This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instabil...This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument. In addition, easily verifiable conditions on drift and diffusion coefficients are also given. Moreover, examples are supplied for demonstration purposes.展开更多
In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump inte...In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump intensities of the assets are stochastic.Under the proposed framework,first,we derive the analytical pricing formula for power options by using Fourier transform technique,Esscher transform and characteristic function.Then we provide the efficient approximation to calculate the analytical pricing formula of power options by using the FFT approach and examine the accuracy of the approximation by Monte Carlo simulation.Finally,we provide some sensitivity analysis of the model parameters to power options.Numerical examples show this model is suitable for empirical work in practice.展开更多
In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant...In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant measure. We also provide the explicit representation of the stationary distribution and invariant measure based on the hitting times of the process.展开更多
The asymptotical stability in probability is studied for diffusion processes and regime-switching diffusion processes in this work. For diffusion processes, some criteria based on the integrability of the functionals ...The asymptotical stability in probability is studied for diffusion processes and regime-switching diffusion processes in this work. For diffusion processes, some criteria based on the integrability of the functionals of the coefficients are given, which yield a useful comparison theorem on stability with respect to some nonlinear systems. For regime-switching diffusion processes, some criteria based on the idea of a variational formula are given. Both state-independent and state-dependent regime-switching diffusion processes are investigated in this work. These conditions are easily verified and are shown to be sharp by examples.展开更多
A medical image encryption is proposed based on the Fisher-Yates scrambling,filter diffusion and S-box substitution.First,chaotic sequence associated with the plaintext is generated by logistic-sine-cosine system,whic...A medical image encryption is proposed based on the Fisher-Yates scrambling,filter diffusion and S-box substitution.First,chaotic sequence associated with the plaintext is generated by logistic-sine-cosine system,which is used for the scrambling,substitution and diffusion processes.The three-dimensional Fisher-Yates scrambling,S-box substitution and diffusion are employed for the first round of encryption.The chaotic sequence is adopted for secondary encryption to scramble the ciphertext obtained in the first round.Then,three-dimensional filter is applied to diffusion for further useful information hiding.The key to the algorithm is generated by the combination of hash value of plaintext image and the input parameters.It improves resisting ability of plaintext attacks.The security analysis shows that the algorithm is effective and efficient.It can resist common attacks.In addition,the good diffusion effect shows that the scheme can solve the differential attacks encountered in the transmission of medical images and has positive implications for future research.展开更多
The interdiffusion coefficients in Al_(0.2)CoCrFeNi,CoCrCu_(0.2)FeNi,and CoCrFeMn_(0.2)Ni high-entropy alloys were efficiently determined by combining diffusion couple experiments and high-throughput determination of ...The interdiffusion coefficients in Al_(0.2)CoCrFeNi,CoCrCu_(0.2)FeNi,and CoCrFeMn_(0.2)Ni high-entropy alloys were efficiently determined by combining diffusion couple experiments and high-throughput determination of interdiffusion coefficients(HitDIC)software at 1273−1373 K.The results show that the addition of Al,Cu,and Mn to CoCrFeNi high-entropy alloys promotes the diffusion of Co,Cr,and Fe atoms.The comparison of tracer diffusion coefficients indicates that there is no sluggish diffusion in tracer diffusion on the thermodynamic temperature scale for the present Al_(0.2)CoCrFeNi,CoCrCu_(0.2)FeNi,and CoCrFeMn_(0.2)Ni high-entropy alloys.The linear relationship between diffusion entropy and activation energy reveals that the diffusion process of atoms is unaffected by an increase in the number of components as long as the crystal structure remains unchanged.展开更多
Recently,diffusion models have emerged as a promising paradigm for molecular design and optimization.However,most diffusion-based molecular generative models focus on modeling 2D graphs or 3D geom-etries,with limited ...Recently,diffusion models have emerged as a promising paradigm for molecular design and optimization.However,most diffusion-based molecular generative models focus on modeling 2D graphs or 3D geom-etries,with limited research on molecular sequence diffusion models.The International Union of Pure and Applied Chemistry(IUPAC)names are more akin to chemical natural language than the simplified molecular input line entry system(SMILES)for organic compounds.In this work,we apply an IUPAC-guided conditional diffusion model to facilitate molecular editing from chemical natural language to chemical language(SMILES)and explore whether the pre-trained generative performance of diffusion models can be transferred to chemical natural language.We propose DiffIUPAC,a controllable molecular editing diffusion model that converts IUPAC names to SMILES strings.Evaluation results demonstrate that our model out-performs existing methods and successfully captures the semantic rules of both chemical languages.Chemical space and scaffold analysis show that the model can generate similar compounds with diverse scaffolds within the specified constraints.Additionally,to illustrate the model’s applicability in drug design,we conducted case studies in functional group editing,analogue design and linker design.展开更多
