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Fourth Order Compact Boundary Value Method for Option Pricing with Jumps

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Advances in Applied Mathematics and Mechanics 2009年第6期1卷 845-861页

作者： Spike t.lee Hai-Wei Sun Department of Mathematics University of MacaoMacaoChina

We consider pricing options in a jump-diffusion model which requires solving a partial integro-differential *** the spatial direction with a fourth order compact scheme leads to a linear system of ordinary differential *** the temporal direction,we utilize the favorable boundary value methods owing to their advantageous stability *** addition,the resulting large sparse system can be solved rapidly by the GMRES method with a circulant Strang-type *** results demonstrate the high order accuracy of our scheme and the efficiency of the preconditioned GMRES method.

关键词： Partial integro-differential equation fourth order compact scheme boundary value method preconditioning toeplitz matrix

Hurricane disturbances, tree diversity, and succession in North Carolina Piedmont forests, USA

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Journal of Forestry Research 2019年第1期30卷 219-231页

作者： Weimin Xi Robert K.Peet Michael t.lee Dean L.Urban Department of Biology University of North Carolina at Chapel Hill Department of Biological and Health Sciences Texas A & M University-Kingsville the Nicholas School of the Environment Duke University

Windthrow plays a critical role in maintaining species diversity in temperate forests. Do large-scale strong wind events(i.e., tropical cyclones, including hurricanes,typhoons and severe cyclonic storms) increase tree diversity in severely damaged forest areas? Do hurricanes(tropical cyclones that occurs in the Atlantic Ocean and northeastern Pacific Ocean) lead to altered relative abundance of shade-tolerant and shade-intolerant species? Did historic hurricanes alter the succession trajectory of the damaged forests? We used nearly 70-year tree demographic data to assess the effects of two major hurricanes on woody species diversity in Piedmont forests, North Carolina, USA. Species richness(S) and Shannon–Wiener's diversity index(H') were used to evaluate the changes in tree diversity. the changes in composition were assessed with Nonmetric Multidimensional Scaling. the pre-hurricane successional phase can strongly influence both the damage severity and subsequent responses. Although there is often an immediate drop in diversity following a hurricane, understory tree diversity quickly increases to levels that exceed those prior to the disturbance. this leads to an increase in diversity in stands that were substantially damaged. Hurricanes significantly decrease the dominance of shade-intolerant canopy species while increasing preestablished, more shade-tolerant species. We conclude that large, and infrequent hurricanes help to maintain local tree diversity, but also accelerate the increase in dominance of understory species such as red maple and beech.

关键词： Wind disturbance tree species diversity Plant succession Disturbance-diversity relationship Piedmont forests

Relationships between regulated DBPs and emerging DBPs of health concern in U.S. drinking water

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Journal of Environmental Sciences 2022年第7期34卷 161-172页

作者： Stuart W.Krasner Ai Jia Chih-Fen t.lee Raha Shirkhani Joshua M.Allen Susan D.Richardson Michael J.Plewa Metropolitan Water District of Southern California Water Quality LaboratoryCA 91750USA Department of Chemistry and Biochemistry University of South CarolinaSC 29208USA Department of Crop Sciences University of Illinois at Urbana-ChampaignIL 61801USA Safe Global Water Institute University of Illinois at Urbana-ChampaignIL 61801USA

A survey was conducted at eight U.S. drinking water plants, that spanned a wide range of water qualities and treatment/disinfection practices. Plants that treated heavily-wastewaterimpacted source waters had lower trihalomethane to dihaloacetonitrile ratios due to the presence of more organic nitrogen and HAN precursors. As the bromide to total organic carbon ratio increased, there was more bromine incorporation into DBPs. this has been shown in other studies for tHMs and selected emerging DBPs(HANs), whereas this study examined bromine incorporation for a wider group of emerging DBPs(haloacetaldehydes, halonitromethanes). Moreover, bromine incorporation into the emerging DBPs was, in general, similar to that of the tHMs. Epidemiology studies that show an association between adverse health effects and brominated tHMs may be due to the formation of brominated emerging DBPs of heath concern. Plants with higher free chlorine contact times before ammonia addition to form chloramines had less iodinated DBP formation in chloraminated distribution systems, where there was more oxidation of the iodide to iodate(a sink for the iodide) by the chlorine. this has been shown in many bench-scale studies(primarily for iodinated tHMs), but seldom in full-scale studies(where this study also showed the impact on total organic iodine. Collectively, the tHMs, haloacetic acids, and emerging DBPs accounted for a significant portion of the tOCl, tOBr, and tOI;however, ~50% of the tOCl and tOBr is still unknown. the correlation of the sum of detected DBPs with the tOCl and tOBr suggests that they can be used as reliable surrogates.

