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The tail risk safe haven property of China's energy futures against US market implied volatility

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Journal of Management Science and Engineering 2024年第2期9卷 271-291页

作者： Xingyu dai Peng-Fei dai Qunwei Wang Zhi-Yi Ouyang College of Economics and Management Nanjing University of Aeronautics and AstronauticsNanjing211106China Research Center for Soft Energy Science Nanjing University of Aeronautics and AstronauticsNanjing211106China School of Management Wuhan University of TechnologyWuhan430070China Research Institute of Digital Governance and Management Decision Innovation Wuhan University of TechnologyWuhan430070China Huafu Fund Management Co. Ltd.ShanghaiChina

This paper analyses the tail risk contagion of US market implied volatility(USIV)on China's energy futures(CEF)markets,exploring how to utilize operations in the CEF to achieve a safe *** CEF characteristics to simultaneously take both long-/short-positions and engage in long-/short-run investment horizons,this paper defines eight different CEF safe haven attributes to counteract the tail risk of extreme increases in *** trading data from March 27,2018,to October 30,2023,the empirical results show that,first,in the analysis of the entire sample period,China's coking coal futures can serve as a weak safe haven,aiding long-position investors in mitigating the tail risks associated with US gold and stock market implied *** coal futures also assist short-position investors in countering US stock market implied volatility tail ***,in the sub-period analysis,the safe haven attributes of CEF exhibit strong heterogeneity and asymmetry across different ***,the time span during which CEF exhibits a particular safe haven attribute does not persist for an extended period.

关键词： China's energy futures Safe havenImplied volatility Multi-timescale analysis Cross-quantilogram model

A Denoiser for Correlated Noise Channel Decoding: Gated-Neural Network

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China Communications 2024年第2期21卷 122-128页

作者： Xiao Li Ling Zhao Zhen dai Yonggang Lei School of Electronic and Information Engineering Beihang UniversityBeijing 100191China Beijing Institute of Tracking and Telecommunications Technology BITTT

This letter proposes a sliced-gated-convolutional neural network with belief propagation(SGCNN-BP) architecture for decoding long codes under correlated noise. The basic idea of SGCNNBP is using Neural Networks(NN) to transform the correlated noise into white noise, setting up the optimal condition for a standard BP decoder that takes the output from the NN. A gate-controlled neuron is used to regulate information flow and an optional operation—slicing is adopted to reduce parameters and lower training complexity. Simulation results show that SGCNN-BP has much better performance(with the largest gap being 5dB improvement) than a single BP decoder and achieves a nearly 1dB improvement compared to Fully Convolutional Networks(FCN).

关键词： belief propagation channel decoding correlated noise neural network

Design of Protograph LDPC-Coded MIMO-VLC Systems with Generalized Spatial Modulation

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China Communications 2024年第3期21卷 118-136页

作者： dai Lin Fang Yi Guan Yongliang Mohsen Guizani School of Information Engineering Guangdong University of TechnologyGuangzhou 51006China The State Key Laboratory of Integrated Services Networks Xidian UniversityXi’an 710126China School of Electrical and Electronic Engineering Nanyang Technological UniversitySingapore Department of Machine Learning Mohamed Bin Zayed University of Artificial Intelligence(MBZUAI)Abu DhabiUnited Arab Emirates

This paper investigates the bit-interleaved coded generalized spatial modulation(BICGSM) with iterative decoding(BICGSM-ID) for multiple-input multiple-output(MIMO) visible light communications(VLC). In the BICGSM-ID scheme, the information bits conveyed by the signal-domain(SiD) symbols and the spatial-domain(SpD) light emitting diode(LED)-index patterns are coded by a protograph low-density parity-check(P-LDPC) code. Specifically, we propose a signal-domain symbol expanding and re-allocating(SSER) method for constructing a type of novel generalized spatial modulation(GSM) constellations, referred to as SSERGSM constellations, so as to boost the performance of the BICGSM-ID MIMO-VLC ***, by applying a modified PEXIT(MPEXIT) algorithm, we further design a family of rate-compatible P-LDPC codes, referred to as enhanced accumulate-repeat-accumulate(EARA) codes,which possess both excellent decoding thresholds and linear-minimum-distance-growth property. Both analysis and simulation results illustrate that the proposed SSERGSM constellations and P-LDPC codes can remarkably improve the convergence and decoding performance of MIMO-VLC systems. Therefore, the proposed P-LDPC-coded SSERGSM-mapped BICGSMID configuration is envisioned as a promising transmission solution to satisfy the high-throughput requirement of MIMO-VLC applications.

