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Empirical Study on the Volatility of the Hang-Seng Index

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Chinese Physics Letters 2006年第3期23卷 754-757页

作者：蔡世民周佩玲杨会杰杨春霞汪秉宏周涛 department of Electronic science and Technology University of Science and Technology of China Hefei 230026 department of Modern Physics and nonlinear science Center University of Science and Technology of China Hefei 230026

We study the statistical properties of volatility of price fluctuation for the Hang-Seng index in the Hong Kong stock market, they are measured by locally averaging over a time window T, the absolute value of price change over a short time interval Δt. The data include minute-by-minute records of the Hang-Seng index from 3 January 1994 to 28 May 1997. We find that the cumulative distribution of the volatility is consistent with the asymptotic power-law behaviour, characterized by the power exponent μ= 2.12 ± 0.04, different from that found in the previous studies as μ≈3. The volatility distribution remains the same asymptotic power-law behaviour for the time scales from T = 10 rain to T - 80 rain. Furthermore, we investigate the volatility correlations by using the power spectrum analysis and detrended fluctuation analysis. Both the methods show a long-range power-law decay with the exponent α=0.636±0.002.

关键词： STOCK-MARKET FINANCIAL MARKET TIME-SERIES MODEL FLUCTUATIONS BEHAVIOR PERCOLATION PATTERNS

Influence of active constrained layer damping on the coupled vibration response of functionally graded magneto-electro-elastic plates with skewed edges

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Defence Technology（防务技术） 2020年第5期16卷 1019-1038页

作者： M.Vinyas D.Harursampath T.Nguyen-Thoi nonlinear Multifunctional Composites analysis and Design(NMCAD)Laboratory Department of Aerospace EngineeringIndian Institute of ScienceBangalore560012India Division of Computational Mathematics and Engineering Institute for Computational ScienceTon Duc Thang UniversityHo Chi Minh CityViet Nam Faculty of Civil Engineering Ton Duc Thang UniversityHo Chi Minh CityViet Nam

This article makes the first attempt in assessing the influence of active constrained layer damping(ACLD)treatment towards precise control of frequency responses of functionally graded skew-magneto-electroelastic(FGSMEE)plates by employing finite element *** materials are functionally graded across the thickness of the plate in terms of modest power-law *** principal equations of motion of FGSMEE are derived via Hamilton’s principle and solved using condensation *** effect of ACLD patches are modelled by following the complex modulus approach(CMA).Additionally,distinctive emphasis is laid to evaluate the influence of geometrical skewness on the attenuation capabilities of the *** accuracy of the current analysis is corroborated with comparison of previous researches of similar ***,a complete parametric study is directed to understand the combined impacts of various factors like coupling fields,patch location,fiber orientation of piezoelectric patch in association with skew angle and power-law index.

关键词： Vibration control Functionally graded MEE plates Skew angle Active constrained layer damping(ACLD) patches

A higher order coupled frequency characteristics study of smart magneto-electro-elastic composite plates with cut-outs using finite element methods

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Defence Technology（防务技术） 2021年第1期17卷 100-118页

作者： M.Vinyas D.Harursampath T.Nguyen Thoi nonlinear Multifunctional Composites analysis and Design(NMCAD)Laboratory Department of Aerospace EngineeringIndian Institute of ScienceBangalore560012India Division of Computational Mathematics and Engineering Institute for Computational ScienceTon Duc Thang UniversityHo Chi Minh CityViet Nam Faculty of Civil Engineering Ton Duc Thang UniversityHo Chi Minh CityViet Nam

This article deals with investigating the effect of cut-outs on the natural frequencies of magneto-electroelastic(MEE)plates incorporating finite element methods based on higher order shear deformation theory(HSDT).In order to consider the influence of cut-out,the energy of the cut-out domain is subtracted from the total energy of the entire *** governing equations of motions are derived through incorporating Hamilton’s principle and the solution is obtained using condensation *** proposed numerical formulation is verified with the results of previously published literature as well as the numerical *** addition,this research focuses on evaluating the effect of geometrical skewness and boundary conditions on the frequency *** influence of cut-outs on the degree of coupling between magnetic,electric and elastic fields is also investigated.

