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This paper use five up and out warrants that have been issued in Taiwan, assuming the returns of their underlying assets follow the generalized autoregressive conditional heteroskedastic process. We can estimate their parameters by in-sample data, and simulate the price of underlying assets and also the theoretical price of the up and out warrants.

本文选取在台湾发行之五档上限型的认购权证假设其标的资产报酬率服从GARCH(1,1)模型,利用样本内的资料模拟GARCH(1,1)模型的参数,并利用估计出来的参数模拟标的资产样本外的价格以及上限型认购权证的理论价格。

Numerical Simulation and Experimental Investigation on A Thermoacoustic Engine with Tapered Resonance Tube A symmetrical standing-wave thermoacoustic engine with tapered resonance tube has been numerically simulated with liner thermoacoustics. The simulation shows that using tapered resonance tube in thermoacoustic engine could decrease the velocity amplitude and lower the total acoustic power loss in the resonance tube. The experimental results indicate that the harmonic was suppressed effectively by using the tapered resonance tube, and the pressure ratio was improved.

采用锥形谐振管的热声发动机的数值模拟和实验研究利用线性热声理论,对一台采用锥形谐振管的驻波型热声发动机进行了数值模拟,发现采用锥形谐振管可有效降低工质气体的速度振幅,进而减小在谐振管中声功率的损失;与一台在相同频率下工作的采用等直径圆柱谐振管的驻波型热声发动机进行了实验对比,结果表明,在使用锥形管作为谐振管的热声发动机系统中,谐振管中的非线性效应得到了明显的抑制,热声发动机在基频模式下稳定运行,压比增大而加热温度降低。

Based on the interval hypothesis, statistical procedures were proposed and the methods for sample size determination are also given.

比较传统假设检定、区间假设检定等五种方法,以模拟的方式得到经验的整体型一错误、平均型一错误以及检定力模拟结果显示,区间假设可以有效的控制平均型I 误差在名目水准之下,且整体型一误差也比较低,检定力相较於使用Bonferroni修正来的好。

The interstitial configurations and the displacement energies in some typical directions are simulated in the atomistic point of view.

用计算机模拟方法在原子尺度上研究了TiAl合金中间隙原子的各种可能构型,并且对Ti原子和Al原子在一些典型反冲方向上的位移阈能和最终产生的相关缺陷构型进行了模拟研究。

Numerical simulation of drawing process of the part has been done by using the FEM. Ultimately the reasonable die surface fo the process has been gaied which is applied in manufacture of the die through the adjustment and amendment of the drawing surfact based the simulation result, hence a guidance to the design of th elative parts.

并运用有限元技术对其成形过程进行数值模拟,根据模拟结果对拉延型面进行调整、修改,最终得到合理的模具型面用于模具的加工制造,并对同类零件的设计起到一定的指导作用。

Based on the results of the large-size shaking table test of a subway station structure built in liquable site,considering the influence of the soil-structure nonlinear dynamic interaction by 2D finite element methods,the seismic responses of the soil- subway station structure system under different test conditions are analyzed by using ABAQUS software.

根据可液化土层上土-地铁车站结构动力相互作用大型振动台模型试验结果,以软件ABAQUS为平台,将地基土-地铁车站结构体系视为平面应变问题,采用记忆型嵌套面黏塑性动力本构模型模拟土体的动力特性,采用混凝土动塑性损伤模型模拟车站结构混凝土的动力特性,建立了土-地铁车站结构非线性动力相互作用的有限元分析模型,对各种试验工况下地基土-地铁车站结构体系的地震反应进行了数值模拟,并与试验结果进行了对比,结果表明:数值模拟与振动台模型试验结果基本一致,体现出了相似的规律性,相互印证了计算分析的力学建模和振动台试验结果的正确性。

Considing the geological setting of the source rocks and the secondary hydrocarbon generation factors of primary maturity, major hydrocarbon generation stage and the organic matter type,two series of samples of humic and sapropelic organic matter had been selected.

根据烃源岩发育的地质背景,综合考虑二次生烃的原始成熟度、主要生烃阶段、有机质类型等因素,用高压釜和热解生烃模拟实验完成人工模拟和自然演化系列的两组样品腐植型和腐泥型共16个。

Model, then calculated the tidal consistent constant and saved as map layer as the data for tidal fast prediction. The result of comparing the model result and investigative data indicated its rationality.Later applied the model in the numerical predication of sinkable chemicals spilled beside ZhuHai region.

分析近海水域环境污染扩散数值模拟的研究应用现状基础上,根据沉降型化学品的性质及其在海上的行为特点,分别建立沉降型化学品行为数值模拟的对流扩散方程模式和粒子拉格郎日迁移模式,确定求解方式并将其软件化。

In this paper, two kinds of material model were introduced, based on the same condition, such as explosive, liner structure, Johnson-Cook and Steinberg model were selected for liner. The process of shaped charge jet penetration into target was simulated using ANSYS/LS-DYNA, the results compared and showed that these two kinds of model can simulate the form and penetration process of the jet accurately, and the top velocity of the jet head were almost the same.

本文介绍了两种材料模型,在炸药、药型罩结构等条件相同的情况下,药型罩选择Johnson-Cook与Steinberg两种材料模型,利用ANSYS/LS-DYNA软件对聚能射流侵彻靶板进行模拟仿真,对比仿真结果,得出两种模型都能很好的模拟射流的形成及侵彻过程,且各时刻射流头部最高速度差值很小。

However,most of the current numerical implementation are based on a hybrid finite - element/finite - difference/control - volume solution with the middle - plane model. This kind of model leads to great inconvenience in applications..

但目前的流动模拟软件都是采用基于&中性层&模型的有限元/有限差分/控制体积法来分析z1,所谓中性层是假想的位于模具型腔和型芯中间的层面,其模拟过程如图1所示。

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