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A multidimensional subdiffusion model:An arbitrage-free market

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Chinese physics B 2012年第12期21卷 561-567页

作者：李国华张红罗懋康 college of Mathematics Sichuan University

To capture the subdiffusive characteristics of financial markets, the subordinated process, directed by the inverse α-stale subordinator Sα （t） for 0 〈 α〈 1, has been employed as the model of asset prices. In this article, we introduce a multidimensional subdiffusion model that has a bond and K correlated stocks. The stock price process is a multidimen- sional subdiffusion process directed by the inverse a-stable subordinator. This model describes the period of stagnation for each stock and the behavior of the dependency between multiple stocks. Moreover, we derive the multidimensional fractional backward Kolmogorov equation for the subordinated process using the Laplace transform technique. Finally, using a martingale approach, we prove that the multidimensional subdiffusion model is arbitrage-free, and also gives an arbitrage-free pricing rule for contingent claims associated with the martingale measure.

关键词： subordination arbitrage-free contingent claim valuation fractional backward Kol-mogorov equation

Discovery of seismites in Upper Sinian stratiform lead-zinc deposits in Dadu River valley, sichuan, china: Implication for ore genesis

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Science china Earth Sciences 2006年第11期49卷 1135-1146页

作者： LIN Fangcheng1,2 & PAN Guitang2 1. Geoscience college, chengdu university of Technology, chengdu 610059,{4. 2. chengdu Institute of Geology and Mineral Resources, chengdu 610082,{4. Geoscience college Chengdu University of Technology Chengdu China chengdu Institute of Geology and Mineral Resources Chengdu China

A number of lead-zinc sulphide deposits have been discovered in recent years in dolo- mitic rocks of the Upper Sinian Dengying Formation in the Dadu River valley region, sichuan Province, china. The lead-zinc mineralization is closely associated with a black siliceous exhalite that has been traced over 50 km of strike. This makes Dadu River valley the most extensive stratiform non-ferrous sulphide horizon having been discovered to date in china. In a previous study by the first author (LIN), these deposits were recognised as belonging to the broad spectrum of lead-zinc sedimentary exhala- tive (SEDEX) deposits. In this paper, seismites and seismogenetic structures occurring in close association with the Dadu River valley mineralized zone are described. The close spatial and temporal relationship between the seismites and mineralization provides strong evidence for the hypothesis that the lead-zinc SEDEX deposits formed in direct response to earthquake activities around the Sinian-Cambrian boundary. The earthquakes are postulated to be an effective dynamic mechanism for triggering the upward migration of deep circulating ore fluids along synsedimentary growth faults and their exhalation onto the sea-floor to form the extensive deposits of stratiform lead-zinc sulphide ore.

关键词： seismites, earthquake, lead-zinc deposit, hydrothermal exhalation, Upper Sinian Dengying Age.

QUANTITATIVE APPROACH TO INFLUENCES OF HIGH SEDIMENT LADEN INUNDATION FLOWS ON THE MORPHOLOGICAL VARIATION OF FLOODPLAINS

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Journal of Hydrodynamics 2007年第1期19卷 9-17页

作者： ZHANG Xin-hua LONG Wen-fei LEI Xiao-zhang ZHANG Xiang-wei XIE He-ping WANG Jiang-ping State Key Laboratory of Hydraulics and Mountain River Engineering Sichuan University Chengdu 610065China college of Hydraulic and Hydroelectric Engineering Sichuan University Chengdu 610065 China Department of Planning and Program Ministry of Water Resources ofP. R. China Beijing 100053 China Guizhou Hongfu Company Fuqian 550501 China

This article mainly aims at developing an integrated 2-D numerical simulation model on inundation, sediment transportation and the morphological variations of floodplains due to high sediment-laden inundation flows. Due to the complexity of inner and outer boundaries and the arbitrary structures within the computational domain of floodplains, an unstructured Finite-Volume Method （FVM） based on an irregular polygon mesh was worked out so that the influences of complex boundaries can be integrated into the simulation. A case study was conducted in the Lower Yellow River Basin, in which a dike-break at the Huayuankou Hydrological Station was assumed to happen when a flood scale of 1982 was suffered in the region. The simulated spatial distribution of sediment deposition and erosion can be used to reasonably explain the natural phenomena of ＂suspended river＂ of the lower part of the Yellow River. It is concluded that the inundation process of water is similar to a variable-river-bed condition during the simulation because the sediment deposition and erosion are modified by new values at the end of each time step. The mass and momentum conservation were strictly followed during the simulation. Therefore, the prediction of floodplain evolutions by the integrated simulation model, proposed in this study, can be adequately and accurately given if the real condition of an floodplain can be obtained in detail.

