The influence of flux cored arc welding （FCAW） process parameters such as welding current, travel speed, voltage and CO2 shielding gas flow rate on bowing distortion of 409M ferritic stainless steel sheets of 2 mm i...The influence of flux cored arc welding （FCAW） process parameters such as welding current, travel speed, voltage and CO2 shielding gas flow rate on bowing distortion of 409M ferritic stainless steel sheets of 2 mm in thickness was discussed. The bowing distortions of the welded plates were measured using a simple device called profile tracer. An experimental regression equation was developed to predict the bowing distortion and with this equation, it is easy to select optimized process parameters to achieve minimum bowing distortion. It is revealed that the FCAW process parameters have significant influence on bead profile and the bowing distortion.展开更多
1. Introduction Celestial navigation is a kind of navigation with a long history.With the increasing demand for intelligent autonomy and antielectromagnetic interference in spacecraft, celestial navigation has become ...1. Introduction Celestial navigation is a kind of navigation with a long history.With the increasing demand for intelligent autonomy and antielectromagnetic interference in spacecraft, celestial navigation has become one of the current research hotspots in spacecraft autonomous navigation. Spacecraft face complex electromagnetic interference in orbit. The time-varying, non-Gaussian interference from internal devices and external environment can lead to measurement distortion.展开更多
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk measure.The authors assume that the reinsurance premium is determined by the expected v...This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk measure.The authors assume that the reinsurance premium is determined by the expected value premium principle and the retained loss of the insurer is an increasing function of the initial loss.An explicit solution of the insurer's optimal reinsurance problem is obtained.The optimal strategies for some special distortion risk measures,such as value-at-risk(VaR) and tail value-at-risk(TVaR),are also investigated.展开更多
For the multiplicative background risk model,a distortion-type risk measure is used to measure the tail risk of the portfolio under a scenario probability measure with multivariate regular variation.In this paper,we i...For the multiplicative background risk model,a distortion-type risk measure is used to measure the tail risk of the portfolio under a scenario probability measure with multivariate regular variation.In this paper,we investigate the tail asymptotics of the portfolio loss ∑_(i=1)^(d)R_(i)S,where the stand-alone risk vector R=(R_(1),...,R_(d))follows a multivariate regular variation and is independent of the background risk factor S.An explicit asymptotic formula is established for the tail distortion risk measure,and an example is given to illustrate our obtained results.展开更多
The Perceptual Spectrum Distortion (PSD), based on auditory properties of human being, is presented to measure speech distortion. The PSD measure calculates the speech distortion distance by simulating the auditory p...The Perceptual Spectrum Distortion (PSD), based on auditory properties of human being, is presented to measure speech distortion. The PSD measure calculates the speech distortion distance by simulating the auditory properties of human being and converting short-time speech power spectrum to auditory perceptual spectrum. Preliminary simulative experiments in comparison with the Itakura measure have been done. The results show that the PSD measure is a perferable speech distortion measure and more consistent with subjective assessment of speech quality.展开更多
This study uses the Large Eddy Simulation(LES)technique to conduct an exhaustive analysis of the flow characteristics within the Rectangular-to-Elliptical shape Transition(REST)inlet under Mach 6 conditions.It mainly ...This study uses the Large Eddy Simulation(LES)technique to conduct an exhaustive analysis of the flow characteristics within the Rectangular-to-Elliptical shape Transition(REST)inlet under Mach 6 conditions.It mainly focuses on investigating the influ-ence of the shock wave-turbulence interaction on the swirl distortion at the inlet exit.At the design condition,characterized by 0°Attack and 0°Sideslip,the inci-dent shock wave at the inlet lip undergoes multiple reflections within the bound-ary layer of the domain wall,culminating in the formation of turbulent structures.The first reflected shock wave has the highest energy,exerting a significant impact on the boundary layer and the exit swirl distortion.On the contrary,the energy of the incident shock wave is progressively reduced due to repeated reflections,which results in reducing the exit swirl distortion.Under off-design conditions,characterized by 6°Attack and 0°Sideslip as well as 6°Attack with 6°Sideslip,varia-tions in the incoming flow make the incident shock wave move inward,decreasing the frequency of shock wave reflections and even significantly reducing the reflected shock waves under conditions of 6°Attack and 6°Sideslip.However,this results in significantly increasing the exit swirl angle and distortion intensity.The obtained results demonstrate that changes in the incoming flow conditions significantly affect the level of exit swirl distortion by modulating the shock wave-turbulence interaction,especially in terms of the positioning of the incident shock wave and the quantity of reflected shock waves.In addition,this paper studies the wall heat transfer coeffi-cient of the inlet.The obtained results show that the interaction between shock waves and the boundary layer significantly affects the heat transfer coefficient.This study pro-vides a foundation for the comprehension and prediction of the performance of hyper-sonic inlets across a spectrum of flight conditions,and for the guidance of the design and optimization of such inlets.展开更多
Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in math...Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in mathematics and statistics.Optimal reinsurance design problems can be proposed from different perspectives.Risk measures as tools of quantitative risk management have been extensively used in insurance and finance.Optimal reinsurance designs based on risk measures have been widely studied in the literature of insurance and become an active research topic.Different research approaches have been developed and many interesting results have been obtained in this area.These approaches and results have potential applications in future research.In this article,we review the recent advances in optimal reinsurance designs based on risk measures in static models and discuss some interesting problems on this topic for future research.展开更多
The spirit of now in nowcasting suggests expanding the current to include the near future.Decision theory is then developed by incorporating the consequences of actions into the present.With the future falling into th...The spirit of now in nowcasting suggests expanding the current to include the near future.Decision theory is then developed by incorporating the consequences of actions into the present.With the future falling into the present discounting it is no longer permitted.Value functions are then observed to be determinate only up to scale and shift that are then locked down by fixing values arbitrarily in two selected states,much like declaring water to freeze and boil at zero and a hundred degrees celsius.The locked down value functions associated policy functions are seen to exist in decision contexts in where the only time is now.Examples are studied in univariate and multivariate dimensions for the decision state space and the dimension of shocks delivering state transitions.The policy functions are expanded from realisitic training sets to the full state space using Gaussian Process Regression.They are implemented on real data with reported performances.展开更多
Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation i...Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation.The motion is decomposed into a space dependent drift and a space dependent martingale component.Though there is some local mean reversion in the drift,space dependence of the martingale component renders the dynamics to be of the momentum type.Local risk is measured using market calibrated measure distortions that introduce risk charges into the lower and upper prices of two price economies.These risks are compensated by the exponential variation of space dependent arrival rates.Estimations are conducted for the S&P 500 index(SPX),the exchange traded fund for the financial sector(XLF),J.P.Morgan stock prices(JPM),the ratio of JPM to XLF,and the ratio of XLF to SPX.展开更多
In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate ...In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.展开更多
文摘The influence of flux cored arc welding （FCAW） process parameters such as welding current, travel speed, voltage and CO2 shielding gas flow rate on bowing distortion of 409M ferritic stainless steel sheets of 2 mm in thickness was discussed. The bowing distortions of the welded plates were measured using a simple device called profile tracer. An experimental regression equation was developed to predict the bowing distortion and with this equation, it is easy to select optimized process parameters to achieve minimum bowing distortion. It is revealed that the FCAW process parameters have significant influence on bead profile and the bowing distortion.
基金supported by the National Level Project of China (No. 2020-JCJQ-ZQ-059)。
文摘1. Introduction Celestial navigation is a kind of navigation with a long history.With the increasing demand for intelligent autonomy and antielectromagnetic interference in spacecraft, celestial navigation has become one of the current research hotspots in spacecraft autonomous navigation. Spacecraft face complex electromagnetic interference in orbit. The time-varying, non-Gaussian interference from internal devices and external environment can lead to measurement distortion.
基金Zheng's research was supported by the Program of National Natural Science Foundation of Youth of China under Grant No.11201012 and PHR201007125Yang's research was supported by the Key Program of National Natural Science Foundation of China under Grant No.11131002the National Natural Science Foundation of China under Grant No.11271033
文摘This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one general risk measure:Distortion risk measure.The authors assume that the reinsurance premium is determined by the expected value premium principle and the retained loss of the insurer is an increasing function of the initial loss.An explicit solution of the insurer's optimal reinsurance problem is obtained.The optimal strategies for some special distortion risk measures,such as value-at-risk(VaR) and tail value-at-risk(TVaR),are also investigated.
基金supported by the National Key Research and Development Plan(No.2016YFC0800100)the NSFC of China(Nos.11671374,71771203,71631006).
文摘For the multiplicative background risk model,a distortion-type risk measure is used to measure the tail risk of the portfolio under a scenario probability measure with multivariate regular variation.In this paper,we investigate the tail asymptotics of the portfolio loss ∑_(i=1)^(d)R_(i)S,where the stand-alone risk vector R=(R_(1),...,R_(d))follows a multivariate regular variation and is independent of the background risk factor S.An explicit asymptotic formula is established for the tail distortion risk measure,and an example is given to illustrate our obtained results.