The excellent irradiation resistance,high strength and plasticity exhibited by high-entropy alloys(HEAs)make it candidate for engin-eering applications.Diffusion bonding of Al_(0.3)CoCrFeNi single-phase HEAs was carri...The excellent irradiation resistance,high strength and plasticity exhibited by high-entropy alloys(HEAs)make it candidate for engin-eering applications.Diffusion bonding of Al_(0.3)CoCrFeNi single-phase HEAs was carried out using electric-assisted diffusion bonding(EADB),and the effect of bonding temperature on the evolution of the interfacial microstructure and the mechanical properties was investigated.The results indicate that as the bonding temperature increases,the pores at the interface gradually decrease in size and undergo closure.The electric current significantly promotes the pore closure mechanism dominated by plastic deformation at the diffusion interface and promotes the recrystallisation behavior at the interface,and the fracture mode changes from intergranular fracture at the interface to jagged fracture along the grains spanning the weld parent material.Due to the activation effect of EADB,higher-strength diffusion bonding of high-entropy alloys can be achieved at the same temperature compared with the conventional hot-pressure diffusion bonding(HPDB)process.展开更多
This study aims to develop a chloride diffusion simulation method that considers the hydration microstructure and pore solution properties during the hydration of tricalcium silicate(C3S).The method combines the hydra...This study aims to develop a chloride diffusion simulation method that considers the hydration microstructure and pore solution properties during the hydration of tricalcium silicate(C3S).The method combines the hydration simulation,thermodynamic calculation,and finite element analysis to examine the effects of pore solution,including effect of electrochemical potential,effect of chemical activity,and effect of mechanical interactions between ions,on the chloride effective diffusion coefficient of hydrated C3S paste.The results indicate that the effect of electrochemical potential on chloride diffusion becomes stronger with increasing hydration age due to the increase in the content of hydrated calcium silicate;as the hydration age increases,the effect of chemical activity on chloride diffusion weakens when the number of diffusible elements decreases;the effect of mechanical interactions between ions on chloride diffusion decreases with the increase of hydration age.展开更多
We study the two-dimensional(2D)Cauchy problem of nonhomogeneous Boussinesq system for magnetohydrodynamics convection without heat diffusion in the whole plane.Based on delicate weighted estimates,we derive the globa...We study the two-dimensional(2D)Cauchy problem of nonhomogeneous Boussinesq system for magnetohydrodynamics convection without heat diffusion in the whole plane.Based on delicate weighted estimates,we derive the global existence and uniqueness of strong solutions.In particular,the initial data can be arbitrarily large and the initial density may contain vacuum states and even have compact support.展开更多
The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the...The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the further development of magnetic properties.Currently,the primary debates re-garding the mechanism of GBDP with Tb revolve around the dissolution-solidification mechanism and the atomic substitution mechanism.To clarify this mechanism,the microstructure evolution of sintered Nd-Fe-B magnets during the heating process of GBDP has been systematically studied by quenching at different tem peratures.In this study,it was found that the formation of TbFe_(2) phase is related to the dis-solution of _(2)Fe_(14)B grains during GBDP with Tb.The theory of mixing heat and phase separation further confirms that the Nd_(2)Fe_(14)B phase dissolves to form a mixed phase of Nd and TbFe_(2),which then solidifies into the(Nd,Tb)_(2)Fe_(14)B phase.Based on the discovery of the TbFe_(2) phase,the dissolution-solidification mechanism is considered the primary mechanism for GBDP.This is supported by the elemental content of the two typical core-shell structures observed.展开更多
基金the National Science Foundation (No. DMS-0603287, No. CMS-0510655)the National Security Agency (No. MSPF-068-029)+3 种基金the National Natural Science Foundation of China (No. 60574069)Program for NCET,in part by the Key Project of Chinese Ministry of Education 104053and in part by theWayne State University Research Enhancement Programthe National Science Foundation (No.DMS-0304928, No. DMS-0624849)
文摘This work is devoted to practical stability of a class of regime-switching diffusions. First, the notion of practical stability is introduced. Then, sufficient conditions for practical stability and practical instability in probability and in pth mean are provided using a Lyapunov function argument. In addition, easily verifiable conditions on drift and diffusion coefficients are also given. Moreover, examples are supplied for demonstration purposes.