关键词： dike-break Shallow Water Equations (SWE),irregular polygon mesh Finite Volume Method (FVM) floodinundation morphological variation of floodplain

Photoabsorption Spectra of Si_n and Si_nO （n ≤ 5）

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Communications in Theoretical physics 2009年第4期 751-755页

作者： AN Fang-Fang~1 ZHANG Hong~(2,+) CHENG Xin-Lu~11 Institute of Atomic and Molecular physics,sichuan university,chengdu {4.,china2 college of Physical Science and Technology,sichuan university,chengdu {4.,china Institute of Atomic and Molecular physics Sichuan University Chengdu 610065 China college of Physical Science and Technology Sichuan University Chengdu 610065 China

The photoabsorption spectra have been calculated for Si_n and Si_nO（n≤5）clusters using time-dependentdensity-function *** studies suggest that Sin-1O clusters are relatively stable than those of correspondingSi_n ***,substantial differences are observed among the absorption spectra of different molecules in theenergy region（0～8 eV）.Comparing two different exchange-correlation potentials,local-density and generalized-gradientapproximations,both calculated optical spectra present the same spectral feature.

关键词： Si_n clusters Si_nO clusters TDDFT photoabsorption spectra

From the Green's Function in Tight-Binding Representation to Interatomic Many-body Potentials

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Journal of Materials Science & Technology 1999年第4期15卷 315-319页

作者： Shaojun LIU(Department of physics, Beijing Normal university, Beijing 100875, china)Xiaobo WEI(Department of physics, Liuzhou {4. of Education, Liuzhou 54.005, china)Zhaodou CHEN Jun CAI and Benkun MA(Department of physics, Beijing Normal university, Department of physics Beijing Normal University Beijing 100875 China Department of physics Liuzhou College of Education Liuzhou 545005 China

In this paper, we deduce the analytical form of many-body interatomic potentials based on the Green's function in tight-binding representation. The many-body potentials are expressed as the functions of the hopping integrals which are the physical origin of cohesion of atoms. For thesimple case of s-valent system, the inversion of the many-body potentials are discussed in detail by using the lattice inversion method.

关键词： Rev Li Chen From the Green’s Function in Tight-Binding Representation to Interatomic Many-body Potentials body

On the Friction and Wear Behaviors of Dental Machinable Porcelain

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材料热处理学报 2004年第5B期25卷 1171-1174页

作者： YUHai-yang ZHOUZhong-rong CAIZhen-Bing TribologyResearchInstitute SouthwestJiaotongUniversityChengduChina TribologyResearchInstitute SouthwestJiaotongUniversityChengduChina／／CollegeofHuaxiStomatologySichuanUniversityChengduChina

In order to well design tribosystems of dental CAD-CAM restorations, an understanding of the tribological mechanisms of dental machinable porcelain are essential. The friction and wear behavior of new generation industrially prefabricated Cerec Vitablocs Mark II against uniform Si3N4.ball has been performed using a small amplitude reciprocating apparatus under simulating oral conditions. The loads of 10-4. N, reciprocating amplitudes of 100-500 urn, frequencies of 1-4.Hz and two lubrications (no / artificial saliva lubrication) were selected. Tests lasting up to 10 000 cycles were conducted. The results show that Cerec Vitablocs Mark II record a friction coefficient of 0.55-0.84. Artificial saliva plays a lubricant effect during wear process. Among three parameters of the test on friction coefficient and wear depth of dental machinable porcelains, the load effect is prominent. Abrasive wear is the main wear mechanism, but brittle cracks and delamination are more popular especially under unlubricated friction.

