In the past,the lightning strike risk assessment of wind farms mainly referred to the Lightning Protection Part 2:Risk Management(IEC 62305-2-2010)and the Lightning Protection of Wind Energy System(IEC 61400-24-2019)b...In the past,the lightning strike risk assessment of wind farms mainly referred to the Lightning Protection Part 2:Risk Management(IEC 62305-2-2010)and the Lightning Protection of Wind Energy System(IEC 61400-24-2019)based on protection angle method.In fact,the basic idea of the two is the same,that is,the source of the lightning fan is replaced by S1-S4 of the former lightning building with the latter ND-NDJ.According to the above method of wind farm evaluation,it has been proved that the practice can not achieve good results.Taking offshore wind farm as an example,this paper introduces a new method of establishing six evaluation indicators to determine the risk level according to the new technology and compliance principle of regional lightning protection(semi-circular method),which can be used for reference by wind farm technicians.展开更多
Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign cur...Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.展开更多
Background:Foot kinematics,such as excessive eversion and malalignment of the hindfoot,are believed to be associated with running-related injuries.The maj ority of studies to date show that different foot strike patte...Background:Foot kinematics,such as excessive eversion and malalignment of the hindfoot,are believed to be associated with running-related injuries.The maj ority of studies to date show that different foot strike patterns influence these specific foot and ankle kinematics.However,technical deficiencies in traditional motion capture approaches limit knowledge of in vivo joint kinematics with respect to rearfoot and forefoot strike patterns(RFS and FFS,respectively).This study uses a high-speed dual fluoroscopic imaging system(DFIS)to determine the effects of different foot strike patterns on 3D in vivo tibiotalar and subtalar joints kinematics.Methods:Fifteen healthy male recreational runners underwent foot computed tomography scanning for the construction of 3-dimensional models.A high-speed DFIS(100 Hz)was used to collect 6 degrees of freedom kinematics for participants’tibiotalar and subtalar joints when they adopted RFS and FFS in barefoot condition.Results:Compared with RFS,FFS exhibited greater internal rotation at 0%-20%of the stance phase in the tibiotalar joint.The peak internal rotation angle of the tibiotalar joint under FFS was greater than under RFS(p<0.001,Cohen’s d=0.92).RFS showed more dorsiflexion at 0%-20%of the stance phase in the tibiotalar joint than FFS.RFS also presented a larger anterior translation(p<0.001,Cohen’s d=1.28)in the subtalar joint at i nitial contact than FFS.Conclusion:Running with acute barefoot FFS increases the internal rotation of the tibiotalar joint in the early stance.The use of high-speed DFIS to quantify the movement of the tibiotalar and subtalar joint was critical to revealing the effects of RF S and FFS during running.展开更多
In the past,lightning strike risk assessment of buildings mainly referred to the Protection against Lightning—Part 2:Risk Management(IEC 62305-2-2010)based on protection angle method.Lightning strike risk assessment ...In the past,lightning strike risk assessment of buildings mainly referred to the Protection against Lightning—Part 2:Risk Management(IEC 62305-2-2010)based on protection angle method.Lightning strike risk assessment of wind farms was conducted according to the Lightning Protection for Wind Energy System(IEC 61400-24-2019),which proposed the method of lightning strike risk assessment for wind turbine.In fact,the basic idea of the two is the same,that is,the source of the lightning strike wind turbine is transformed from the former S1-S4 to the latter N D-N DJ.According to the above method,wind farm was evaluated,and it has been proved that the practice can not achieve good results.After 2018,China has issued the Guide to Evaluation of Lightning Protection Technology in Buildings(T/GZLY 3-2022)and the Technical Specifications for Lightning Interception in Forest Areas(T/LYCY 4062-2024)based on semicircle protection,in which the source of risk defined by lightning point was closer to the reality,highly targeted and effective.Taking offshore wind farm as an example,this paper introduced a new method of establishing six evaluation indicators to determine the risk level according to the principle of compliance and the new protection technology of semi-circular method,which can be used as a reference for technical personnel.展开更多
According to structure function and lightning damage of a cable car, a feasible method of lightning strike risk evaluation for a cable car was put forward based on the evaluation model and evaluation method in the sta...According to structure function and lightning damage of a cable car, a feasible method of lightning strike risk evaluation for a cable car was put forward based on the evaluation model and evaluation method in the standard IEC62305-2. According to the difference between common buildings and cable cars, problems of height non-uniformity of equivalent section caused by inclination of the cable car and diversity of lightning activity regularity caused by the large area were resolved, and expected annual average frequency of lightning strike was calculated using three dimensional graphic approach and regional lightning characteristic analysis. Based on different types of damage process and loss consequences, according to interception effect against lightning invasion of the lightning protection measures and the method of probability selection proposed in the standard, the probability of casu- alty caused by direct lightning strike in a cable car and a waiting area as well as probabilities of casualty caused by failure of electronic information systems were cal- culated.展开更多
Background:Forefoot strike(FFS) and rearfoot strike(RFS) runners differ in their kinematics,force loading rates,and joint loading patterns,but the timing of their muscle activation is less clear.Methods:Forty recreati...Background:Forefoot strike(FFS) and rearfoot strike(RFS) runners differ in their kinematics,force loading rates,and joint loading patterns,but the timing of their muscle activation is less clear.Methods:Forty recreational and highly trained runners ran at four speeds barefoot and shod on a motorized treadmill. "Barefoot" runners wore thin,five-toed socks and shod runners wore neutral running shoes.Subjects were instructed to run comfortably at each speed with no instructions about foot strike patterns.Results:Eleven runners landed with an FFS when barefoot and shod and eleven runners landed with an RFS when barefoot and shod.The 18remaining runners shifted from an FFS when barefoot to an RFS when shod(shifters).Shod shifters ran with a lower stride frequency and greater stride length than all other runners.All FFS runners landed with more plantarflexed ankles and more vertical lower legs at the beginning of stance compared to RFS runners.FFS runners activated their plantarflexor muscles 1 1%earlier and 10%longer than RFS runners.Conclusion:This earlier and longer relative activation of the plantarrlexors likely enhances the capacity for the passive structures of the foot and ankle to store elastic energy,and may also enhance the performance of the active muscle by increasing the storage of elastic strain energy in the cross-bridaes and activated thin.展开更多
