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.     

Experimental investigation on the effects of the standoff distance and the initial radius on the dynamics of a single bubble near a rigid wall in an ultrasonic field

Bubble behaviors near a boundary in an ultrasonic field are the fundamental forms of acoustic cavitation and of substantial importance in various applications, such as industry cleaning, chemical engineering and food processing. The effects of two important factors that strongly affect the dynamics of a single acoustic cavitation bubble, namely, the initial bubble radius and the standoff distance, were investigated in this work. The temporal evolution of the bubble was recorded using high speed microphotography. Meanwhile, the time of bubble collapse and the characteristics of the liquid jets were analyzed. The results demonstrate that the intensity of the acoustic cavitation, which is characterized by the time of bubble collapse and the liquid jet speed, reaches the optimum level under suitable values of the initial bubble radius and the normalized standoff distance. As the initial bubble radius and the normalized standoff distance increase or decrease from the optimal values, the time of the bubble collapse increases, and the first liquid jet’s speed decreases substantially, whereas the speeds of the second and third liquid jets exhibit no substantial changes. These results on bubble dynamics in an ultrasonic field are important for identifying or correcting the mechanisms of acoustic cavitation and for facilitating its optimization and application.     

圆柱形光声池结构及环境因素对声学本征频率的影响

以典型的圆柱形光声池为研究对象,建立光声池声学仿真有限元模型,并在此基础上,研究了光声池中谐振腔、缓冲腔、进出气孔结构参数以及温度、湿度因素对其声学本征频率的影响规律.研究结果表明:圆柱形光声池的进、出口孔对其声学本征频率影响极不敏感,设计计算中可以忽略不计,谐振腔的长度影响最为敏感,其次为谐振腔的直径.此外缓冲腔的长度与直径对其亦有一定影响,因而在准确计算时需要加以考虑.温度与湿度对光声池声学本征频率的影响均呈现正线性增长规律,温度的影响随着谐振腔长度的增大而减小,湿度的影响随着温度的升高而增大,仅计算光声池的声学本征频率时,湿度的影响在室温环境下且湿度变动较小的条件下可以忽略.     

低碳钢塑性变形量磁评定法研究

针对塑性变形量评定的局限问题,基于铁磁材料塑性变形致位错在不同方向分布不同的现象,研究了磁测法在定量评定低碳钢塑性变形量方面的应用前景。实验以工程中常用的低碳钢Q195钢板为测试材料,制作了形状尺寸一致的一批试件,并对其进行了不同程度的塑性变形量加载。通过搭建的磁化检测系统,采用相同强度及频率的正弦波激励,对所有样品进行了不同方向的磁化;同时经线圈及隧道磁敏电阻(TMR)采集了每次磁化的磁化曲线,提取了磁化曲线特征参数,对比了其与塑性变形量的定量关系。结果表明:随着塑性变形量的增加,铁磁钢材在同一磁场强度下产生的磁感应强度也会变大;沿主塑性变形方向磁化时,磁滞消耗能量最少,沿主塑性变形垂直方向磁化时,磁滞消耗的能量最多;磁路内磁场在主塑性变形方向上对塑变量的变化最敏感,而磁路外磁场在主塑变垂直方向上对塑变量的变化最敏感。实现了铁磁材料磁特征参数与塑性变形量的定量关联。本研究为开发简捷的铁磁材料塑性变形量无损评定磁方法奠定了基础。     

Standing wave-assisted acoustic droplet vaporization for single and dual payload release in acoustically-responsive scaffolds

An ultrasound standing wave field (SWF) has been utilized in many biomedical applications. Here, we demonstrate how a SWF can enhance drug release using acoustic droplet vaporization (ADV) in an acoustically-responsive scaffold (ARS). ARSs are composite fibrin hydrogels containing payload-carrying, monodispersed perfluorocarbon (PFC) emulsions and have been used to stimulate regenerative processes such as angiogenesis. Elevated amplitudes in the SWF significantly enhanced payload release from ARSs containing dextran-loaded emulsions (nominal diameter: 6 μm) compared to the -SWF condition, both at sub- and suprathreshold excitation pressures. At 2.5 MHz and 4 MPa peak rarefactional pressure, the cumulative percentage of payload released from ARSs reached 84.1 ± 5.4% and 66.1 ± 4.4% under + SWF and -SWF conditions, respectively, on day 10. A strategy for generating a SWF for an in situ ARS is also presented. For dual-payload release studies, bi-layer ARSs containing a different payload within each layer were exposed to temporally staggered ADV at 3.25 MHz (day 0) and 8.6 MHz (day 4). Sequential payload release was demonstrated using dextran payloads as well as two growth factors relevant to angiogenesis: basic fibroblast growth factor (bFGF) and platelet-derived growth factor BB (PDGF-BB). In addition, bubble growth and fibrin degradation were characterized in the ARSs under +SWF and -SWF conditions. These results highlight the utility of a SWF for modulating single and dual payload release from an ARS and can be used in future therapeutic studies.     

