Analysis of Concentration as Sampled in

The aim of this paper is to analyze the statistical properties of solute concentration in natural aquifers as sampled in observation wells, having a small diameter in comparison with the characteristic size of the heterogeneity in hydraulic properties. The analysis, in Langragian framework, takes advantage of the reverse formulation, where, instead of considering the destination of the injected particles, the origin of the particle being sampled is sought. In the case of small values of the log-conductivity variance _Y², it allows the derivation of an analytical expression for concentration mean, variance and pdf, while for aquifer characterized by high value in _Y², a numerical analysis based on a Monte Carlo approach using a reverse scheme is developed and applied for values of _Y² up to 2. In this case, the use of a Beta function to fit the concentration pdf proves valid for practical applications. The comparison between the numerical and the analytical results defines the range of validity of the analytical ones. The relative role of large-scale dispersion processes and pore-scale effects is analyzed in terms of global variance in order to point out limits and accuracy of the Eulerian scheme in comparison with the Lagrangian one.     

Surface tensor estimation from linear sections

From Crofton's formula for Minkowski tensors we derive stereological estimators of translation invariant surface tensors of convex bodies in the n‐dimensional Euclidean space. The estimators are based on one‐dimensional linear sections. In a design based setting we suggest three types of estimators. These are based on isotropic uniform random lines, vertical sections, and non‐isotropic random lines, respectively. Further, we derive estimators of the specific surface tensors associated with a stationary process of convex particles in the model based setting.     

部分相干光与相干光在湍流中的传输特性实验研究

相干光经湍流传输引起光强闪烁效应,理论研究表明利用部分相干光可降低该影响,而相关的实验验证鲜有报道。利用水介质的对流湍流池模拟产生了Rytov方差为0.04~0.16的湍流,进行了弱起伏区湍流中部分相干光及相干光的传输实验,由接收光强计算出其光强闪烁指数随湍流Rytov方差的变化关系。实验结果表明:随着湍流强度的增加,部分相干光与相干光的闪烁效应均增强,但部分相干光的闪烁指数小于相干光。将实验数据与Andrews等人建立的闪烁指数理论模型进行比较,得出了较为一致的结论。     

Zirconium silicate assisted removal of residual proteins after organic solvent deproteinization of human plasma,enhancing the stability of the LC–ESI-MS response for the bioanalysis of small molecules

An efficient blood plasma clean-up method was developed, where methanol protein precipitation was applied, followed by zirconium silicate assisted exclusion of residual proteins. A strong binding of zirconium (IV) silicate to the proteins enabled the elimination of remaining proteins after solvent deproteinization through a rapid solid-phase extraction (SPE) procedure. Matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI/TOF MS) was used for monitoring the proteins during clean-up practice applied to human plasma samples. The proteins were quantified by colorimetric detection using the bicinchoninic acid (BCA) assay. The presented analytical strategy resulted in the depletion of >99.6% proteins from human plasma samples. Furthermore, high-performance liquid chromatography hyphenated to diode-array and electrospray ionization mass spectrometric detection (HPLC–DAD/ESI MS) was applied for qualitative and quantitative analysis of the caffeoylquinic acids (CQAs) and their metabolites in human plasma. The procedure demonstrated high recoveries for the standard compounds spiked at different concentrations. Cynarin and chlorogenic acid were recovered in the range of 81–86% and 78–83%, respectively. Caffeic acid was extracted in the excess of 89–92%, while ferulic acid and dihydroxyhydrocinnamic acid showed a recovery of 87–91% and 92–95%, respectively. The method was partially validated in accordance with FDA-Industry Guidelines for Bioanalytical Method Validation (2001). The presented scheme improves the clean-up efficacy of the methanol deproteinization, significantly reduces the matrix effects and provides a great analytical tool for the isolation of small molecules from human plasma.     

Nash equilibrium strategies for a defined contribution pension management

This paper studies the time-consistent investment strategy for a defined contribution (DC) pension plan under the mean–variance criterion. Since the time horizon of a pension fund management problem is relatively long, two background risks are taken into account: the inflation risk and the salary risk. Meanwhile, there are a risk-free asset, a stock and an inflation-indexed bond available in the financial market. The extended Hamilton–Jacobi–Bellman (HJB for short) equation of the equilibrium value function and the verification theorem corresponding to our problem are presented. The closed-form time-consistent investment strategy and the equilibrium efficient frontier are obtained by stochastic control technique. The effects of the inflation and stochastic income on the equilibrium strategy and the equilibrium efficient frontier are illustrated by mathematical and numerical analysis. Finally, we compare in detail the time-consistent results in our paper with the pre-commitment one and find the distinct properties of these two results.     