In this paper, a method to design bird-strike-resistant aircraft structures is presented and illustrated through examples. The focus is on bird strike experiments and simulations. The explicit finite element software ...In this paper, a method to design bird-strike-resistant aircraft structures is presented and illustrated through examples. The focus is on bird strike experiments and simulations. The explicit finite element software PAM-CRASH is employed to conduct bird strike simulations, and a coupled Smooth Particles Hydrodynamic（SPH） and Finite Element（FE） method is used to simulate the interaction between a bird and a target structure. The SPH method is explained, and an SPH bird model is established. Constitutive models for various structural materials, such as aluminum alloys, composite materials, honeycomb, and foam materials that are used in aircraft structures,are presented, and model parameters are identified by conducting various material tests. Good agreements between simulation results and experimental data suggest that the numerical model is capable of predicting the dynamic responses of various aircraft structures under a bird strike,and numerical simulation can be used as a tool to design bird-strike-resistant aircraft structures.展开更多
Damage-modified nonlinear viscoelastic constitutive equation and failure criterion are introduced and the three-dimensional incremental forms are deduced based on the updated Lagrangian approach. A simple tensile test...Damage-modified nonlinear viscoelastic constitutive equation and failure criterion are introduced and the three-dimensional incremental forms are deduced based on the updated Lagrangian approach. A simple tensile test model and a split Hopkinson pressure bar model are built to verify the accuracy of the subroutine implemented within the non-linear finite element program LS-DYNA. A numerical model of bird strike on windshield is established to study the responses of windshield under three different bird velocities at three sites. The bird is represented by a cylinder with a hemisphere at each end and the contact-impact coupling algorithm is used in this study. It is found that the implemented subroutine can properly describe the mechanical behavior of polymethyl methaerylate under low and high strain rates and large deformation, and can be used validly.展开更多
Collisions between birds and aircraft are one of the most dangerous threats to flight safety. In this study, smoothed particles hydrodynamics(SPH) method is used for simulating the bird strike to an airplane wing lead...Collisions between birds and aircraft are one of the most dangerous threats to flight safety. In this study, smoothed particles hydrodynamics(SPH) method is used for simulating the bird strike to an airplane wing leading edge structure. In order to verify the model, first, experiment of bird strike to a flat aluminum plate is simulated, and then bird impact on an airplane wing leading edge structure is investigated. After that, considering dimensions of wing internal structural components like ribs, skin and spar as design variables, we try to minimize structural mass and wing skin deformation simultaneously. To do this, bird strike simulations to 18 different wing structures are made based on Taguchi’s L18 factorial design of experiment. Then grey relational analysis is used to minimize structural mass and wing skin deformation due to the bird strike. The analysis of variance(ANOVA) is also applied and it is concluded that the most significant parameter for the performance of wing structure against impact is the skin thickness. Finally, a validation simulation is conducted under the optimal condition to show the improvement of performance of the wing structure.展开更多
In order to examine the potential of using the coupled smooth particles hydrodynamic （SPH） and finite element （FE） method to predict the dynamic responses of aircraft structures in bird strike events, bird-strike ...In order to examine the potential of using the coupled smooth particles hydrodynamic （SPH） and finite element （FE） method to predict the dynamic responses of aircraft structures in bird strike events, bird-strike tests on the sidewall structure of an aircraft nose are carried out and numerically simulated. The bird is modeled with SPH and described by the Murnaghan equation of state, while the structure is modeled with finite elements. A coupled SPH-FE method is developed to simulate the bird-strike tests and a numerical model is established using a commercial software PAM-CRASH. The bird model shows no signs of instability and correctly modeled the break-up of the bird into particles. Finally the dynamic response such as strains in the skin is simulated and compared with test results, and the simulated deformation and fracture process of the sidewall structure is compared with images recorded by a high speed camera. Good agreement between the simulation results and test data indicates that the coupled SPH-FE method can provide a very powerful tool in predicting the dynamic responses of aircraft structures in events of bird strike.展开更多
Recent studies, focused on dihedral angles and intersection processes, have increased understandings of conjugate fault mechanisms. We present new 3-D seismic data and microstructural core analysis in a case study of ...Recent studies, focused on dihedral angles and intersection processes, have increased understandings of conjugate fault mechanisms. We present new 3-D seismic data and microstructural core analysis in a case study of a large conjugate strike-slip fault system from the intracratonic Tarim Basin, NW China. Within our study area, ＂X＂ type NE and NW trending faults occur within Cambrian- Ordovician carbonates. The dihedral angles of these conjugate faults have narrow ranges, 19~ to 62~ in the Cambrian and 26~ to 51~ in the Ordovician, and their modes are 42~ and 44~ respectively. These data are significantly different from the ~60~ predicted by the Coulomb fracture criterion. It is concluded that： （1） The dihedral angles of the conjugate faults were not controlled by confining pressure, which was low and associated with shallow burial; （2） As dihedral angles were not controlled by pressure they can be used to determine the shortening direction during faulting; （3） Sequential slip may have played an important role in forming conjugate fault intersections; （4） The conjugate fault system of the Tarim basin initiated as rhombic joints; these subsequently developed into sequentially active ＂X＂ type conjugate faults; followed by preferential development of the NW-trending faults; then reactivation of the NE trending faults. This intact rhombic conjugate fault system presents new insights into mechanisms of dihedral angle development, with particular relevance to intracratonic basins.展开更多
