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Markov process functionals in finance and insurance

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Applied Mathematics(A Journal of Chinese Universities) 2009年第1期24卷 21-26页

作者： geng Xian-min LI Liang College of Sci. Nanjing Univ. of Aeronautics & Astronautics Nanjing 210016 China Dept. of Appl. Math. Nanjing Audit Univ. Nanjing 210029 China

The Markov property of Markov process functionals which are frequently used in economy, finance, engineering and statistic analysis is studied. The conditions to judge Markov property of some important Markov process functionals are presented, the following conclusions are obtained： the multidimensional process with independent increments is a multidimensional Markov process; the functional in the form of path integral of process with independent increments is a Markov process; the surplus process with the doubly stochastic Poisson process is a vector Markov process. The conditions for linear transformation of vector Markov process being still a Markov process are given.

关键词： Markov process functional process with independent increments risk process

An optimized cluster density matrix embedding theory

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Chinese Physics b 2021年第9期30卷 117-122页

作者： Hao geng quan-lin Jie Department of Physics Wuhan UniversityWuhan 430072China

We propose an optimized cluster density matrix embedding theory(CDMET).It reduces the computational cost of CDMET with simpler bath *** the result is as accurate as the original *** a demonstration,we study the distant correlations of the Heisenberg J_(1)-J_(2)model on the square *** find that the intermediate phase(0.43≤sssim J_(2)≤sssim 0.62)is divided into two *** part is a near-critical region(0.43≤J_(2)≤0.50).The other part is the plaquette valence bond solid(PVb)state(0.51≤J_(2)≤0.62).The spin correlations decay exponentially as a function of distance in the PVb.

关键词： cluster density matrix embedding theory distant correlation Heisenberg J_(1)-J_(2)model

The structural and accessory proteins M,ORF 4a,ORF 4b,and ORF 5 of Middle East respiratory syndrome coronavirus(MERS-CoV)are potent interferon antagonists

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Protein & Cell 2013年第12期4卷 951-961页

作者： Yang Yang Ling Zhang Heyuan geng Yao Deng baoying Huang Yin Guo Zhengdong Zhao Wenjie Tan Ke y Laboratory of Medical Virology Ministry of HealthNational Institute for Viral Disease Control and PreventionChinese Center for Disease Control and PreventionBeijing 102206China Institute of Materia Medica(IMM) Chinese Academy of Medical Sciences and Peking Union Medical CollegeBeijing 100050China Key Laboratory of Pathogen System biology Ministry of HealthInstitute of Pathogen BiologyChinese Academy of Medical SciencesBeijing 100176China

The newly emerged Middle East respiratory syndrome coronavirus(MERS-CoV)is a highly pathogenic respira-tory virus with pathogenic mechanisms that may be driven by innate immune *** goal of this study is to characterize the expression of the structural(S,E,M,N)and accessory(ORF 3,ORF 4a,ORF 4b,ORF 5)proteins of MERS-CoV and to determine whether any of these pro-teins acts as an interferon *** structural and accessory protein-coding plasmids with an N-terminal HA tag were constructed and transiently transfected into cells,and their native expression and subcellular localiza-tion were assessed using Wes tern blotting and indirect immunofl *** ORF 4b demonstrated majorly nuclear localization,all of the other proteins demonstrated cytoplasmic *** addition,for the fi rst time,our experiments revealed that the M,ORF 4a,ORF 4b,and ORF 5 proteins are potent interferon *** exami-nation revealed that the ORF 4a protein of MERS-CoV has the most potential to counteract the antiviral effects of IFN via the inhibition of both the interferon production(IFN-βpromoter activity,IRF-3/7 and NF-κb activation)and ISRE promoter element signaling ***,our re-sults provide new insights into the function and pathogenic role of the structural and accessory proteins of MERS-CoV.