关键词： Disinfection by-products total organic bromine total organic iodine trihalomethanes Haloacetonitriles Haloacetaldehydes Iodo-trihalomethanes Iodoacetic acids

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基于有功功率小扰动分析的动态安全域求解

电力系统自动化 2006年第20期30卷 5-9,31页

作者：曾沅余贻鑫贾宏杰 Stephen t.lee Pei ZHANG 天津大学电气与自动化工程学院天津市300072 美国电力科学研究院

动态安全域(DSR)的暂态稳定边界可以近似表示为超平面,由此提出了一种DSR的快速求解方法。该方法分别对事故前系统的稳定运行点、事故中系统的故障轨迹和事故后系统的暂态稳定性进行有功功率的小扰动分析,然后依据整个暂态响应过程中状... 详细信息

动态安全域(DSR)的暂态稳定边界可以近似表示为超平面,由此提出了一种DSR的快速求解方法。该方法分别对事故前系统的稳定运行点、事故中系统的故障轨迹和事故后系统的暂态稳定性进行有功功率的小扰动分析,然后依据整个暂态响应过程中状态变量的连续性,将不同阶段的分析结果联系起来,最终推导出了超平面形式的DSR解析表达式。应用暂态能量函数分析给出了注入空间上的实用动态安全判据,以此来量化暂态稳定性指标,从而实现对事故后系统的有功功率小扰动分析。该方法的有效性在New England 10机39节点系统上得到了验证。

关键词：动态安全域有功功率小扰动分析暂态稳定性超平面

Diagnosis,management and prevention of thrombotic complications in microsurgical breast reconstruction:a review of the literature

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Plastic and Aesthetic Research 2023年第1期10卷 389-414页

作者： Amy Chen Shannon R.Garvey Asha Nanda Bernard t.lee Ryan P.Cauley Division of Plastic and Reconstructive Surgery Department of SurgeryBeth Israel Deaconess Medical CenterHarvard Medical SchoolBostonMA 02215USA

Autologous free tissue transfer is a safe and effective option for breast *** is an increasingly utilized technique with well-demonstrated improved patient satisfaction and quality of *** thrombosis is a rare but significant complication of microsurgical breast reconstruction,often resulting in flap *** diagnosis and timely management of this complication are essential to free flap *** microvascular thrombosis poses a threat to flap survival,several methods may be employed to mitigate its more devastating ***,we present a comprehensive review of arterial and venous thrombotic complications in both the intraoperative and postoperative *** discuss preoperative risk assessment,methods for flap monitoring,and operative and medical management of thrombotic *** present an updated algorithm for the intraoperative management of microvascular thrombosis adapted to reflect the most recent literature and our novel algorithm for the postoperative management of microvascular thrombosis.

关键词： Breast microsurgery free flap monitoring free flap thrombosis free flap salvage

基于割集功率空间上的静态电压稳定域局部可视化方法

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中国电机工程学报 2004年第9期24卷 13-18页

作者：王成山许晓菲余贻鑫魏炜 StEPHEN t.lee ZHANG Pei 天津大学电气与自动化工程学院 EPRI U.S. Palo AltoCAUSA 94303

提出了一种新型快速的割集功率空间上电压稳定域边界局部近似算法,以用于实现静态电压稳定域的可视化。该算法首先在电力系统状态空间上推导出求解电压稳定域边界局部的线性方程组,利用该方程组可快速地求解出状态空间上的一组近似电压... 详细信息

提出了一种新型快速的割集功率空间上电压稳定域边界局部近似算法,以用于实现静态电压稳定域的可视化。该算法首先在电力系统状态空间上推导出求解电压稳定域边界局部的线性方程组,利用该方程组可快速地求解出状态空间上的一组近似电压稳定域边界点;然后通过潮流方程将边界映射到割集功率空间上,解决了电压稳定域可视化的降维问题。在此基础上,可利用最小二乘法拟合出割集功率空间上的一个超平面,用以近似地表达电压稳定域边界。IEEE118节点系统算例结果表明,该方法能在割集功率空间上以较小的误差快速地近似表达出电压稳定域边界的局部;算法对于实现电压稳定域的在线计算及可视化具有一定的实用价值。

关键词：电力系统割集功率空间线性方程静态电压稳定域可视化电压稳定性

电力系统注入空间静态电压稳定域边界的实用表达式

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中国电机工程学报 2005年第5期25卷 8-14页

作者：韩琪余贻鑫李慧玲贾宏杰李鹏 Stephen t.lee ZHANG Pei 天津大学电气与自动化工程学院天津市南开区300072 EPRI U.S. Palo AltoCAUSA 94303

电力系统注入空间上的静态电压稳定域(SVSR)是近有效的电压安全监控手段,对其边界的准确表达和快速求取是 SVSR 实用化的重要保证。该文推导了单机单负荷系统 SVSR 边界的解析表达式,在其启发下,通过将系统静态电压稳定临界条件做 tayl... 详细信息

