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Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives

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Acta Mathematicae Applicatae Sinica 2022年第2期38卷 254-270页

作者： Shuang LI Cheng PENG Ying BAO yan-long zhao Zhen CAO KLSC Academy of Mathematics and Systems ScienceChinese Academy of SciencesBeijing 100190China School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China Industrial and Commercial Bank of China Beijing 100032China

This paper proposes an approximate analytical solution method to calculate counterparty credit risk *** with the Standard Approach for measuring Counterparty Credit Risk and the Internal Modeling Method provided by Basel Committee,the proposed method significantly improves the calculation efficiency based on sacrificing a little *** Forward Rate Agreement as an example,this article derives the exact expression for Expected *** approximating the distribution of Forward Rate Agreement’s future value to a normal distribution,the approximate analytical expression for Potential Future Exposure is *** results show that this method is reliable and is robust under different parameters.

关键词： forward rate agreement counterparty credit risk expected exposure potential future exposure

Specific sensing of antibiotics with metal-organic frameworks based dual sensor system

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Nano Research 2022年第7期15卷 6430-6437页

作者： yan-long zhao Qiang Chen Jie Lv Ming-Ming Xu Xin Zhang Jian-Rong Li Beijing Key Laboratory for Green Catalysis and Separation and Department of Environmental Chemical Engineering Faculty of Environment and LifeBeijing University of TechnologyBeijing 100124China

The illegal usage of antibiotics as veterinary drugs is an increasing threat for human *** specific sensing of antibiotics with different toxicity levels is of high challenge,and mainly relies on expensive,time-consuming,and complex *** realize specific sensing by rapid and handy optical sensors,a metal-organic framework(MOF)based dual sensor system is herein developed using two MOF materials BUT-128 and BUT-129 with high sensing selectivity and ***-128 and BUT-129 exhibit the lowest limit of detection(LOD)towards chloramphenicol and furazolidone among reported MOF *** corresponding dual sensor system with enriched signal readouts realized specific sensing of the strictly forbidden antibiotics(chloramphenicol and nitrofurans)from other regulated veterinary drugs including thiamphenicol,a structural analog of ***,the strategy of this work is expected to flourish the development of optical sensors with high specificity for environment and food safety purposes.

关键词： antibiotics specific sensing metal-organic frameworks dual sensor fluorescence quenching

Electro-optic Properties of DR1 Doped SiO_2 Organic/inorganic Guest-host Films

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Chemical Research in Chinese Universities 2009年第5期25卷 726-732页

作者： LIU Shao-lin yanG Han JIN Ru-long yan zhao-xu YI Mao-bin State Key Laboratory on Integrated Optoelectronics College of Electronic Science and Engineering Jilin University Changchun 130012 P.R. China

We made a comprehensive investigation on the electro-optic（EO） properties of hybrid sol-gel silica film doped with Dispersed Red 1 dye（DR1/SiO2）. An important finding is that the dipoles which don＇t orient along the direction of corona poling field in the films can be instantaneously poled by alternate modulation electrical field. This instant poling effect results in the EO coefficients dependent on the frequency and intensity of alternate modulation electric field, and some experiments have proved it. We also investigated the electro-optic coefficients and thickness of films at different stir temperatures（Ts） of start solution and at different number densities of DR1. Experimentally the DR1 number density was optimized to an order of 1021/cm^3 and a large EO coefficient of γ33= 37 pm/V for DR1/SiO2 film was measured by simple reflection technique at 1 kHz frequencies of modulation electric field. These findings may benefit the practical application of DR1/SiO2 films in the field of EO modulator and EO probing.

关键词： Electro-optic DR1/SiO2 Instant poling Number density Frequency

Automatic modeling algorithm of stochastic error for inertial sensors

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Control Theory and Technology 2024年第1期22卷 81-91页

作者： Luodi zhao long zhao School of Automation Science and Electrical Engineering Beihang UniversityBeijing100191China Digital Navigation Center Beihang UniversityBeijing100191China Science and Technology on Aircraft Control Laboratory Beihang UniversityBeijing100191China

This paper proposes an automatic algorithm to determine the properties of stochastic processes and their parameters for inertial error. The proposed approach is based on a recently developed method called the generalized method of wavelet moments (GMWM), whose estimator was proven to be consistent and asymptotically normally distributed. This algorithm is suitable mainly (but not only) for the combination of several stochastic processes, where the model identification and parameter estimation are quite difficult for the traditional methods, such as the Allan variance and the power spectral density analysis. This algorithm further explores the complete stochastic error models and the candidate model ranking criterion to realize automatic model identification and determination. The best model is selected by making the trade-off between the model accuracy and the model complexity. The validation of this approach is verified by practical examples of model selection for MEMS-IMUs (micro-electro-mechanical system inertial measurement units) in varying dynamic conditions.