Background:Lack of an observable vertical impact peak in fore/mid-foot running has been suggested as a means of reducing lower extremity impact forces,although it is unclear if impact characteristics exist in other ax...Background:Lack of an observable vertical impact peak in fore/mid-foot running has been suggested as a means of reducing lower extremity impact forces,although it is unclear if impact characteristics exist in other axes.The purpose of the investigation was to compare three-dimensional(3 D)impact kinetics among foot-strike conditions in over-ground running using instantaneous loading rate–time profiles.Methods:Impact characteristics were assessed by identifying peak loading rates in each direction(medial–lateral(ML),anterior–posterior(AP),vertical,and 3 D resultant)following foot-strike instructions(fore-foot,mid-foot,subtle heel,and obvious heel strike).Kinematic and kinetic data were analyzed among 9 male participants in each foot-strike condition.Results:Loading rate peaks were observed in each direction and foot-strike condition,differing in magnitude by direction(3 D resultant and vertical>AP>ML,p≤0.031)and foot-strike:ML(fore-foot and mid-foot strike>obvious heel strike,p≤0.032),AP(fore-foot and mid-foot strikes>subtle-heel and obvious heel strikes,p≤0.023).In each direction,the first loading rate peak occurred later during heel strike running relative to fore-foot(p≤0.019),with vertical and 3 D resultant impact durations exceeding shear(ML and AP,p≤0.007)in each condition.Conclusion:Loading rate–time assessment identified contrasting impact characteristics in each direction and the 3 D resultant following foot-strike manipulations,with potential implications for lower extremity structures in running.展开更多
Abstract The nearly E-W-trending Aqqikkudug-Weiya zone, more than 1000 km long and about 30 km wide, is an important segment in the Central Asian tectonic framework. It is distributed along the northern margin of the ...Abstract The nearly E-W-trending Aqqikkudug-Weiya zone, more than 1000 km long and about 30 km wide, is an important segment in the Central Asian tectonic framework. It is distributed along the northern margin of the Central Tianshan belt in Xinjiang, NW China and is composed of mylonitized Early Palaeozoic greywacke, volcanic rocks, ophiolitic blocks as a mélange complex, HP/LT-type bleuschist blocks and mylonitized Neoproterozoic schist, gneiss and orthogneiss. Nearly vertical mylonitic foliation and sub-horizontal stretching lineation define its strike-slip feature; various kinematic indicators, such as asymmetric folds, non-coaxial asymmetric macro- to micro-structures and C-axis fabrics of quartz grains of mylonites, suggest that it is a dextral strike-slip ductile shear zone oriented in a nearly E-W direction characterized by “flower” strusture with thrusting or extruding across the zone toward the two sides and upright folds with gently plunging hinges. The Aqqikkudug-Weiya zone experienced at least two stages of ductile shear tectonic evolution: Early Palaeozoic north vergent thrusting ductile shear and Late Carboniferous-Early Permian strike-slip deformation. The strike-slip ductile shear likely took place during Late Palaeozoic time, dated at 269±5 Ma by the40Ar/39Ar analysis on neo-muscovites. The strike-slip deformation was followed by the Hercynian violent S-type granitic magmatism. Geodynamical analysis suggests that the large-scale dextral strike-slip ductile shearing is likely the result of intracontinental adjustment deformation after the collision of the Siberian continental plate towards the northern margin of the Tarim continental plate during the Late Carboniferous. The Himalayan tectonism locally deformed the zone, marked by final uplift, brittle layer-slip and step-type thrust faults, transcurrent faults and E-W-elongated Mesozoic-Cenozoic basins.展开更多
Recent studies on the Xianshuihe-Xiaojiang fault system suggest that the Late Quaternary strike-slip rate is approximately uniform along the entire length of the fault zone, about 15±2 mm/a. This approximately un...Recent studies on the Xianshuihe-Xiaojiang fault system suggest that the Late Quaternary strike-slip rate is approximately uniform along the entire length of the fault zone, about 15±2 mm/a. This approximately uniform strike slip rate strongly supports the clockwise rotation model of the southeastern Tibetan crust. By approximating the geometry of the arc-shaped Xianshuihe-Xiaojiang fault system as a portion of a small circle on a spherical Earth, the 15±2 mm/a strike slip rate corresponds to clockwise rotation of the Southeastern Tibetan Block at the （5.2±0.7）×10^-7 deg/a angular velocity around the pole （21°N, 88°E） relative to the Northeast Tibetan Block. The approximately uniform strike slip rate along the Xianshuihe-Xiaojiang fault system also implies that the Longmeushan thrust zone is not active, or at least its activity has been very weak since the Late Quaternary. Moreover, the total offset along the Xiaushuihe-Xiaojiang fault system suggests that the lateral extrusion of the Southeastern Tibetan Block relative to Northeastern Tibetan Block is about 160 km and 200-240 km relative to the Tarim-North China block. This amount of lateral extrusion of the Tibetan crust should have accommodated about 13-24% convergence between India and Eurasia based on mass balance calculations. Assuming that the slip rate of 15±2 mm/a is constant throughout the entire history of the Xianshuihe-Xiaojiang fault system, 11±1.5 Ma is needed for the Xianshuihe-Xiaojiang fault system to attain the 160 km of total offset. This implies that left-slip faulting on the Xianshuihe-Xiaojiang fault system might start at 11±1.5 Ma.展开更多
In order to research segmented diverters for aircraft lightning protection, a transient 2 D multiphysics model based on magnetohydrodynamics theory is proposed to predict the location of the arc plasma discharge and l...In order to research segmented diverters for aircraft lightning protection, a transient 2 D multiphysics model based on magnetohydrodynamics theory is proposed to predict the location of the arc plasma discharge and lightning channel, and to simulate the electrothermal behavior.Based on numerical calculation and preliminary analysis, factors that affect the breakdown voltage of the segmented diverter are discussed. The results show that the voltage increase rate of the voltage source, the width of the air gap between metal segments and the geometry of these segments influence the breakdown voltage of the strip. High-voltage tests of the segmented diverter are performed to reveal air breakdown of the strip and redirect the lightning current.Experimental and numerical results are compared to verify the correctness of the numerical model. The ionization of the air gap between metal segments and the breakdown voltage of the strip calculated by the model are qualitatively consistent with experimental results. The breakdown voltage of the segmented diverter is far lower than the lightning voltage. When a lightning strike occurs, the segmented diverter can be quickly ionized to form a plasma channel which can guide the lightning current well.展开更多
