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Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions

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Acta Mathematicae Applicatae Sinica 2013年第2期29卷 329-354页

作者： Wei-yin FEI Deng-Feng XIA Shu-guang zhang Department of Applied Mathematics Anhui Polytechnic University Department of Statistics and Finance University of Science and Technology of China

The backward stochastic differential equations driven by both standard and fractional Brownian motions （or, in short, SFBSDE） axe studied. A Wick-It6 stochastic integral for a fractional Brownian motion is adopted. The fractional It6 formula for the standard and fractional Brownian motions is provided. Introducing the concept of the quasi-conditional expectation, we study some its properties. Using the quasi-conditional expectation, we also discuss the existence and uniqueness of solutions to general SFBSDEs, where a fixed point principle is employed. Moreover, solutions to linear SFBSDEs are investigated. Finally, an explicit solution to a class of linear SFBSDEs is found.

关键词： fractional Brownian motion Malliavin calculus fractional It6 formula quasi-conditional expec-tation SFBSDE

Impact of and adaptation strategies for sea-level rise on Yangtze River Delta

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Advances in Climate Change Research 2018年第2期9卷 154-160页

作者： WANG Qiu-Shun PAN Cun-Hong zhang guang-Zhi Zhejiang Institute of Hydraulics and Estuary Hangzhou 310020 China Zhejiang Institute of Marine Planning and Design Hangzhou 310020 China

The Yangtze River Delta characterized by a dense population and a rapidly developing economy is highly vulnerable to sea-level rise. The data from the China Oceanic Information Network and the Zhejiang Provincial Hydrology Bureau are used to analyze sea-level rise. The rate of sea-level rise in the delta was 2.4 mm per year in 1981-2015. The annual sea-level at Daishan, Dinghai, and Dongtou stations in the south wing of the delta were 4.3, 3.1, and 5 mm per year respectively over the same period. The 10-year averaged results at each station also indicate a perceptible trend of sea-level rise. Sea-level rise is contributed to a larger proportion of intensified erosion, ranging from 3% to 14% in the delta. Meanwhile, the 100-year return period of tidal level has decreased to the 50-year rank at Dongtou and Dinghai stations. Moreover, the arrival time of tidal bores at Yanguan is 4 min earlier under sea-level rise of 0.145 m than that of 0 m. The height of tidal bores and the velocities at the surface and bottom layers have an increase under sea-level rise. The maximum increases of high and low tide levels are 0.122 m and 0.016 m while the maximum increases of the velocities at the surface and bottom layers are 0.07 m s^- 1 and 0.05 m s ^-1, respectively. Sea-level rise will bring about the damage of seawall, thus the design standard of constructing seawalls should adopt a higher level to minimize the associated risks in the Yangtze River Delta and its south wing.

关键词： Coastal erosion Sea-level rise Saltwater intrusion Tidal bore Yangtze River Delta Zhejiang province

Zoeppritz-based AVO inversion using an improved Markov chain Monte Carlo method

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Petroleum Science 2017年第1期14卷 75-83页

作者： Xin-Peng Pan guang-Zhi zhang Jia-Jia zhang Xing-Yao Yin School of Geosciences China University of Petroleum(Huadong) Laboratory for Marine Mineral Resources Qingdao National Laboratory for Marine Science and Technology

The conventional Markov chain Monte Carlo （MCMC） method is limited to the selected shape and size of proposal distribution and is not easy to start when the initial proposal distribution is far away from the target distribution. To overcome these drawbacks of the conventional MCMC method, two useful improvements in MCMC method, adaptive Metropolis （AM） algorithm and delayed rejection （DR） algorithm, are attempted to be combined. The AM algorithm aims at adapting the proposal distribution by using the generated estimators, and the DR algorithm aims at enhancing the efficiency of the improved MCMC method. Based on the improved MCMC method, a Bayesian amplitude versus offset （AVO） inversion method on the basis of the exact Zoeppritz equation has been developed, with which the P- and S-wave velocities and the density can be obtained directly, and the uncertainty of AVO inversion results has been estimated as well. The study based on the logging data and the seismic data demonstrates the feasibility and robustness of the method and shows that all three parameters are well retrieved. So the exact Zoeppritz-based nonlinear inversion method by using the improved MCMC is not only suitable for reservoirs with strong-contrast interfaces and longoffset ranges but also it is more stable, accurate and antinoise.