素食人群尿液1H NMR代谢轮廓的多因素方差分析

结合方差分析(ANOVA)和偏最小二乘法判别分析(PLS-DA)两种分析技术,对素食和普食人群的尿液1H NMR谱进行分析.利用ANOVA方法将数据矩阵分解为几个独立因素矩阵,滤除干扰因素后,再利用PLS-DA对单因素数据进行建模分析.实验结果表明,ANOVA/PLS-DA方法可以有效地减少饮食因素和性别因素之间的相互...     

An adaptive network based fuzzy inference system–auto regression–analysis of variance algorithm for improvement of oil consumption estimation and policy making: The cases of Canada,United Kingdom,and South Korea

This paper presents an adaptive network based fuzzy inference system (ANFIS)–auto regression (AR)–analysis of variance (ANOVA) algorithm to improve oil consumption estimation and policy making. ANFIS algorithm is developed by different data preprocessing methods and the efficiency of ANFIS is examined against auto regression (AR) in Canada, United Kingdom and South Korea. For this purpose, mean absolute percentage error (MAPE) is used to show the efficiency of ANFIS. The algorithm for calculating ANFIS performance is based on its closed and open simulation abilities. Moreover, it is concluded that ANFIS provides better results than AR in Canada, United Kingdom and South Korea. This is unlike previous expectations that auto regression always provides better estimation for oil consumption estimation. In addition, ANOVA is used to identify policy making strategies with respect to oil consumption. This is the first study that introduces an integrated ANFIS–AR–ANOVA algorithm with preprocessing and post processing modules for improvement of oil consumption estimation in industrialized countries.     

Sudden changes in variance and time varying hedge ratios

This paper analyzes the influence of sudden changes in the unconditional volatility on the estimation and forecast of volatility and its impact on futures hedging strategies. We employ several multivariate GARCH models to estimate the optimal hedge ratios for the Spanish stock market including in each one some well-known patterns that may affect volatility forecasts (asymmetry and sudden changes). The main empirical results show that more complex models including sudden changes in volatility outperform the simpler models in hedging effectiveness both with in-sample and out-of-sample analysis. However, the evidence is stronger when the loss distribution tail is used as a measure for the effectiveness (Value at Risk (VaR) and Expected Shortfall (ES)) suggesting that traditional measures based on the variance of the hedged portfolio should be used with caution.     

Pseudo global energy released locally by crack extension involving multiscale reliability

The energy release rate criterion, being mono scale by definition, is incompatible with the failure behavior of solids that are inherently dual, if not, multiscale. Time span of reliability is scale sensitive and can be addressed with consistency only by use of transitional functions that are designed to transform a function from one scale to another. A pseudo transitional energy release rate G^∗ is defined to address the cross-scaling properties of energy release rate. The reliability of such a function is found to fall quickly when the scale range deviates from that of micro-macro. In general, the time span of reliability based on G^* shortens considerably within the nano-micro and pico-nano scale ranges, resulting in fast turnover of system usability. Prediction accuracy tends to be scale range specific. Stress or strain based criteria are also mono scale. They may be adequate for some situations at the macroscopic scale, but can be ambiguous for multiscale problems. These situations are analyzed by application of the principle of least variance in conjunction with the R-integrals.Accelerated test data for the equivalent of 20 years’ fatigue crack growth in 2024-T3 aluminum panels were analyzed using the mutliscale reliability model. A time span plateau within the micro-macro range is from 8 to 17 years. This corresponds to the reliable portion of prediction, while the terminal 3 years are regarded as unreliable. A similar time span plateau were also found from 4 to 6 years within the nano-micro scale range. And an even smaller plateau hovering around 1.2 years were found for the pico-nano scale range. Time span of reliable prediction narrows with down sized scale range. The overlapping ends of the scale ranges are rendered unreliable as anticipated. These regions can be suppressed by the addition of meso scale ranges. Reference can be made to past discussions related to multiscaling and mesomechanics.     

基于MEMS惯性技术的鞋式个人导航系统

研究了低精度鞋式个人惯性导航系统的导航修正算法.该系统由低精度MEMS惯性IMU单元组成,固联在步行者的鞋上.导航算法在传统捷联惯性导航算法基础上,引入了零速修正技术,根据人行走时脚部运动的加速度统计特性,设计了一种比力模值+滑动方差检测算法,用以检测行走过程中的静止时间段.然后通过设计的改良卡尔曼滤波器在静止时间段内滤波估计导航姿态、速度和位置的计算误差,通过反馈校正可以提高原系统的导航精度.最后通过两组MEMS实物实验验证了导航修正算法的有效性和可行性,并指出了进一步的研究方向.