PRICING EUROPEAN OPTION IN A DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL WITH TWO MARKET STRUCTURE RISKS AND ITS COMPARISONS

Using Fourier inversion transform, P.D.E. and Feynman-Kac formula, the closedform solution for price on European call option is given in a double exponential jump-diffusion model with two different market structure risks that there exist CIR stochastic volatility of stock return and Vasicek or CIR stochastic interest rate in the market. In the end, the result of the model in the paper is compared with those in other models, including BS model with numerical experiment. These results show that the double exponential jump-diffusion model with CIR-market structure risks is suitable for modelling the real-market changes and very useful.

Sound Transmission Loss Analysis of a Double Plate-Acoustic Cavity Coupling System with In-Plane Functionally Graded Materials

In this paper, the isogeometric analysis (IGA) is employed to develop an acoustic radiation model for a double plate-acoustic cavity coupling system, with a focus on analyzing the sound transmission loss (STL). The functionally graded (FG) plate exhibits a different material properties in-plane, and the power-law rule is adopted as the governing principle for material mixing. To validate the harmonic response and demonstrate the accuracy and convergence of the isogeometric modeling, ANASYS is utilized to compare with numerical examples. A plane wave serves as the acoustic excitation, and the Rayleigh integral is applied to discretize the radiated plate. The STL results are compared with the literature, confirming the reliability of the coupling system. Finally, the investigation is conducted to study impact of cavity depth and power-law parameter on the STL.

Numerical simulation and control of welding distortion for double floor structure of high speed train

The welding heat source models and the plastic tension zone sizes of a typical weld joint involved in the double floor structure of high speed train under different welding parameters were calculated by a thermal-elastic-plastic FEM analysis based on SYSWELD code.Then,the welding distortion of floor structure was predicted using a linear elastic FEM and shrinkage method based on Weld Planner software.The effects of welding sequence,clamping configuration and reverse deformation on welding distortion of floor structure were examined numerically.The results indicate that the established elastic FEM model for floor structure is reliable for predicting the distribution of welding distortion in view of the good agreement between the calculated results and the measured distortion for real double floor structure.Compared with the welding sequence,the clamping configuration and the reverse deformation have a significant influence on the welding distortion of floor structure.In the case of30 mm reverse deformation,the maximum deformation can be reduced about 70%in comparison to an actual welding process.

The tuning of pore structures and acidity for Zn/Al layered double hydroxides:The application on selective hydrodesulfurization for FCC gasoline

Co–Mo catalysts applied on the hydrodesulfurization（HDS） for FCC gasoline were prepared with Zn–Al layered double hydroxides（LDHs） to improve their performances,and the effects of pore structures and acidity on HDS performances were studied in detail. A series of Zn–Al/LDHs samples with different pore structures and acidities are synthesized on the bases of co-precipitation of OH-,CO2-,Al3＋,and Zn2＋. The neutralization p H is a main factor to affect the pore structures and acidity of Zn–Al/LDHs,and a series of Zn–Al/LDHs with different pore structures and acidities are obtained. Based on the representative samples with different specific surface areas（SBET） and acidities,three Co Mo/LDHs catalysts were prepared,and their HDS performances were compared with traditional Co Mo/Al2O3 catalysts. The results indicated that catalysts prepared with high SBETpossessed high HDS activity,and Br？nsted acid sites could reduce the thiol content in the product to some extent. All the three catalysts prepared with LDHs displayed little lower HDS activity but higher selectivity than Co Mo/Al2O3,and could restrain the reactions of re-combination between olefin and H2 S which could be due to the existence of Br？nsted acid sites.

