55 resultados para Optimal hedging ratio

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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The feasibility of biodiesel production from tung oil was investigated. The esterification reaction of the free fatty acids of tung oil was performed using Amberlyst-15. Optimal molar ratio of methanol to oil was determined to be 7.5:1, and Amberlyst-15 was 20.8wt% of oil by response surface methodology. Under these reaction conditions, the acid value of tung oil was reduced to 0.72mg KOH/g. In the range of the molar equivalents of methanol to oil under 5, the esterification was strongly affected by the amount of methanol but not the catalyst. When the molar ratio of methanol to oil was 4.1:1 and Amberlyst-15 was 29.8wt% of the oil, the acid value decreased to 0.85mg KOH/g. After the transesterification reaction of pretreated tung oil, the purity of tung biodiesel was 90.2wt%. The high viscosity of crude tung oil decreased to 9.8mm(2)/s at 40 degrees C. Because of the presence of eleostearic acid, which is a main component of tung oil, the oxidation stability as determined by the Rancimat method was very low, 0.5h, but the cold filter plugging point, -11 degrees C, was good. The distillation process did not improve the fatty acid methyl ester content and the viscosity.

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The main idea of the Load-Unload Response Ratio (LURR) is that when a system is stable, its response to loading corresponds to its response to unloading, whereas when the system is approaching an unstable state, the response to loading and unloading becomes quite different. High LURR values and observations of Accelerating Moment/Energy Release (AMR/AER) prior to large earthquakes have led different research groups to suggest intermediate-term earthquake prediction is possible and imply that the LURR and AMR/AER observations may have a similar physical origin. To study this possibility, we conducted a retrospective examination of several Australian and Chinese earthquakes with magnitudes ranging from 5.0 to 7.9, including Australia's deadly Newcastle earthquake and the devastating Tangshan earthquake. Both LURR values and best-fit power-law time-to-failure functions were computed using data within a range of distances from the epicenter. Like the best-fit power-law fits in AMR/AER, the LURR value was optimal using data within a certain epicentral distance implying a critical region for LURR. Furthermore, LURR critical region size scales with mainshock magnitude and is similar to the AMR/AER critical region size. These results suggest a common physical origin for both the AMR/AER and LURR observations. Further research may provide clues that yield an understanding of this mechanism and help lead to a solid foundation for intermediate-term earthquake prediction.

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1. In previous work, phytoplankton regulation in freshwater lakes has been associated with many factors. Among these, the ratio of total nitrogen to total phosphorus (TN : TP) has been widely proposed as an index to identify whether phytoplankton are N- or P-limited. From another point of view, it has been suggested that planktivorous fish can be used to control phytoplankton. 2. Large-scale investigations of phytoplankton biomass [measured as chlorophyll a, (chl-a)] were carried out in 45 mid-lower Yangtze shallow lakes to test hypotheses concerning nutrient limitation (assessed with TN : TP ratios) and phytoplankton control by planktivorous fish. 3. Regression analyses indicated that TP was the primary regulating factor and TN the second regulating factor for both annual and summer phytoplankton chl-a. In separate nutrient-chl-a regression analyses for lakes of different TN : TP ratios, TP was also superior to TN in predicting chl-a at all particular TN : TP ranges and over the entire TN : TP spectrum. Further analyses found that chl-a : TP was not influenced by TN : TP, while chl-a : TN was positively and highly correlated to TP : TN. 4. Based on these results, and others in the literature, we argue that the TN : TP ratio is inappropriate as an index to identify limiting nutrients. It is almost impossible to specify a 'cut-off' TN : TP ratio to identify a limiting nutrient for a multi-species community because optimal N : P ratios vary greatly among phytoplankton species. 5. Lakes with yields of planktivorous fish (silver and bighead carp, the species native to China) > 100 kg ha(-1) had significantly higher chl-a and lower Secchi depth than those with yields < 100 kg ha(-1). TP-chl-a and TP-Secchi depth relationships are not significantly different between lakes with yields > 100 kg ha(-1) or < 100 kg ha(-1). These results indicate that the fish failed to decrease chl-a yield or enhance Z(SD). Therefore, silver carp and bighead carp are not recommended as a biotic agent for phytoplankton control in lake management if the goal is to control the entire phytoplankton and to enhance water quality.