This paper presents an experimentai and numerical study of the bird strike on a 2024-T3 aluminum double plate.The experiments are carried out at a desired impact velocity of 150 m/s.The explicit finite element softwar...This paper presents an experimentai and numerical study of the bird strike on a 2024-T3 aluminum double plate.The experiments are carried out at a desired impact velocity of 150 m/s.The explicit finite element software PAM-CRASH is used to Simulate the birdstrike experiments,and a coupled SPH-FE method is adopted,where the bird is modeled using the SPH method with the Mur naghan EOS and the struc ture is meshed with finite elemen ts.The mat erial parame ters are identified by an optimization process,and the Simula ted dynamic responses of bird strike are compared with experimentai measurements to verify the numerical model.The displacement and strain of the plate as well as the final deformation and damage show good agreemen t bet ween the simulation and the experimental resul ts.It suggests that the coupled SPH-FE met hod can provide an effec tive tool in designing bird-strike-resista nt aircraft component.展开更多
The Karatau fault is one of the important strike-slip faults in central Asia,and the South Turgay Basin is located towards its northern end.Detailed seismic interpretation indicated that the strikeslip tectonism of th...The Karatau fault is one of the important strike-slip faults in central Asia,and the South Turgay Basin is located towards its northern end.Detailed seismic interpretation indicated that the strikeslip tectonism of the Karatau fault weakened gradually from west to east in the South Turgay Basin.Typical flower structures developed on the section,and strike-slip faults showed an echelon pattern on planar view.The Karatau strike-slip fault affected the South Turgay Basin in two periods：（1） The South Turgay strike-slip pull-apart rift basin formed as a result of regional extensive stress in the Early-Middle Jurassic,characterized by the juxtaposition of horsts and grabens.The formation of horsts provided favorable reservoir spaces for later hydrocarbon accumulation,and different filling stages of grabens controlled different reservoir-forming factors in grabens.（2） Two stages of tectonic inversion occurred in the Late Jurassic and Late Cretaceous and played a crucial role in the final shape of the structure in the South Turgay Basin.The oil and gas migrated to form reservoirs and mainly concentrated in the horsts,graben slopes and in both sides of the strike-slip fault zone.In the case of the degree of accumulation of petroleum,the factor explaining why horsts are better than grabens is the strike-slip pull-apart of the South Turgay Basin,and the structure inversion of the South Turgay Basin explains why the west graben is better than the east one.Overall,the Karatau strike-slip fault played a very important role in the formation of the South Turgay Basin and its hydrocarbon accumulations.展开更多
Because of its rich oil and gas resources and the special tectonic location of the Liaohe Western Sag （the Tanlu Fault traverses the sag）, Bohai Bay Basin, a detailed study of its strike-slip tectonics is significan...Because of its rich oil and gas resources and the special tectonic location of the Liaohe Western Sag （the Tanlu Fault traverses the sag）, Bohai Bay Basin, a detailed study of its strike-slip tectonics is significant in revealing the sag＇s tectonic evolution, its control on hydrocarbon accumulation, and the activity history of the northern section of the Tanlu Fault in the Cenozoic. Through systematic structure analysis of 3D seismic data of the Liaohe Western Sag, combined with balanced section analysis, a variety of structural features in relation to right-lateral strike-slip faults, such as echelon normal faults, ＂comb＂ structure, ＂flower＂ structure,＂interpretable＂ and ＂buried＂ strike-slip faults have been revealed exist in the Liaohe Western Sag. According to the research in this paper, the complex structural phenomena in the Liaohe Western Sag could be reasonably interpreted as right-lateral strike-slip activity and the strike-slip activities of the Liaohe Western Sag began in the early Oligocene. The activity was weak at the beginning （E3s1-2）, then strengthened gradually and reached its strongest level in the late Oligocene （E3d1）. In the Miocene, the strike-slip activity was low and then strengthened significantly once again from the Pliocene to the present. It is speculated that the entire northern section of the Tanlu Fault has had a similar evolution history since the Oligocene.展开更多
Aircrafts damages caused by lightning strikes have been known since the early days of aviation.However,the physical effects on the aircraft structure are still being investigated.This work seeks to evaluate the lightn...Aircrafts damages caused by lightning strikes have been known since the early days of aviation.However,the physical effects on the aircraft structure are still being investigated.This work seeks to evaluate the lightning strike effects in the aluminum alloy 7075-T6.Samples were submitted to lightning strike simulation in laboratory and the damages evaluated through characterization techniques.Ultrasound and profilometry tests have shown material loss to 0.272 mm depth in the damaged region.In addition,it was detected the material accumulation occurrence in the damage vicinity of the region.Below the damage,it was found a region where metallurgical changes were identified.The tensile and microhardness tests results have shown reduction in the percentage elongation and hardness increasing in the material affected by lightning.These results are corroborated by the X-Ray Diffraction(XRD)and Rietveld Method(red line)that indicated an increasing in dislocation density and micro-deformation in the material matrix.Optical microscopy results have shown the presence of microcracks on the normal and cross-section surface of the samples damaged.The Energy Dispersive X-Ray Spectroscopy(EDXS)and Electron Backscattered Diffraction Test(EBSD)found coarse intermetallic phases and precipitates compounds with dimensions greater than 1 lm in length.They were responsible for nucleation of the microcracks that propagate along the material grain boundaries.展开更多
基金Supported by Research on Key Technologies of Lightning Intelligent Protection System for Guangdong Energy Hehe Sea Wind Farm(SFC/QZW-ZX-XF-24-020).