Design and test of a protective structure for the double vertical explosive welding of large titanium/steel plate

A comprehensive protective structure with rigidity and flexibility was put forward and designed in view of the quality and safety problems for the double vertical explosive welding of large titanium/steel cladding plate.The movement speed and displacement of the protective structure was calculated by establishing its physics model.The dynamics and stabilization properties were analyzed,and the protective structure parameters were optimized and devised.The comprehensive protective structure,which is composed of rigidity unit and flexibility wall,can bear the impact of detonation wave and the high-speed movement of the cladding plate.There are no damage and deformation in the protective structure and the cladding plate.The protective structure can be used many times.The bonding rate of the Ti/steel plate obtained was nearly 100%,and there is no deformation,surface cracks,and big wave and micro-defects.Therefore,the protective problems of the double vertical explosive welding can be solved effectively by the protective structure.

Structured NiFe catalysts derived from in-situ grown layered double hydroxides on ceramic monolith for CO_(2) methanation

Monolithic catalysts for CO_(2) methanation have become an active research area for the industrial development of Power-to-Gas technology.In this study,we developed a facile and reproducible synthesis strategy for the preparation of structured NiFe catalysts on washcoated cordierite monoliths for CO_(2) methanation.The NiFe catalysts were derived from in-situ grown layered double hydroxides(LDHs)via urea hydrolysis.The influence of different washcoat materials,i.e.,alumina and silica colloidal suspensions on the formation of LDHs layer was investigated,together with the impact of total metal concentration.NiFe LDHs were precipitated on the exterior surface of cordierite washcoated with alumina,while it was found to deposit further inside the channel wall of monolith washcoated with silica due to different intrinsic properties of the colloidal solutions.On the other hand,the thickness of in-situ grown LDHs layers and the catalyst loading could be increased by high metal concentration.The best monolithic catalyst(COR-AluCC-0.5M)was robust,having a thin and well-adhered catalytic layer on the cordierite substrate.As a result,high methane yield was obtained from CO_(2) methanation at high flow rate on this structured NiFe catalysts.The monolithic catalysts appeared as promising structured catalysts for the development of industrial methanation reactor.

Hydrothermal Synthesis,Structure and Characterization of a New 2D Co(Ⅱ) Coordination Polymer Based on Flexible Double Imidazole Derivative and Oxalate

A 1D supramolecular compound [dmbbbi]（1） and a 2D cobalt coordination polymer [Co（dmbbbi）（ox）] 2（2） [dmbbbi=1,1-（1,4-butanediyl）bis（5,6-dimethylbenzimidazole）,ox=oxalate],C48H52Co2N8O8,were obtained under hydrothermal conditions by tuning the molar ratio of the reactants.The crystal structure analysis reveals that in compound 1,the adjacent dmbbbi molecules connect with each other via hydrogen bonds to form a 1D supramolecular chain.In compound 2,two crystallographically independent Co2＋ ions show the same six-coordination mode.Each Co2＋ ion is coordinated by four oxygen atoms from two ox anions and two nitrogen atoms from two cis-dmbbbi ligands.The adjacent Co2＋ ions are bridged by ox anions to generate an infinite 1D zigzag chain,which is extended by pairs of dmbbbi ligands to form a 2D honeycomb-like（6,3） network.Moreover,the thermal stability and the electrochemical property of compound 2 were studied.

Syntheses and Crystal Structures of Two New Mercury(Ⅱ) Complexes with Double Betaine Ligands

Reaction of HgCl2 and double betaine ligands in water at about 80 ℃ yielded two new Hg（Ⅱ） complexes,[Hg（L1）Cl2]·H2O 1 and [Hg2（L2）Cl4]·3HgCl2 2（L1 = 1,3-bis（pyridinio-4-carboxylato）-propane,L2 = 1,4-bis（pyridinio-4-carboxylato）-1,4-dimenthylbenzene）.Their struc-tures have been characterized by single-crystal X-ray diffraction techniques.The structure of 1 contains 1-D chains,in which the adjacent Hg（Ⅱ） atoms are bridged by L1 ligands in a syn-syn bis-monodentate mode.The chains are further connected through face-to-face π-π stacking interactions between pyridine rings to generate an infinite double-chain network.In 2,two Hg（Ⅱ） atoms are joined by L2 ligands in the same coordination mode as 1 to form an isolated dinuclear structure.The thermal stabilities of both complexes have also been investigated.

