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Mean field game of optimal relative investment with jump risk

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Science China Mathematics 2024年第5期67卷 1159-1188页

作者： Lijun Bo Shihua Wang xiang yu School of Mathematics and Statistics Xidian UniversityXi'an 710126China School of Mathematical Sciences University of Science and Technology of ChinaHefei 230026China Department of Applied Mathematics The Hong Kong Polytechnic UniversityHong KongChina

In this paper,we study the n-player game and the mean field game under the constant relative risk aversion relative performance on terminal wealth,in which the interaction occurs by peer *** the model with n agents,the price dynamics of underlying risky assets depend on a common noise and contagious jump risk modeled by a multi-dimensional nonlinear Hawkes *** a continuum of agents,we formulate the mean field game problem and characterize a deterministic mean field equilibrium in an analytical form under some conditions,allowing us to investigate some impacts of model parameters in the limiting model and discuss some financial ***,based on the mean field equilibrium,we construct an approximate Nash equilibrium for the n-player game when n is sufficiently *** explicit order of the approximation error is also derived.

关键词： relative performance contagious jump risk mean field game with jumps mean field equilibrium approximate Nash equilibrium

Near real-time gravitational wave data analysis of the massive black hole binary with TianQin

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Science China(Physics,Mechanics & Astronomy) 2024年第7期67卷 175-186页

作者： Hong-yu Chen xiang-yu Lyu En-Kun Li Yi-Ming Hu MOE Key Laboratory of TianQin Mission TianQin Research Center for Gravitational Physics&School of Physics and AstronomyFrontiers Science Center for TianQinGravitational Wave Research Center of CNSASun Yat-sen University(Zhuhai Campus)Zhuhai 519082China

Space-borne gravitational wave(GW)detectors can detect the merger of massive black *** early warning and localization of GW events before merging can be used to inform electromagnetic telescopes and conduct multimessenger ***,this requires real-time data transmission and analysis *** geocentric orbit of the space-borne GW detector Tian Qin makes it possible to conduct real-time data *** this study,we develop a search and localization pipeline for massive black hole binaries(MBHBs)with Tian Qin under both regular and real-time data transmission *** demonstrate that,with real-time data transmission,MBHBs can be accurately localized on the *** the approaching merger,each analysis can be finished in only 40 *** an MBHB system at a distance of 1 Gpc,if we receive data every hour,then we can pinpoint its location to within less than 1 deg^(2)on the final day before the merger.

关键词： gravitational wave detectors and experiments black holes data analysis algorithms and implementation data management

Numerical Simulation of the Mass Movement Process of the 2018 Sedongpu Glacial Debris Flow by Using the Fluid-Solid Coupling Method

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Journal of Earth Science 2024年第2期35卷 583-596页

作者： Xing-yu Long yu-xiang Hu Bin-Rui Gan Jia-Wen Zhou State Key Laboratory of Hydraulics and Mountain River Engineering Sichuan UniversityChengdu610065China College of Water Resource and Hydropower Sichuan UniversityChengdu610065China

In the context of global warming and intensified human activities,glacier instability in plateau regions has increased,and glacier debris flows have become active,which poses a significant threat to the lives and property of people and socioeconomic *** mass movement process of glacier debris flows is extremely complex,so this paper uses the 2018 Sedongpu glacier debris flow event on the Qinghai-Tibet Plateau as an example and applies a numerical simulation method to invert the whole process of mass *** view of the interaction between phases in the process of motion,we use the fluid-solid coupling method to describe the mass *** granular-flow model and drift-flux model are employed in FLOW3D software to study the mass movement process of glacier debris flows and explore their dynamic *** results indicate that the glacier debris flow lasted for 700 s,and the movement process was roughly divided into four stages,including initiation,scraping,surging and deposition;the depositional characteristics calculated by the fluid-solid coupling model are consistent with the actual survey results and have good reliability;strong erosion occurs during the mass movement,the clear volume amplification effect,and the first wave climbs 17.8 m across the *** fluid-solid coupling method can better simulate glacier debris flows in plateau regions,which is helpful for the study of the mechanism and dynamic characteristics of such disasters.