关键词： bit-interleaved coded modulation generalized spatial modulation multiple-input multipleoutput protograph LDPC codes visible light communication

Switching,explosion,and chaos of multi-wavelength soliton states in ultrafast fiber lasers

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Science China(Physics,Mechanics & Astronomy) 2024年第7期67卷 82-90页

作者： Zhi-Zeng Si Yue-Yue Wang Chao-Qing dai College of Optical Mechanical and Electrical EngineeringZhejiang A&F UniversityLin’an 311300China

Because of the complexity and difficulty of realizing a multi-wavelength soliton state,reports on its internal dynamic characteristics are *** this study,the switching and periodic soliton explosion processes of the multi-wavelength soliton state in a negative dispersion passively mode-locked fiber laser are *** generation of the multi-wavelength soliton state undergoes the process of noise,oscillation,and stable mode-locking,and the splitting and annihilation of solitons with different group velocities directly impact the generation and disappearance of three *** and negative dispersion lead to different group velocities of *** presence and displacement of solitons with different group velocities cause soliton collisions,which lead to soliton explosions.A soliton experiences relative phase oscillation,chaos,and oscillation,as well as convergence and separation before and after an *** an increase in parameters related to pump power,single-soliton oscillation,multi-wavelength solitons,and chaos are found in experiments and simulations,proving the relevance and reliability between simulation and experimental *** work promotes the dynamical study of multi-soliton collisions in nonlinear science and the development of chaos theory in multi-comb lasers.

关键词： multi-wavelength fiber laser soliton explosion chaos state switching real-time dynamics

Evidence of guide field magnetic reconnection in flapping current sheets

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Earth and Planetary Physics 2024年第4期8卷 650-658页

作者： yunTian Hou SuPing Duan Lei dai Chi Wang State Key Laboratory of Space Weather National Space Science CenterChinese Academy of SciencesBeijing 100190China Key Laboratory of Solar Activity and Space Weather National Space Science CenterChinese Academy of SciencesBeijing 100190China College of Earth and Planetary Sciences University of Chinese Academy of SciencesBeijing 100049China

Based on current sheet flapping motion on 27 August 2018 in the dusk flank magnetotail,as recorded by instruments aboard Magnetospheric Multiscale(MMS)spacecraft,we present the first study of guide field reconnection observed in the flux rope embedded in kink-like flapping current sheets near the dusk-side flank of the *** more common magnetotail reconnections,which are symmetric,these asymmetric small-scale(λ_(i)~650 km)reconnections were found in the highly twisted current sheet when the direction normal to the sheet changes from the Z direction into the Y *** unique feature of this unusual reconnection is that the reconnection jets are along the Z direction-different from outflow in the X direction,which is the more usual *** vertical reconnection jet is parallel or antiparallel to the up-and-down motion of the tail’s current *** normalized reconnection rate R is estimated to be~*** results indicate that such asymmetric reconnections can significantly enlarge current sheet flapping,with large oscillation *** letter presents direct evidence of guide field reconnection in a highly twisted current sheet,characterized by enlarged current sheet flapping as a consequence of the reconnection outflow.

关键词： magnetic reconnection magnetotail current sheet

Evaluation of Nonbreaking Wave-Induced Mixing Parameterization Schemes Based on a One-Dimensional Ocean Model

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Journal of Ocean University of China 2024年第3期23卷 567-576页

作者： TAng Ran HUAng Chuanjiang dai Dejun WAng Gang The First Institute of Oceanography Ministry of Natural ResourcesQingdao 266061China Laboratory for Regional Oceanography and Numerical Modeling Laoshan LaboratoryQingdao 266237China Shandong Key Laboratory of Marine Science and Numerical Modeling Qingdao 266061China

Surface waves have a considerable effect on vertical mixing in the upper *** the past two decades,the vertical mixing induced through nonbreaking surface waves has been used in ocean and climate models to improve the simulation of the upper *** far,several nonbreaking wave-induced mixing parameterization schemes have been proposed;however,no quantitative comparison has been performed among *** this paper,a one-dimensional ocean model was used to compare the performances of five schemes,including those of Qiao et al.(Q),Hu and Wang(HW),Huang and Qiao(HQ),Pleskachevsky et al.(P),and Ghantous and Babanin(GB).Similar to previous studies,all of these schemes can decrease the simulated sea surface temperature(SST),increase the subsurface temperature,and deepen the mixed layer,thereby alleviating the common thermal deviation problem of the ocean model for upper ocean *** these schemes,the HQ scheme exhibited the weakest wave-induced mixing effect,and the HW scheme exhibited the strongest effect;the other three schemes exhibited roughly the same *** particular,the Q and P schemes exhibited nearly the same *** the simulation based on observations from the Ocean Weather Station Papa,the HQ scheme exhibited the best performance,followed by the Q *** the experiment with the HQ scheme,the root-mean-square deviation of the simulated SST from the observations was 0.43℃,and the mixed layer depth(MLD)was 2.0 *** a contrast,the deviations of the SST and MLD reached 1.25℃ and 8.4 m,respectively,in the experiment without wave-induced mixing.