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We study the nature of biomolecular binding. We found that in general there exists several thermodynamic phases: a native binding phase, a non-native phase, and a glass or local trapping phase. The quantitative optimal criterion for the binding specificity is found to be the maximization of the ratio of the binding transition temperature versus the trapping transition temperature, or equivalently the ratio of the energy gap of binding between the native state and the average non-native states versus the dispersion or variance of the non-native states. This leads to a funneled binding energy landscape.

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Pulverized coal combustion in tangentially fired furnaces with fuel rich/lean burners was investigated for three low volatile coals. The burners were operated under the conditions with varied value N-d, which means the ratio of coal concentration of the fuel rich stream to that of the fuel lean stream. The wall temperature distributions in various positions were measured and analyzed. The carbon content in the char and Nox emission were detected under various conditions. The new burners with fuel rich/lean streams were utilized in a thermal power station to burn low volatile coal. The results show that the N-d value has significant influences on the distributions of temperature and char burnout. There exists an optimal N-d value under which the carbon content in the char and the Nox emission is relatively low. The coal ignition and Nox emission in the utilized power station are improved after retrofitting the burners.

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The Load/Unload Response Ratio (LURR) method is proposed for short-to-intermediate-term earthquake prediction [Yin, X.C., Chen, X.Z., Song, Z.P., Yin, C., 1995. A New Approach to Earthquake Prediction — The Load/Unload Response Ratio (LURR) Theory, Pure Appl. Geophys., 145, 701–715]. This method is based on measuring the ratio between Benioff strains released during the time periods of loading and unloading, corresponding to the Coulomb Failure Stress change induced by Earth tides on optimally oriented faults. According to the method, the LURR time series usually climb to an anomalously high peak prior to occurrence of a large earthquake. Previous studies have indicated that the size of critical seismogenic region selected for LURR measurements has great influence on the evaluation of LURR. In this study, we replace the circular region usually adopted in LURR practice with an area within which the tectonic stress change would mostly affect the Coulomb stress on a potential seismogenic fault of a future event. The Coulomb stress change before a hypothetical earthquake is calculated based on a simple back-slip dislocation model of the event. This new algorithm, by combining the LURR method with our choice of identified area with increased Coulomb stress, is devised to improve the sensitivity of LURR to measure criticality of stress accumulation before a large earthquake. Retrospective tests of this algorithm on four large earthquakes occurred in California over the last two decades show remarkable enhancement of the LURR precursory anomalies. For some strong events of lesser magnitudes occurred in the same neighborhoods and during the same time periods, significant anomalies are found if circular areas are used, and are not found if increased Coulomb stress areas are used for LURR data selection. The unique feature of this algorithm may provide stronger constraints on forecasts of the size and location of future large events.

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The optimal bounded control of quasi-integrable Hamiltonian systems with wide-band random excitation for minimizing their first-passage failure is investigated. First, a stochastic averaging method for multi-degrees-of-freedom (MDOF) strongly nonlinear quasi-integrable Hamiltonian systems with wide-band stationary random excitations using generalized harmonic functions is proposed. Then, the dynamical programming equations and their associated boundary and final time conditions for the control problems of maximizinig reliability and maximizing mean first-passage time are formulated based on the averaged It$\ddot{\rm o}$ equations by applying the dynamical programming principle. The optimal control law is derived from the dynamical programming equations and control constraints. The relationship between the dynamical programming equations and the backward Kolmogorov equation for the conditional reliability function and the Pontryagin equation for the conditional mean first-passage time of optimally controlled system is discussed. Finally, the conditional reliability function, the conditional probability density and mean of first-passage time of an optimally controlled system are obtained by solving the backward Kolmogorov equation and Pontryagin equation. The application of the proposed procedure and effectiveness of control strategy are illustrated with an example.

