A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters

In a fairly recent paper (2008 American Control Conference, June 11‐13, 1035‐1039), the problem of dealing with trading in optimal pairs was treated from the viewpoint of stochastic control. The analysis of the subsequent nonlinear evolution partial differential equation was based upon a succession of Ansätze, which can lead to a solution of the terminal‐value problem. Through an application of the Lie Theory of Continuous Groups to this equation, we show that the Ansätze are based upon the underlying symmetries of the equation (their (14)). We solve the problem in a more general context by allowing the parameters to be explicitly time dependent. The extension means thatmore realistic problems are amenable to the samemode of solution. Copyright © 2014 JohnWiley & Sons, Ltd.     

Multilevel preconditioning and low‐rank tensor iteration for space–time simultaneous discretizations of parabolic PDEs

This paper addresses the solution of parabolic evolution equations simultaneously in space and time as may be of interest in, for example, optimal control problems constrained by such equations. As a model problem, we consider the heat equation posed on the unit cube in Euclidean space of moderately high dimension. An a priori stable minimal residual Petrov–Galerkin variational formulation of the heat equation in space–time results in a generalized least squares problem. This formulation admits a unique, quasi‐optimal solution in the natural space–time Hilbert space and serves as a basis for the development of space–time compressive solution algorithms. The solution of the heat equation is obtained by applying the conjugate gradient method to the normal equations of the generalized least squares problem. Starting from stable subspace splittings in space and in time, multilevel space–time preconditioners for the normal equations are derived. In order to reduce the complexity of the full space–time problem, all computations are performed in a compressed or sparse format called the hierarchical Tucker format, supposing that the input data are available in this format. In order to maintain sparsity, compression of the iterates within the hierarchical Tucker format is performed in each conjugate gradient iteration. Its application to vectors in the hierarchical Tucker format is detailed. Finally, numerical results in up to five spatial dimensions based on the recently developed htucker toolbox for MATLAB are presented. Copyright © 2014 John Wiley & Sons, Ltd.     

Wild-type and molten globular chorismate mutase achieve comparable catalytic rates using very different enthalpy/entropy compensations

The origin of the catalytic power of enzymes with a meta-stable native state,e.g.molten globular state,is an unsolved challenging issue in biochemistry.To help understand the possible differences between this special class of enzymes and the typical ones,we report here computer simulations of the catalysis of both the well-folded wild-type and the molten globular mutant of chorismate mutase.Using the ab initio quantum mechanical/molecular mechanical minimum free-energy path method,we determined the height of reaction barriers that are in good agreement with experimental measurements.Enzyme-substrate interactions were analyzed in detail to identify factors contributing to catalysis.Computed angular order parameters of backbone N–H bonds and side-chain methyl groups suggested site-specific,non-uniform rigidity changes of the enzymes during catalysis.The change of conformational entropy from the ground state to the transition state revealed distinctly contrasting entropy/enthalpy compensations in the dimeric wild-type enzyme and its molten globular monomeric variant.A unique catalytic strategy was suggested for enzymes that are natively molten globules:some may possess large conformational flexibility to provide strong electrostatic interactions to stabilize the transition state of the substrate and compensate for the entropy loss in the transition state.The equilibrium conformational dynamics in the reactant state were analyzed to quantify their contributions to the structural transitions enzymes needed to reach the transition states.The results suggest that large-scale conformational dynamics make important catalytic contributions to sampling conformational regions in favor of binding the transition state of substrate.     

