The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transf...The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transform.Then,using the Fourier transform and its inverse,we derive the analytical pricing formulas of power options which are expressed in the form of Fourier integral.In addition,the fast Fourier transform(FFT)algorithm is applied to calculate these pricing formulas.Finally,Shangzheng 50ETF options are chosen to test our results.Estimating the parameters in NIG process by maximum likelihood method,we show that the NIG prices are much closer to market prices than the Black-Scholes-Merton(BSM)ones.展开更多
Color Fourier single-pixel imaging(FSI)enables efficient spectral and spatial imaging.Here,we propose a Fourier single-pixel imaging scheme with a random color filter array(FSI-RCFA).The proposed method employs a rand...Color Fourier single-pixel imaging(FSI)enables efficient spectral and spatial imaging.Here,we propose a Fourier single-pixel imaging scheme with a random color filter array(FSI-RCFA).The proposed method employs a random color filter array(RCFA)to modulate Fourier patterns.A three-step phase-shifting technique reconstructs the Fourier spectrum,followed by an RCFA-based demosaicing algorithm to recover color images.Compared to traditional color FSI based on Bayer color filter array schemes(FSI-BCFA),our approach achieves superior separation between chrominance and luminance components in the frequency domain.Simulation results demonstrate that the FSI-RCFA method achieves a lower mean squared error(MSE),a higher peak signal-to-noise ratio(PSNR),and superior noise resistance compared to FSI-BCFA,while enabling direct single-channel pixel measurements for targeted applications such as agricultural defect detection.展开更多
On the basis of high precision requirement for input signals in the power system protection and control system,this paper,only for the influence of power system frequency deviation on extracting fundamental harmonic,s...On the basis of high precision requirement for input signals in the power system protection and control system,this paper,only for the influence of power system frequency deviation on extracting fundamental harmonic,studies the amplitude error of Fourier algorithm,presents a method of correcting frequency deviation,and further derives the formulas of improved Fourier algorithm.The simulation results verified the effectiveness of the algorithm,it not only can greatly weaken the influence of frequency deviation,but also increase the precision of the power system protection and control.As a result the study in this paper has practical application value.展开更多
To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform （STFT） is brought forward. ...To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform （STFT） is brought forward. First the physical essence of aliasing that occurs is analyzed; second the interpolation algorithm model is setup based on the Hamming window; then the fast implementation of the algorithm using the Newton iteration method is given. Using the numerical simulation the feasibility of algorithm is validated. Finally, the electrical circuit experiment shows the practicality of the algorithm in the electrical engineering.展开更多
The single-pixel imaging(SPI) technique is able to capture two-dimensional(2 D) images without conventional array sensors by using a photodiode. As a novel scheme, Fourier single-pixel imaging(FSI) has been proven cap...The single-pixel imaging(SPI) technique is able to capture two-dimensional(2 D) images without conventional array sensors by using a photodiode. As a novel scheme, Fourier single-pixel imaging(FSI) has been proven capable of reconstructing high-quality images. Due to the fact that the Fourier basis patterns(also known as grayscale sinusoidal patterns)cannot be well displayed on the digital micromirror device(DMD), a fast FSI system is proposed to solve this problem by binarizing Fourier pattern through a dithering algorithm. However, the traditional dithering algorithm leads to low quality as the extra noise is inevitably induced in the reconstructed images. In this paper, we report a better dithering algorithm to binarize Fourier pattern, which utilizes the Sierra–Lite kernel function by a serpentine scanning method. Numerical simulation and experiment demonstrate that the proposed algorithm is able to achieve higher quality under different sampling ratios.展开更多
In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the sol...In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the soliton selffrequency shift is remarkable and the photonic crystal fibre （PCF） parameters vary with the frequency considerably. The precision of numerical simulation by using ASSFM is higher than that by using split-step Fourier method in the process of laser pulse propagation in PCFs due to the fact that the variation of fibre parameters with the peak frequency in the pulse spectrum can be taken into account fully.展开更多