关键词： Cut-out Magneto-electro-elastic Natural frequency Higher order shear deformation Coupling

A Novel Control Algorithm for Interaction Between Surface Waves and A Permeable Floating Structure

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China Ocean Engineering 2016年第2期30卷 161-176页

作者： Pei-Wei TSAI A.ALSAEDI T.HAYAT Cheng-Wu CHEN College of information science and Engineering Fujian University of TechnologyFuzhou 350118China Fujian Provincial Key Laboratory of big data Mining and Applications(Fujian University of Technology) Fuzhou 350118China nonlinear analysis and Applied Mathematics(NAAM)Research Group King Abdulaziz UniversityJeddah 21589Saudi Arabia department of Mathematics Quaid-I-Azam UniversityIslamabad 44000Pakistan department of Maritime Information and Technology National Kaohsiung Marine UniversityKaohsiung 80543China Faculty of Engineering King Abdulaziz UniversityJeddah 21589Saudi Arabia

An analytical solution is undertaken to describe the wave-induced flow field and the surge motion of a permeable platform structure with fuzzy controllers in an oceanic *** the design procedure of the controller,a parallel distributed compensation（PDC） scheme is utilized to construct a global fuzzy logic controller by blending all local state feedback controllers.A stability analysis is carried out for a real structure system by using Lyapunov *** corresponding boundary value problems are then incorporated into scattering and radiation *** are analytically solved,based on separation of variables,to obtain series solutions in terms of the harmonic incident wave motion and surge *** dependence of the wave-induced flow field and its resonant frequency on wave characteristics and structure properties including platform width,thickness and mass has been thus drawn with a parametric *** which mathematical models are applied for the wave-induced displacement of the surge motion.A nonlinearly inverted pendulum system is employed to demonstrate that the controller tuned by swarm intelligence method can not only stabilize the nonlinear system,but has the robustness against external disturbance.

关键词： fuzzy Lyapunov function Takagi?Sugeno form swarm intelligence algorithm

Derivation of a nonlinear Reynolds Stress Model Using Renormalization Group analysis and Two-Scale Expansion Technique

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Chinese Physics Letters 2008年第2期25卷 604-607页

作者：刘正锋王晓宏 department of Thermal science and Energy Engineering University of Science and Technology of China Hefei 230026 The State Key Laboratory of nonlinear Mechanics Institute of Mechanics Chinese Academy of Sciences Beijing 100080

Adopting Yoshizawa＇s two-scale expansion technique, the fluctuating field is expanded around the isotropic field. The renormalization group method is applied for calculating the covariance of the fluctuating field at the lower order expansion. A nonlinear Reynolds stress model is derived and the turbulent constants inside are evaluated analytically. Compared with the two-scale direct interaction approximation analysis for turbulent shear flows proposed by Yoshizawa, the calculation is much more simple. The analytical model presented here is close to the Speziale model, which is widely applied in the numerical simulations for the complex turbulent flows.

关键词： EDDY-VISCOSITY TRANSPORT-EQUATION TURBULENCE REPRESENTATION

Multiple-pole solutions and degeneration of breather solutions to the focusing nonlinear Schr?dinger equation

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Communications in Theoretical Physics 2022年第4期74卷 13-22页

作者： Zhao Zhang Junchao Chen Qi Guo Guangdong Provincial Key Laboratory of Nanophotonic Functional Materials and Devices South China Normal UniversityGuangzhou 510631China department of Mathematics and institute of nonlinear analysis Lishui UniversityLishui 323000China

Based on the Hirota’s method,the multiple-pole solutions of the focusing Schr?dinger equation are derived directly by introducing some new ingenious limit *** have carefully investigated these multi-pole solutions from three perspectives:rigorous mathematical expressions,vivid images,and asymptotic ***,there are two kinds of interactions between multiple-pole solutions:when two multiple-pole solutions have different velocities,they will collide for a short time;when two multiple-pole solutions have very close velocities,a long time coupling will *** last important point is that this method of obtaining multiple-pole solutions can also be used to derive the degeneration of N-breather *** method mentioned in this paper can be extended to the derivative Schr?dinger equation,Sine-Gorden equation,mKdV equation and so on.

关键词： multiple-pole solutions degenerate solutions Hirota’s bilinear method

Multiscale study of the dynamic friction coefficient due to asperity plowing

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Friction 2021年第4期9卷 822-839页

作者： Jianqiao HU Hengxu SONG Stefan SANDFELD Xiaoming LIU Yueguang WEI State Key Laboratory of nonlinear Mechanics Institute of MechanicsChinese Academy of SciencesBeijing 100190China School of Engineering science University of Chinese Academy of SciencesBeijing 100049China institute for Advanced Simulation IAS-9:Materials Data Science and Informatics Forschungszentrum Juelich GmbHJuelich 52425Germany department of Mechanics and Engineering science College of EngineeringPeking UniversityBeijing 100871China

A macroscopically nominal flat surface is rough at the nanoscale level and consists of ***,the frictional properties of the macroscale-level rough surface are determined by the mechanical behaviors of nanoasperity contact pairs under *** this work,we first used molecular dynamics simulations to study the non-adhesive shear between single contact ***,to estimate the friction coefficient of rough surfaces,we implemented the frictional behavior of a single contact pair into a Greenwood-Williamson-type statistical *** employing the present multiscale approach,we used the size,rate,and orientation effects,which originated from nanoscale dislocation plasticity,to determine the dependence of the macroscale friction coefficient on system parameters,such as the surface roughness,separation,loading velocity,and *** model predicts an unconventional dependence of the friction coefficient on the normal contact load,which has been observed in nanoscale frictional ***,this model represents one step toward understanding some of the relevant macroscopic phenomena of surface friction at the nanoscale level.

