Transmission of macroeconomic shocks to risk parameters: Their uses in stress testing

In this paper, we are interested in evaluating the resilience of financial portfolios under extreme economic conditions. Therefore, we use empirical measures to characterize the transmission process of macroeconomic shocks to risk parameters. We propose the use of an extensive family of models, called General Transfer Function Models, which condense well the characteristics of the transmission described by the impact measures. The procedure for estimating the parameters of these models is described employing the Bayesian approach and using the prior information provided by the impact measures. In addition, we illustrate the use of the estimated models from the credit risk data of a portfolio.     

Anisotropic phononic crystal structure with low-frequency bandgap and heat flux manipulation

This study presents a two-dimensional phononic crystal with heat flux manipulation and wide bandgaps of out-of-plane modes within the low-frequency range. The anisotropic matrix made of spiral-multilayered materials with different thermal conductivities, and the coating layer inserted with metal are designed for heat flux manipulation. Rubber-coated metal cylinders are periodically embedded in the anisotropic matrix to obtain the low-frequency bandgaps of out-of-plane modes. Numerical simulation is carried out to validate the heat and elastic characteristics of the spiral-multilayered anisotropic structure and reveal the effects of the laying angle and temperature on the bandgaps. Subsequently, a spiral-multilayered plate with periodic structures is studied, which shows an obvious vibration attenuation in the frequency ranges of the bandgaps and a deflected heat flux from the initial propagation direction. In the experimental investigation, the multi-phase spiral-multilayered anisotropic plate is simplified to a single-phase anisotropic plate made of aluminum. The characteristics of this type of anisotropic phononic crystal structure may pave the way for the design of a new kind of thermo-acoustic metamaterial serving in combined thermal and acoustic environments.     

基于相场描述的拉压不对称强度结构拓扑优化

运用了基于相场描述的拓扑优化方法，来寻找在拉伸和压缩中表现出不对称强度行为的连续体结构的最优布局。依据Drucker-Prager屈服准则和幂率插值方案，优化问题可以描述为在局部应力约束下的最小化结构的体积。用qp放松法来解决应力约束的奇异性，并采用基于P-norm函数的聚合方法对应力约束进行凝聚，该方法实现了约束个数的降低，同时引入了稳定转化法来处理大量的局部应力约束和高度非线性的应力行为，以修正应力，提高优化收敛的稳定性。在优化问题求解时，使用拉格朗日乘子法对目标函数和应力约束进行处理。利用伴随变量法进行灵敏度分析，并通过求解Allen-Cahn方程更新相场函数设计变量。数值算例证明了该优化模型和相应数值技术的有效性，相关算例还揭示了考虑拉压不同强度和考虑同拉压强度约束时得到的结构优化拓扑构型具有显著的差异。     

Characteristic material parameters of CIGS solar cell related with device performance

CIGS solar cells with power conversion efficiency (PCE) in the range of 1.82%–12.30% were obtained by using two-step process, and were further analyzed through various measurement techniques. Material parameters showed diverse values and some trends depending on the device performance. The lower performance device showed small integrated PL intensity, short minority life time, larger defect density and lower activation energy, whereas the higher performance device showed opposite values. We investigated relationship between material parameters and PCE of solar cells, and found that some physical parameters such as integrated PL intensity, minority life time, defect density, and difference between band gap and activation energy (E_g-E_a), which all reflect defect states in bulk and at pn interface, are strongly related with PCE and would be used as a good indicator to evaluate device performance quickly.     

First-principles investigation on ideal strength of B2 NiAl and NiTi alloys

For B2 NiAl and NiTi intermetallic compounds, the ideal stress–strain image is lack from the perspective of elastic constants. We use first-principles calculation to investigate the ideal strength and elastic behavior under the tensile and shear loads. The relation between the ideal strength and elastic constants is found. The uniaxial tension of NiAl and NiTi along <001> crystal direction leads to the change from tetragonal path to orthogonal path, which is driven by the vanishing of the shear constant C(66). The shear failure under {110}{111} shear deformation occurring in process of tension may result in a small ideal tensile strength(~ 2 GPa) for NiTi. The unlikeness in the ideal strength of Ni Al and Ni Ti alloys is discussed based on the charge density difference.     