文摘The Perceptual Spectrum Distortion (PSD), based on auditory properties of human being, is presented to measure speech distortion. The PSD measure calculates the speech distortion distance by simulating the auditory properties of human being and converting short-time speech power spectrum to auditory perceptual spectrum. Preliminary simulative experiments in comparison with the Itakura measure have been done. The results show that the PSD measure is a perferable speech distortion measure and more consistent with subjective assessment of speech quality.
基金This research was funded by the National Natural Science Foundation of China(Grant No.12002144)the Jiangxi Provincial Natural Science Foundation(Grant No.20212BAB211015).
文摘This study uses the Large Eddy Simulation(LES)technique to conduct an exhaustive analysis of the flow characteristics within the Rectangular-to-Elliptical shape Transition(REST)inlet under Mach 6 conditions.It mainly focuses on investigating the influ-ence of the shock wave-turbulence interaction on the swirl distortion at the inlet exit.At the design condition,characterized by 0°Attack and 0°Sideslip,the inci-dent shock wave at the inlet lip undergoes multiple reflections within the bound-ary layer of the domain wall,culminating in the formation of turbulent structures.The first reflected shock wave has the highest energy,exerting a significant impact on the boundary layer and the exit swirl distortion.On the contrary,the energy of the incident shock wave is progressively reduced due to repeated reflections,which results in reducing the exit swirl distortion.Under off-design conditions,characterized by 6°Attack and 0°Sideslip as well as 6°Attack with 6°Sideslip,varia-tions in the incoming flow make the incident shock wave move inward,decreasing the frequency of shock wave reflections and even significantly reducing the reflected shock waves under conditions of 6°Attack and 6°Sideslip.However,this results in significantly increasing the exit swirl angle and distortion intensity.The obtained results demonstrate that changes in the incoming flow conditions significantly affect the level of exit swirl distortion by modulating the shock wave-turbulence interaction,especially in terms of the positioning of the incident shock wave and the quantity of reflected shock waves.In addition,this paper studies the wall heat transfer coeffi-cient of the inlet.The obtained results show that the interaction between shock waves and the boundary layer significantly affects the heat transfer coefficient.This study pro-vides a foundation for the comprehension and prediction of the performance of hyper-sonic inlets across a spectrum of flight conditions,and for the guidance of the design and optimization of such inlets.
基金the support from the Natural Sciences and Engineering Research Council of Canada(NSERC)(grant No.RGPIN-2016-03975)supported by grants from the National Natural Science Foundation of China(Grant No.11971505)111 Project of China(No.B17050).
文摘Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in mathematics and statistics.Optimal reinsurance design problems can be proposed from different perspectives.Risk measures as tools of quantitative risk management have been extensively used in insurance and finance.Optimal reinsurance designs based on risk measures have been widely studied in the literature of insurance and become an active research topic.Different research approaches have been developed and many interesting results have been obtained in this area.These approaches and results have potential applications in future research.In this article,we review the recent advances in optimal reinsurance designs based on risk measures in static models and discuss some interesting problems on this topic for future research.
文摘The spirit of now in nowcasting suggests expanding the current to include the near future.Decision theory is then developed by incorporating the consequences of actions into the present.With the future falling into the present discounting it is no longer permitted.Value functions are then observed to be determinate only up to scale and shift that are then locked down by fixing values arbitrarily in two selected states,much like declaring water to freeze and boil at zero and a hundred degrees celsius.The locked down value functions associated policy functions are seen to exist in decision contexts in where the only time is now.Examples are studied in univariate and multivariate dimensions for the decision state space and the dimension of shocks delivering state transitions.The policy functions are expanded from realisitic training sets to the full state space using Gaussian Process Regression.They are implemented on real data with reported performances.
文摘Risks embedded in asset price dynamics are taken to be accumulations of surprise jumps.A Markov pure jump model is formulated on making variance gamma parameters deterministic functions of the price level.Estimation is done by matrix exponentiation of the transition rate matrix for a continuous time finite state Markov chain approximation.The motion is decomposed into a space dependent drift and a space dependent martingale component.Though there is some local mean reversion in the drift,space dependence of the martingale component renders the dynamics to be of the momentum type.Local risk is measured using market calibrated measure distortions that introduce risk charges into the lower and upper prices of two price economies.These risks are compensated by the exponential variation of space dependent arrival rates.Estimations are conducted for the S&P 500 index(SPX),the exchange traded fund for the financial sector(XLF),J.P.Morgan stock prices(JPM),the ratio of JPM to XLF,and the ratio of XLF to SPX.
基金supported by the National Natural Science Foundation of China(11571198,11701319)
文摘In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.