In this paper, an approximate analytical algorithm in the form of direct Fourier reconstruction is obtained for the recon- struction of data functions arisen from ^-scheme short-scan sin- gle-photon emission computed ...In this paper, an approximate analytical algorithm in the form of direct Fourier reconstruction is obtained for the recon- struction of data functions arisen from ^-scheme short-scan sin- gle-photon emission computed tomography（SPECT） with uniform attenuation, and the modified central slice theorem is developed. Numerical simulations are conducted to demonstrate the effec- tiveness of the developed method.展开更多
In order to improve femtosecond laser throughput,a parallel processing system consisting of liquid crystal on silicon(LCOS)device as spatial light modulator is put forward.A method is described for displaying Fourier ...In order to improve femtosecond laser throughput,a parallel processing system consisting of liquid crystal on silicon(LCOS)device as spatial light modulator is put forward.A method is described for displaying Fourier hologram on LCOS,and a high uniformity of several diffraction peaks in the computer reconstruction is achieved.Application of this method to the parallel femtosecond laser processing is also demonstrated,and two intersecting rings and three tangent rings are fabricated respectively by one time in the photoresist.展开更多
To address the problem of identifying multiple types of additives in lubricating oil,a method based on midinfrared spectral band selection using the eXtreme Gradient Boosting(XGBoost)algorithm combined with the ant co...To address the problem of identifying multiple types of additives in lubricating oil,a method based on midinfrared spectral band selection using the eXtreme Gradient Boosting(XGBoost)algorithm combined with the ant colony optimization(ACO)algorithm is proposed.The XGBoost algorithm was used to train and test three additives,T534(alkyl diphenylamine),T308(isooctyl acid thiophospholipid octadecylamine),and T306(trimethylphenol phosphate),separately,in order to screen for the optimal combination of spectral bands for each additive.The ACO algorithm was used to optimize the parameters of the XGBoost algorithm to improve the identification accuracy.During this process,the support vector machine(SVM)and hybrid bat algorithms(HBA)were included as a comparison,generating four models:ACO-XGBoost,ACO-SVM,HBA-XGboost,and HBA-SVM.The results showed that all four models could identify the three additives efficiently,with the ACO-XGBoost model achieving 100%recognition of all three additives.In addition,the generalizability of the ACO-XGBoost model was further demonstrated by predicting a lubricating oil containing the three additives prepared in our laboratory and a collected sample of commercial oil currently in use。展开更多
Mathematical physics equations are often utilized to describe physical phenomena in various fields of science and engineering.One such equation is the Fourier equation,which is a commonly used and effective method for...Mathematical physics equations are often utilized to describe physical phenomena in various fields of science and engineering.One such equation is the Fourier equation,which is a commonly used and effective method for evaluating the effectiveness of temperature control measures for mass concrete.One important measure for temperature control in mass concrete is the use of cooling water pipes.However,the mismatch of grids between large-scale concrete models and small-scale cooling pipe models can result in a significant waste of calculation time when using the finite element method.Moreover,the temperature of the water in the cooling pipe needs to be iteratively calculated during the thermal transfer process.The substructure method can effectively solve this problem,and it has been validated by scholars.The Abaqus/Python secondary development technology provides engineers with enough flexibility to combine the substructure method with an iteration algorithm,which enables the creation of a parametric modeling calculation for cooling water pipes.This paper proposes such a method,which involves iterating the water pipe boundary and establishing the water pipe unit substructure to numerically simulate the concrete temperature field that contains a cooling water pipe.To verify the feasibility and accuracy of the proposed method,two classic numerical examples were analyzed.The results showed that this method has good applicability in cooling pipe calculations.When the value of the iteration parameterαis 0.4,the boundary temperature of the cooling water pipes can meet the accuracy requirements after 4∼5 iterations,effectively improving the computational efficiency.Overall,this approach provides a useful tool for engineers to analyze the temperature control measures accurately and efficiently for mass concrete,such as cooling water pipes,using Abaqus/Python secondary development.展开更多
基金Supported by National Natural Science Foundation of China(11571089,11501164)Natural Science Founda-tion of Hebei Province(A2019205299)+1 种基金the Foundation of Hebei Education Department(ZD2018065,ZD2019053)Hebei Normal University(L2019Z01).
