Mixture estimation with state-space components and Markov model of switching

The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory.     

CFD simulation of gas–solid flow with a cluster structure-dependent drag coefficient model in circulating fluidized beds

To model the effect of clusters on hydrodynamics of gas and particles phases in risers, the interfacial drag coefficient is taken into account in computational fluid dynamic simulations by means of a two-fluid model. The momentum and energy balances that characterize the clusters in the dense phase and dispersed particles in the dilute phase are described by the multi-scale resolution approach. The model of cluster structure-dependent (CSD) drag coefficient is proposed on the basis of the minimization of energy dissipation by heterogeneous drag (MEDHD) in the full range of Reynolds number. The model of CSD drag coefficient is then incorporated into the two-fluid model to simulate flow behavior of gas and particles in a riser. The distributions of volume fraction and velocity of particles are predicted. Simulated results are in agreement with experimental data published in the literature.     

A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction

This paper studies the problem of pricing high-dimensional American options. We propose a method based on the state-space partitioning algorithm developed by Jin et al. (2007) and a dimension-reduction approach introduced by Li and Wu (2006). By applying the approach in the present paper, the computational efficiency of pricing high-dimensional American options is significantly improved, compared to the extant approaches in the literature, without sacrificing the estimation precision. Various numerical examples are provided to illustrate the accuracy and efficiency of the proposed method. Pseudcode for an implementation of the proposed approach is also included.     

辛方法和弹性圆柱壳在内外压和轴向冲击下的动态屈曲

针对有内压或外压的弹性圆柱壳在轴向冲击载荷耦合作用下的动态屈曲问题,构造哈密顿体系,在辛空间中将临界载荷和动态屈曲模态归结为辛本征值和本征解问题,从而形成一种辛方法。该方法直接得到非轴对称的屈曲模态。数值结果给出了圆柱壳问题的临界载荷和屈曲模态以及一些规律。     

A Dual Dynamic Programming for Multidimensional Elliptic Optimal Control Problems

This paper deals with the optimal control problems with multiple integrals and an elliptic partial differential equation. The sufficient conditions for optimality in these problems are proved through a dual dynamic programming. The concept of an optimal dual feedback is introduced, and the theorem guaranteeing its existence is established. For the purposes of numerical methods, the ε-version of the verification theorem provided appears to be very useful.     

Brownian Motion Indexed by a Time Scale

In this article, we generalize Wiener's existence result for one-dimensional Brownian motion by constructing a suitable continuous stochastic process where the index set is a time scale. We construct a countable dense subset of a time scale and use it to prove a generalized version of the Kolmogorov–?entsov theorem. As a corollary, we obtain a local Hölder-continuity result for the sample paths of generalized Brownian motion indexed by a time scale.     

Microwave specific loss power of magnetic fluids subjected to a static magnetic field

This paper reports on the frequency dependence of the magnetic and electric power dissipation in a magnetic fluid sample, in the microwave frequency range (0.5 to 8GHz), at various values of the static magnetic field (0 to 167.8kA/m). The computation of the power dissipation relies on the experimental values measured for the complex dielectric permittivity, ɛ = ɛ′ - iɛ″, and the complex magnetic permeability, μ = μ′ - iμ″, over the same frequency range. The results show that the magnetic power dissipation is much larger than the electric one for the investigated sample. At a specific frequency, f (Hz) , the power dissipation, p, depends on the external magnetic field, and exhibits a maximum. The result obtained suggests the possibility of controlling the energy absorption in the microwave range by means of the application of an external magnetic field.     

The structural,mechanical, and thermodynamic properties of B2-type TMZr (TM = Ru,Mo, Rh,Os, and Re) compounds from first-principles calculations

The B2-type cubic Zr-based compounds are attractive advanced high-temperature materials because of the strong and symmetrical bonds. However, the mechanical and thermodynamic properties of the B2-type cubic Zr-based compounds are not well understood. Here, we use the first-principles calculations to investigate the structural, elastic modulus, ductility, and thermodynamic properties of TMZr (TM = Ru, Mo, Rh, Os, and Re) compounds. Two novel TMZr compounds, MoZr and ReZr, are first predicted by using the phonon dispersion and formation enthalpy, respectively. The results show that the B2-type TMZr compounds not only exhibit high elastic modulus but also show better ductility due to the symmetrical TM-Zr metallic bonds. In particular, the calculated elastic modulus of OsZr is larger than that of the other four TMZr compounds, indicating that the OsZr shows the strongest deformation resistance in five TMZr compounds. The calculated Θ _D of RuZr is 328 K, which is larger than that of the other four TMZr compounds. The calculated phonon density of state shows that the high-temperature thermodynamic properties of TMZr derive from the vibration of Zr atom. Therefore, our work predicts that the B2-type OsZr is an attractive high-temperature structural material.     

Dynamic relaying properties of a β-turn peptide in long-range electron transfer

The relay stations play a significant role in long-range charge hopping transfer in proteins. Although studies have clarified that many more protein structural motifs can function as relays in charge hopping transfers by acting as intermediate charge carriers, the relaying properties are still poorly understood. In this work, taking a β-turn oligopeptide as an example, we report a dynamic character of a relay with tunable relaying properties using the density functional theory calculations. Our main finding is that a β-turn peptide can serve as an effective electron relay in facilitating long-range electron migration and its relay properties is vibration-tunable. The vibration-induced structural transient distortions remarkably affect the lowest occupied molecular orbital (LUMO) energy, vertical electron affinity and electron-binding mode of the β-turn oligopeptide and the singly occupied molecular orbital (SOMO) energy of the corresponding electron adduct and thus the relaying properties. Different vibration modes lead to different structural distortions and thus have different effects on the relaying properties and ability of the β-turn peptide. For the relaying properties, there approximately is a linear negative correlation of electron affinity with the LUMO energy of the β-turn or the SOMO energy of its electron adduct. Besides, such relaying properties also vary in the vibration evolution process, and the electron-binding modes may be tunable. As an important addition to the known static charge relaying properties occurring in various protein structural motifs, this work reports the dynamic electron-relaying characteristics of a β-turn oligopeptide with variable relaying properties governed by molecular vibrations which can be applied to different proteins in mediating long-range charge transfers. Clearly, this work reveals molecular vibration effects on the electron relaying properties of protein structural motifs and provides new insights into the dynamics of long-range charge transfers in proteins. © 2018 Wiley Periodicals, Inc.     

Analysis of the Dynamic Decomposition of Unsaturated Fatty Acids and Tocopherols in Commercial Oils During Deep Frying

The decomposition of unsaturated fatty acids and tocopherols in 10 commercial edible oils during deep frying was investigated. The dominant tocopherol in oils rich in polyunsaturated fatty acids (PUFAs) was γ-tocopherol, except for natural perilla oil (δ-tocopherol dominant), and the main tocopherol in oleic acid-rich oils was α-tocopherol. The PUFA-rich oils had higher tocopherol contents than the oleic acid-rich oils. Both the reduction rate of total unsaturated fatty acid (TUFA) and total tocopherol (TToc) were linear with frying time (t). The decomposition rate of TToc is faster than that of TUFA since the slope values obtained from fitting equations (Y?=?k t) k_TToc (1.520–14.483) were obviously larger than for k_TUFA (0.155–0.270). By establishing a dynamic decomposition index, unsaturated fatty acids and tocopherol in oils showed dynamic decomposition over multiple frying cycles. The obtained results showed that decomposition characteristics of oils are related to their fatty acid compositions.