The Thermodynamic and Dynamical Features of Double Front Structures During 21-31 July 1998 in China

The daily 1°× 1° data of the Aviation （AVN） model, the black body temperature （TBB） data of cloud top, and cloud images by geostationary meteorological satellite （GMS） are used to identify a dew-point front near the periphery of the western Pacific subtropical high （WPSH）. The results clearly demonstrate the existence of the dew-point front, and its thermodynamic and dynamic structural characteristics are analyzed in detail. The dew-point front is a transitional belt between the moist southwest monsoon flow and the dry adiabatic sinking flow near the WPSH, manifested by a large horizontal moisture gradient in the mid-lower troposphere and conjugated with the mei-yu front to form a predominant double-front structure associated with intense rainfall in the mei-yu period. The mei-yu front is located between 30° and 35°N, vertically extends from the ground level to the upper level and shifts northward. The dew-point front is to the south of the mei-yu front and lies up against the periphery of the WPSH. Generally, it is located between 850 hPa and 500 hPa. On the dew-point front side, the southwesterly prevails at the lower level and the northeasterly at the upper level; this wind distribution is different from that on the mei-yu front side. Vertical ascending motion exists between the two fronts, and there are descending motions on the north side of the mei^yu front and on the south side of the dew-point front~ which form a secondary circulation. The dynamics of the double fronts also have some interesting features. At the lower level, positive vertical vorticity and obvious convergence between the two fronts are clearly identified. At the mid-lower level, negative local change of the divergence （corresponding to increasing convergence） is often embedded in the two fronts or against the mei-yu front. Most cloud clusters occur between the two fronts and propagate down stream in a wave-like manner.

Synthesis and crystal structure of a novel double 1:11 series arsenotungstate: [Cu^I(phen)_2]_5H_6[Sm(AsW_(11)O_(39))_2]·6H_2O

A novel double 1：11 series arsenotungstate, [Cu^I（phen）2]5H6[Sm（AsW11O39）2]·6H2O （phen=1, 10-phenanthroline） was synthesized by the hydrothermal method and characterized by elemental analysis, 1R spectra, and single-crystal X-ray diffraction. The title compound was monoclinic, space group P2 1/c, a=3.75710（2） nm, b=1.39776（8） nm, c=-3.33735（18） nm, β=96.967（10）°, V=17.3969（17） nm^3, Z=4. Single crystal X-ray structural analyses revealed that the dimeric polyanion, [SmAs2W22O78]^1-, consisted of one central Sm^3＋ ion and two tetradentate heteropoly ligands [ASW11O39]^7-. The Sm^3＋ ion and two tetradentate defective [AsW11O39]^7- anions were joined together by the sharing of four oxygen atoms from each heteropoly ligand. The bond valence sum （BVS） calculations of the title compound suggested that all four Cu atoms were in the ＋1 oxidation sate.

Synthesis and Crystal Structure of a New One-dimensional Double Helical-chain Polymer, {Zn(O_2CC_(12)H_8CO_2)(H_2O)}_n

A new zinc polymer, {Zn（O2CC12H8CO2）（H2O）}, or {Zn（DPHA）（H2O）}n （O2CC12H8CO2, DPHA = 1,1′ -biphenyl-2,2′-dicarboxylate dianion） has been synthesized under hydrothermal conditions. The crystal is of monoclinic, space group P21/c with a = 12.8418（5）, b = 5.9505（2）, c = 17.2989（5） A, β = 104.020（2）°, V = 1282.52（8） A^3, C14H10O5Zn, Mr= 323.61, Z = 4, Dc = 1.676 g/cm^3,μ = 1.930 mm^-1, F（000） = 656, R = 0.0766 and wR = 0.1871 for 1775 observed reflections （I 〉 2σ（I））. It consists of Zn2（DPHA）2（H2O）2 units, which are further extended into a one-dimensional double helical-chain polymer via Zn-O bonding. The hydrogen bonding interactions extend the helical chains into a two-dimensional layer structure.