关键词： multiscale friction asperity plowing dislocation plasticity size/velocity effect crystal orientation statistical model

Review of Techniques for Integrating Security in Software Development Lifecycle

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Computers, Materials & Continua 2025年第1期82卷 139-172页

作者： Hassan Saeed Imran Shafi Jamil Ahmad Adnan Ahmed Khan Tahir Khurshaid Imran Ashraf College of Electrical and Mechanical Engineering National University of Sciences and Technology(NUST)Rawalpindi46604Pakistan department of Computer science Abasyn University Islamabad CampusIslamabad45510Pakistan Military College of Signals National University of Sciences and Technology(NUST)Rawalpindi46600Pakistan department of Electrical Engineering Yeungnam UniversityGyeongsan38541Republic of Korea department of Information and Communication Engineering Yeungnam UniversityGyeongsan38541Republic of Korea

Software-related security aspects are a growing and legitimate concern,especially with 5G data available just at our *** conduct research in this field,periodic comparative analysis is needed with the new techniques coming up *** purpose of this study is to review the recent developments in the field of security integration in the software development lifecycle(SDLC)by analyzing the articles published in the last two decades and to propose a way *** review follows Kitchenham’s review *** review has been divided into three main stages including planning,execution,and *** the selected 100 articles,it becomes evident that need of a collaborative approach is necessary for addressing critical software security risks(CSSRs)through effective risk management/estimation *** risks using a numeric scale enables a comprehensive understanding of their severity,facilitating focused resource allocation and mitigation *** a comprehensive understanding of potential vulnerabilities and proactive mitigation efforts facilitated by protection poker,organizations can prioritize resources effectively to ensure the successful outcome of projects and initiatives in today’s dynamic threat *** review reveals that threat analysis and security testing are needed to develop automated tools for the *** estimation of effort required to prioritize potential security risks is a big challenge in software *** accuracy of effort estimation can be further improved by exploring new techniques,particularly those involving deep *** is also imperative to validate these effort estimation methods to ensure all potential security threats are *** challenge is selecting the right model for each specific security *** achieve a comprehensive evaluation,researchers should use well-known benchmark checklists.

关键词： Software development lifecycle systematic literature review critical software security risks national institute of standards and technology DevSecOps open web application security project McGraw’s touch points

Super-resolving material microstructure image via deep learning for microstructure characterization and mechanical behavior analysis

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npj Computational Materials 2021年第1期7卷 867-877页

作者： Jaimyun Jung Juwon Na Hyung Keun Park Jeong Min Park Gyuwon Kim Seungchul Lee Hyoung Seop Kim department of Materials AI&big-data Korea Institute of Materials Science(KIMS)Changwon-siRepublic of Korea department of Mechanical Engineering Pohang University of Science and Technology(POSTECH)PohangRepublic of Korea department of Materials science and Engineering Pohrepresent the average grainang University of Science and Technology(POSTECH)PohangRepublic of Korea Graduate School of Artificial Intelligence Pohang University of Science and Technology(POSTECH)PohangRepublic of Korea Graduate institute of Ferrous Technology Pohang University of Science and Technology(POSTECH)PohangRepublic of Korea

The digitized format of microstructures,or digital microstructures,plays a crucial role in modern-day materials ***,the acquisition of digital microstructures through experimental means can be unsuccessful in delivering sufficient resolution that is necessary to capture all relevant geometric features of the *** resolution-sensitive microstructural features overlooked due to insufficient resolution may limit one’s ability to conduct a thorough microstructure characterization and material behavior analysis such as mechanical analysis based on numerical ***,a highly efficient super-resolution imaging based on deep learning is developed using a deep super-resolution residual network to super-resolved low-resolution(LR)microstructure data for microstructure characterization and finite element(FE)mechanical *** characterization and FE model based mechanical analysis using the super-resolved microstructure data not only proved to be as accurate as those based on high-resolution(HR)data but also provided insights on local microstructural features such as grain boundary normal and local stress distribution,which can be only partially considered or entirely disregarded in LR data-based analysis.

关键词： microstructure Microstructure analysis