高分散Co0.2Ni1.6Fe0.2P助催化剂改性P掺杂g-C3N4纳米片高效光催化析氢的研究

随着化石燃料使用的增加和温室气体排放量持续上升,20世纪以来气温上升得更快。开发环境友好型能源取代传统化石燃料是当务之急。氢能源作为一种清洁、高效的能源,被认为是最有希望取代传统化石燃料的能源。光催化水分解水产氢作为为一种环保型技术被认为是最有前景的氢能生产方法。提高光生电子-空穴对分离效率是构建高效光催化剂的关键。然而,利用高度分散的助催化剂构建高效、稳定的产氢光催化剂仍然是一个挑战。本文首次成功地采用一步原位高温磷化法制备了高度分散的非贵金属三金属过度金属磷化Co_0.2Ni_1.6Fe_0.2P助催化剂(PCNS-CoNiFeP)掺杂P的石墨相氮化碳纳米片(PCNS)。有趣的是,PCNS-CoNiFeP与传统氢氧前驱体磷化法制备的CoNiFeP相比,没有聚集性,分散性高。X射线衍射(XRD)、X射线光电子能谱(XPS)、元素映射图像和高分辨率透射电镜(HRTEM)结果表明,PCNS-CoNiFeP已成功合成。紫外-可见吸收光谱结果表明,PCNS-CoNiFeP在200–800 nm波长范围内较PCNS略有增加。光致发光光谱、电化学阻抗谱(EIS)和光电流分析结果表明,CoNiFeP助催化剂能有效促进光生电子-空穴对的分离,加速载流子的迁移。线性扫描伏安法(LSV)结果还表明,负载CoNiFeP助催化剂可大大降低CNS的过电位。结果表明,以三乙醇胺溶液为牺牲剂的PCNS-CoNiFeP最大产氢速率为1200 μmol·h^-1·g^-1,是纯CNS-Pt (320 μmol·h^-1·g^-1)的4倍。在420 nm处的表观量子效率为1.4%。PCNS-CoNiFeP在光催化反应中也表现出良好的稳定性。透射电镜结果表明,6–8 nm的CoNiFeP高度分散在PCNS表面。高度分散的CoNiFeP比聚集的CoNiFeP具有更好的电荷分离能力和更高的电催化析氢活性。由此可见,聚合的CoNiFeP-PCNs (300 μmol·h^-1·g^-1)的产氢速率远低于PCNS-CoNiFeP。此外,CNS的P掺杂可以改善其电导率和电荷传输。     

酸性电解水过程中氧析出反应的机理及铱基催化剂的研究进展北大核心CSCD

可持续能源的迅速发展,使绿色清洁的氢能源成为热点。质子交换膜(PEM)水电解是一项很有前途的技术,可高效生产高纯度氢气。IrO_(2)作为质子交换膜(PEM)水电解槽阳极氧析出反应(OER)的商用电催化剂,既能在强酸性、高强度腐蚀条件下保持稳定,又表现出优异的催化性能。然而,由于Ir的稀缺性和昂贵的价格,提高Ir基催化剂的OER活性,开发低Ir催化剂就显得至关重要。对其反应机理的认知是当前的研究热点之一,也是设计优异的OER催化剂的关键所在。因此,首先从OER机理出发,对目前被广泛认可的吸附物逸出机理(AEM)和晶格氧逸出机理(LOER)两种反应机理进行了研究。随后,根据所提出的这两种机理,介绍了OER催化剂设计的基本准则,即调控Ir基催化剂的电子结构,改善反应中间物种在催化活性位点上的吸附能,从而提高OER催化活性。并从催化剂的结构设计、形貌控制、载体材料3个方面简单概述了最近OER催化剂的研究进展。最后,在已有研究的基础上,提出了目前OER催化剂面临的困难与挑战,这为以后相关的研究指明了方向。     

Boosting Hydrogen Evolution at Visible Light Wavelengths by Using a Photocathode with Modal Strong Coupling between Plasmons and a Fabry-Pérot Nanocavity

Hot-hole injection from plasmonic metal nanoparticles to the valence band of p-type semiconductors and reduction by hot electrons should be improved for efficient and tuneable reduction to obtain beneficial chemical compounds. We employed the concept of modal strong coupling between plasmons and a Fabry-Pérot (FP) nanocavity to enhance the hot-hole injection efficiency. We fabricated a photocathode composed of gold nanoparticles (Au−NPs), p-type nickel oxide (NiO), and a platinum film (Pt film) (ANP). The ANP structure absorbs visible light over a broad wavelength range from 500 nm to 850 nm via hybrid modes based on the modal strong coupling between the plasmons of Au−NPs and the FP nanocavity of NiO on a Pt film. All wavelength regions of the hybrid modes of the modal strong coupling system promoted hot-hole injection from the Au−NPs to NiO and proton/water reduction by hot electrons. The incident photon-to-current efficiency based on H₂ evolution through water/proton reduction by hot electrons reached 0.2 % at 650 nm and 0.04 % at 800 nm.     

