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PROBABILISTIC NUMERICAL APPROACH FOR PDE AND ITS APPLICATION IN THE VALUATION OF EUROPEAN OPTIONS

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Journal of Computational Mathematics 2001年第6期19卷 591-600页

作者： Dong-sheng Wu (institute of Systems science, academy of Mathematics and Systems sciences, chinese academy of sciences, beijing 100080, china ) 中科院系统科学所北京 100080

Presents a probabilistic numerical approach for a class of probabilistic differential equation. Application of the Brownian motion and Monte-Carlo method; Application in the valuation of European Options.

关键词： Brownian motion probabilistic numerical solution European Options

Genesis of excess argon in phengite and significance of ^(40)Ar-^(39)Ar age spectra for omphacite:A case study on UHP eclogite of South Dabie Terrain,china

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chinese science Bulletin 2000年第15期45卷 1345-1351页

作者： WANG Songshan, GE Ningjie, SANG Haiqing & QIU Ji1. institute of geology and geophysics, chinese academy of sciences, beijing 100029, china 2. Department of Earth and Space science, University of science and Technology of china, Hefei 230026, china Correspondence should be addressed to Wang Songshan institute of geology and geophysics Chinese Academy of Sciences Beijing China Department of Earth and Space science University of Science and Technology of China Hefei China

The Ar-Ar dating of phengite and omphacite in ultrahigh-pressure (UHP) eclogite of Bixiling and Hengchong in the South Dabie Terrain shows that the content range of excess argon is as high as (0.4-1.3)×10 8 mol· g 1. The genesis of the excess argon is discussed. The Ar-Ar age spectra of omphacite could not support the opinion that the UHP metamorphism occurred in Caledon epoch and pre-Caledon epoch.

关键词： South Dabie Terrain ultrahigh-pressure metamorphics phengite omphacite excess argon.

The high-resolution climate recorded in the δ^(18)O of Porites lutea from the Nansha Islands of china

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chinese science Bulletin 2001年第24期46卷 2097-2102页

作者： YU Kefu, CHEN Tegu, HUANG Dingcheng, ZHAO Huanting, ZHONG Jinliang & LIU Dongsheng (LIU Tungsheng)South china Sea institute of Oceanoiogy, chinese academy of sciences. Guangzhou 510301, china:geology and geophysics institute. chinese academy of sciences, beijing 100029, china South china Sea institute of Oceanology Chinese Academy of Sciences Guangzhou China geology and geophysics institute Chinese Academy of Sciences Beijing China

A Porites lutea core from Yongshu Reef of Nansha Islands covering 50 years growth history was ana-ly/ed for oxygen isotopic composition with monthly and seasonally resolution. The calibration of the δ18O with the instrumental temperature indicated that the coral δ18O is a good indicator for sea surface temperature (SST) and air temperature (t). It can be used to reconstruct the SST and air temperature of the Yongshu Reef sea area. In addition, the coral δ18O provides signatures for the intensity of the East Asia monsoon and it is a record for the activities of El Nino events. With the calibrated SST and air temperature formulas, the most recent fifty years SST and air temperature were reconstructed based on the coral δ18O, thus back up the understanding of the climate of Nansha Islands to 1950. far beyond the limit of the instrumental recording since September 1988. It was found that, in general, increasing 1℃ air temperature results in 0.24‰decrease in skeletal δ18O.

关键词： Nansha Islands Porites lutea δ18O sea surface tem-perature East Asia monsoon.

Mineralogy and crystal structure determination of Mg-fillowite

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science china Earth sciences 2005年第5期48卷 635-646页

作者： MA Zhesheng 1 , SHI Nicheng 1 & YE Danian 2 1. china University of Geosciences, beijing 100083, china 2. institute of geology, chinese academy of sciences, beijing 100029, china 1. china University of Geosciences 100083 Beijing China 2. institute of geology Chinese Academy of Sciences 100029 Beijing China

Accurate crystal structure determination of complex phosphate Mg-fillowite ? Na2Ca(Mn4Mg2Fe)7[PO4]6 has been finished. Mg-fillowite occurs in muscovite-pegmatite in the Altay area, Xinjiang, china. It is of the trigonal lattice, with space group R-3, unit cell a=1.5143(3) nm, c=4.3191(2) nm, V=8.5736 nm3, Z = 18. The R-factor of the determination accuracy is R (I > 2σ ( I )) = 0.0776. The cationic polyhedra consist of two kinds of structural units: compound col- umn and screw column. In three-dimensional space, they are linked with each other through corner sharing or edge sharing to build the entire structure. There are 45 atoms in an asymmetric unit and 720 atoms in a unit cell. In terms of types and connection manners of the coordination polyhedra, the degree of complicity is rarely seen in all mineral crystal structures. Study of such a structure is significant for the classification of phosphate and the building rule of coordination polyhedra in a complex crystal structure.

