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Structural Stability of the Financial Market Model: Continuity of Superhedging Price and Model Approximation

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Journal of the Operations Research Society of China 2024年第1期12卷 215-241页

作者： sergey N.Smirnov Faculty of Computational Mathematics and Cybernetics Lomonosov Moscow State UniversityMoscow119991Russian Federation

The present paper continues the topic of our recent paper in the same journal,aiming to show the role of structural stability in financial *** the context of financial market modeling,structural stability means that a specific“no-arbitrage”property is unaffected by small(with respect to the Pompeiu–Hausdorff metric)perturbations of the model’s *** formulate,based on our economic interpretation,a new requirement concerning“no arbitrage”properties,which we call the“uncertainty principle”.This principle in the case of no-trading constraints is equivalent to structural *** demonstrate that structural stability is essential for a correct model approximation(which is used in our numerical method for superhedging price computation).We also show that structural stability is important for the continuity of superhedging prices and discuss the sufficient conditions for this continuity.

关键词： Uncertainty Structural stability No arbitrage Continuity of superhedging price Compact-valued multifunction Financial market model approximation Trading constraints

Analysis of NIR spectroscopic data using decision trees and their ensembles

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Journal of Analysis and Testing 2018年第3期2卷 274-289页

作者： sergey Kucheryavskiy Department of Chemistry and Bioscience Aalborg UniversityNiels Bohrs vej8EsbjergDenmark

Decision trees and their ensembles became quite popular for data analysis during the past *** of the main reasons for that is current boom in big data,where traditional statistical methods(such as,e.g.,multiple linear regression)are not very ***,in chemometrics these methods are still not very widespread,first of all because of several limitations related to the ratio between number of variables and *** paper presents several examples on how decision trees and their ensembles can be used in analysis of NIR spectroscopic data both for regression and *** will try to consider all important aspects including optimization and validation of models,evaluation of results,treating missing data and selection of most important *** performance and outcome of the decision tree-based methods are compared with more traditional approach based on partial least squares.

关键词： NIR spectroscopy Decision trees Classification and regression trees Random forests

Experimental and Numerical Assessment of the Influence of Bottomhole Pressure Drawdown on Terrigenous Reservoir Permeability and Well Productivity

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Fluid Dynamics & Materials Processing 2023年第3期19卷 619-634页

作者： sergey Popov sergey Chernyshov Evgeniy Gladkikh Oil and Gas Research Institute of Russian Academy of Science Moscow119333Russian Perm National Research Polytechnic University Perm614990Russian

During oil and gas fields development,a decrease in reservoir and bottomhole pressure has often a detrimental effect on reservoir properties,especially *** study presents the results of laboratory tests conducted to determine the response of terrigenous reservoir core-sample permeability to changes in the effective stresses and a decrease in the reservoir *** considered samples were exposed for a long time to a constant high effective stress for a more reliable assessment of the viscoplastic *** to these experiments,the decrease of the core samples permeability may reach 21%with a decrease in pressure by 9.5 MPa from the initial reservoir *** simulations have been also *** have been based on the finite element modeling of the near-wellbore zone of the terrigenous reservoir using poroelasticity *** simulation results show a limited decrease in reservoir permeability in the near-wellbore zone(by 17%,which can lead to a decrease in the well productivity by 13%).

关键词： Terrigenous reservoir permeability core sample reservoir pressure bottomhole pressure drawdown effective stress well productivity

Microstructure, Mechanical Properties, Corrosion Behavior and Biocompatibility of As-Extruded Biodegradable Mg–3Sn–1Zn–0.5Mn Alloy

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Journal of Materials Science & Technology 2016年第9期32卷 874-882页

作者： Lida Hou Zhen Li Hong Zhao yu Pan sergey Pavlinich Xiwei Liu Xinlin Li yufeng Zheng Li Li Center for Biomedical Materials and Engineering Harbin Engineering UniversityHarbin 150001China Institute of Materials Processing and Intelligent Manufacturing Harbin Engineering UniversityHarbin 150001China Hospital of Heilongjiang Province Harbin 150001China Department of Materials Science and Engineering College of EngineeringPeking UniversityBeijing 100871China