电力系统注入空间上的静态电压稳定域(SVSR)是近有效的电压安全监控手段,对其边界的准确表达和快速求取是 SVSR 实用化的重要保证。该文推导了单机单负荷系统 SVSR 边界的解析表达式,在其启发下,通过将系统静态电压稳定临界条件做 taylor 级数展开,给出了一种注入空间中 SVSR 边界的二次近似解析表达形式;基于模态分析,提出了选择系统关键节点的方法,以实现注入空间的有效降维。最后,通过 IEEE 14 节点、57 节点系统和EPRI 1000 节点测试系统的算例对文中方法的有效性进行了验证,结果表明:当发电与负荷大范围变动时,在不同运行条件下估计注入空间 SVSR 边界的误差均在 3%以下。

关键词：电压稳定电力系统 EPRI 发电实用化单机负荷定域边界表达式

the relationship between anxiety about prostate cancer among patients with biochemical cancer recurrence and the use of complementary and alternative medicines,diet,and exercise

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Family Medicine and Community Health 2017年第2期5卷 139-148页

作者： Richard t.lee Joshua A.Hemmerich Nancy Kwon Kathryn Bylow Walter M.Stadler Supriya G.Mohile William Dale Department of Medicine Case Western Reserve University and University HospitalsClevelandOHUSA Department of Medicine University of ChicagoChicagoILUSA Department of Medicine Northwestern UniversityChicagoILUSA Department of Medicine Medical College of WisconsinMilwaukeeWIUSA Department of Medicine University of RochesterRochesterNYUSA

Objective:We aimed to explore associations between anxiety and specific health behaviors such as complementary and alternative medicine(CAM),diet,and exercise among prostate cancer ***:PCa patients enrolled in a prospective cohort study of men with biochemical cancer recurrence were surveyed about use of CAM,diet,and *** was measured with the Memorial Anxiety Scale for Prostate Cancer(MAX-PC)and the anxiety subscale of the Hospital Anxiety and Depression ***:Nearly 70%(44 of 67)of the original cohort of patients completed the supplementary CAM *** mean age was 68 *** percent of respondents reported engaging in a rel-evant health behavior,and 64%reported doing so in direct response to their PCa ***,the most prevalent specific behaviors were exercising(56%),making dietary changes(50%),taking calcium supplements(41%),and taking vitamin D supplements(39%).Elevated baseline PCa-specific anxiety(MAX-PC score>16)after biochemical cancer recurrence was associated with use of any CAM(P=0.01),use of herbs/supplements(P=0.01),and dietary changes(P=0.04).Conclusion:PCa patients commonly use CAM,dietary changes,and exercise in response to their diagnosis,and these changes are associated with elevated general and PCa-specific anxiety.

关键词： Prostate cancer complementary and alternative medicine health behaviors anxiety

Effects of Histotripsy on Local tumor Progression in an in vivo Orthotopic Rodent Liver tumor Model

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Biomedical Engineering Frontiers 2020年第1期1卷 50-63页

作者： tejaswi Worlikar Mishal Mendiratta-Lala Eli Vlaisavljevich Ryan Hubbard Jiaqi Shi timothy L.Hall Clifford S.Cho Fred t.lee Joan Greve Zhen Xu Department of Biomedical Engineering University of MichiganAnn ArborMichigan 48109USA Division of Abdominal Radiology University of MichiganAnn ArborMichigan 48109USA Department of Biomedical Engineering and Mechanics Virginia Polytechnic Institute and State UniversityBlacksburgVirginia 24061USA Department of Pathology University of MichiganAnn ArborMichigan 48109USA Department of Surgery University of MichiganAnn ArborMichigan 48109USA Department of Surgery VA Ann Arbor Healthcare SystemAnn ArborMichigan 48105USA Department of Radiology University of WisconsinMadisonWisconsin 53705USA

Objective and Impact *** is the first longitudinal study investigating the effects of histotripsy on local tumor progression in an in vivo orthotopic,immunocompetent rat hepatocellular carcinoma(HCC)*** is the first noninvasive,nonionizing,nonthermal,mechanical ablation technique using ultrasound to generate acoustic cavitation to liquefy the target tissue into acellular debris with millimeter ***,histotripsy has demonstrated in vivo ablation of noncancerous liver ***.N1-S1 HCC tumors were generated in the livers of immunocompetent rats(n=6,control;n=15,treatment).Real-time ultrasound-guided histotripsy was applied to ablate either 100%tumor volume+up to 2 mm margin(n=9,complete treatment)or 50-75%tumor volume(n=6,partial treatment)by delivering 1-2 cycle histotripsy pulses at 100 Hz PRF(pulse repetition frequency)with p−≥30 MPa using a custom 1 MHz *** were monitored weekly using MRI(magnetic resonance imaging)for 3 months or until tumors reached~25 *** revealed effective post-histotripsy reduction of tumor burden with near-complete resorption of the ablated tumor in 14/15(93.3%)treated *** showedtumoral,fibrous tissue at the treatment site at 3 *** with increased tumor burden(3/6 control and 1 partial treatment)were euthanized early by 2-4 *** 3 other controls,histology revealed fibrous tissue at original tumor site at 3 *** was no evidence of histotripsy-induced off-target tissue *** and partial histotripsy ablation resulted in effective tumor removal for 14/15 rats,with no evidence of local tumor progression or recurrence.

关键词： repetition debris cavitation