关键词： Mg-fillowite, complex phosphate, crystal structure, coordination polyhedron.

“Tali Glaciation” on Massif Diancang

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science china Earth sciences 2007年第11期50卷 1685-1692页

作者： YANG JianQiang1, CUI ZhiJiu2, YI ChaoLu1, SUN JiMin3 & YANG LiRong3 1 institute of Tibetan Plateau Research, chinese academy of sciences, beijing 100085, china 2 College of Environmental sciences, Peking University, beijing 100871, china 3 institute of geology and geophysics, chinese academy of sciences, beijing 100029, china 1. institute of Tibetan Plateau Research Chinese Academy of Sciences Beijing 100085 China 2. College of Environmental sciences Peking University Beijing 100871 China 3. institute of geology and geophysics Chinese Academy of Sciences Beijing 100029 China

The term of ''Tali Glaciation'' is nominated from Massif Diancang in Yunnan Province. The confusing process of the term''s being put forward is confirmed through literature checking. Based on several times of field trip, the glacial landforms in this region are studied in detail, and the magnitude of the glaciation was determined. According to the numerical ages from TL, AIMS ^(14)C and OSL dating, the earliest glacial advance on Massif Diancang occurred at 30—40 ka BP, followed by the advances at the last stage of the last glaciation, the late glacial and neoglations in turn, until glaciers vanished at 1.2—1.5 ca. a BP in this region. It can be concluded that glaciers were limited above 3600 m a.s.l., and no glaciers existed on the lower part and adjacent mountains since the last glaciation.

关键词： Massif Diancang,Tali Glaciation,glacial landform,glaciation sequence,numerical dating

Mineralization episode of porphyry copper deposits in the Jinshajiang-Red River mineralization belt: Re-Os dating

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science china Earth sciences 2005年第2期48卷 192-198页

作者： WANG Denghong, QU Wenjun, LI Zhiwei, YIN Hanlong4 & CHEN Yuchuan institute of Mineral Resources, chinese academy of Geological sciences, beijing 100037, china National Center of Rock and Mineral Analysis, chinese academy of Geological sciences, beijing 100037, china Resource Assessment Center of Yunnan, Kunming 650011, china institute of geology and geophysics, chinese academy of sciences, beijing 100101, china chinese academy of Geological sciences, beijing 100037, china 1. institute of Mineral Resources Chinese Academy of Geological Sciences 100037 Beijing China 2. National Center of Rock and Mineral Analysis Chinese Academy of Geological Sciences 100037 Beijing China 3. Resource Assessment Center of Yunnan 650011 Kunming China 4. institute of geology and geophysics Chinese Academy of Sciences 100101 Beijing China 5. chinese academy of Geological sciences 100037 Beijing China

Re-Os isotopic dating for the molybdenites from the porphyry copper deposits of the Jinshajiang-Red River mineralization belt in Yunnan Province yields isochron ages of 33.9±1.1 Ma for the Machangqing deposit and 34.4±0.5 Ma for the Tongchang deposit. This result shows that both the Machangqing and the Tongchang porphyry Cu-Mo deposits from two different ore-fields formed simultaneously. This new data and the published Re-Os model ages of molybdenite (35.4 Ma, 35.9 Ma, 36.2 Ma) of the Yulong porphyry copper deposit in Tibet, which is located in the same Jinshajiang-Red River mineralization belt as the Machangqing deposit and the Tongchang deposit, suggest that these three Cenozoic porphyry copper deposits in the Jinshajiang-Red River mineralization belt were contemporary for their mineralization episode. That is to say, even their present locality is far away and nearly iso-distantly distributed, these three porphyry Cu(Mo) deposits belong to the same mineralization episode at the end of Eocene.

关键词： Re-Os isotopic dating, porphyry Cu deposits, Cenozoic, mineralization episode.