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在四辊冷轧试验机和Gleeble-1500试验机上进行了热轧微碳钢板的冷轧和退火试验。用D/max-RC衍射仪测量了试样的,/”层织构,并用Roe软件进行了ODF分析。研究表明,所研究的热轧微碳深冲板压下率约为75%,退火升温速度为20-40℃/h时,试样为{111}织构特征;压下率较大(80%)时,退火织构为较弱的{111}组分。无论{111}织构还是非{111}织构都是在形核阶段开始形成,在晶粒长大优先长大,受到定向形核和选择生长双重机制的作用。

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An experimental investigation of the onset of Benard-Marangoni convection has been performed in a liquid layer of rectangular configuration. The critical temperature difference was measured via the detections of both temperature field pattern (IR-imaging) on the free surface and fluid convection (PIV) in the liquid layer. The critical temperature difference or the critical Marangoni number was given. The experiments were performed for a fixed depth of air layer and a changeable depth of the liquid layer, and then the influence of the thickness ratio of the air layer to liquid layer on the Marangoni instability was studied.

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The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.

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A depth-integrated two-dimensional numerical model of current, salinity and sediment transport was proposed and calibrated by the observation data in the Yangtze River Estuary. It was then applied to investigate the flow and sediment ratio of the navigati

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The optimization of off-null ellipsometry is described with emphasis on the improvement of sample thickness sensitivity. Optimal conditions are dependent on azimuth angle settings of the polarizer, compensator, and analyzer in a polarizer-compensator-sample-analyzer ellipsometer arrangement. Numerical simulation utilized offers an approach to present the dependence of the sensitivity on the azimuth angle settings, from which optimal settings corresponding to the best sensitivity are derived. For a series of samples of SiO2 layer (thickness in the range of 1.8-6.5 nm) on silicon substrate, the theory analysis proves that sensitivity at the optimal settings is increased 20 times compared to that at null settings used in most works, and the relationship between intensity and thickness is simplified as a linear type instead of the original nonlinear type, with the relative error reduced to similar to 1/100 at the optimal settings. Furthermore the discussion has been extended toward other factors affecting the sensitivity of the practical system, such as the linear dynamic range of the detector, the signal-to-noise ratio and the intensity from the light source, etc. Experimental results from the investigation Of SiO2 layer on silicon substrate are chosen to verify the optimization. (c) 2007 Optical Society of America.

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A two-dimensional (2-D) vortex-induced vibration (VIV) prediction model for high aspect ratio (LID) riser subjected to uniform and sheared flow is studied in this paper. The nonlinear structure equations are considered. The near wake dynamics describing the fluctuating nature of vortex shedding is modeled using classical van der Pol equation. A new approach was applied to calibrate the empirical parameters in the wake oscillator model. Compared the predicted results with the experimental data and computational fluid dynamic (CFD) results. Good agreements are observed. It can be concluded that the present model can be used as simple computational tool in predicting some aspects of VIV of long flexible structures. (C) 2008 Elsevier Ltd. All rights reserved.

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The effect of a negative Poisson ratio is experimentally revealed in the tension deformation of a natural layered ceramic. This effect can increase the volume strain energy per unit volume by 1100% and, simultaneously, decrease the deformation strain energy per unit volume by about 44%, so that it effectively enhances the deformation capacity by about 1 order of magnitude in the tension of the material. The present study also shows that the physical mechanisms producing the effect are attributed to the climbing on one another of the nanostructures in the natural material, which provides a guide to the design of synthetic toughening composites.

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Arrhenius law implicates that only those molecules which possess the internal energy greater than the activation energy E-a can react. However, the internal energy will not be proportional to the gas temperature if the specific heat ratio gamma and the gas constant R vary during chemical reaction processes. The varying gamma may affect significantly the chemical reaction rate calculated with the Arrhenius law under the constant gamma assumption, which has been widely accepted in detonation and combustion simulations for many years. In this paper, the roles of variable gamma and R in Arrhenius law applications are reconsidered, and their effects on the chemical reaction rate are demonstrated by simulating one-dimensional C-J and two-dimensional cellular detonations. A new overall one-step detonation model with variable gamma and R is proposed to improve the Arrhenius law. Numerical experiments demonstrate that this improved Arrhenius law works well in predicting detonation phenomena with the numerical results being in good agreement with experimental data.