文摘In the past,the lightning strike risk assessment of wind farms mainly referred to the Lightning Protection Part 2:Risk Management(IEC 62305-2-2010)and the Lightning Protection of Wind Energy System(IEC 61400-24-2019)based on protection angle method.In fact,the basic idea of the two is the same,that is,the source of the lightning fan is replaced by S1-S4 of the former lightning building with the latter ND-NDJ.According to the above method of wind farm evaluation,it has been proved that the practice can not achieve good results.Taking offshore wind farm as an example,this paper introduces a new method of establishing six evaluation indicators to determine the risk level according to the new technology and compliance principle of regional lightning protection(semi-circular method),which can be used for reference by wind farm technicians.
文摘Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.
基金provided by the National Natural Science Foundation of China(Grants No.12272238 and No.11932013)the"Outstanding Young Scholar"Program of Shanghai Municipalthe"Dawn"Program of Shanghai Education Commission(Grant No.19SG47)。
文摘Background:Foot kinematics,such as excessive eversion and malalignment of the hindfoot,are believed to be associated with running-related injuries.The maj ority of studies to date show that different foot strike patterns influence these specific foot and ankle kinematics.However,technical deficiencies in traditional motion capture approaches limit knowledge of in vivo joint kinematics with respect to rearfoot and forefoot strike patterns(RFS and FFS,respectively).This study uses a high-speed dual fluoroscopic imaging system(DFIS)to determine the effects of different foot strike patterns on 3D in vivo tibiotalar and subtalar joints kinematics.Methods:Fifteen healthy male recreational runners underwent foot computed tomography scanning for the construction of 3-dimensional models.A high-speed DFIS(100 Hz)was used to collect 6 degrees of freedom kinematics for participants’tibiotalar and subtalar joints when they adopted RFS and FFS in barefoot condition.Results:Compared with RFS,FFS exhibited greater internal rotation at 0%-20%of the stance phase in the tibiotalar joint.The peak internal rotation angle of the tibiotalar joint under FFS was greater than under RFS(p<0.001,Cohen’s d=0.92).RFS showed more dorsiflexion at 0%-20%of the stance phase in the tibiotalar joint than FFS.RFS also presented a larger anterior translation(p<0.001,Cohen’s d=1.28)in the subtalar joint at i nitial contact than FFS.Conclusion:Running with acute barefoot FFS increases the internal rotation of the tibiotalar joint in the early stance.The use of high-speed DFIS to quantify the movement of the tibiotalar and subtalar joint was critical to revealing the effects of RF S and FFS during running.
基金Huadian International Group Technology Project(172JLC02300248)Research Project on Lightning Protection Technology for 35 kV Collecting Power Line of Wuxuan Qinglan Wind Farm(SFC/WXY-ZX-FW-23-008).
文摘In the past,lightning strike risk assessment of buildings mainly referred to the Protection against Lightning—Part 2:Risk Management(IEC 62305-2-2010)based on protection angle method.Lightning strike risk assessment of wind farms was conducted according to the Lightning Protection for Wind Energy System(IEC 61400-24-2019),which proposed the method of lightning strike risk assessment for wind turbine.In fact,the basic idea of the two is the same,that is,the source of the lightning strike wind turbine is transformed from the former S1-S4 to the latter N D-N DJ.According to the above method,wind farm was evaluated,and it has been proved that the practice can not achieve good results.After 2018,China has issued the Guide to Evaluation of Lightning Protection Technology in Buildings(T/GZLY 3-2022)and the Technical Specifications for Lightning Interception in Forest Areas(T/LYCY 4062-2024)based on semicircle protection,in which the source of risk defined by lightning point was closer to the reality,highly targeted and effective.Taking offshore wind farm as an example,this paper introduced a new method of establishing six evaluation indicators to determine the risk level according to the principle of compliance and the new protection technology of semi-circular method,which can be used as a reference for technical personnel.
基金Supported by the Scientific Research Project of Hebei Meteorological Bureau in 2014(14ky20)~~
文摘According to structure function and lightning damage of a cable car, a feasible method of lightning strike risk evaluation for a cable car was put forward based on the evaluation model and evaluation method in the standard IEC62305-2. According to the difference between common buildings and cable cars, problems of height non-uniformity of equivalent section caused by inclination of the cable car and diversity of lightning activity regularity caused by the large area were resolved, and expected annual average frequency of lightning strike was calculated using three dimensional graphic approach and regional lightning characteristic analysis. Based on different types of damage process and loss consequences, according to interception effect against lightning invasion of the lightning protection measures and the method of probability selection proposed in the standard, the probability of casu- alty caused by direct lightning strike in a cable car and a waiting area as well as probabilities of casualty caused by failure of electronic information systems were cal- culated.
