BSDE approach to utility maximization with square-root factor processes

We consider the utility-based portfolio selection problem in a continuous-time setting. We assume the market price of risk depends on a stochastic factor that satisfies an affine-form, square-root, Markovian model. This financial market framework includes the classical geometric Brownian motion, CEV model, and Heston’s model as special cases. Adopting the BSDE approach, we obtain closed-form solutions for the optimal portfolio strategies and value functions for the logarithmic, power, and exponential utility functions.     

基于持续同调的边坡土颗粒应力链失稳分析

采用颗粒离散元方法和持续同调理论,研究了内排土场堆叠至不同高度时的边坡稳定性。为便于研究,现采用一水平金属板向下施加压力,代替不同厚度土层的重力荷载,对边坡在竖向荷载作用下的失稳破坏过程进行了颗粒离散元模拟。研究了二维边坡土颗粒速度总矢量、边坡失稳破坏时滑移开裂面的角度以及边坡坡顶y方向的平均速度等宏观响应过程,并构建了自然堆积下边坡堆积体颗粒的法向力链无向网络模型。最后,用持续同调方法对边坡坡顶颗粒接触力链网络的拓扑特征进行分析,获得条码图,建立了岩体结构持续同调特征与失稳演化的关系。本文为研究边坡失稳拓扑识别提供了一种新方法,从而可以有效预测边坡的失稳破坏。     

Three-dimensional interfacial fracture analysis of a one-dimensional hexagonal quasicrystal coating

In this paper, the three-dimensional (3D) interfacial fracture is analyzed in a one-dimensional (1D) hexagonal quasicrystal (QC) coating structure under mechanical loading. A planar interface crack with arbitrary shape is studied by a displacement discontinuity method. Fundamental solutions of interfacial concentrated displacement discontinuities are obtained by the Hankel transform technique, and the corresponding boundary integral-differential equations are constructed with the superposition principle. Green’s functions of constant interfacial displacement discontinuities within a rectangular element are derived, and a boundary element method is proposed for numerical simulation. The singularity of stresses near the crack front is investigated, and the stress intensity factors (SIFs) as well as energy release rates (ERRs) are determined. Finally, relevant influencing factors on the fracture behavior are discussed.     

Trichothecenes in Food and Feed,Relevance to Human and Animal Health and Methods of Detection: A Systematic Review

Trichothecene mycotoxins are sesquiterpenoid compounds primarily produced by fungi in taxonomical genera such as Fusarium, Myrothecium, Stachybotrys, Trichothecium, and others, under specific climatic conditions on a worldwide basis. Fusarium mold is a major plant pathogen and produces a number of trichothecene mycotoxins including deoxynivalenol (or vomitoxin), nivalenol, diacetoxyscirpenol, and T-2 toxin, HT-2 toxin. Monogastrics are sensitive to vomitoxin, while poultry and ruminants appear to be less sensitive to some trichothecenes through microbial metabolism of trichothecenes in the gastrointestinal tract. Trichothecene mycotoxins occur worldwide however both total concentrations and the particular mix of toxins present vary with environmental conditions. Proper agricultural practices such as avoiding late harvests, removing overwintered stubble from fields, and avoiding a corn/wheat rotation that favors Fusarium growth in residue can reduce trichothecene contamination of grains. Due to the vague nature of toxic effects attributed to low concentrations of trichothecenes, a solid link between low level exposure and a specific trichothecene is difficult to establish. Multiple factors, such as nutrition, management, and environmental conditions impact animal health and need to be evaluated with the knowledge of the mycotoxin and concentrations known to cause adverse health effects. Future research evaluating the impact of low-level exposure on livestock may clarify the potential impact on immunity. Trichothecenes are rapidly excreted from animals, and residues in edible tissues, milk, or eggs are likely negligible. In chronic exposures to trichothecenes, once the contaminated feed is removed and exposure stopped, animals generally have an excellent prognosis for recovery. This review shows the occurrence of trichothecenes in food and feed in 2011–2020 and their toxic effects and provides a summary of the discussions on the potential public health concerns specifically related to trichothecenes residues in foods associated with the exposure of farm animals to mycotoxin-contaminated feeds and impact to human health. Moreover, the article discusses the methods of their detection.     

