Co9S8/MoS2异质结构的构筑及电催化析氢性能研究

利用前驱物形貌导向法,成功制备了Co₉S₈/MoS₂异质结构催化剂,该催化剂在碱性析氢反应（HER）中表现出优异的催化活性及稳定性,其在10 mA·cm^-2处的过电势仅为84 mV.通过X射线粉末衍射（XRD）、透射电子显微镜（TEM）、电子自旋共振（ESR）、拉曼光谱（Raman）、X射线光电子能谱（XPS）和同步辐射（XAFS）等表征,证明了CoS₂/MoS₂在H₂氛围下煅烧形成Co₉S₈/MoS₂的过程中,CoS₂中Co的配位模式从部分八面体向Co₉S₈中的四面体转变,这种转变可活化MoS₂的惰性平面,从而使其更有利于吸附H^*.除此之外,接触角数据表明：该催化剂具有良好的亲水性,有利于电解液渗透及气体分子的迅速扩散,从而促进HER反应速率.由于异质结构间具有强烈的相互作用,该催化剂可表现出良好的结构稳定性.本工作基于Co₉S₈/MoS₂异质结构的成功构筑及对其HER催化机理的充分探讨,为后续硫化物异质结及其在电催化中的应用提供了良好的思路和研究基础.     

An iterative acetylene-epoxide coupling strategy for the total synthesis of longimicin C

Longimicin C, a naturally occurring annonaceous acetogenin possessing a C₂-symmetrical bis-THF moiety and a short hydrocarbon chain between its THF-containing region and a terminal γ-lactone, was synthesized for the first time. The total synthesis was successfully achieved by an iterative acetylene-epoxide coupling strategy. d-Mannitol was used to establish the bis-THF-containing segment, in which the additional stereochemistries were introduced by Sharpless dihydroxylations and intramolecular Williamson etherifications. Regioselective epoxide-openings by the appropriate terminal acetylenes allowed coupling and elaboration of all four fragments including the introduction of three essential hydroxyls into the proper sites of the target skeleton.     

Solid-phase synthesis of lipidated peptides

A new flexible and efficient methodology for the solid-phase synthesis of lipidated peptides has been developed. The approach is based on the use of previously synthesized building blocks and overcomes the limitations of previously reported methods, since long doubly lipidated peptides can be synthesized by using this route. Furthermore, it was thus possible to prepare a large number of N- and H-Ras peptides bearing a wide range of reporter and/or linking groups--efficient tools for the investigation of biological processes. In terms of efficiency and flexibility this solid-phase method is superior to the solution-phase synthesis. It gives pure peptides in multimilligram amounts within a much shorter time and with superior overall yield.     

Nanoscale Science and Technology at Los Alamos National Laboratory

Research in the emerging field of nanoscale science and technology has grown steadily at Los Alamos National Laboratory since 1990. This article summarizes some of this work, examining research highlights within the seven key categories of nanoscience in which Los Alamos has ongoing projects, capabilities, and facilities: (1) Materials and chemistry, (2) Theory and modeling, (3) Bioscience, (4) Investigative tools and facilities, (5) Sensors and devices, (6) Synthesis and fabrication, and (7) Education and outreach. Future research horizons are indicated throughout while institutional strategies for advancing nanoscale science are summarized at the end.     

Robust Optimal Stopping-Time Control for Nonlinear Systems

Abstract. We formulate a robust optimal stopping-time problem for a state-space system and give the connection between various notions of lower value function for the associated games (and storage function for the associated dissipative system) with solutions of the appropriate variational inequality (VI) (the analogue of the Hamilton—Jacobi—Bellman—Isaacs equation for this setting). We show that the stopping-time rule can be obtained by solving the VI in the viscosity sense and a positive definite supersolution of the VI can be used for stability analysis.     

Classical Risk Model with Threshold Dividend Strategy

In this article, a threshold dividend strategy is used for classical risk model. Under this dividend strategy, certain probability of ruin, which occurs in case of constant barrier strategy, is avoided. Using the strong Markov property of the surplus process and the distribution of the deficit in classical risk model, the survival probability for this model is derived, which is more direct than that in Asmussen（2000, P195, Proposition 1.10）. The occupation time of non-dividend of this model is also discussed by means of Martingale method.     

最优多期比例再保险策略的必要条件

研究最小化保险公司破产概率的最优多期比例再保险策略,给出了保险公司最小破产概率的一个递归表达式,证明了可用动态规划方法求解此类问题.在此基础上,我们推导出最优多期比例再保险策略的几个必要条件.     

复合Poisson模型中“双界限”分红问题

引入了复合Poisson模型中的"双界限"分红模型,在这种模型中,当盈余超过上限时分红以不超过保费率的速率付出,低于下限后保费率增大.文中利用Gerber- Shiu函数来分析这种模型,先导出了Gerber-Shiu函数m_1,m_2,m_3满足的积分-微分方程,再给出m_1,m_2,m_3的解析表示,最后通过几步把Gerber-Shiu函数m(u;b_1,b)的解析式表示出来.     

Contrarian investment strategy with data envelopment analysis concept

One of the typical issues in financial literature is that the market tends to be overly pessimistic about value stocks, many of which are past losers. Therefore, over-reactions might capture by measuring earnings surprise vary with past return levels. In this paper, we propose a new index for an effective investment strategy to capture the return-reversal effect using both Data Envelopment Analysis (DEA) and Inverted DEA in order to consider the above characteristics of the market. Our investment strategy using the new index exhibits better performance than the naive return-reversal strategy that only uses past returns or earnings surprise. In addition, the correlations between our new index and commonly used value indices are insignificant, and the value indices cannot represent the over-valued (under-valued) situations perfectly. Hence, considering both proposed and value indices like book-to-price one, we could select value stocks more effectively than by using only one of these indices.     

Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint

In this paper, the basic claim process is assumed to follow a Brownian motion with drift. In addition, the insurer is allowed to invest in a risk-free asset and n risky assets and to purchase proportional reinsurance. Under the constraint of no-shorting, we consider two optimization problems: the problem of maximizing the expected exponential utility of terminal wealth and the problem of minimizing the probability of ruin. By solving the corresponding Hamilton–Jacobi–Bellman equations, explicit expressions for their optimal value functions and the corresponding optimal strategies are obtained. In particular, when there is no risk-free interest rate, the results indicate that the optimal strategies, under maximizing the expected exponential utility and minimizing the probability of ruin, are equivalent for some special parameter. This validates Ferguson’s longstanding conjecture about the relation between the two problems.