关键词： MERS-CoV structural proteins accessory proteins interferon antagonists

SIMULATION OF LARGE TURbINE ROTOR'S HEAT TREATMENT PROCESS

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Acta Metallurgica Sinica(English Letters) 2005年第6期18卷 768-772页

作者： C. Jiang Y.b. Chen b.S. Wu q.L. Jin beijing Research Institute of Mechanical and Electrical Technology Beijing 100083 China

Temperature field numerical simulation about he heat treatment process curve of large turbine rotor is presented. With simulation software Deform3D in according to the heat treatment processing of China First Heavy Machinery, the details of temperature change at the different location of the rotor is to be found. Once knowing the temperature field change, the duplex grain defect long time existed in large forgings can be solved with a quantitative analysis instead of only the qualitative one. Precondition for small metal samples is brought to simulate microstructare and grain size change of large rotor according to the numerical simulation result. Also, consistent feature with real manufacture is showed from the physical experiment, so that the simulation can be used to not only improve the products process but also prevent wasting unnecessary energy and shorten process periods. The rotor quality is controlled thoroughly with plenty of experiments data.

关键词： temperature field numerical simulation grain size

Microstructures of Ti–Ni–Fe wire after severe cold-drawing and annealing

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Rare Metals 2013年第6期32卷 550-554页

作者： Hui-Fang geng Fu-Shun Liu School of Material Science and Engineering Beijing University of Aeronautics and Astronatics

The microstructures and mechanical properties of Ti–47 at%Ni–3 at%Fe shape memory alloy wire under the condition of severe cold-drawing at room temperature and different postdeformation annealing processes were intensively investigated using transmission electron microscope(TEM),X-ray diffraction(XRD),Vickers microhardness tester and electron tensile *** is indicated that the structure of the alloy evolves into a predominant amorphous structure with a trace of nanocrystalline b2 phase after the cold-drawing of 76%areal *** annealing process exerted significant influence on the microstructure and mechanical *** occurs when the cold-drawn wire was annealed at 300℃ for 30 *** ultimate tensile strength and ductility as well as the superelasticity of the wire are improved significantly by cold-drawing plus postdeformation annealing.

关键词： Ti–Ni–Fe wire Severe plastic deformation Cold-drawing Annealing Amorphous structure

Recent development of chemically complex metallic glasses: from accelerated compositional design, additive manufacturing to novel applications

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Materials Futures 2022年第1期1卷 9-31页

作者： J Y Zhang Z q Zhou Z b Zhang M H Park q Yu Z Li J Ma A D Wang H G Huang M Song b S Guo q Wang Y Yang Department of Mechanical Engineering College of EngineeringCity University of Hong KongKowloon TongKowloonHong KongPeople’s Republic of China Shenzhen Key Laboratory of High Performance Nontraditional Manufacturing College of Mechatronics and Control EngineeringShenzhen UniversityShenzhenGuangdong 518060People’s Republic of China School of Materials Science and Engineering Dongguan University of TechnologyDongguanGuangdong 523808People’s Republic of China Institute of Materials China Academy of Engineering PhysicsJiangyouSichuan 621907People’s Republic of China State Key Laboratory of Powder Metallurgy Central South UniversityChangshaHunan 410083People’s Republic of China Institute of Advanced Wear&Corrosion Resistant and Functional Materials Jinan UniversityGuangzhouGuangdong 510632People’s Republic of China Institute of Materials Laboratory for MicrostructuresShanghai UniversityShanghai 200444People’s Republic of China Department of Materials Science and Engineering College of EngineeringCity University of Hong KongKowloon TongKowloonHong KongPeople’s Republic of China Department of Advanced Design and System Engineering College of EngineeringCity University of Hong KongKowloon TongKowloonHong KongPeople’s Republic of China

Metallic glasses(MGs)or amorphous alloys are an important engineering material that has a history of research of about 80–90 *** different fast cooling methods were developed for multi-component MGs between 1960s and 1980s,1990s witnessed a surge of research interest in the development of bulk metallic glasses(bGMs).Since then,one central theme of research in the metallic-glass community has been compositional design that aims to search for MGs with a better glass forming ability,a larger size and/or more interesting properties,which can hence meet the demands from more important *** this review article,we focus on the recent development of chemically complex MGs,such as high entropy MGs,with new tools that were not available or mature yet until recently,such as the state-of-the-art additive manufacturing technologies,high throughput materials design techniques and the methods for big data analyses(*** learning and artificial intelligence).We also discuss the recent use of MGs in a variety of novel and important applications,from personal healthcare,electric energy transfer to nuclear energy that plays a pivotal role in the battle against global warming.