Experimental Study and Numerical Simulation of Hypervelocity Projectile Impact on Double-Wall Structure

Tests of hypervelocity projectile impact on double-wall structure were performed with the front wall ranging from 0.5 mm to 2.0 mm thick and different impact velocities. Smooth particle hydrodynamics (SPH) code in LS-DYNA was employed for the simulation of hypervelocity impact on the double-wall structure. By using elementary shock wave theory, the experimental results above are analyzed. The analysis can provide an explanation for the penetration mechanism of hypervelocity projectile impact on double-wall structure about the effect of front wall thickness and impact velocity..

Hidden Properties of Mathematical Physics Equations. Double Solutions. The Realization of Integrable Structures. Emergence of Physical Structures and Observable Formations

With the help of skew-symmetric differential forms the hidden properties of the mathematical physics equations are revealed. It is shown that the equations of mathematical physics can describe the emergence of various structures and formations such as waves, vortices, turbulent pulsations and others. Such properties of the mathematical physics equations, which are hidden (they appear only in the process of solving these equations), depend on the consistency of derivatives in partial differential equations and on the consistency of equations, if the equations of mathematical physics are a set of equations. This is due to the integrability of mathematical physics equations. It is shown that the equations of mathematical physics can have double solutions, namely, the solutions on the original coordinate space and the solutions on integrable structures that are realized discretely (due to any degrees of freedom). The transition from the solutions of the first type to one of the second type describes discrete transitions and the processes of origin of various structures and observable formations. Only mathematical physics equations, on what no additional conditions such as the integrability conditions are imposed, can possess such properties. The results of the present paper were obtained with the help of skew-symmetric differential forms.

Electron transport in electrically biased inverse parabolic double-barrier structure

A theoretical study of resonant tunneling is carried out for an inverse parabolic double-barrier structure subjected to an external electric field. Tunneling transmission coefficient and density of states are analyzed by using the non-equilibrium Green＇s function approach based on the finite difference method. It is found that the resonant peak of the transmission coefficient, being unity for a symmetrical case, reduces under the applied electric field and depends strongly on the variation of the structure parameters.

THE DOUBLE-LAYER STRUCTURE OF THE HADLEY CIRCULATION AND ITS INTERDECADAL EVOLUTION CHARACTERISTICS

Based on the three-pattern decomposition of global atmospheric circulation(TPDGAC), this study investigates the double-layer structure of the Hadley circulation(HC) and its interdecadal evolution characteristics by using monthly horizontal wind field from NCEP/NCAR reanalysis data from 1948—2011. The following major conclusions are drawn: First, the double-layer structure of the HC is an objective fact, and it constantly exists in April,May, June, October and November in the Southern Hemisphere. Second, the double-layer structure is more obvious in the Southern than in the Northern Hemisphere. Since the double-layer structure is sloped in the vertical direction, it should be taken into consideration when analyzing the variations of the strength and location of the center of the HC.Third, the strength of the double-layer structure of the HC in the Southern Hemisphere consistently exhibits decadal variations with a strong, weak and strong pattern in all five months(April, May, June, October, and November), with cycles of 20-30 a and 40-60 a. Fourth, the center of the HC(mean position of the double-layer structure) in the Southern Hemisphere consistently and remarkably shifts southward in all the five months. The net poleward shifts over the 64 years are 5.18°, 2.11°, 2.50°, 1.79° and 5.76° for the five respective months, with a mean shift of 3.47°.

Crust-mantle structure under South Pole and Ross Sea Beach in Antarctica

A comparison of theoretical seismograms under discussion with four teleseismograms recorded by WWSSN of SBA(New Zealand) and SPA (U.S.A.),shows that the crustal thickness beneath South Pole is a double-layered structure, about 45 km ; crustal thickness below the Ross Sea Beach,a single structure, is about 24 km ;and at the depth of 350～450 km there exists a low velocity layer. The above results indicate the different tectonic characteristics on both sides of Antarctic Transantarctic Mountains.