基金the Purves Summer Research AwardSherman Fairchild Foundation+1 种基金National Science Foundation (NSF-0634592)Howard Hughes Medical Institute Undergraduate Science Program award 52006301 to Harvey Mudd College
文摘Background:Forefoot strike(FFS) and rearfoot strike(RFS) runners differ in their kinematics,force loading rates,and joint loading patterns,but the timing of their muscle activation is less clear.Methods:Forty recreational and highly trained runners ran at four speeds barefoot and shod on a motorized treadmill. "Barefoot" runners wore thin,five-toed socks and shod runners wore neutral running shoes.Subjects were instructed to run comfortably at each speed with no instructions about foot strike patterns.Results:Eleven runners landed with an FFS when barefoot and shod and eleven runners landed with an RFS when barefoot and shod.The 18remaining runners shifted from an FFS when barefoot to an RFS when shod(shifters).Shod shifters ran with a lower stride frequency and greater stride length than all other runners.All FFS runners landed with more plantarflexed ankles and more vertical lower legs at the beginning of stance compared to RFS runners.FFS runners activated their plantarflexor muscles 1 1%earlier and 10%longer than RFS runners.Conclusion:This earlier and longer relative activation of the plantarrlexors likely enhances the capacity for the passive structures of the foot and ankle to store elastic energy,and may also enhance the performance of the active muscle by increasing the storage of elastic strain energy in the cross-bridaes and activated thin.
基金supported by Natural Science Foundation of China (No.11472225)
文摘In this paper, a method to design bird-strike-resistant aircraft structures is presented and illustrated through examples. The focus is on bird strike experiments and simulations. The explicit finite element software PAM-CRASH is employed to conduct bird strike simulations, and a coupled Smooth Particles Hydrodynamic（SPH） and Finite Element（FE） method is used to simulate the interaction between a bird and a target structure. The SPH method is explained, and an SPH bird model is established. Constitutive models for various structural materials, such as aluminum alloys, composite materials, honeycomb, and foam materials that are used in aircraft structures,are presented, and model parameters are identified by conducting various material tests. Good agreements between simulation results and experimental data suggest that the numerical model is capable of predicting the dynamic responses of various aircraft structures under a bird strike,and numerical simulation can be used as a tool to design bird-strike-resistant aircraft structures.
基金National Natural Science Foundation of China (50375124) Hi-tech Research and Development Program of China (2006AA04Z401)
文摘Damage-modified nonlinear viscoelastic constitutive equation and failure criterion are introduced and the three-dimensional incremental forms are deduced based on the updated Lagrangian approach. A simple tensile test model and a split Hopkinson pressure bar model are built to verify the accuracy of the subroutine implemented within the non-linear finite element program LS-DYNA. A numerical model of bird strike on windshield is established to study the responses of windshield under three different bird velocities at three sites. The bird is represented by a cylinder with a hemisphere at each end and the contact-impact coupling algorithm is used in this study. It is found that the implemented subroutine can properly describe the mechanical behavior of polymethyl methaerylate under low and high strain rates and large deformation, and can be used validly.
文摘Collisions between birds and aircraft are one of the most dangerous threats to flight safety. In this study, smoothed particles hydrodynamics(SPH) method is used for simulating the bird strike to an airplane wing leading edge structure. In order to verify the model, first, experiment of bird strike to a flat aluminum plate is simulated, and then bird impact on an airplane wing leading edge structure is investigated. After that, considering dimensions of wing internal structural components like ribs, skin and spar as design variables, we try to minimize structural mass and wing skin deformation simultaneously. To do this, bird strike simulations to 18 different wing structures are made based on Taguchi’s L18 factorial design of experiment. Then grey relational analysis is used to minimize structural mass and wing skin deformation due to the bird strike. The analysis of variance(ANOVA) is also applied and it is concluded that the most significant parameter for the performance of wing structure against impact is the skin thickness. Finally, a validation simulation is conducted under the optimal condition to show the improvement of performance of the wing structure.
基金supported by the National Natural Science Foundation of China (No. 11102167)the Basic Research Foundation of Northwestern Polytechnical University of China (No. JCY20130102)
文摘In order to examine the potential of using the coupled smooth particles hydrodynamic （SPH） and finite element （FE） method to predict the dynamic responses of aircraft structures in bird strike events, bird-strike tests on the sidewall structure of an aircraft nose are carried out and numerically simulated. The bird is modeled with SPH and described by the Murnaghan equation of state, while the structure is modeled with finite elements. A coupled SPH-FE method is developed to simulate the bird-strike tests and a numerical model is established using a commercial software PAM-CRASH. The bird model shows no signs of instability and correctly modeled the break-up of the bird into particles. Finally the dynamic response such as strains in the skin is simulated and compared with test results, and the simulated deformation and fracture process of the sidewall structure is compared with images recorded by a high speed camera. Good agreement between the simulation results and test data indicates that the coupled SPH-FE method can provide a very powerful tool in predicting the dynamic responses of aircraft structures in events of bird strike.
基金partly supportedby National Natural Science Foundation of China(Grant No.41472103)
文摘Recent studies, focused on dihedral angles and intersection processes, have increased understandings of conjugate fault mechanisms. We present new 3-D seismic data and microstructural core analysis in a case study of a large conjugate strike-slip fault system from the intracratonic Tarim Basin, NW China. Within our study area, ＂X＂ type NE and NW trending faults occur within Cambrian- Ordovician carbonates. The dihedral angles of these conjugate faults have narrow ranges, 19~ to 62~ in the Cambrian and 26~ to 51~ in the Ordovician, and their modes are 42~ and 44~ respectively. These data are significantly different from the ~60~ predicted by the Coulomb fracture criterion. It is concluded that： （1） The dihedral angles of the conjugate faults were not controlled by confining pressure, which was low and associated with shallow burial; （2） As dihedral angles were not controlled by pressure they can be used to determine the shortening direction during faulting; （3） Sequential slip may have played an important role in forming conjugate fault intersections; （4） The conjugate fault system of the Tarim basin initiated as rhombic joints; these subsequently developed into sequentially active ＂X＂ type conjugate faults; followed by preferential development of the NW-trending faults; then reactivation of the NE trending faults. This intact rhombic conjugate fault system presents new insights into mechanisms of dihedral angle development, with particular relevance to intracratonic basins.