基于人体损伤的中低速正面碰撞气囊点火状态分析方法研究

为降低驾驶员在中低速碰撞下受到的损伤, 利用2010年版丰田Yaris整车模型建立100%正面刚性壁碰撞有限元模型, 并根据驾驶员舱布置及相关法规要求建立Madymo约束系统仿真模型, 以验证有限元模型的准确性. 利用建立的碰撞模型, 在中低速碰撞中对不同气囊点火状态下的驾驶员所受损伤进行仿真. 结果表明, 该车型在35 km●h^-1及以上车速时, 点爆气囊能有效减少驾驶员损伤; 30 km●h^-1及以下车速时, 气囊点火会对驾驶员造成额外伤害; 中低速碰撞下, 驾驶员的胸部损伤程度较头部更容易受气囊点火时间影响.     

Blended-fuel based EDC combustion model and its application in heptane-ethanol fire simulation

The blended-fuel based eddy-dissipation-concept combustion model was newly developed in the FireFOAM framework, and applied to simulate 30 cm×30 cm heptane-ethanol pool fire. Comparison was made of fire height, centerline temperature against experimental measurements, which shows that they match very well with each other. However, further studies are needed to examine the validation of this model in fire simulations with various scales.     

Cole-Cole方程参数对细胞介电频谱的影响

为探讨Cole-Cole方程8个参数(Δε1,Δε2,εh,κl,f1,f2,β1,β2)对细胞介电频谱的影响,采用改变单个参数,固定其他参数的方法,观察介电频谱的变化.结果显示:Δε1影响低频介电频谱和Cole-Cole(ε′)图;Δε2影响高频介电频谱、Cole-Cole(ε′)图和Cole-Cole(κ′)图;εh影响ε′(f)、Cole-Cole(ε′)图和tgδ(f);κl对κ′(f)和Cole-Cole(κ′)图有影响;f1影响低频介电频谱;f2影响高频介电频谱;β1影响Cole-Cole(ε′)和tgδ(f);β2对高频介电频谱有影响.可见Cole-Cole方程作为细胞介电频谱的数学模型,其参数变化有规律可循.     

Screening anti‐tumor compounds from Ligusticum wallichii using cell membrane chromatography combined with high‐performance liquid chromatography and mass spectrometry

Tyrosine 367 Cysteine‐fibroblast growth factor receptor 4 cell membrane chromatography combined with high‐performance liquid chromatography and mass spectrometry was developed. Tyrosine 367 Cysteine‐HEK293 cells were used as the cell membrane stationary phase. The specificity and reproducibility of the cell membrane chromatography was evaluated using 1‐tert‐butyl‐3‐{2‐[4‐(diethylamino)butylamino]‐6‐(3,5‐dimethoxyphenyl)pyrido[2,3‐d]pyrimidin‐7‐yl}urea, nimodipine and dexamethasone acetate. Then, anti‐tumor components acting on Tyrosine 367 Cysteine‐fibroblast growth factor receptor 4 were screened and identified from extracts of Ligusticum wallichii. Components from the extract were retained on the cell membrane chromatographic column. The retained fraction was directly eluted into high‐performance liquid chromatography with mass spectrometry system for separation and identification. Finally, Levistolide A was identified as an active component from Ligusticum wallichii extracts. The 3‐(4,5‐dimethylthiazol‐2‐yl)‐2,5‐diphenyl‐tetrazolium bromide‐formazan colorimetric assay revealed that Levistolide A inhibits proliferation of overexpressing the mutated receptor cells with dose‐dependent manner. Phosphorylation of fibroblast growth factor receptor 4 was also decrease under Levistolide A treatment. Flex dock simulation verified that Levistolide A could bind with the tyrosine kinase domain of fibroblast growth factor receptor 4. Therefore, Levistolide A screened by the cell membrane chromatography combined with high‐performance liquid chromatography and mass spectrometry can arrest cell growth. In conclusion, the two‐dimensional high‐performance liquid chromatography method can screen and identify potential anti‐tumor ingredients that specifically act on the tyrosine kinase domain of the mutated fibroblast growth factor receptor 4.     

On maximal subalgebras and a generalized Jordan–Hölder theorem for Lie algebras

The purpose of this paper is to continue the study of chief factors of a Lie algebra and to prove a further strengthening of the Jordan–Hölder theorem for chief series.     

Nearly m-embedded subgroups and solvability of finite groups

A subgroup A of a finite group G is called {1≤G}-embedded in G if for each two subgroups K≤H of G, where K is a maximal subgroup of H, A either covers the pair (K,H) or avoids it. Moreover, a subgroup H of G is called nearly m-embedded in G if G has a subgroup T and a {1≤G}-embedded subgroup C such that G?=?HT and H∩T≤C≤H. In this paper, we mainly prove that G is solvable if and only if its Sylow 3-subgroups, Sylow 5-subgroups and Sylow 7-subgroups are nearly m-embedded in G.