关键词：磨损性能摩擦系数陶瓷材料齿轮

SHOCK　COMPRESSION　BEHAVIOR　OF　BROMOFORM

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原子与分子物理学报 1996年第4期 5-11页

作者： a. Lab for Shock Wave and Detonation physics Research, Southwest Institute of Fluid physics, P.O.Box 523-61, chengdu, sichuan 610003, P.R.{4. b. Institute of Applied physics, sichuan Union university, chengdu, sichuan 61.065, P.R.{4. c. Current

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关键词： Bromoform Shock compression EOS Two stage light gas gun

s-ordering operator expansions of quantum-mechanical fundamental representations and their applications

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Science china(physics,Mechanics & Astronomy) 2011年第12期54卷 2150-2154页

作者： FAN HongYi 1,3 , XU YeJun 2 & YUAN HongChun 3,4.1 Department of Materials Science and Engineering, university of Science and Technology of china, Hefei 230026, china 2 Department of physics Electronic and Engineering, Chizhou university, Chizhou 24.000, china 3 Department of physics, Shanghai Jiao Tong university, Shanghai 200030, china 4.college of Optoelectronic Engineering, Changzhou Institute of Technology, Changzhou 213002, china Department of Materials Science and Engineering University of Science and Technology of China Hefei China Department of physics Shanghai Jiao Tong University Shanghai China Department of physics Electronic and Engineering Chizhou University Chizhou China college of Optoelectronic Engineering Changzhou Institute of Technology Changzhou China

We show that the quantum-mechanical fundamental representations, say, the coordinate representation, the coherent state representation, the Fan-Klauder entangled state representation can be recast into s-ordering operator expansion, which is elegant in form and has many applications in deriving new operator identities. This demonstrates that Dirac's symbolic method can be merged into Newton-Leibniz integration theory in a broad way.

关键词： s-ordering operator expansion operator identities quantum mechanical representation

Characterization of codon usage bias in the dUTPase gene of duck enteritis virus

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Progress in Natural Science:Materials International 2008年第9期18卷 1069-1076页

作者： Lichan Zhao a, Anchun Cheng a,b,, Mingshu Wang a,b,, Guiping Yuan c, Mingsheng Caia a Avian Disease Research Center, college of Veterinary Medicine of sichuan Agricultural university, Xinkang Road 4., Ya’an, sichuan 625014.{4. b Key Laboratory of Animal Disease and Human Health of sichuan Province, Ya’an 625014.{4. c Analytical & Testing Center, sichuan university, chengdu 610064.{4. Avian Disease Research Center College of Veterinary Medicine of Sichuan Agricultural University Xinkang Road 46 Ya’an Sichuan 625014 China Key Laboratory of Animal Disease and Human Health of sichuan Province Ya’an 625014 China Analytical & Testing Center Sichuan University Chengdu 610064 China

A comparative analysis of the codon usage bias in the newly discovered dUTPase gene (Assigned Accession No.:DQ4.614.) of the duck enteritis virus (DEV) and the dUTPase gene of 32 reference herpesviruses was *** results indicated that the DEV dUT-Pase gene encodes a protein of 4.7 amino acids, which includes five conserved motifs with a 3-1-2-4.5 *** codon adap-tation index (CAI), efiective number of codons (ENC), and GC3S values indicated synonymous codon usage bias in the dUTPase gene of herpesviruses, and this synonymous bias was correlated with host *** codon usage patterns of the DEV dUTPase gene were phylogenetically conserved and similar to that of the dUTPase genes of the avian *** codon usage in each micro-organism was difierent, there were no strain-specific difierences among ***-one codons in the predicted polypeptide, with a strong bias towards A and T at the third codon position, were *** of the codon usage in the dUTPase gene of difierent organisms revealed that there were 19 codons showing distinct codon usage difierences between the DEV and Escherichia coli dUTPase genes;16 between the DEV and yeast dUTPase genes;and 15 between the DEV and human dUTPase *** of variance (ANOVA) showed significant difierences between the DEV and yeast dUTPase genes (r = 0.536, P < 0.01).The extent of codon usage bias in the DEV dUTPase gene was highly correlated with the gene expression level, therefore the results may provide useful information for gene classification and functional studies.

关键词： DEV dUTPase Codon usage bias EMBOSS