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An Accurate Numerical Scheme for Mean-Field Forward and Backward SDEs with Jumps

第三十九届中国控制会议

作者： yabing du Xiaodong Liu Wenjuan Jia Mengmeng Liu School of Control Science and Engineering Faculty of Electronic Information and Electrical EngineeringDalian University of Technology

Futures trading is an advanced trading mode, which is developed from the spot trading and forward contract *** is a legal agreement between several people who don’t know each other to buy and sell goods at a specified time and at a predetermined price in the future. The asset they trade can be a commodity or financial instrument. How to obtain more income through futures investment is a central issue that many investors care and study. In recent years, many researchers have tried to apply artificial intelligence to futures trading and find High-yield and low-risk strategies on it. This paper proposes a method for constructing futures trading strategies based on inflection point analysis and axiomatic fuzzy set（AFS） theory. It can find the relationships between the Bollinger Bands of futures price data and the price differences by extracting association rules. And then the relationships will be basis of formulating the corresponding buying and selling strategies. The comparative experiments in virtual futures trading proves the practicability and superiority of the method with an ordinary fuzzy method of extracting association rules in virtual futures trading.

关键词： Futures Trading Axiomatic Fuzzy Set Theory Rules Extraction Inflection Point

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NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS 2024年第1期17卷 243-274页

作者： Sun, yabing Yang, Jie Zhao, Weidong Natl Univ Def Technol Coll Sci Changsha 410073 Peoples R China Shandong Univ Sch Math & Stat Weihai 264209 Peoples R China Shandong Univ Sch Math Jinan 250100 Peoples R China

In this work, we propose an explicit second order scheme for decoupled mean-field forward backward stochastic differential equations with jumps. The stability and the rigorous error estimates are presented, which show that the proposed scheme yields a second order rate of convergence, when the forward mean-field stochastic differential equation is solved by the weak order 2.0 Ito-Taylor scheme. Numerical experiments are carried out to verify the theoretical results.

关键词： Mean-field forward backward stochastic differential equation with jumps stability analysis error estimates STOCHASTIC DIFFERENTIAL-EQUATIONS QUADRATIC OPTIMAL-CONTROL MAXIMUM PRINCIPLE MCKEAN-VLASOV GAMES

Geochemical characteristics,generation,and evolution mechanism of coalbed methane in the south-western Ordos Basin,China

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Frontiers of Earth Science 2024年第2期18卷 296-311页

作者： yabing LIN Yong QIN Dongmin MA Shengquan WANG College of Geology and Environment Xi’an University of Science and TechnologyXi’an 710054China Key Laboratory of Coalbed Methane Resource and Reservoir Formation Process(the Ministry of Education) China University of Mining and TechnologyXuzhou 221008China Shaanxi Provincial Key Laboratory of Geological Support for Coal Green Exploitation Xi’an 710054China

The south-western Ordos Basin is rich in low-middle rank coalbed methane(CBM)resources;while the geochemical characteristics and genetic mechanism of CBM are not ***,according to geological and geochemical test data from gas and coal seam water from CBM wells in Bingchang,Jiaoxun,Huangling,Yonglong,and Longdong minging areas,we systematically studied the geochemical characteristics,generation,and evolution mechanism of CBM in Jurassic Yan’an Formation in the south-western Ordos *** results show that the CH4 content of whole gas is in the range of 42.01%-94.72%.The distribution ranges of theδ^(13)C-CH_(4)value is−87.2‰to−32.5‰,indicating diverse sources of thermogenic gas and biogenic *** microbial methane is mainly generated by a CO_(2)reduction pathway,with certain methyl-type fermentation ***δ^(13)C-CH_(4)has a positive correlation with burial depth,indicating the obvious fractionation of *** relationship between the genetic types and burial depth of the CBM reservoir indicates that the favorable depth of secondary biogenic gas is less than 660 *** Late Cretaceous Yanshanian Movement led to the uplift of the Ordos Basin,and a large amount of thermogenic gas escaped from the edge of the *** the Paleogene Period,the coal reservoir in the basin margin has received recharge from atmospheric precipitation,which is favorable for the formation of secondary biogenic *** deep area,generally under 1000 m,mainly contains residual thermogenic *** intermediate transition zone is mixed *** by the tectonic background,the genetic types of CBM in different mining areas are controlled by the coupling of burial depth,coal rank,and hydrogeological *** Binchang mining area contains biogenic gas,and the development of CBM has achieved initial success,indicating that similar blocks with biogenic gas formation conditions is key to the efficient development of *** research results provide a scientific basis for

关键词： coalbed methane stable isotopes geochemistry generation and evolution mechanism Ordos Basin

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乳化液破乳技术的研究进展

材料导报 2024年第7期38卷 231-241页

作者：齐亚兵西安建筑科技大学化学与化工学院西安710055

破乳是实现乳化液油水分离的必要手段,从热力学角度考虑,乳化液是不稳定体系,破乳是必然结果。不同破乳方式只是导致油水分离的效果和时间不同而已。传统破乳方式包括热破乳、离心破乳、剪切破乳、电破乳和化学破乳等,其中离心破乳、电... 详细信息