文摘The aim of this paper is to price power option with its underlying asset price following exponential normal inverse gaussian(NIG)process.We first find the risk neutral equivalent martingale measure Q by Esscher transform.Then,using the Fourier transform and its inverse,we derive the analytical pricing formulas of power options which are expressed in the form of Fourier integral.In addition,the fast Fourier transform(FFT)algorithm is applied to calculate these pricing formulas.Finally,Shangzheng 50ETF options are chosen to test our results.Estimating the parameters in NIG process by maximum likelihood method,we show that the NIG prices are much closer to market prices than the Black-Scholes-Merton(BSM)ones.
基金supported by the National Natural Science Foundation of China(Grant Nos.62001249 and62375140)。
文摘Color Fourier single-pixel imaging(FSI)enables efficient spectral and spatial imaging.Here,we propose a Fourier single-pixel imaging scheme with a random color filter array(FSI-RCFA).The proposed method employs a random color filter array(RCFA)to modulate Fourier patterns.A three-step phase-shifting technique reconstructs the Fourier spectrum,followed by an RCFA-based demosaicing algorithm to recover color images.Compared to traditional color FSI based on Bayer color filter array schemes(FSI-BCFA),our approach achieves superior separation between chrominance and luminance components in the frequency domain.Simulation results demonstrate that the FSI-RCFA method achieves a lower mean squared error(MSE),a higher peak signal-to-noise ratio(PSNR),and superior noise resistance compared to FSI-BCFA,while enabling direct single-channel pixel measurements for targeted applications such as agricultural defect detection.
文摘On the basis of high precision requirement for input signals in the power system protection and control system,this paper,only for the influence of power system frequency deviation on extracting fundamental harmonic,studies the amplitude error of Fourier algorithm,presents a method of correcting frequency deviation,and further derives the formulas of improved Fourier algorithm.The simulation results verified the effectiveness of the algorithm,it not only can greatly weaken the influence of frequency deviation,but also increase the precision of the power system protection and control.As a result the study in this paper has practical application value.
基金the National Natural Science Foundation of China (90407007 60372001).
文摘To eliminate the aliasing that appeared during the measurement of multi-components nonstationary signals, a novel kind of anti-aliasing algorithm based on the short time Fourier transform （STFT） is brought forward. First the physical essence of aliasing that occurs is analyzed; second the interpolation algorithm model is setup based on the Hamming window; then the fast implementation of the algorithm using the Newton iteration method is given. Using the numerical simulation the feasibility of algorithm is validated. Finally, the electrical circuit experiment shows the practicality of the algorithm in the electrical engineering.
基金supported by the National Natural Science Foundation of China(Grant No.61271376)the Anhui Provincial Natural Science Foundation,China(Grant No.1208085MF114)
文摘The single-pixel imaging(SPI) technique is able to capture two-dimensional(2 D) images without conventional array sensors by using a photodiode. As a novel scheme, Fourier single-pixel imaging(FSI) has been proven capable of reconstructing high-quality images. Due to the fact that the Fourier basis patterns(also known as grayscale sinusoidal patterns)cannot be well displayed on the digital micromirror device(DMD), a fast FSI system is proposed to solve this problem by binarizing Fourier pattern through a dithering algorithm. However, the traditional dithering algorithm leads to low quality as the extra noise is inevitably induced in the reconstructed images. In this paper, we report a better dithering algorithm to binarize Fourier pattern, which utilizes the Sierra–Lite kernel function by a serpentine scanning method. Numerical simulation and experiment demonstrate that the proposed algorithm is able to achieve higher quality under different sampling ratios.
文摘In this paper, the generalized nonlinear Schrodinger equation （GNLSE） is solved by an adaptive split-step Fourier method （ASSFM）. It is found that ASSFM must be used to solve GNLSE to ensure precision when the soliton selffrequency shift is remarkable and the photonic crystal fibre （PCF） parameters vary with the frequency considerably. The precision of numerical simulation by using ASSFM is higher than that by using split-step Fourier method in the process of laser pulse propagation in PCFs due to the fact that the variation of fibre parameters with the peak frequency in the pulse spectrum can be taken into account fully.