The microstructure evolution and mechanical properties of biodegradable Mg-3Sn-1Zn-0.5Mn alloys were investigated by the optical microscopy, X-ray diffractometer and a universal material testing machine. The corrosion and degradation behaviors were studied by potentiodynamic polarization method and immersion test in a simulated body fluid （SBF）. It was found that the as-extruded Mg-3Sn-1Zn-0.5Mn alloy has the fine equiaxed grains which underwent complete dynamic recrystallization during the hot extrusion process, with the second phase particles of Mg2Sn precipitated on the grain boundaries and inside the grains. The tensile strength and elongation of as-extruded Mg-3Sn-1Zn-0.5Mn alloys were 244 ± 3.7 MPa and 19.3% ± 1.7%, respectively. The potentiodynamic polarization curves in SBF solution indicated the better corrosion resistance of the as-extruded Mg-3Sn-1Zn-0.5Mn alloy in the SBF solution. Immersion test in the SBF solution for 720 h revealed that the corrosion rate of as-extruded Mg-3Sn-1Zn-0.5Mn alloy was nearly 4±0.33 ram/year. The hemolysis rate of as-extruded Mg-3Sn-1Zn-0.5Mn alloy was lower than the safe value of 5% according to ISO 10993-4. As-extruded Mg-3Sn- 1Zn-0.5Mn alloy showed good biocompatibility after being implanted into the dorsal muscle and the femoral shaft of the rabbit, and no abnormalities were found after short-term implantation. It was revealed that the as-extruded Mg-3Sn-1Zn-0.5Mn alloy is a promising material for biodegradable implants, which possesses an interesting combination of preferred mechanical properties, better corrosion resistance and biocompatibility.

关键词： Biodegradable magnesium alloy Extrusion Mechanical property Corrosion Biocompatibility

Quantitative evaluation of LAL productivity of colloidal nanomaterials:Which laser pulse width is more productive,ergonomic,and economic?

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Chinese Physics B 2022年第7期31卷 23-33页

作者： Alena Nastulyavichus Nikita Smirnov sergey Kudryashov P.N.Lebedev Physical Institute of the Russian Academy of Sciences MoscowRussia

Near-IR(wavelength≈1μm)laser ablation of bulk,chemically-inert gold in water was compared for different laser pulse width in broad the range of 300 fs–100 ns,comparing a number of key ablation characteristics:mass loss,singleshot crater volume and extinction coefficient of the generated colloidal solutions taken in the spectral ranges of interband transitions and localized plasmon *** to related air-based ablation results,at the given fluences laser ablation in the liquid resulted in the maximum ablation yield per unit energy and maximum NP yield per pulse and per unit energy for the picosecond lasers,occurring at subcritical peak pulse powers for laser *** self-focusing effect was demonstrated to yield in incomplete,effectively weaker focusing in the water filaments of ultrashort laser pulses with supercritical peak powers,comparing to linear(geometrical)focusing at sub-critical peak *** the other,nanosecondpulse extreme the high ablation yield per pulse,but low ablation yield per unit energy and low NP yield per pulse and per unit energy were related to strong ablation plasma screening,providing mass removal according to the well-established scaling relationships for *** comparison of the ablation and nanoparticle generation efficiency versus the broad fs–ns laser pulse width range was enabled in terms of productivity,economicity,and ergonomicity,using the proposed universal quantitative criteria.

关键词： laser ablation of gold in liquid ablated mass critical power for self-focusing filamentation

OPTIMAL CONTROL OF A POPULATION DYNAMICS MODEL WITH HYSTERESIS

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Acta Mathematica Scientia 2022年第1期42卷 283-298页

作者： Bin CHEN sergey A.TIMOSHIN Fujian Province University Key Laboratory of Computational Science School of Mathematical SciencesHuaqiao UniversityQuanzhou 362021China Matrosov Institute for System Dynamics and Control Theory Russian Academy of SciencesLermontov str134664033 IrkutskRussia

This paper addresses a nonlinear partial differential control system arising in population *** system consist of three diffusion equations describing the evolutions of three biological species:prey,predator,and food for the prey or *** equation for the food density incorporates a hysteresis operator of generalized stop type accounting for underlying hysteresis effects occurring in the dynamical *** study the problem of minimization of a given integral cost functional over solutions of the above *** set-valued mapping defining the control constraint is state-dependent and its values are nonconvex as is the cost integrand as a function of the control *** relaxationtype results for the minimization problem are obtained and the existence of a nearly optimal solution is established.