关键词： Adaptive Metropolis (AM) algorithm Delayed rejection (DR) algorithm Bayesian AVOinversion Exact Zoeppritz Nonlinear inversion

Entrainment mechanism of the cyanobacterial circadian clock induced by oxidized quinone

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Chinese Physics B 2020年第9期29卷 589-596页

作者： Ying Li guang-Kun zhang Zi-Gen Song College of Information Technology Shanghai Ocean UniversityShanghai 201306China

The circadian clock is a self-sustained biological oscillator which can be entrained by environmental *** cyanobacteria circadian clock is the simplest one,which is composed of the proteins KaiA,KaiB and *** phosphorylation/dephosphorylation state of KaiC exhibits a circadian *** and KaiB activate KaiC phosphorylation and dephosphorylation *** competing with KaiA for the same binding site on KaiB affects the phosphorylation state of *** is a signaling molecule for entraining the cyanobacterial circadian clock which is oxidized at the onset of darkness and reduced at the onset of light,reflecting the environmental light-dark *** and CikA can sense external signals by detecting the oxidation state of ***,the entrainment mechanism is far from *** develop an enhanced mathematical model including oxidized quinone sensed by KaiA and CikA,with which we present a detailed study on the entrainment of the cyanobacteria circadian clock induced by quinone *** find that KaiA and CikA sensing oxidized quinone pulse are related to phase advance and delay,*** time of oxidized quinone pulse addition plays a key role in the phase *** combination of KaiA and CikA is beneficial to the generation of entrainment,and the increase of signal intensity reduces the entrainment *** study provides a theoretical reference for biological research and helps us understand the dynamical mechanisms of cyanobacteria circadian clock.

关键词： mathematical model entrainment cyanobacterial circadian clock phase response curve

Estimation of fracture density and orientation from azimuthal elastic impedance difference through singular value decomposition

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Petroleum Science 2021年第6期18卷 1675-1688页

作者： Lin Li guang-Zhi zhang Jun-Zhou Liu Lei Han Jia-Jia zhang School of Geosciences China University of Petroleum(East China)QingdaoShandong 266580China Sinopec Exploration and Production Research Institute Beijing100083China

Accurate estimation of fracture density and orientation is of great significance for seismic characterization of fractured ***,we propose a novel methodology to estimate fracture density and orientation from azimuthal elastic impedance(AEI)difference using singular value decomposition(SVD).Based on Hudson's model,we first derive the AEI equation containing fracture density in HTI media,and then obtain basis functions and singular values from the normalized AEI difference utilizing *** shows that the basis function changing with azimuth is related to fracture orientation,fracture density is the linearly weighted sum of singular values,and the first singular value contributes the most to fracture ***,we develop an SVD-based fracture density and orientation inversion approach constrained by smooth prior elastic *** example shows that fracture density and orientation can be stably estimated,and the correlation coefficient between the true value and the estimated fracture density is above 0.85 even when an S/N ratio of *** data example shows that the estimated fracture orientation is consistent with the interpretation of image log data,and the estimated fracture density reliably indicates fractured gas-bearing reservoir,which could help to guide the exploration and development of fractured reservoirs.

关键词： Singular value decomposition HTI media Azimuthal elastic impedance inversion Fracture density Fracture orientation

Phosphine-Relayed Aldehyde-Olefination and Aza-Wittig Reaction with 2,2,2-Trifluorodiazoethane

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Chinese Journal of Chemistry 2018年第8期36卷 723-730页

作者： Fa-guang zhang Ning Lv Yan Zheng Jun-An Ma Department of Chemistry Tianjin Key Laboratory of Molecular Optoelectronic Sciences and Tianjin Collaborative Innovation Center of Chemical Science & Engineering Tianjin University Tianjin 300072 China

Phosphine-relayed olefination and aza-Wittig reactions of readily available aldehydes with 2,2,2-trifluorodiazoethane （CF3CHN2） have been realized. This protocol enables the facile construction of a series of triflu... 详细信息

关键词： diazo compounds olefination Wittig reactions 2,2,2-trifluorodiazoethane phosphine

Aryl Diazonium Salt-Triggered Cyclization a nd Cycloaddition Reactions: Past, Present, and Future