关键词： GMWM Stochastic process Inertial sensor Sensor calibration Error model Allan variance

Frequency Domain Fatigue Evaluation on SCR Girth-Weld Based on Structural Stress

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China Ocean Engineering 2024年第2期38卷 255-270页

作者： ZHANG long zhao Tian-feng College of Safety and Ocean Engineering China University of Petroleum(Beijing)Beijing 102249China

The Steel Catenary Riser(SCR)is a vital component for transporting oil and gas from the seabed to the floating *** harsh environmental conditions and complex platform motion make the SCR’s girth-weld prone to fatigue *** structural stress fatigue theory and Master S-N curve method provide accurate predictions for the fatigue damage on the welded joints,which demonstrate significant potential and compatibility in multi-axial and random fatigue ***,we propose a new frequency fatigue model subjected to welded joints of SCR under multiaxial stress,which fully integrates the mesh-insensitive structural stress and frequency domain random process and transforms the conventional welding fatigue technique of SCR into a spectrum analysis technique utilizing structural ***,a full-scale FE model of SCR with welds is established to obtain the modal structural stress of the girth weld and the frequency response function(FRF)of modal coordinate,and a biaxial fatigue evaluation about the girth weld of the SCR can be achieved by taking the effects of multi-load correlation and pipe-soil interaction into *** research results indicate that the frequency-domain fatigue results are aligned with the time-domain results,meeting the fatigue evaluation requirements of the SCR.

关键词： SCR girth weld random vibration self(cross)power spectrum structural stress method biaxial fatigue damage

Optimized Auxiliary Frequency Control of Wind Farm Based on Piecewise Reduced-order Frequency Response Model

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Journal of Modern Power Systems and Clean Energy 2024年第3期12卷 791-802页

作者： Xu Zhang Chen zhao Junchao Ma long Zhang Dan Sun Chenxu Wang yan Peng Heng Nian the School of Electrical Engineering Zhejiang UniversityHangzhou 310058China Electric Power Research Institute of State Grid Zhejiang Electric Power Corporation Hangzhou 310014China

With the increasing wind power penetration in the power system,the auxiliary frequency control(AFC)of wind farm(WF)has been widely *** traditional system frequency response(SFR)model is not suitable for the wind power generation system due to its poor accuracy and *** this paper,a piecewise reduced-order frequency response(PROFR)model is proposed,and an optimized auxiliary frequency control(O-AFC)scheme of WF based on the P-ROFR model is ***,a full-order frequency response model considering the change in operating point of wind turbine is established to improve the *** order to simplify the fullorder model,a P-ROFR model with second-order structure and high accuracy at each frequency response stage is *** on the proposed P-ROFR model,the relationship between the frequency response indexes and the auxiliary frequency controller coefficients is expressed ***,an OAFC scheme with the derived explicit expression as the optimization objective is proposed in order to improve the frequency support capability on the premise of ensuring the full release of the rotor kinetic energy and the full use of the effect of time delay on frequency ***,the effectiveness of the proposed P-ROFR model and the performance of the proposed OAFC scheme are verified by simulation studies.

关键词： Frequency response piecewise reduced-order wind farm auxiliary frequency control

Structure regulating of metal clusters in carbonized metallic organic frameworks for high-efficient microwave absorption via tuning interaction strength between metals and ligands

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Nano Research 2024年第3期17卷 1699-1709页

作者： Chang Sun Kun-yan zhao Ming-Lu Huang Cheng-long Luo Xu-Dong Chen Ming Wang School of Chemistry and Chemical Engineering Chongqing Key Laboratory of Soft-Matter Material Chemistry and Function ManufacturingSouthwest UniversityChongqing 400715China Jieyang Branch of Chemistry and Chemical Engineering Guangdong Laboratory(Rongjiang Laboratory) Jieyang 515200China