关键词： glacial debris flow Qinghai-Tibet Plateau fluid-solid coupling FLOW3D mass movement depositional characteristics disasters engineering geology

Hydrodynamic Performance of An Integrated System of Breakwater and A Multi-Chamber OWC Wave Energy Converter

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China Ocean Engineering 2024年第4期38卷 543-556页

作者： NING De-zhi ZHANG xiang-yu WANG Rong-quan ZHAO Ming State Key Laboratory of Coastal and Offshore Engineering Dalian University of TechnologyDalian 116024China Dalian Key Laboratory of Offshore Renewable Energy Dalian University of TechnologyDalian 116024China School of Computing Engineering and MathematicsUniversity of Western SydneyPenrith NSW 2751Australia

A multi-chamber oscillating water column wave energy converter(OWC-WEC)integrated to a breakwater is *** hydrodynamic characteristics of the device are analyzed using an analytical model based on the linear potential flow theory.A pneumatic model is employed to investigate the relationship between the air mass flux in the chamber and the turbine *** effects of chamber width,wall draft and wall thickness on the hydrodynamic performance of a dual-chamber OWC-WEC are *** results demonstrate that the device,with a smaller front wall draft and a wider rear chamber exhibits a broader effective frequency *** device with a chamber-width-ratio of 1:3 performs better in terms of power ***,results from the analysis of a triplechamber OWC-WEC demonstrate that reducing the front chamber width and increasing the rearward chamber width can improve the total performance of the *** the number of chambers from 1 to 2 or 3 can widen the effective frequency bandwidth.

关键词： oscillating water column power extraction efficiency potential flow theory wave energy converter multi-chamber

Factors and Their Impact on Treatment Effect of Acupuncture in Different Outcomes:A Meta-Regression of Acupuncture Randomized Controlled Trials

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Chinese Journal of Integrative Medicine 2024年第3期30卷 260-266页

作者： XIU Wen-cui GANG Wei-juan ZHOU Qi SHI Lan-jun HU xiang-yu MING Tian-yu LUO Zhen ZHANG yu-qing JING xiang-hong Institute of Acupuncture and Moxibustion China Academy of Chinese Medical SciencesBeijing100700China China Center for Evidence-Based Traditional Chinese Medicine China Academy of Chinese Medical SciencesBeijing100700China Department of Health Research Methods Evidenceand ImpactMcMaster UniversityHamiltonOntarioL8S 4L8Canada Center for Evidence-Based Integrative Medicine-Clarity Collaboration Guang’anmen HospitalChina Academy of Chinese Medical SciencesBeijing100053China

Background:The effects of acupuncture have varied in different randomized controlled trials(RCTs),and there are many factors that influence treatment effect of acupuncture in different outcomes,with conflicting ***:To identify factors and their impact on the treatment effect of acupuncture in different ***:Acupuncture RCTs were searched from 7 databases including Medline(Pub Med),Embase,Cochrane Central Register of Controlled Trials,China National Knowledge Infrastructure,Wanfang Database,VIP Database,and China Biology Medicine disc between January 1st,2015 and December 31st,*** studies must compare acupuncture to no acupuncture,sham acupuncture,or waiting lists,and report at least 1patient-important outcome.A multi-level meta-regression was conducted using a 3-level robust mixed model and univariate analyses were performed for all independent variables,even those excluded from the multivariable model due to *** used thresholds of 0.2 and 0.4 for the difference of standardized mean differences(SMDs),categorising them as small(0.4) ***:The pain construct analysis involved 211 effect estimates from 153 studies and 14 independent ***-frequency acupuncture treatment sessions produced larger effects compared to low-frequency sessions [large magnitude,the difference of adjusted SMDs 0.46,95% confidence interval(CI) 0.07 to 0.84;P=0.02].The non-pain symptoms construct analysis comprised 323 effect estimates from 231 studies and 15 independent *** acupuncture showed moderately larger effects when compared to non-penetrating acupuncture(0.30,95% CI 0.06 to 0.53;P=0.01).The function construct analysis included 495 effect estimates from 274 studies and 14 independent *** acupuncture and the flexible acupuncture regimen showed moderately larger effects,compared to non-penetrating acupuncture and fixed regimen,respectively(0.40,95% CI 0

关键词： acupuncture randomized controlled trial patient-important outcome meta-regression

Genetically modified non-human primate models for research on neurodegenerative diseases

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Zoological Research 2024年第2期45卷 263-274页

作者： Ming-Tian Pan Han Zhang Xiao-Jiang Li xiang-yu Guo Guangdong Key Laboratory of Non-human Primate Research Guangdong-Hongkong-Macao Institute of CNS RegenerationJinan UniversityGuangzhouGuangdong 510632China

Neurodegenerative diseases(NDs)are a group of debilitating neurological disorders that primarily affect elderly populations and include Alzheimer's disease(AD),Parkinson's disease(PD),Huntington's disease(HD),and amyotrophic lateral sclerosis(ALS).Currently,there are no therapies available that can delay,stop,or reverse the pathological progression of NDs in clinical *** the population ages,NDs are imposing a huge burden on public health systems and affected *** models are important tools for preclinical investigations to understand disease pathogenesis and test potential *** numerous rodent models of NDs have been developed to enhance our understanding of disease mechanisms,the limited success of translating findings from animal models to clinical practice suggests that there is still a need to bridge this translation *** World nonhuman primates(NHPs),such as rhesus,cynomolgus,and vervet monkeys,are phylogenetically,physiologically,biochemically,and behaviorally most relevant to *** is particularly evident in the similarity of the structure and function of their central nervous systems,rendering such species uniquely valuable for neuroscience ***,the development of several genetically modified NHP models of NDs has successfully recapitulated key pathologies and revealed novel *** review focuses on the efficacy of NHPs in modeling NDs and the novel pathological insights gained,as well as the challenges associated with the generation of such models and the complexities involved in their subsequent analysis.