破乳是实现乳化液油水分离的必要手段,从热力学角度考虑,乳化液是不稳定体系,破乳是必然结果。不同破乳方式只是导致油水分离的效果和时间不同而已。传统破乳方式包括热破乳、离心破乳、剪切破乳、电破乳和化学破乳等,其中离心破乳、电破乳和化学破乳是工业中使用频率较高的破乳方式。随着破乳技术的发展,一些新型的破乳方式相继出现,包括微波破乳、超声破乳、膜分离破乳、磁性纳米粒子破乳、微通道破乳、空化射流破乳和氧化破乳等。其中微波破乳、膜分离破乳和磁性纳米粒子破乳因过程简单、破乳率高等优势而具有广阔的发展前景。然而,这几种新型破乳技术还不够成熟,目前仅处于实验室研究阶段,还未实现大规模工业应用。单一破乳技术的破乳效果有限,为了强化破乳效果,可以将不同的破乳技术进行耦合,例如:磁性纳米粒子与微波耦合破乳、电场与纤维床耦合破乳、电场与离心场耦合破乳、电场与微滤膜耦合破乳、超声与微波耦合破乳等。当下破乳技术正朝着绿色、环保、节能、高效、经济、多样化、多种技术耦合的方向发展。

关键词：乳化液破乳脱水分离耦合

Pumping-induced Well Hydraulics and Groundwater Budget in a Leaky Aquifer System with Vertical Heterogeneity in Aquitard Hydraulic Properties

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Acta Geologica Sinica(English Edition) 2024年第2期98卷 477-490页

作者： ZHUANG Chao LÜChenyang YAN Long LI yabing ZHOU Zhifang WANG Jinguo DOU Zhi Walter A.ILLMAN School of Earth Sciences and Engineering Hohai UniversityNanjing 211100China School of Geography Earth and Environmental SciencesUniversity of BirminghamBirmingham B152TTU.K. Department of Modern Mechanics University of Science and Technology of ChinaHefei 230027China Department of Earth and Environmental Sciences University of WaterlooOntario N2L 3G1Canada

In groundwater hydrology,aquitard heterogeneity is often less considered compared to aquifers,despite its significant impact on groundwater hydraulics and groundwater resources evaluation.A semi-analytical solution is derived for pumping-induced well hydraulics and groundwater budget with consideration of vertical heterogeneity in aquitard hydraulic conductivity(K)and specific storage(S_(s)).The proposed new solution is innovative in its partitioning of the aquitard into multiple homogeneous sub-layers to enable consideration of various forms of vertically heterogeneous K or S_(s).Two scenarios of analytical investigations are explored:one is the presence of aquitard interlayers with distinct K or S_(s) values,a common field-scale occurrence;another is an exponentially depth-decaying aquitard S_(s),a regional-scale phenomenon supported by statistical *** investigations reveal that a low-K interlayer can significantly increase aquifer drawdown and enhance aquifer/aquitard depletion;a high-S_(s) interlayer can noticeably reduce aquifer drawdown and increase aquitard *** of low-K or high-S_(s) interlayers also significantly impact well hydraulics and groundwater *** the context of an exponentially depth-decaying aquitard S_(s),a larger decay exponent can enhance aquifer *** using current models with a vertically homogeneous aquitard,half the sum of the geometric and harmonic means of exponentially depth-decaying aquitard S_(s) should be used to calculate aquitard depletion and unconfined aquifer leakage.

关键词： hydrogeology aquitard vertical heterogeneity semi-analytical solution well hydraulics groundwater budget

A local rainfall-triggered giant landslide occurred in a region along a high-speed railway on the Qinghai‒Tibetan Plateau

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Journal of Mountain Science 2024年第9期21卷 2939-2955页

作者： LI Qingpeng LIU Wenhui HE Renjie YING Chunye LIU Hairui DOU Zengning LIU yabing YANG Sha SONG Xianteng School of Geological Engineering Qinghai UniversityXining 810016China Key Lab of Cenozoic Resource and Environment in North Margin of the Tibetan Plateau Qinghai UniversityXining 810016China College of Eco-Environmental Engineering Qinghai UniversityXining 810016China Qinghai Transportation Planning and Design Institute Co Ltd Xining 810000China Xining Center for Integrated Natural Resources Survey China Geological SurveyXining 810000QinghaiChina