多壳层中空镍钴双金属磷化物纳米球用于高效电催化析氧北大核心CSCD

析氧反应是金属-空气电池和电解水制氢等电化学系统中关键的反应,研究其高效稳定非贵金属电催化剂至关重要。本文以金属有机骨架化合物(MOF)作为前驱体,通过高温煅烧制备了具有多壳层中空结构的镍钴双金属磷化物(NiCo-P)。这种独特的结构有利于电解液的渗透,能够提供丰富的暴露活性位点和快速传质路径,同时,镍钴双金属具有协同作用促进电化学性能。结果表明,n(Ni)∶n(Co)=1∶10制备的NiCo-P-0.1催化剂在1.0 mol/L KOH电解液中表现出良好的催化活性和稳定性,在10 mA/cm^(2)电流密度的过电势为329 mV,具有良好的应用前景。本工作为高活性和高稳定性的电催化析氧催化剂的制备提供了一种全新途径。     

三元镍基硫属化物纳米棒阵列的简单合成及其高效的电催化析氧性能北大核心CSCD

通过一步溶剂热法成功合成了泡沫镍(NF)支撑的三元镍基硫属化物(Ni_(3)(Se_(x)S_(1−x))_(2))纳米棒阵列。结构表征结果表明,所得三元Ni_(3)(Se_(x)S_(1−x))_(2)纳米棒属于三方物相,在泡沫镍基底上形成了有序的阵列结构。由于其快速的载流子传输效率、丰富的活性位点和多阴离子的协同效应,Ni_(3)(Se_(0.3)S_(0.7))_(2)/NF纳米棒阵列具有最佳的电催化性能。在1.0 mol/L的KOH溶液中,电流密度为50 mA/cm2时,过电势仅为344 mV,塔菲尔斜率为40.17 mV/dec,同时具有优异的电化学稳定性。更重要的是,以商用Pt/C为阴极,Ni_(3)(Se_(0.3)S_(0.7))_(2)/NF纳米棒阵列为阳极进行全分解水实验,仅需要1.49 V的电池电位即可提供10 mA/cm2的电解电流,表现出良好的电解水效果。该研究为电解水技术领域提供了一种高效的电催化剂,也为电化学能源技术中非贵重电催化剂的合理构建提供了有价值的见解。     

Optimizing pyrolysis temperature of contaminated rice straw biochar: Heavy metal(loid) deportment,properties evolution,and Pb adsorption/immobilization

Pyrolysis of rice straw (RS), a popular method for producing biochar, effectively treats heavy metal(loid)-contaminated RS. Here, we carried out this process at different temperatures and investigated the deportment of heavy metal(loid)s and the property evolution of biochars. Also, the optimal pyrolysis temperature for Pb adsorption and immobilization was studied. We observed that increasing the temperature could volatilize the heavy metal(loid)s. Cd was the most volatile metal therein, followed by As, while Ni, Cu, and Pb were relatively refractory. More than 75% of the remaining heavy metal(loid)s were non-exchangeable fractions at 700 °C, significantly reducing the environmental risk during subsequent application. Meanwhile, higher pyrolysis temperature resulted in higher pH values, higher surface areas, and stronger Pb adsorption capacity of RS biochars. The maximum adsorption capacity (Q_m) of biochars was in the order of BC300 (77.2 mg·g^?1) < BC500 (137.2 mg·g^?1) < BC700 (222.6 mg·g^?1). Besides, high-temperature biochar could significantly reduce the vertical Pb migration. And BC700 increased the fraction of residual Pb from 39.7% to 44.0% in the soil under the acid rain leaching condition. Therefore, we propose that the heavy metal(loid)-contaminated RS biochar produced at 700 °C might be more suitable for the remediation of soil heavily polluted in the Pb-smelting area.