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Chinese Journal of Chemistry 2020年第10期38卷 1132-1152页

作者： Fa-guang zhang Zhen Chen Chi Wai Cheung Jun-An Ma Department of Chemistry Tianjin Key Laboratory of Molecular Optoelectronic SciencesFrontiers Science Center for Synthetic Biology(Ministry of Education)and Tianjin Collaborative Innovation Center of Chemical Science&EngineeringTinjin UniversityTianjin 300072China Joint School of National University of Singapore and Tianjin University International Campus of Tianjin UniversityBinhai New CityFuzhou 350207FujianChina

Aryl diazonium salts occupy a privileged role in synthetic chemistry owing to their ready availability and versatile *** their applications in accessing diversely functionalized arene derivatives via denitrogenation-coupling and reduction/addition reactions have been well recognized by practitioners in both academia and industry,recent renaissance in chemical transformations of retaining the key N2-unit has emerged as a powerful technique to construct various A/-*** review covers the history and latest advances in cyclization and cycloaddition reactions using aryl diazonium salts as N2-annulation *** scope,applications,and opportunities in exploring new chemical space by this sustainable strategy are summarized and discussed.

关键词： salts summarized retaining

Superplasticity of Directionally Solidified NiAl-15Cr Alloy at High Temperature

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Journal of Iron and Steel Research International 2006年第4期13卷 44-48页

作者： zhang guang-ye zhang Hua zhang Hou-an WU Xian-ming GUO Jian-ting School of Electromechanism Engineering Hunan University of Science and Technology Xiangtan 411201 HunanChina Institute of Metal Research Chinese Academy of Sciences Shenyang 110016 Liaoning China

Ni-25Al-15Cr （atomic percent, %） alloy was directionally solidified （DS） under argon atmosphere in an Al2O3-SiO2 ceramic mold by standard Bridgman method. The microstructure of the as-fabricated alloy was studied using optical microscope, X-ray diffractometer, and scanning electron microscope. The alloy consisting of dendritic β- NiAl phase, interdendritic γ/γ′ phase, and transient layer γ′ phase, has been investigated. This alloy exhibits superplastic deformation behavior at 1 273-1 373 K over an initial strain rate range of 8. 35×10 ^-4 -1. 67×10^-2s^-1. The maximum elongation of 280% with strain rate sensitivity index m= 0. 22 was obtained at the temperature of 1 323 K and an initial strain rate of 8. 35×10^-3s^-1. Transmission electron microscopy （TEM） observations indicate that the superplastic deformation stems from the balance between high resistance （by dislocation sliding） and strain softening （by dynamic recovery and recrystallization）.

关键词： intermetallics directional solidification superplasticity microstructure

Dynamic behavior of the cyanobacterial circadian clock with regulation of CikA

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Chinese Physics B 2021年第10期30卷 673-679页

作者： Ying Li guang-Kun zhang Yan-Ming Ge College of Information Technology Shanghai Ocean UniversityShanghai 201306China

Cyanobacteria are the simplest organisms to have circadian *** central oscillator in cyanobacteria is composed by a transcriptional/translational feedback loop(TTFL)and a post-translational oscillator(PTO).The PTO is a core pacemaker which consists of three proteins KaiA,KaiB and *** stimulates the phosphorylation of KaiC,while KaiB inhibits the activity of *** cyanobacterial circadian clock is an interesting topic for researchers and many mathematical models have been ***,the current mathematical models of the cyanobacterial circadian clock have been made only considering the interactions between Kai ***,as an input pathway component,plays an essential role in the circadian clock,whose mutation results in abnormal *** regulation mechanism of CikA remains *** this paper,we develop a detailed mathematical model for the cyanobacterial circadian clock with incorporation *** on numerical simulations,we explore the dynamic properties of the circadian clock regulated by *** results show that the regulation of CikA makes the system more *** detail,CikA strengthens the central role of PTO and improves the adaptability of the circadian clock against the change of *** CikA,the system is able to modulate its period more easily to face environmental *** also enhances slightly the fitness of *** findings of this paper can supplement the biological research and may help us more clearly understand the cyanobacterial circadian clock regulated by other proteins.

关键词： cyanobacterial circadian clock mathematical model adaptability sensitivity analysis