文摘In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump intensities of the assets are stochastic.Under the proposed framework,first,we derive the analytical pricing formula for power options by using Fourier transform technique,Esscher transform and characteristic function.Then we provide the efficient approximation to calculate the analytical pricing formula of power options by using the FFT approach and examine the accuracy of the approximation by Monte Carlo simulation.Finally,we provide some sensitivity analysis of the model parameters to power options.Numerical examples show this model is suitable for empirical work in practice.
基金supported by National Natural Science Foundation of China(Grant No.11301030)Beijing Higher Education Young Elite Teacher Project
文摘In this work,for a one-dimensional regime-switching diffusion process,we show that when it is positive recurrent,then there exists a stationary distribution,and when it is null recurrent,then there exists an invariant measure. We also provide the explicit representation of the stationary distribution and invariant measure based on the hitting times of the process.
基金supported by National Natural Science Foundation of China (Grant Nos. 11301030, 11401169 and 11431014)Key Scientific Research Projects of Henan Province (Grant No. 16A110010)
文摘The asymptotical stability in probability is studied for diffusion processes and regime-switching diffusion processes in this work. For diffusion processes, some criteria based on the integrability of the functionals of the coefficients are given, which yield a useful comparison theorem on stability with respect to some nonlinear systems. For regime-switching diffusion processes, some criteria based on the idea of a variational formula are given. Both state-independent and state-dependent regime-switching diffusion processes are investigated in this work. These conditions are easily verified and are shown to be sharp by examples.
文摘A medical image encryption is proposed based on the Fisher-Yates scrambling,filter diffusion and S-box substitution.First,chaotic sequence associated with the plaintext is generated by logistic-sine-cosine system,which is used for the scrambling,substitution and diffusion processes.The three-dimensional Fisher-Yates scrambling,S-box substitution and diffusion are employed for the first round of encryption.The chaotic sequence is adopted for secondary encryption to scramble the ciphertext obtained in the first round.Then,three-dimensional filter is applied to diffusion for further useful information hiding.The key to the algorithm is generated by the combination of hash value of plaintext image and the input parameters.It improves resisting ability of plaintext attacks.The security analysis shows that the algorithm is effective and efficient.It can resist common attacks.In addition,the good diffusion effect shows that the scheme can solve the differential attacks encountered in the transmission of medical images and has positive implications for future research.
基金supported by the National Natural Science Foundation of China(No.52374372)the Natural Science Foundation of the Jiangsu Higher Education Institutions of China(No.23KJB430042)+3 种基金the Jiangsu Province Large Scientific Instruments Open Sharing Autonomous Research Filing Project,China(No.TC2023A037)the Yangzhou City−Yangzhou University Cooperation Foundation,China(No.YZ2022183)High-end Talent Support Program of Yangzhou University,China,Qinglan Project of Yangzhou University,ChinaLvyangjinfeng Talent program of Yangzhou,China.
文摘The interdiffusion coefficients in Al_(0.2)CoCrFeNi,CoCrCu_(0.2)FeNi,and CoCrFeMn_(0.2)Ni high-entropy alloys were efficiently determined by combining diffusion couple experiments and high-throughput determination of interdiffusion coefficients(HitDIC)software at 1273−1373 K.The results show that the addition of Al,Cu,and Mn to CoCrFeNi high-entropy alloys promotes the diffusion of Co,Cr,and Fe atoms.The comparison of tracer diffusion coefficients indicates that there is no sluggish diffusion in tracer diffusion on the thermodynamic temperature scale for the present Al_(0.2)CoCrFeNi,CoCrCu_(0.2)FeNi,and CoCrFeMn_(0.2)Ni high-entropy alloys.The linear relationship between diffusion entropy and activation energy reveals that the diffusion process of atoms is unaffected by an increase in the number of components as long as the crystal structure remains unchanged.
基金supported by the Yonsei University graduate school Department of Integrative Biotechnology.