Digital image analysis of palaeoenvironmental records and applications

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chinese science Bulletin 2002年第23期47卷 1957-1963,2025-2026页

作者： SUN Donghuai1,2, LIU Yu2 & TAN Ming31. South china Sea institute of Oceanology, chinese academy of sciences. Guangzhou 510301, china 2. State Key Laboratory of Loess and Quaternary geology, Earth Environmental institute, chinese academy of sciences, Xi’an 710075, china 3. institute of geology and geophysics, chinese academy of sciences, beijing 100029, china South china Sea institute of Oceanology Chinese Academy of Sciences Guangzhou China State Key Laboratory of Loess and Quaternary geology Earth Environmental Institute Chinese Academy of Sciences Xi’an China institute of geology and geophysics Chinese Academy of Sciences Beijing China

Environmental change signals in geological or biological records are commonly reflected on their reflecting or transmitting images. These environmental signals can be extracted through digital image analysis. The analysis principle involves section line selection, color value reading and calculating environmental proxy index along the section lines, layer identification, auto-chronology and investigation of structure evolution of growth bands. On detailed illustrations of the image technique, this note provides image analyzing procedures of coral, tree-ring and stalagmite records. The environmental implications of the proxy index from image analysis are accordingly given through application demonstration of the image technique.

关键词： digital image environmental records.

Crustal structure of Gondwana-and Yangtze-typed blocks:An example by wide-angle seismic profile from Menglian to Malong in western Yunnan

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science china Earth sciences 2005年第11期48卷 1828-1836页

作者： ZHANG Zhongjie1, BAI Zhiming1, WANG Chunyong2, TENG Jiwen1, Lü Qingtian3, LI Jiliang1, SUN Shanxue1 & WANG Xinzheng1 1. institute of geology and geophysics, chinese academy of sciences, beijing 100029, china 2. institute of geophysics, chinese Seismological Bureau, beijing 100081, china 3. institute of Deposition Resource, chinese academy of Geological sciences, beijing 100037, china 1. institute of geology and geophysics Chinese Academy of Sciences 100029 Beijing China 2. institute of geophysics Chinese Seismological Bureau 100081 Beijing China 3. institute of Deposition Resource Chinese Academy of Geological Sciences 100037 Beijing China

The wide-angle seismic profile between Menglian and Malong crosses the Baoshan block (Gondwana-typed), and Simao and southwestern Yangtze blocks (Yangtze-typed). By in-terpreting the wide-angle seismic data, we obtained the seismic crust/upper mantle structure of P-wave velocities together with the seismic reflections of these three blocks, Changning- Menglian and Mojiang suture zones among the mentioned three blocks. Our interpreting results demonstrate that the P-wave crustal velocity of Simao block is slower than that of Baoshan and southwestern Yangtze block and the crustal thickness gradually thickens from the Baoshan block, Simao to southwestern Yangtze block. Crustal reflection patterns of these three blocks have dis-tinct differences too. For the Gondwana-typed blocks, seismic reflections in the upper crust are well developed while in middle-lower crust they are very weak. The crustal reflections in the Yangtze block are very well developed. The crustal reflection patterns in Simao and southwest-ern Yangtze blocks are distinguishable. The average thickness of the crust in the studied area is about 40 km. And we make some discussions on the crustal thickening model of the three blocks in western Yunnan and tectonic setting of seismic developing and interaction of Gondwana and Yangtze blocks.

关键词： Gondwana blocks,Yangtze blocks,wide-angle profile,crustal structure,tectonic setting

Two new reinforcement techniques applicable in high steep slopes along the Chengdu-Lhasa Highway, Southwest china

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science china(Technological sciences) 2003年第z1期46卷 156-162页

作者： YANG ZhifaZHU Jiewang ZHANG Luqing, CUI Peng, LI Xiao & SHANG Yanjun institute of geology and geophysics, chinese academy of sciences, beijing 100029, china institute of Mountain Hazards and Environment, chinese academy of sciences and Ministry of Water Resources, Chengdu 610041, china chinese Acad Sci Inst Geol & Geophys Beijing 100029 Peoples R China chinese Acad Sci Inst Mt Hazards & Environm Chengdu 610041 Peoples R China Minist Water Resources Chengdu 610041 Peoples R China

Anti-slide pile and anchoring hole are two types of reinforcement techniques popularly used in slope reinforcement. However, some defects of these two techniques are found in slope engineering practices. Utilizing higher tensile strength of pre-stressed structures, the authors devise two new types of slope reinforcement techniques, i.e. pre-stressed anchoring beam and pre-stressed anti-slide pile, in an attempt to overcome those defects of the existing techniques. These two new techniques are characterized by gathering multiple functions, e.g. engineering investigation, reinforcement, drainage, monitoring and strength supplement, so as to achieve high reinforcement efficiency, convenient checking, and higher ratio of function to cost. It is hoped that, if applying these two new techniques in remedies of landslide hazards along the Chengdu-Lhasa Highway, better reinforcement effects will be obtained.

关键词： rock slope, pre-stressed anchoring beam, pre-stressed anti-slide pile.