关键词： Neurodegeneration Non-human primate Macaque monkey Animal model Gene modification

BIO-inspired intelligent navigation: from methodology, system theory, to behavioural science

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Science China(Information Sciences) 2024年第9期67卷 333-335页

作者： Wenshuo LI Xin LIU Pengwei HU Jian YANG xiang yu Lei GUO Hangzhou Innovation Institute of Beihang University School of Automation Science and Electrical Engineering Beihang University School of Instrumentation and Optoelectronic Engineering Beihang University

It is crucial for unmanned systems to determine their motion information accurately, reliably, and in real time. This function is accomplished by the autonomous navigation module of the unmanned systems. By analogy to the animals,the autonomous navigation module can be regarded as the“sensory nerve center” of an unmanned system.

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Fibroblasts:New players in the central nervous system?

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Fundamental Research 2024年第2期4卷 262-266页

作者： Lihui Duan xiang yu State Key Laboratory of Molecular Development Biology Institute of Genetics and Developmental BiologyChinese Academy of SciencesBeijing 100101China University of Chinese Academy of Sciences Beijing 100049China State Key Laboratory of Membrane Biology School of Life SciencesPeking UniversityBeijing 100871China Peking-Tsinghua Center for Life Sciences and Peking University McGovern Institute Peking UniversityBeijing 100871China Chinese Institute for Brain Research Beijing 102206China

Fibroblasts are typically described as cells that produce extracellular matrix,contribute to the formation of connective tissue,and maintain the structural framework of *** are the first cell type to be transdifferentiated into inducible pluripotent stem cells(iPSCs),demonstrating their versatility and ***,there is relatively extensive characterization of the anatomical,molecular,and functional diversity of fibroblasts in different peripheral organs and *** recent advances in single cell RNA sequencing,heterogeneity and diversity of fibroblasts in the central nervous system(CNS)have also begun to *** on their distinct anatomical locations in the meninges,perivascular space,and choroid plexus,as well as their molecular diversity,important roles for fibroblasts in the CNS have been ***,we draw inspirations from what is known about fibroblasts in peripheral tissues,in combination with their currently identified CNS locations and molecular characterizations,to propose potential functions of CNS fibroblasts in health and *** studies,using a combination of technologies,will be needed to determine the bona fide in vivo functions of fibroblasts in the CNS.

关键词： Fibroblasts Central nervous system Infection Aging Neurodegenerative diseases Injury

Resolving the geometric structure of trastuzumab by mobility capillary electrophoresis and native mass spectrometry

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Chinese Chemical Letters 2024年第3期35卷 221-225页

作者： Wenjing Zhang Jie Hong Lei Yang Zuqiang Xu yu xiang Wei Xu School of Life Science Beijing Institute of TechnologyBeijing 100081China

Available online Immunoglobulins G(IgGs)are Y-shaped globular proteins,however,their high flexibility and heterogeneity pose great challenges to their structure and conformation *** structure of IgG closely correlates to its biofunctions,such as the antibody escape of human immunodeficiency virus(HIV)could attribute to the distance mismatch between the ends of two Fab arms(antigen-binding sites)and envelope glycoprotein spikes on virion ***,we report the first use of mobility capillary electrophoresis(MCE)and native mass spectrometry(nMS)to resolve the internal geometric structure and conformation of an IgG(trastuzumab)in solution *** proteolysis,the ellipsoid dimensions of IgG and its subunits were measured by MCE-nMS *** was then reconstructed,in which the sizes and relative positions of these three subunits in three-dimensional space were *** was found that the two Fab arms have an angle of~102.1°and a distance of~11.0 nm between the two antigen-binding sites under native condition,and the Fc arm was tilted~16.0°towards one of the Fab *** was not on the plane of Fab-Fab,but has an angle of no larger than 103.1°.Under acidic environment(pH 3.0),each subunit of the IgG would unfold into larger dimensions,and the angles between these subunits also *** great potential for tumor imaging and therapy,the structure of F(ab')_(2)fragments was also measured and validated by molecular dynamic *** was found that the electrostatic force among these three subunits and steric hindrance stemming from Fc help maintaining the angle between two Fab arms.

关键词： Native mass spectrometry Mobility capillary electrophoresis Trastuzumab Protein structure Geometric structure