文摘Recently,diffusion models have emerged as a promising paradigm for molecular design and optimization.However,most diffusion-based molecular generative models focus on modeling 2D graphs or 3D geom-etries,with limited research on molecular sequence diffusion models.The International Union of Pure and Applied Chemistry(IUPAC)names are more akin to chemical natural language than the simplified molecular input line entry system(SMILES)for organic compounds.In this work,we apply an IUPAC-guided conditional diffusion model to facilitate molecular editing from chemical natural language to chemical language(SMILES)and explore whether the pre-trained generative performance of diffusion models can be transferred to chemical natural language.We propose DiffIUPAC,a controllable molecular editing diffusion model that converts IUPAC names to SMILES strings.Evaluation results demonstrate that our model out-performs existing methods and successfully captures the semantic rules of both chemical languages.Chemical space and scaffold analysis show that the model can generate similar compounds with diverse scaffolds within the specified constraints.Additionally,to illustrate the model’s applicability in drug design,we conducted case studies in functional group editing,analogue design and linker design.
基金support from National Natural Science Foundation of China(NSFC,Grant numbers U22A20185,U21A20128,52175302 and 52305353)Aeronautical Science Foundation(ASFC-20230036077001)Fundamental Research Funds for the Central Universities(2022FRFK060009,HIT.DZI1.2023012).
文摘The excellent irradiation resistance,high strength and plasticity exhibited by high-entropy alloys(HEAs)make it candidate for engin-eering applications.Diffusion bonding of Al_(0.3)CoCrFeNi single-phase HEAs was carried out using electric-assisted diffusion bonding(EADB),and the effect of bonding temperature on the evolution of the interfacial microstructure and the mechanical properties was investigated.The results indicate that as the bonding temperature increases,the pores at the interface gradually decrease in size and undergo closure.The electric current significantly promotes the pore closure mechanism dominated by plastic deformation at the diffusion interface and promotes the recrystallisation behavior at the interface,and the fracture mode changes from intergranular fracture at the interface to jagged fracture along the grains spanning the weld parent material.Due to the activation effect of EADB,higher-strength diffusion bonding of high-entropy alloys can be achieved at the same temperature compared with the conventional hot-pressure diffusion bonding(HPDB)process.
基金Funded by the Natural Science Foundation of Jiangsu Province(No.BK20241529)China Postdoctoral Science Foundation(No.2024M750736)。
文摘This study aims to develop a chloride diffusion simulation method that considers the hydration microstructure and pore solution properties during the hydration of tricalcium silicate(C3S).The method combines the hydration simulation,thermodynamic calculation,and finite element analysis to examine the effects of pore solution,including effect of electrochemical potential,effect of chemical activity,and effect of mechanical interactions between ions,on the chloride effective diffusion coefficient of hydrated C3S paste.The results indicate that the effect of electrochemical potential on chloride diffusion becomes stronger with increasing hydration age due to the increase in the content of hydrated calcium silicate;as the hydration age increases,the effect of chemical activity on chloride diffusion weakens when the number of diffusible elements decreases;the effect of mechanical interactions between ions on chloride diffusion decreases with the increase of hydration age.
文摘We study the two-dimensional(2D)Cauchy problem of nonhomogeneous Boussinesq system for magnetohydrodynamics convection without heat diffusion in the whole plane.Based on delicate weighted estimates,we derive the global existence and uniqueness of strong solutions.In particular,the initial data can be arbitrarily large and the initial density may contain vacuum states and even have compact support.
基金supported by the National Key Research and Development Program of China(2022YFB3505503)the National Natural Science Foundation of China(52201230)+2 种基金the Key R&D Program of Shandong Province(2022CXGC020307)the China Postdoctoral Science Foundation(2022M71204)the Beijing NOVA Program(Z211100002121092).
文摘The grain boundary diffusion process(GBDP)has proven to be an effective method for enhancing the coercivity of sintered Nd-Fe-B magnets.However,the limited diffusion depth and thicker shell struc-ture have impeded the further development of magnetic properties.Currently,the primary debates re-garding the mechanism of GBDP with Tb revolve around the dissolution-solidification mechanism and the atomic substitution mechanism.To clarify this mechanism,the microstructure evolution of sintered Nd-Fe-B magnets during the heating process of GBDP has been systematically studied by quenching at different tem peratures.In this study,it was found that the formation of TbFe_(2) phase is related to the dis-solution of _(2)Fe_(14)B grains during GBDP with Tb.The theory of mixing heat and phase separation further confirms that the Nd_(2)Fe_(14)B phase dissolves to form a mixed phase of Nd and TbFe_(2),which then solidifies into the(Nd,Tb)_(2)Fe_(14)B phase.Based on the discovery of the TbFe_(2) phase,the dissolution-solidification mechanism is considered the primary mechanism for GBDP.This is supported by the elemental content of the two typical core-shell structures observed.