Carbonized metallic organic frameworks(CMOF)have been attracting attention in microwave absorption(MA)research area because of their diverse structures,tunable compositions,and rich ***,structure regulation on metal clusters in CMOF is achieved by tuning the interaction strength between metals and ligands to enhance microwave absorption *** to relatively weak interaction among copper cations and ligands,copper nanoclusters(CuNC)can be uniformly formed and embedded within the cobalt/zinc(Co/Zn)***,copper cations are added to the Co/Zn bimetallic zeolitic imidazolate frameworks(ZIFs).Secondly,the CMOF composite particles with CuNCs(CuNCs/CoZn-CMOF)were developed by a pyrolysis *** CuNCs/CoZn-CMOF with an appropriate amount of CuNCs can harmonize both dielectric and magnetic *** a result,the minimum reflection loss(RLmin)reaches–45.1 dB at a matching thickness of 2.30 mm and the effective absorption bandwidth(EAB)is 8.80 GHz at a thickness of 3.10 *** broadband response to electromagnetic waves is attributed to interfacial polarization at CuNCs surface and heterogeneous interfaces,impedance matching and multiple scattering of electromagnetic *** study provides a feasible method to develop CMOF microwave absorption materials with high EAB values.

关键词： heterogeneous interface carbonized metallic organic frameworks microwave absorption interfacial polarization

Boosted Electrocatalytic Glucose Oxidation Reaction on Noble-Metal-Free MoO_(3)-Decorated Carbon Nanotubes

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Transactions of Tianjin University 2024年第1期30卷 63-73页

作者： Yu-long Men Ning Dou Yiyi zhao yan Huang Lei Zhang Peng Liu Department of Chemical Engineering School of Chemistry and Chemical EngineeringShanghai Jiao Tong UniversityShanghai 200240China Department of Thyroid Breast and Vascular Surgery Shanghai Fourth People’s Hospital Affi liated to Tongji University School of MedicineShanghai 200081China Department of Vascular Surgery Changhai HospitalNaval Medical UniversityShanghai 200433China

Electrocatalytic glucose oxidation reaction(GOR)has attracted much attention owing to its crucial role in biofuel cell ***,we load MoO_(3)nanoparticles on carbon nanotubes(CNTs)and use a discharge process to prepare a noblemetal-free MC-60 catalyst containing MoO_(3),Mo_(2)C,and a Mo_(2)C–MoO_(3)*** the GOR,MC-60 shows activity as high as 745μA/(mmol/L cm^(2)),considerably higher than those of the Pt/CNT(270μA/(mmol/L cm^(2)))and Au/CNT catalysts(110μA/(mmol/L cm^(2))).In the GOR,the response minimum on MC-60 is as low as 8μmol/L,with a steady-state response time of only 3 ***,MC-60 has superior stability and anti-interference ability to impurities in the *** better performance of MC-60 in the GOR is attributed to the abundant Mo sites bonding to C and O atoms at the MoO_(3)–Mo_(2)C *** Mo sites create active sites for promoting glucose adsorption and oxidation,enhancing MC-60 performance in the ***,these results help to fabricate more effi cient noble-metal-free catalysts for the fabrication of glucose-based biofuel cells.

关键词： Interface eff ect Electrocatalysis Molybdenum oxide Glucose Oxidation reaction

Interference-induced suppression of particle emission from a Bose-Einstein condensate in lattice with time-periodic modulations

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Chinese Physics B 2024年第10期33卷 153-158页

作者： long-Quan Lai zhao Li School of Science Nanjing University of Posts and TelecommunicationsNanjing 210023China School of Electronic Engineering Chengdu Technological UniversityChengdu 611730China

Emission of matter-wave jets from a parametrically driven condensate has attracted significant experimental and theoretical attention due to the appealing visual effects and potential metrological *** this work,we investigate the collective particle emission from a Bose-Einstein condensate confined in a one-dimensional lattice with periodically modulated interparticle *** give the regimes for discrete modes,and find that the emission can be distinctly *** configuration induces a broad band,but few particles are ejected due to the interference of the matter *** further qualitatively model the emission process and demonstrate the short-time *** engineering provides a way to manipulate the propagation of particles and the corresponding dynamics of condensates in lattices,and may find application in the dynamical excitation control of other nonequilibrium problems with time-periodic driving.

关键词： Bose-Einstein condensate matter-wave jet periodic modulation