Size-dependent thermoelastic initially stressed micro-beam due to a varying temperature in the light of the modified couple stress theory

The bending of the Euler-Bernoulli micro-beam has been extensively modeled based on the modified couple stress (MCS) theory. Although many models have been incorporated into the literature, there is still room for introducing an improved model in this context. In this work, we investigate the thermoelastic vibration of a micro-beam exposed to a varying temperature due to the application of the initial stress employing the MCS theory and generalized thermoelasticity. The MCS theory is used to investigate the material length scale effects. Using the Laplace transform, the temperature, deflection, displacement, flexure moment, and stress field variables of the micro-beam are derived. The effects of the temperature pulse and couple stress on the field distributions of the micro-beam are obtained numerically and graphically introduced. The numerical results indicate that the temperature pulse and couple stress have a significant effect on all field variables.     

Enhancing hydrogen evolution of MoS2 basal planes by combining single-boron catalyst and compressive strain

MoS₂ is a promising candidate for hydrogen evolution reaction (HER), while its active sites are mainly distributed on the edge sites rather than the basal plane sites. Herein, a strategy to overcome the inertness of the MoS₂ basal surface and achieve high HER activity by combining single-boron catalyst and compressive strain was reported through density functional theory (DFT) computations. The ab initio molecular dynamics (AIMD) simulation on B@MoS₂ suggests high thermodynamic and kinetic stability. We found that the rather strong adsorption of hydrogen by B@MoS₂ can be alleviated by stress engineering. The optimal stress of −7% can achieve a nearly zero value of ΔG_H (~ −0.084 eV), which is close to that of the ideal Pt–SACs for HER. The novel HER activity is attributed to (i) the B– doping brings the active site to the basal plane of MoS₂ and reduces the band-gap, thereby increasing the conductivity; (ii) the compressive stress regulates the number of charge transfer between (H)–(B)–(MoS₂), weakening the adsorption energy of hydrogen on B@MoS₂. Moreover, we constructed a SiN/B@MoS₂ heterojunction, which introduces an 8.6% compressive stress for B@MoS₂ and yields an ideal ΔGH. This work provides an effective means to achieve high intrinsic HER activity for MoS₂.     

Ultrasonic stimulation of the brain to enhance the release of dopamine – A potential novel treatment for Parkinson’s disease

Parkinson’s disease (PD) is characterized by the decrease of dopamine (DA) production and release in the substantia nigra and striatum regions of the brain. Transcranial ultrasound has been exploited recently for neuromodulation of the brain in a number of fields. We have stimulated DA release in PC12 cells using low-intensity continuous ultrasound (0.1 W/cm² − 0.3 W/cm², 1 MHz), 12 h after exposure at 0.2 W/cm², 40 s, the amount of DA content eventually increased 78.5% (p = 0.004). After 10-day ultrasonic treatment (0.3 W/cm², 5 min/d), the DA content in the striatum of PD mice model restored to 81.07% of the control (vs 43.42% in the untreated PD mice model). In addition to this the locomotion activity was restored to the normal level after treatment. We suggest that the low intensity ultrasound-induced DA release can be attributed to a combination of neuron regeneration and improved membrane permeability produced by the mechanical force of ultrasound. Our study indicates that the application of transcranial ultrasound applied below FDA limits, could provide a candidate for relatively safe and noninvasive PD therapy through an amplification of DA levels and the stimulation of dopaminergic neuron regeneration without contrast agents.     

An improved semi-empirical friction model for gas-liquid two-phase flow in horizontal and near horizontal pipes

Pressure drop and liquid hold-up are two very important fluid flow parameters in design and control of multiphase flow pipelines. Friction factors play an important role in the accurate calculation of pressure drop. Various empirical and semi-empirical closure relations exist in the literature to calculate the liquid-wall, gas-wall and interfacial friction in two-phase pipe flow.However most of them are empirical correlations found under special experimental conditions. In this paper by modification of a friction model available in the literature, an improved semiempirical model is proposed. The proposed model is incorporated in the two-fluid correlations under equilibrium conditions and solved. Pressure gradient and velocity profiles are validated against experimental data. Using the improved model, the pressure gradient deviation from experiments diminishes by about 3%; the no-slip condition at the interface is satisfied and the velocity profile is predicted in better agreement with the experimental data.