Shape stability of a gas bubble in a soft solid

Predicting the onset of non-spherical oscillations of bubbles in soft matter is a fundamental cavitation problem with implications to sonoprocessing, polymeric materials synthesis, and biomedical ultrasound applications. The shape stability of a bubble in a Kelvin-Voigt viscoelastic medium with nonlinear elasticity, the simplest constitutive model for soft solids, is analytically investigated and compared to experiments. Using perturbation methods, we develop a model reducing the equations of motion to two sets of evolution equations: a Rayleigh-Plesset-type equation for the mean (volume-equivalent) bubble radius and an equation for the non-spherical mode amplitudes. Parametric instability is predicted by examining the natural frequency and the Mathieu equation for the non-spherical modes, which are obtained from our model. Our theoretical results show good agreement with published experiments of the shape oscillations of a bubble in a gelatin gel. We further examine the impact of viscoelasticity on the time evolution of non-spherical mode amplitudes. In particular, we find that viscosity increases the damping rate, thus suppressing the shape instability, while shear modulus increases the natural frequency, which changes the unstable mode. We also explain the contributions of rotational and irrotational fields to the viscoelastic stresses in the surroundings and at the bubble surface, as these contributions affect the damping rate and the unstable mode. Our analysis on the role of viscoelasticity is potentially useful to measure viscoelastic properties of soft materials by experimentally observing the shape oscillations of a bubble.     

基于多基因遗传规划的储层岩石静态模量预测

声发射技术作为一种动态无损检测手段,主要实现对材料产生的缺陷进行动态监测及损伤位置的预测。微机电系统声发射传感器在检测材料疲劳裂纹位置和扩展方向上应用广泛,实现其对材料裂纹的3-D动态位移检测,对于无损检测技术的发展具有重要意义。该文提出了一种新型3-D微机电系统声发射传感器,首先对3-D微机电系统声发射传感器进行了结构设计和性能分析,结构方面主要包括z方向响应传感单元和x、y方向响应传感单元设计;其次通过传感器的阻尼、谐振点处灵敏度计算,证明传感器的性能良好;最后采用有限元软件ANSYS对z方向响应传感单元做了模态和谐响应分析,x、y方向响应传感单元做了模态分析和谐响应分析,仿真结果与理论值吻合较好,验证了结构设计的合理性,对实现材料裂纹的三维动态检测具有一定的参考意义。     

Wave-based analysis of dual acoustic black holes for anechoic termination of shock testing devices

Shock testing is an important issue for the survivability of an equipment under shock environment in aerospace and military industries. One of the problems faced in conventional shock testing devices is the need for redesigning of the geometry whenever the responses to different shock environments are tested. To circumvent the redesigning processes, a structure with two ‘acoustic black holes (ABHs)’ on both ends, referred to as the beam with dual ABHs, is proposed as a shock testing device. The beam with dual ABHs is capable of simulating diverse shock environments by controlling the applied force because it can be regarded as an infinite beam at high frequency range with the aid of the anechoic terminations by the ABHs. To systematically investigate the beam with dual ABHs, we develop a wave-based method that uses the reflection matrix of an ABH to perform free and forced vibration analyses. From the analyses on frequency response function and shock response spectrum of the beam with dual ABH, it is suggested that the beam with dual ABHs is feasible as a semi-permanent shock testing device.     

Acoustic radiation force on an elastic cylinder in a Gaussian beam near an impedance boundary

Acoustic radiation force (ARF) is studied by considering an infinite elastic cylinder near an impedance boundary when the cylinder is illuminated by a Gaussian beam. The surrounding fluid is an ideal fluid. Using the method of images and the translation-addition theorem for the cylindrical Bessel function, the resulting sound field including the incident wave, its reflection from the boundary, the scattered wave from the elastic cylinder, and its image are expressed in terms of the cylindrical wave function. Then, we deduce the exact equations of the axial and transverse ARFs. The solutions depend on the cylinder position, cylinder material, beam waist, reflection coefficient, distance from the impedance boundary, and absorption in the cylinder. To analyze the effects of the various factors intuitively, we simulate the radiation force for non-absorbing elastic cylinders made of stainless steel, gold, and beryllium as well as for an absorbing elastic cylinder made of polyethylene, which is a well-known biomedical polymer. The results show that the impedance boundary, cylinder material, absorption in the cylinder, and cylinder position in the Gaussian beam significantly affect the magnitude and direction of the force. Both stable and unstable equilibrium regions are found. Moreover, a larger beam waist broadens the beam domain, corresponding to non-zero axial and transverse ARFs. More importantly, negative ARFs are produced depending on the choice of the various factors. These results are particularly important for designing acoustic manipulation devices operating with Gaussian beams.     

The Evaluation of Long-Term Aged PVC

The article presents the impact of long-term (10 years of maintenance) use of polymer material, with the result of a gradual loss of primary physical and chemical properties and degradation. Under the influence of factors such as heat, water, sunlight, stress forces, sulfur oxides, nitrogen oxides, oxygen, metals, and microorganisms, polymers experience irreversible structural changes that cause a decrease in molecular weight or change in chemical composition. The problems mentioned in this article are known worldwide because of many possible applications for wide-area covers, roofing and others.