An increasing number of geological hazards along high-speed railways on the Qinghai‒Tibetan Plateau have occurred and have resulted in a profound influence on old infrastructure,which has attracted increasing *** landslide event that occurred on September 15,2022,in Jiujiawan village,Xining city,Qinghai Province,is a typical *** on field investigations and remote sensing interpretations,a comprehensive analysis was conducted on the ***,the potential secondary failure of the current Jiujiawan landslide was assessed using Fast Lagrangian Analysis of Continua in Three Dimensions(FLAC3D).Based on the application of the small baseline subset-interferometric synthetic aperture radar(SBAS-InSAR)technique to SAR images from February 24,2017 to September 14,2022,a significant westward horizontal deformation was found to have been formed prior to the occurrence of the *** maximum annual average deformation rate in the line of sight(LOS)direction reached-45 mm/yr,with a maximum cumulative deformation of-178 *** value was consistent with the continual increase in annual precipitation(2.51 mm/yr)prior to the occurrence of the *** accumulated precipitation before the landslide was 279.8 mm,accounting for 54.2%of the total annual precipitation,with a particularly notable surge in monthly precipitation observed during August(250.3 mm).Additionally,the occurrence of a seismic event with a magnitude of Ms 6.9 in Menyuan County,80 km away from Xining,could be a potential triggering factor to the landslide,as evidenced by an abrupt subsidence alteration observed prior to and following the *** maximum subsidence in the line of sight(LOS)direction exceeded 11 mm,exhibiting a highly consistent spatial distribution with the occurrence range of *** results suggest that the Jiujiawan landslide was likely induced by earthquake events in the early stage and heavy rainfall in the later *** FLAC3D numerical

关键词： Landslide Development characteristic Driver Mudstone Xining Basin

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微通道萃取技术的研究进展

材料导报 2024年第5期38卷 143-150页

作者：齐亚兵贾宏磊西安建筑科技大学化学与化工学院西安710055 浙江先锋科技股份有限公司质保部浙江台州317000

与传统的萃取器相比,微通道萃取器的表、界面效应更加明显,过程可控性更强;两相接触的相界面积更大,萃取过程达到相平衡所需的时间更短,萃取效率更高;设备高度集成,放大效应小,安全性更高。鉴于微通道反应器的诸多优点,近年来其在萃取... 详细信息

与传统的萃取器相比,微通道萃取器的表、界面效应更加明显,过程可控性更强;两相接触的相界面积更大,萃取过程达到相平衡所需的时间更短,萃取效率更高;设备高度集成,放大效应小,安全性更高。鉴于微通道反应器的诸多优点,近年来其在萃取领域引起了学者的广泛关注。本文介绍了微通道反应器的微混合构件类型及微通道内流体流型,综述了微通道萃取技术的研究进展,分析了微通道萃取技术存在的问题,展望了微通道萃取技术的发展方向,以期为相关学者的后续研究工作提供方向和指引。

关键词：微通道多相流微混合微流动微萃取

一类H型双驱龙门架系统的分散输出反馈抗干扰控制

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信阳师范学院学报（自然科学版） 2023年第2期36卷 226-232页

作者：穆静静兰奇逊李亚杰杜亚冰河南城建学院数理学院河南平顶山467036 建筑光伏一体化技术河南省工程实验室河南平顶山467036

针对一类H型双驱动龙门架系统,在受其建模误差、不确定的参数以及其他的不确定干扰因素影响的条件下,研究了该系统的分散输出反馈抗干扰控制问题。以双驱龙门架系统中的两个平行滑块为研究对象,首先,通过适当的坐标变换将系统转化为两... 详细信息

针对一类H型双驱动龙门架系统,在受其建模误差、不确定的参数以及其他的不确定干扰因素影响的条件下,研究了该系统的分散输出反馈抗干扰控制问题。以双驱龙门架系统中的两个平行滑块为研究对象,首先,通过适当的坐标变换将系统转化为两个互联的子系统;其次,在对各个子系统的集总干扰进行扩张的基础上,利用广义比例积分观测器技术和输出反馈占优技术,为各个子系统设计了系统的观测器和抗干扰控制器;最后,严格的理论分析表明,在所给的控制方法下,可以使整个闭环系统的跟踪误差以指数收敛到任意小的区域内,并通过仿真实验验证了算法的有效性。

关键词：双驱龙门架系统分散控制广义比例积分观测器输出反馈占优方法分散抗干扰控制

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Journal of Shanghai Jiaotong university(Science) 2024年第3期29卷 480-491页

作者：王丽张旭毅姚亚兵尉雪龙 Library Northwest Normal UniversityLanzhou 730070China Department of Criminal Science and Technology Henan Police CollegeZhengzhou 450046China School of Computer and Communication Lanzhou University of TechnologyLanzhou 730050China School of Computer Science and Engineering Northeastern UniversityShenyang 110169China

This study mainly focused on the dynamic self-similar k_(c)-center network as a result of information distribution through social *** attraction with various preferences was characterized in the model as a result of reciprocal attraction among individuals and human ***,the model incorporated the community network structure and network evolution mechanism,and a dynamic self-similar k_(c)-center network generation model was *** with the classical scale-free network generation algorithm,the generated network embodied not only the characteristics of the small-world and scale-free,but also the characteristics of dynamic self-similar k_(c)-center *** experimental results were verified by comparing the real data with the experimental *** results showed that there are dynamic self-similar k_(c)-center networks and their internal network relationship dynamics in the micro scale,meso scale and global perspective based on information dissemination.

关键词： edge state evolutionary network self-similarity ke-center network