Winter cover crops alter methanotrophs community structure in a double-rice paddy soil

Methanotrophs play a vital role in the mitigation of methane emission from soils. However, the influences of cover crops incorporation on paddy soil methanotrophic community structure have not been fully understood. In this study, the impacts of two winter cover crops（Chinese milk vetch（Astragalus sinicus L.） and ryegrass（Lolium multiflorum Lam.）, representing leguminous and non-leguminous cover crops, respectively） on community structure and abundance of methanotrophs were evaluated by using PCR-DGGE（polymerase chain reaction-denaturing gradient gel electrophoresis） and real-time PCR technology in a double-rice cropping system from South China. Four treatments were established in a completely randomized block design： 1） double-rice cropping without nitrogen fertilizer application, CK; 2） double-rice cropping with chemical nitrogen fertilizer application（200 kg ha^（–1） urea for entire double-rice season）, CF; 3） Chinese milk vetch cropping followed by double-rice cultivation with Chinese milk vetch incorporation, MV; 4） ryegrass cropping followed by double-rice cultivation with ryegrass incorporation, RG. Results showed that cultivating Chinese milk vetch and ryegrass in fallow season decreased soil bulk density and increased rice yield in different extents by comparison with CK. Additionally, methanotrophic bacterial abundance and community structure changed significantly with rice growth. Methanotrophic bacterial pmo A gene copies in four treatments were higher during late-rice season（3.18×10^7 to 10.28×10^7 copies g^–1 dry soil） by comparison with early-rice season（2.1×10^7 to 9.62×10^7 copies g^–1 dry soil）. Type Ⅰ methanotrophs absolutely predominated during early-rice season. However, the advantage of type Ⅰ methanotrophs kept narrowing during entire double-rice season and both types Ⅰ and Ⅱ methanotrophs dominated at later stage of late-rice.

Middle or low water pressure direct spiral double helix converging nozzle structure optimization and flow field analysis

In order to solve the problem of using middle or low water pressure to form fine water mist,a new nozzle is proposed in fire rescue robot.Existing water mist nozzles are basically used for high pressure and in large size,complex structure and poor low pressure atomization effect in comparison with requirement of snake-like fire rescue robots.On the basis of comprehensive typical spray nozzles,a direct spiral double helix converging nozzle(DSDHCN) is proposed,which has the advantages of small volume,light weight,simple structure,and convenient installation.To make the spray nozzle have good performance,and meet the requirements of more efficient fire extinguishing,a numerical study is carried out to analyze the internal and external full flow field of nozzle.A gas-liquid two-phase flow is applied to simulate the external full flow field of nozzle with VOF model in fluent software.The simulation results show the real situation of water flow out of the atomization nozzle and the water jet trajectory.Some simulations about middle or low water pressure direct spiral double helix converging optimized nozzle have been done in 30 bar pressure.The simulation results show that the optimized nozzle structure not only makes the spray droplets have a good cone angle,but also have a sufficient axial velocity,which proves the structure rationality of the proposed optimized nozzle.

Textual Form and Cultural Affect: William Empson′s Double-Plot and Raymond Williams′s Structure of Feeling

By insisting on the primacy of double-plot, Empson brackets the sometimes deceptive appearances of a text′s content to uncover and disengage the more fundamental double-plot system at work within the defining structure of the text. Empson′s thinking about the reception of double-plot structures enables Raymond Williams′s early formulations of structure of feeling, in particular the gesturing this perplexing, underdeveloped, but persistent concept makes towards understanding collective response to cultural forms. This article explores the implications of the reception of double-plot structures, drawing out the assumptions inscribed in Empson′s claims about processes at work as an audience engages with these dramatic structures.

Electron Transport in Graphene-Based Double-Barrier Structure under a Time Periodic Field

The transport property of electron through graphene-based double-barrier under a time periodic field is investigated. We study the influence of the system parameters and external field strength on the transmission probability. The results show that transmission exhibits various kinds of behavior with the change of parameters due to its angular anisotropy. One could control the values of transmission and conductivity as well as their distribution in each band by tuning the parameters.