of the stress was considered to give more accurate evaluation results.In the presented method,the probability of MSD occurrence in a structural element containing multiple details was calculated based on the Monte-Carlo simulation and the p-S-N curve of a single structural detail.Fatigue tests were accomplished using specimens containing 21-similar-details to obtain the fatigue life corresponding to MSD occurrence.Tests on single-detail specimens and static calibration tests were also conducted to get the basic fatigue properties of the material and the degree of stress fluctuation.The aforementioned three methods were compared and validated via the test results.The influence of the stress random fluctuation degree on the probability of MSD occurrence and influence of the distribution types on evaluating the MSD occurrence probability were discussed.