关键词： optimal control problem hysteresis biological diffusion models nonconvex integrands nonconvex control constraints

Analysis of natural vibration of truncated conical shells partially filled with fluid

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International Journal of Mechanical System Dynamics 2024年第2期4卷 142-152页

作者： sergey A.Bochkarev sergey V.Lekomtsev Laboratory of Functional Materials Institute of Continuous Media MechanicsUral Branch of Russian Academy of SciencesPermRussian Federation

In this paper,we study the vibrational behavior of shells in the form of truncated cones containing an ideal compressible *** sloshing effect on the free surface of the fluid is *** dynamic behavior of the elastic structure is investigated based on the classical shell theory,the constitutive relations of which represent a system of ordinary differential equations written for new *** fluid vibrations are described in terms of acoustic approximation using the wave equation for hydrodynamic pressure written in spherical *** transformation into the system of ordinary differential equations is carried out by applying the generalized differential quadrature *** formulated boundary value problem is solved by Godunov's orthogonal sweep *** frequencies of shell vibrations are calculated using the stepwise procedure and the Muller *** accuracy and reliability of the obtained results are estimated by making a comparison with the known numerical and analytical *** dependencies of the lowest frequency on the fluid level and cone angle of shells under different combinations of boundary conditions(simply supported,rigidly clamped,and cantilevered shells)have been studied *** conical straight and inverted shells,a numerical analysis has been performed to estimate the possibility of finding configurations at which the lowest natural frequencies exceed the corresponding values of the equivalent cylindrical shell.

关键词： classical shell theory conical shell Godunov's orthogonal sweep method ideal compressible fluid generalized differential quadrature method natural vibrations

Flash Lamps as Ignition and Initiation Sources of the VS-2 Pyrotechnic Composition

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含能材料 2022年第4期30卷 370-378页

作者： sergey I.Gerasimov Mikhail A.Ilyushin sergey M.Putis sergey A.Dushenok Irina V.Shugalei Andrey M.Sudarikov Russian Federal Nuclear Center‑All‑Russian Research Institute of Experimental Physics SarovRussia Sarov Institute of Physics and Technology is a Branch of the Scientific Research Nuclear University MEPhI SarovRussia Nizhny Novgorod State Technical University Named after R.E.Alekseev Nizhny NovgorodRussia RAS Institute for Studying Problems in Mechanical Engineering ‑is a Branch of the RAS Applied Physics InstituteNizhny NovgorodRussia "Technologist"Special Design and Technological Bureau St.PetersburgRussia Saint‑Petersburg State Institute of Technology(Technical University) St.PetersburgRussia Russian State Hydro‑meteorological University St.PetersburgRussia

In the present work it is found that the pyrotechnic composition VS⁃2 can be initiated with flash lamps IFC⁃500 and ***⁃2 pyrotechnic composition contains 90%of mercury(Ⅱ)5⁃hydrazinotetrazolate perchlorate and 10%of optically trans⁃parent copolymer of 2⁃methyl⁃5⁃vinyltetrazole and methacrylic acid(PVMT).We have found that the flash lamps make it possi⁃ble to initiate combustion of VS⁃2 composition with its transition to detonation both in cylindrical charges placed in brass caps of 5 mm diameter and 2 mm high,and film charges with 10 mm×80 mm in size and surface weights of 60 mg·cm^(-2)and 90 mg·cm^(-2),showing ignition delay times 10μs and 3μs,*** also measured detonation velocities for VS⁃2 composition film charges,which were 4375-4505 m·s^(-1)(of the charge being surface mass 60 mg·cm^(-2))and 4221-4281 m·s^(-1)(of the charge be⁃ing surface mass 90 mg·cm^(-2))and their blasting action on the aluminum *** depths of the normal shock wave imprints at the charge⁃barrier interface were 0.6-0.7 mm(for surface mass of the film charges 60 mg·cm^(-2))and 1.2-1.3 mm(for surface mass of the film charges 90 mg·cm^(-2))

关键词： VS⁃2 pyrotechnic composition flash lamps ignition transition of combustion to detonation blasting action

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Seeing is believing

Light(Science & Applications) 2022年第3期11卷 6-7页

作者： sergey Krasikov yuri Kivshar Nonlinear Physics Center Research School of PhysicsAustralian National UniversityCanberra ACT 2601Australia and School of Physics and EngineeringITMO UniversitySt.Petersburg197101Russia

Bound states in the continuum are realized in many optical systems as“dark states”,and their presence can be detected in the regime of leaky modes via resonances in *** the authors reveal previously unseen structure... 详细信息

关键词： states dielectric continuum