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A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing

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Acta Mathematicae Applicatae Sinica 2016年第4期32卷 921-932页

作者： xian-Jun SHI Lei YANG Zheng-Hai huang Department of Mathematics School of ScienceTianjin University

For American option pricing, the Black-Scholes-Merton model can be discretized as a linear comple- mentarity problem （LCP） by using some finite difference schemes. It is well known that the Projected Successive Over Relaxation （PSOR） has been widely applied to solve the resulted LCP. In this paper, we propose a fixed point iterative method to solve this type of LCPs, where the splitting technique of the matrix is used. We show that the proposed method is globally convergent under mild assumptions. The preliminary numerical results are reported, which demonstrate that the proposed method is more accurate than the PSOR for the problems we tested.

关键词： American option pricing finite difference method fixed point method linear complementarityproblem

The facile insertion of β-keto sulfones to arynes:The direct preparation of polysubstituted ortho-keto benzyl sulfones

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Chinese Chemical Letters 2008年第6期19卷 631-633页

作者： Jian Xue Lu Ling Wu xian huang Department of Chemistry Zhejiang University （Campus Xixi） Hangzhou 310028 PR China State Key Laboratory of Organometallic Chemistry Shanghai Institute of Organic Chemistry Chinese Academy of Sciences Shanghai 200032 PR China

One novel carbon-carbon bond insertion reaction of arynes has been developed. By this reaction β-keto sulfones can insert the triple bond of arynes to prepare polysubstituted ortho-keto benzyl sulfones.

关键词： arynes Insertion reaction C-C bonds β-Keto sulfones

Control rod drive for high temperature gas cooled reactor

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Nuclear Science and Techniques 1998年第1期9卷 45-46页

作者： DengJun－xian XuJi－ming 等 BeijingInstituteofNuclearEngineering Beijing100840

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ＣｏｎｔｒｏｌｒｏｄｄｒｉｖｅｆｏｒｈｉｇｈｔｅｍｐｅｒａｔｕｒｅｇａｓｃｏｏｌｅｄｒｅａｃｔｏｒＤｅｎｇＪｕｎＸｉａｎ，ＸｕＪｉＭｉｎｇ，ＸｉａｏＳｈｕＲｕ，ＺｈａｎｇＨａｎ，ＹａｎｇＳｈｅｎＨｕａ，ＬｉｕＡｉＪｕｎ，ＺｈａｎｇＥｎＨ...

关键词：核反应堆高温气体冷却控制棒驱动

Determination of Trace Mercury by Catalytic Solid Substrate-room Temperature Phosphorimetry

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Chinese Chemical Letters 2006年第12期17卷 1582-1584页

作者： Jia ming LIU Yun Xiong WU Shao xian LIN Fei ming LI Xiu Mei SHI Zhong Bin SHI Guo Hui ZHU Zhi ming LI Xiao Mei huang Department of Chemistry and Environmental Science Zhangzhou Normal College Zhangzhou 363000 Department of Food and Chemical Engineering Zhangzhou Institute of Technology Zhangzhou 363000

A new highly sensitive method （detection limit： 4.1 ag spofx, sample volume： 0.4 gL spot^·l） for the determination of trace Hg2^2＋ by catalytic solid substrate-room temperature phosphorimetry has been establishe... 详细信息

关键词： Hg^2+ α-naphthylamine sulfanilic acid catalytic solid substrate-room temperature phosphorimetry.

Al-containing Ge-rich IWV:rapid synthesis via interzeolite transformation and application in Baeyer-Villiger oxidation

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Science China Chemistry 2024年第7期67卷 2282-2291页

作者： Meichen Jiao Chunmin Jia Hao Xu Peng Wu xian-ming Zhang School of Chemistry&Material Science Shanxi Normal UniversityTaiyuan 030006China Shanghai Key Laboratory of Green Chemistry and Chemical Processes School of Chemistry and Molecular EngineeringEast China Normal UniversityShanghai 200062China School of Chemistry Taiyuan University of TechnologyTaiyuan 030024China

Ge-containing Lewis acidic zeolites are typically synthesized using a conventional hydrothermal strategy from amorphous silica sources,through a long time-and energy-consuming approach limiting their wide *** study reports a rapid synthesis strategy for a series of IWV aluminogermanosilicate zeolites(T-x-Al)with a wide range of Si/Ge molar ratios(5–15)by interzeolite transformation of dealuminated FAU(DA-FAU).Notably,Ge-rich IWV could be obtained with crystallization time as short as one day by the equimolecular Si/Ge ratio *** effect of synthetic parameters was investigated and the obtained T-x-Al samples were characterized by XRD,SEM,EDS,ICP,^(29)Si and^(27)Al MAS NMR,FTIR,and N_(2)physisorption *** with a previously reported IWV germanosilicate(H-3),T-x-Al displayed a better catalytic activity in Baeyer-Villiger(BV)oxidation,attributed to the presence of the active framework Ge sites with the assistance of the extraframework Al *** cyclic catalysis tests revealed that the presence of framework Al species contributed to the stability of the ***,T-x-Al,with 14-membered ring(MR)supercages,outperformed the typical 12-MR Sn-beta catalyst in the BV oxidation of large ketone-like 2-admantanone,indicating a promising potential application in the macromolecular catalytic process.