关键词： metallic glasses amorphous alloys alloy design additive manufacturing machine learning high throughput materials design

Transportation characteristics of gas-solid two-phase flow in a long-distance pipeline

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Particuology 2015年第4期13卷 196-202页

作者： Xiaoqiang Zhang Dongfeng Zhang An Wang Yide geng College of Mining Engineering Taiyuan University of Technology China National Coal Group Corporation

In this study, experiments on fly ash conveying were carried out with a home-made long-distance positive-pressure pneumatic conveying system equipped with a high performance electrical capacitance tomography system to observe the transient characteristics of gas-solid two-phase flow. The experimen- tal results indicated that solids throughput increased with increasing solids-gas ratio when the conveying pipeline was not plugged. Moreover, the optimum operating state was determined for the 1000 m long conveying pipeline with a throttle plate of 26 orifices. At this state the solids throughput was about 12.97 t/h. Additionally, the transportation pattern of fly ash gradually changed from sparse-dense flow to partial and plug flows with increasing conveying distance because of the conveying pressure loss, These experimental results provide important reference data for the development of pneumatic conveying technology.

关键词： Pneumatic conveying Electrical capacitance tomography Fly ash Gas-solid two-phase flow Solid concentration

Arsenate and phosphate interaction in Saccharomyces cerevisiae

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Journal of Environmental Sciences 2006年第1期18卷 96-100页

作者： geng Chun-nu ZHU Yong-guan Research Center for Eco-Environmental Sciences Chinese Academy of Sciences Beijing 100085 China Shanghai Academy of Environmental Sciences Shanghai 200233 China

In the present study, arsenate（As（V）） and phosphate（P（V）） interactions were investigated in growth, uptake and RNA content in yeast（Saccharomyces cerevisiae）. Yeast grew slowly with As（V） concentrations increasing in the medium. However, the maximal population density was almost the same among different As（V） treatments. It was in the late log phase that yeast growth was aug- mented by low As（V）, which was maybe due to the fact that methionine metabolism was stressed by vitamin b6 deprivation, so As（V） treatments did not affect maximal population density. However, with P （V） concentrations increasing, the maximal population density increased. Therefore, the maximal population density was determined by P （V） concentrations in the medium but not by As （V） concentrations in the medium. Ycflp（a tonoplast transpor） transports As（GS）3 into the vacuole, but arsenic（As） remaining in the thalli was 1.27% with As（V） exposure for 60 h, from which it can be speculated that the percentage of As transported into vacuole should be lower than 1.27%. However, the percentage of As pumped out of cell was 71.49% with As （V） exposure for 68 h. Although two pathways （extrusion and sequestration） were involved in As detoxification in yeast, the extrusion pathway played a major role in As detoxification. RNA content was the highest in the early-log phase and was reduced by As（V）.

关键词： yeast maximal population density arsenic essentiality arsenic speciation

A Study on Nanoparticle Aerosol Filtration via Different Fibrous Filters by Using CFD Approach

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Journal of Donghua University(English Edition) 2006年第5期23卷 97-100页

作者： q.Wang b.Maze H.Vahedi Tafreshi b.Pourdeyhimi Nonwovens Cooperative Research Center North Carolina State University Raleigh NC 27695-8301 Fiber and Polymer Science Program North Carolina State University Raleigh NC 27695-8301 Nonwovens Cooperative Research Center North Carolina State University Raleigh NC 27695-8301

Fibrous filters such as nonwoven media are generally characterized by their collection efficiency and pressure drop. The traditional computational studies in this area typically based on unrealistic over-simplified geometries with the fibers placed in a lattice perpendicular to the flow. This paper describes the filter properties made of different Nonwoven materials by using Computational Fluid Dynamics （CFD） approach. In this study, for the first time, a virtual 3- D web is generated based on the fiber orientation information obtaining from analyzing microscopic images of both long-fiber and short-fiber nonwoven structures. Pressure drop and collection efflcicucy of our virtual filter are simulated and compared with the previous analytical and numerical models as well as experiment.

关键词： permeability CFD simulation nonwoven.