关键词： wave-induced mixing surface waves sea surface temperature mixed layer depth General Ocean Turbulence Model

Process intensification for the synthesis and purification of battery-grade Li_(2)CO_(3)with microfluidics

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Particuology 2024年第7期90卷 106-117页

作者： Haodu Li Jie Zhang Lin dai Le Du Jiqin Zhu The State Key Laboratory of Chemical Resource Engineering College of Chemical EngineeringBeijing University of Chemical TechnologyBeijing 100029China

Battery-grade lithium carbonate(Li_(2)CO_(3))with a purity of higher than 99.5 wt%is of great importance as a high value-added lithium ***,influences of different reaction systems and process control on product purity remain ***,a membrane dispersion microreactor was used to enhance the mass transfer of preparation and purification processes in homogeneous and heterogeneous *** systems of Na_(2)CO_(3)–LiCl,NH_(4)HCO_(3)–LiCl,and NH_(3)·H_(2)O−CO_(2)−LiCl,CO_(2)purification based on carbonation and decomposition were *** Li_(2)CO_(3)purity was increased by the improvement of mixing *** carbonation time was reduced by 62.5%and 58.3%for the NH_(3)·H_(2)O−CO_(2)and CO_(2)purification systems,*** the two ammonia-based systems,Li_(2)CO_(3)particles with a purity of 99.7–99.8 wt%were one-step prepared with a size of 3–5μm,which also met the requirement of the battery-grade *** purity was further increased to 99.9 wt%by CO_(2)purification and LiHCO_(3)*** investigation could provide a feasible alternative for the controllable preparation of battery-grade Li_(2)CO_(3)in one or multiple steps.

关键词： Microfluidics Battery grade Li_(2)CO_(3) Process intensification High purity

Nonlinear dynamics of a circular curved cantilevered pipe conveying pulsating fluid based on the geometrically exact model

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Applied Mathematics and Mechanics(English Edition) 2024年第2期45卷 261-276页

作者： Runqing CAO Zilong GUO Wei CHEN Huliang dai Lin WAng Department of Engineering Mechanics School of Aerospace EngineeringHuazhong University of Science and TechnologyWuhan 430074China Hubei Key Laboratory for Engineering Structural Analysis and Safety Assessment Wuhan 430074China State Key Laboratory of Intelligent Manufacturing Equipment and Technology School of Mechanical Science and EngineeringHuazhong University of Science and TechnologyWuhan 430074China

Due to the novel applications of flexible pipes conveying fluid in the field of soft robotics and biomedicine,the investigations on the mechanical responses of the pipes have attracted considerable *** fluid-structure interaction(FSI)between the pipe with a curved shape and the time-varying internal fluid flow brings a great challenge to the revelation of the dynamical behaviors of flexible pipes,especially when the pipe is highly flexible and usually undergoes large *** this work,the geometrically exact model(GEM)for a curved cantilevered pipe conveying pulsating fluid is developed based on the extended Hamilton's *** stability of the curved pipe with three different subtended angles is examined with the consideration of steady fluid *** attention is concentrated on the large-deformation resonance of circular pipes conveying pulsating fluid,which is often encountered in practical *** constructing bifurcation diagrams,oscillating shapes,phase portraits,time traces,and Poincarémaps,the dynamic responses of the curved pipe under various system parameters are *** mean flow velocity of the pulsating fluid is chosen to be either subcritical or *** numerical results show that the curved pipe conveying pulsating fluid can exhibit rich dynamical behaviors,including periodic and quasi-periodic *** is also found that the preferred instability type of a cantilevered curved pipe conveying steady fluid is mainly in the flutter of the second *** a moderate value of the mass ratio,however,a third-mode flutter may occur,which is quite different from that of a straight pipe system.

关键词： curved pipe conveying fluid pulsating fluid geometrically exact model(GEM) nonlinear dynamics parametric vibration flutter

Churning loss characteristics of a wet three-phase high-speed reluctance motor

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Journal of Zhejiang University-Science A(Applied Physics & Engineering) 2024年第3期25卷 251-267页

作者： Zhenzhou ZHAng Mingzhu dai Chenchen ZHAng Yi CHEN Bin MEng College of Mechanical Engineering Zhejiang University of TechnologyHangzhou 310023China

With the increasing requirements of electro-hydrostatic actuators(EHAs)for power,volume,and pressure,there is a growing tendency in the industry to combine the motor and pump to form a so-called'motor pump'to improve the *** this paper,a novel structure for a wet three-phase high-speed reluctance motor pump is proposed,which can further improve integration by removing the dynamic seal on the pump shaft,thereby avoiding the problems of dynamic seal wear and oil leakage and improving heat dissipation under high-speed working ***,after the motor is wetted,the churning loss caused by immersion of the rotor in the oil causes additional fluid resistance *** on fundamental fluid mechanics,an analytical model of the churning torque of a wet motor was *** verify the accuracy of the analytical model,a simulation model of churning loss was established based on computational fluid dynamics(CFD),and the churning torque and flow field state were ***,an experimental prototype was designed and manufactured,and a test bench for churning loss was *** oil churning torque was measured at different speeds and *** results from the analytical,simulation,and experimental models agreed *** experimental results validated the analytical model and CFD *** research provides a practical method for calculating the churning loss and serves as guidance for future optimization of churning loss reduction.

关键词： Motor pump Wet motor Churning loss Analytical model Computational fluid dynamics(CFD)