基金funded by the Institutional Development Award Network of Biomedical Research Excellence through the National Institute of General Medical Sciences(820 GM103440-11)
文摘Background:Lack of an observable vertical impact peak in fore/mid-foot running has been suggested as a means of reducing lower extremity impact forces,although it is unclear if impact characteristics exist in other axes.The purpose of the investigation was to compare three-dimensional(3 D)impact kinetics among foot-strike conditions in over-ground running using instantaneous loading rate–time profiles.Methods:Impact characteristics were assessed by identifying peak loading rates in each direction(medial–lateral(ML),anterior–posterior(AP),vertical,and 3 D resultant)following foot-strike instructions(fore-foot,mid-foot,subtle heel,and obvious heel strike).Kinematic and kinetic data were analyzed among 9 male participants in each foot-strike condition.Results:Loading rate peaks were observed in each direction and foot-strike condition,differing in magnitude by direction(3 D resultant and vertical>AP>ML,p≤0.031)and foot-strike:ML(fore-foot and mid-foot strike>obvious heel strike,p≤0.032),AP(fore-foot and mid-foot strikes>subtle-heel and obvious heel strikes,p≤0.023).In each direction,the first loading rate peak occurred later during heel strike running relative to fore-foot(p≤0.019),with vertical and 3 D resultant impact durations exceeding shear(ML and AP,p≤0.007)in each condition.Conclusion:Loading rate–time assessment identified contrasting impact characteristics in each direction and the 3 D resultant following foot-strike manipulations,with potential implications for lower extremity structures in running.
文摘Abstract The nearly E-W-trending Aqqikkudug-Weiya zone, more than 1000 km long and about 30 km wide, is an important segment in the Central Asian tectonic framework. It is distributed along the northern margin of the Central Tianshan belt in Xinjiang, NW China and is composed of mylonitized Early Palaeozoic greywacke, volcanic rocks, ophiolitic blocks as a mélange complex, HP/LT-type bleuschist blocks and mylonitized Neoproterozoic schist, gneiss and orthogneiss. Nearly vertical mylonitic foliation and sub-horizontal stretching lineation define its strike-slip feature; various kinematic indicators, such as asymmetric folds, non-coaxial asymmetric macro- to micro-structures and C-axis fabrics of quartz grains of mylonites, suggest that it is a dextral strike-slip ductile shear zone oriented in a nearly E-W direction characterized by “flower” strusture with thrusting or extruding across the zone toward the two sides and upright folds with gently plunging hinges. The Aqqikkudug-Weiya zone experienced at least two stages of ductile shear tectonic evolution: Early Palaeozoic north vergent thrusting ductile shear and Late Carboniferous-Early Permian strike-slip deformation. The strike-slip ductile shear likely took place during Late Palaeozoic time, dated at 269±5 Ma by the40Ar/39Ar analysis on neo-muscovites. The strike-slip deformation was followed by the Hercynian violent S-type granitic magmatism. Geodynamical analysis suggests that the large-scale dextral strike-slip ductile shearing is likely the result of intracontinental adjustment deformation after the collision of the Siberian continental plate towards the northern margin of the Tarim continental plate during the Late Carboniferous. The Himalayan tectonism locally deformed the zone, marked by final uplift, brittle layer-slip and step-type thrust faults, transcurrent faults and E-W-elongated Mesozoic-Cenozoic basins.
基金supported mainly by the National Key Basic Research Program(No.2004CB418401)the National Natural Science Foundation of China(grant No.40472109)+1 种基金partly from the Joint Earthquake Science Foundation of China(grant No.105066)the SASAKAWA Scientific Grant from the Japan Science Society.
文摘Recent studies on the Xianshuihe-Xiaojiang fault system suggest that the Late Quaternary strike-slip rate is approximately uniform along the entire length of the fault zone, about 15±2 mm/a. This approximately uniform strike slip rate strongly supports the clockwise rotation model of the southeastern Tibetan crust. By approximating the geometry of the arc-shaped Xianshuihe-Xiaojiang fault system as a portion of a small circle on a spherical Earth, the 15±2 mm/a strike slip rate corresponds to clockwise rotation of the Southeastern Tibetan Block at the （5.2±0.7）×10^-7 deg/a angular velocity around the pole （21°N, 88°E） relative to the Northeast Tibetan Block. The approximately uniform strike slip rate along the Xianshuihe-Xiaojiang fault system also implies that the Longmeushan thrust zone is not active, or at least its activity has been very weak since the Late Quaternary. Moreover, the total offset along the Xiaushuihe-Xiaojiang fault system suggests that the lateral extrusion of the Southeastern Tibetan Block relative to Northeastern Tibetan Block is about 160 km and 200-240 km relative to the Tarim-North China block. This amount of lateral extrusion of the Tibetan crust should have accommodated about 13-24% convergence between India and Eurasia based on mass balance calculations. Assuming that the slip rate of 15±2 mm/a is constant throughout the entire history of the Xianshuihe-Xiaojiang fault system, 11±1.5 Ma is needed for the Xianshuihe-Xiaojiang fault system to attain the 160 km of total offset. This implies that left-slip faulting on the Xianshuihe-Xiaojiang fault system might start at 11±1.5 Ma.