基金Supported by the National Natural Science Foundation of China(61271398)the Natural Science Foundation of Ningbo(2012A610031)
文摘In this paper, an approximate analytical algorithm in the form of direct Fourier reconstruction is obtained for the recon- struction of data functions arisen from ^-scheme short-scan sin- gle-photon emission computed tomography（SPECT） with uniform attenuation, and the modified central slice theorem is developed. Numerical simulations are conducted to demonstrate the effec- tiveness of the developed method.
基金National Natural Science Foundation of China(No.51275502)Natural Science Key Project of Anhui Province(No.KJ2011A014)+1 种基金China Postdoctoral Science Foundation funded project(NO.2012M511416)The Innovation Foundationof Anhui University and the Personnel Construction Project of Anhui University
文摘In order to improve femtosecond laser throughput,a parallel processing system consisting of liquid crystal on silicon(LCOS)device as spatial light modulator is put forward.A method is described for displaying Fourier hologram on LCOS,and a high uniformity of several diffraction peaks in the computer reconstruction is achieved.Application of this method to the parallel femtosecond laser processing is also demonstrated,and two intersecting rings and three tangent rings are fabricated respectively by one time in the photoresist.
基金the Beijing Natural Science Foundation(Grant No.2232066)the Open Project Foundation of State Key Laboratory of Solid Lubrication(Grant LSL-2212).
文摘To address the problem of identifying multiple types of additives in lubricating oil,a method based on midinfrared spectral band selection using the eXtreme Gradient Boosting(XGBoost)algorithm combined with the ant colony optimization(ACO)algorithm is proposed.The XGBoost algorithm was used to train and test three additives,T534(alkyl diphenylamine),T308(isooctyl acid thiophospholipid octadecylamine),and T306(trimethylphenol phosphate),separately,in order to screen for the optimal combination of spectral bands for each additive.The ACO algorithm was used to optimize the parameters of the XGBoost algorithm to improve the identification accuracy.During this process,the support vector machine(SVM)and hybrid bat algorithms(HBA)were included as a comparison,generating four models:ACO-XGBoost,ACO-SVM,HBA-XGboost,and HBA-SVM.The results showed that all four models could identify the three additives efficiently,with the ACO-XGBoost model achieving 100%recognition of all three additives.In addition,the generalizability of the ACO-XGBoost model was further demonstrated by predicting a lubricating oil containing the three additives prepared in our laboratory and a collected sample of commercial oil currently in use。
文摘Mathematical physics equations are often utilized to describe physical phenomena in various fields of science and engineering.One such equation is the Fourier equation,which is a commonly used and effective method for evaluating the effectiveness of temperature control measures for mass concrete.One important measure for temperature control in mass concrete is the use of cooling water pipes.However,the mismatch of grids between large-scale concrete models and small-scale cooling pipe models can result in a significant waste of calculation time when using the finite element method.Moreover,the temperature of the water in the cooling pipe needs to be iteratively calculated during the thermal transfer process.The substructure method can effectively solve this problem,and it has been validated by scholars.The Abaqus/Python secondary development technology provides engineers with enough flexibility to combine the substructure method with an iteration algorithm,which enables the creation of a parametric modeling calculation for cooling water pipes.This paper proposes such a method,which involves iterating the water pipe boundary and establishing the water pipe unit substructure to numerically simulate the concrete temperature field that contains a cooling water pipe.To verify the feasibility and accuracy of the proposed method,two classic numerical examples were analyzed.The results showed that this method has good applicability in cooling pipe calculations.When the value of the iteration parameterαis 0.4,the boundary temperature of the cooling water pipes can meet the accuracy requirements after 4∼5 iterations,effectively improving the computational efficiency.Overall,this approach provides a useful tool for engineers to analyze the temperature control measures accurately and efficiently for mass concrete,such as cooling water pipes,using Abaqus/Python secondary development.