关键词： Ge-rich IWV interzeolite transformation Al assistance Baeyer-Villiger oxidation

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Dynamic Event-triggered Control and Estimation: A Survey

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International Journal of Automation and computing 2021年第6期18卷 857-886页

作者： Xiaohua Ge Qing-Long Han xian-ming Zhang Derui Ding School of Software and Electrical Engineering Swinburne University of TechnologyMelbourne 3122Australia

The efficient utilization of computation and communication resources became a critical design issue in a wide range of networked systems due to the finite computation and processing capabilities of system components(e.g., sensor, controller) and shared network bandwidth. Event-triggered mechanisms(ETMs) are regarded as a major paradigm shift in resource-constrained applications compared to the classical time-triggered mechanisms, which allows a trade-off to be achieved between desired control/estimation performance and improved resource efficiency. In recent years, dynamic event-triggered mechanisms(DETMs) are emerging as a promising enabler to fulfill more resource-efficient and flexible design requirements. This paper provides a comprehensive review of the latest developments in dynamic event-triggered control and estimation for networked systems. Firstly, a unified event-triggered control and estimation framework is established, which empowers several fundamental issues associated with the construction and implementation of the desired ETM and controller/estimator to be systematically investigated. Secondly, the motivations of DETMs and their main features and benefits are outlined. Then, two typical classes of DETMs based on auxiliary dynamic variables(ADVs) and dynamic threshold parameters(DTPs) are elaborated. In addition, the main techniques of constructing ADVs and DTPs are classified, and their corresponding analysis and design methods are discussed. Furthermore, three application examples are provided to evaluate different ETMs and verify how and under what conditions DETMs are superior to their static and periodic counterparts. Finally, several challenging issues are envisioned to direct the future research.

关键词： Networked systems dynamic event-triggered control dynamic event-triggered estimation dynamic event-triggered mechanisms vehicle active suspension system water distribution and supply system

Synthesis of FeOOH scaly hollow tubes based on Cu_(2)O wire templates toward high-efficiency oxygen evolution reaction

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Rare Metals 2023年第6期42卷 1836-1846页

作者： Yu Zhang Xue-Ai Teng Ze-Qun Ma Rong-ming Wang Woon-ming Lau Ai-xian Shan Beijing Advanced Innovation Center for Materials Genome Engineering and Center for Green Innovation School of Mathematics and PhysicsUniversity of Science and Technology BeijingBeijing100083China Beijing Advanced Innovation Center for Materials Genome Engineering Beijing Key Laboratory for Magneto-Photoelectrical Composite and Interface ScienceSchool of Mathematics and PhysicsUniversity of Science and Technology BeijingBeijing100083China Shunde Innovation School of University of Science and Technology Beijing Foshan528000China Institute of Materials Science and Devices School of Materials Science and EngineeringSuzhou University of Science and TechnologySuzhou215009China

For catalytic materials,the characteristics of one-dimension and hollowness are the promotion factors for their full presentation of catalytic activity,and through a template-as sis ted method,both above superiorities can be fused ***,we proposed a novel strategy inspired by Pearson's principle with Cu_(2)O wires as templates,and prepared FeOOH hollow tubes,which covered by FeOOH *** applied as oxygen evolution reaction(OER)catalyst,the FeOOH scaly hollow tubes(FeOOH SHTs)showed outstanding catalytic activity with a low overpotential of 245 mV to drive a current density of10 mA·cm^(-2),excellent kinetics manifesting as a low Tafel slope of 46.9 mV·dec^(-1),and robust *** work provides a new synthesis strategy for an ideal OER catalyst,FeOOH,with high inherent activity and enhances the feasibility to broaden the design ideas of transition metalbased catalysts.

关键词： FeOOH scaly hollow tube(SHT) Cu_(2)O wire template One-dimensional(1D)hollow structure Oxygen evolution reaction(OER)

Spontaneous Emission Spectrum of a Λ-Typed Atom in a Coherent Photonic Reservoir

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Chinese Physics Letters 2011年第12期28卷 139-142页

作者： huang xian-Shan LIU Hai-Lian School of Mathematics and Physics Anhui University of TechnologyMaanshan 243000

The spontaneous emission of a three-levelΛ−typed atom embedded in anisotropic photonic crystals with two coherent bands is *** relative position of the atom is described by a position-dependent parameterθ(r0),in regard as the coherence of the two *** spectrum of the transition in free space vacuum is *** spectral center can be manipulated by the coherent parameterθ(r0),and the spectral intensity can be adjusted via the atomic transition in the coherent photonic reservoir.

关键词： coherent bands parameter

Chemiluminescence Sensor for the Determination of Hydroxylamine by Electrostatically Immobilizing Luminol and Periodate

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Chemical Research in Chinese Universities 2003年第2期19卷 155-159页

作者： ZHANG Si chun ZHOU Guo jun JU huang xian Department of Chemistry Institute of Analytical ScienceState Key Laboratory of Coordination ChemistryNanjing UniversityNanjing 210093P.R.China

A novel chemiluminescence(CL) sensor, which can be used for hydroxylamine determination in combination with flow injection analysis, was developed by electrostatically immobilizing luminol and periodate on anion exchange resin respectively. Hydroxylamine was sensed by its enhancing effect on the weak CL reaction between luminol and periodate, which were eluted from the ion exchange column. The response of the sensor to hydroxylamine was linear in the concentration range of 8.0×10^(-8)-2.0×10^(-6)mol/L with a detection limit of 4.0×10^(-8)mol/L hydroxylamine(3σ).The relative standard deviation(RSD) was 2.0% for 9 repetitive determinations at a hydroxylamine concentration of 5.0×10^(-7) mol/L. The sensor could be reused for over 400 times with a good reproducibility and was used to determine hydroxylamine in wastewater.

关键词： Chemical sensor Chemiluminescence Luminol Periodate Hydroxylamine