基金supported by National Natural Science Foundation of China (No. 51475369)the Natural Science Basic Research Plan in Shaanxi Province of China (No. 2018JM1001)
文摘In order to research segmented diverters for aircraft lightning protection, a transient 2 D multiphysics model based on magnetohydrodynamics theory is proposed to predict the location of the arc plasma discharge and lightning channel, and to simulate the electrothermal behavior.Based on numerical calculation and preliminary analysis, factors that affect the breakdown voltage of the segmented diverter are discussed. The results show that the voltage increase rate of the voltage source, the width of the air gap between metal segments and the geometry of these segments influence the breakdown voltage of the strip. High-voltage tests of the segmented diverter are performed to reveal air breakdown of the strip and redirect the lightning current.Experimental and numerical results are compared to verify the correctness of the numerical model. The ionization of the air gap between metal segments and the breakdown voltage of the strip calculated by the model are qualitatively consistent with experimental results. The breakdown voltage of the segmented diverter is far lower than the lightning voltage. When a lightning strike occurs, the segmented diverter can be quickly ionized to form a plasma channel which can guide the lightning current well.
基金the National Natural Science Foundation of China(Nos.11472225 and 11102168).
文摘This paper presents an experimentai and numerical study of the bird strike on a 2024-T3 aluminum double plate.The experiments are carried out at a desired impact velocity of 150 m/s.The explicit finite element software PAM-CRASH is used to Simulate the birdstrike experiments,and a coupled SPH-FE method is adopted,where the bird is modeled using the SPH method with the Mur naghan EOS and the struc ture is meshed with finite elemen ts.The mat erial parame ters are identified by an optimization process,and the Simula ted dynamic responses of bird strike are compared with experimentai measurements to verify the numerical model.The displacement and strain of the plate as well as the final deformation and damage show good agreemen t bet ween the simulation and the experimental resul ts.It suggests that the coupled SPH-FE met hod can provide an effec tive tool in designing bird-strike-resista nt aircraft component.
基金supported by the Major National Science and Technology Projects of China (No. 2008ZX05029-002)CNPC Research Topics of China (No.07B60101)
文摘The Karatau fault is one of the important strike-slip faults in central Asia,and the South Turgay Basin is located towards its northern end.Detailed seismic interpretation indicated that the strikeslip tectonism of the Karatau fault weakened gradually from west to east in the South Turgay Basin.Typical flower structures developed on the section,and strike-slip faults showed an echelon pattern on planar view.The Karatau strike-slip fault affected the South Turgay Basin in two periods：（1） The South Turgay strike-slip pull-apart rift basin formed as a result of regional extensive stress in the Early-Middle Jurassic,characterized by the juxtaposition of horsts and grabens.The formation of horsts provided favorable reservoir spaces for later hydrocarbon accumulation,and different filling stages of grabens controlled different reservoir-forming factors in grabens.（2） Two stages of tectonic inversion occurred in the Late Jurassic and Late Cretaceous and played a crucial role in the final shape of the structure in the South Turgay Basin.The oil and gas migrated to form reservoirs and mainly concentrated in the horsts,graben slopes and in both sides of the strike-slip fault zone.In the case of the degree of accumulation of petroleum,the factor explaining why horsts are better than grabens is the strike-slip pull-apart of the South Turgay Basin,and the structure inversion of the South Turgay Basin explains why the west graben is better than the east one.Overall,the Karatau strike-slip fault played a very important role in the formation of the South Turgay Basin and its hydrocarbon accumulations.
基金National Natural Science Foundation (40772086)Common advanced projects of CNPC oil and gas exploration (07-01C-01-04)
文摘Because of its rich oil and gas resources and the special tectonic location of the Liaohe Western Sag （the Tanlu Fault traverses the sag）, Bohai Bay Basin, a detailed study of its strike-slip tectonics is significant in revealing the sag＇s tectonic evolution, its control on hydrocarbon accumulation, and the activity history of the northern section of the Tanlu Fault in the Cenozoic. Through systematic structure analysis of 3D seismic data of the Liaohe Western Sag, combined with balanced section analysis, a variety of structural features in relation to right-lateral strike-slip faults, such as echelon normal faults, ＂comb＂ structure, ＂flower＂ structure,＂interpretable＂ and ＂buried＂ strike-slip faults have been revealed exist in the Liaohe Western Sag. According to the research in this paper, the complex structural phenomena in the Liaohe Western Sag could be reasonably interpreted as right-lateral strike-slip activity and the strike-slip activities of the Liaohe Western Sag began in the early Oligocene. The activity was weak at the beginning （E3s1-2）, then strengthened gradually and reached its strongest level in the late Oligocene （E3d1）. In the Miocene, the strike-slip activity was low and then strengthened significantly once again from the Pliocene to the present. It is speculated that the entire northern section of the Tanlu Fault has had a similar evolution history since the Oligocene.
文摘Aircrafts damages caused by lightning strikes have been known since the early days of aviation.However,the physical effects on the aircraft structure are still being investigated.This work seeks to evaluate the lightning strike effects in the aluminum alloy 7075-T6.Samples were submitted to lightning strike simulation in laboratory and the damages evaluated through characterization techniques.Ultrasound and profilometry tests have shown material loss to 0.272 mm depth in the damaged region.In addition,it was detected the material accumulation occurrence in the damage vicinity of the region.Below the damage,it was found a region where metallurgical changes were identified.The tensile and microhardness tests results have shown reduction in the percentage elongation and hardness increasing in the material affected by lightning.These results are corroborated by the X-Ray Diffraction(XRD)and Rietveld Method(red line)that indicated an increasing in dislocation density and micro-deformation in the material matrix.Optical microscopy results have shown the presence of microcracks on the normal and cross-section surface of the samples damaged.The Energy Dispersive X-Ray Spectroscopy(EDXS)and Electron Backscattered Diffraction Test(EBSD)found coarse intermetallic phases and precipitates compounds with dimensions greater than 1 lm in length.They were responsible for nucleation of the microcracks that propagate along the material grain boundaries.
