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Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model
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作者 mingjia li 《Open Journal of Statistics》 2017年第3期446-458,共13页
As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimen... As a kind of weak-path dependent options, barrier options are an important kind of exotic options. Because the pricing formula for pricing barrier options with discrete observations cannot avoid computing a high dimensional integral, numerical calculation is time-consuming. In the current studies, some scholars just obtained theoretical derivation, or gave some simulation calculations. Others impose underlying assets on some strong assumptions, for example, a lot of calculations are based on the Black-Scholes model. This thesis considers Merton jump diffusion model as the basic model to derive the pricing formula of discrete double barrier option;numerical calculation method is used to approximate the continuous convolution by calculating discrete convolution. Then we compare the results of theoretical calculation with simulation results by Monte Carlo method, to verify their efficiency and accuracy. By comparing the results of degeneration constant parameter model with the results of previous models we verified the calculation method is correct indirectly. Compared with the Monte Carlo simulation method, the numerical results are stable. Even if we assume the simulation results are accurate, the time consumed by the numerical method to achieve the same accuracy is much less than the Monte Carlo simulation method. 展开更多
关键词 DISCRETE DOUBLE Barrier OPTION MERTON JUMP Diffusion Model DISCRETE Convolution Monte Carlo Method
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Liquid-based high-temperature receiver technologies for next-generation concentrating solar power:A review of challenges and potential solutions
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作者 Ya-ling HE Wenqi WANG +2 位作者 Rui JIANG mingjia li Wenquan TAO 《Frontiers in Energy》 SCIE CSCD 2023年第1期16-42,共27页
To reduce the levelized cost of energy for concentrating solar power(CSP),the outlet temperature of the solar receiver needs to be higher than 700°C in the next-generation CSP.Because of extensive engineering app... To reduce the levelized cost of energy for concentrating solar power(CSP),the outlet temperature of the solar receiver needs to be higher than 700°C in the next-generation CSP.Because of extensive engineering application experience,the liquid-based receiver is an attractive receiver technology for the next-generation CSP.This review is focused on four of the most promising liquid-based receivers,including chloride salts,sodium,lead-bismuth,and tin receivers.The challenges of these receivers and corresponding solutions are comprehensively reviewed and classified.It is concluded that combining salt purification and anti-corrosion receiver materials is promising to tackle the corrosion problems of chloride salts at high temperatures.In addition,reducing energy losses of the receiver from sources and during propagation is the most effective way to improve the receiver efficiency.Moreover,resolving the sodium fire risk and material compatibility issues could promote the potential application of liquid-metal receivers.Furthermore,using multiple heat transfer fluids in one system is also a promising way for the next-generation CSP.For example,the liquid sodium is used as the heat transfer fluid while the molten chloride salt is used as the storage medium.In the end,suggestions for future studies are proposed to bridge the research gaps for>700℃liquid-based receivers. 展开更多
关键词 next-generation concentrating solar power liquid-based solar receiver molten salt liquid metals
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Effects of Deformation and Phase Transformation Microstructures on Springback Behavior and Biocompatibility in β-Type Ti-15Mo Alloy 被引量:2
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作者 Sujie Zhang Xiaohua Min +3 位作者 Yada li Weiqiang Wang Ping li mingjia li 《Acta Metallurgica Sinica(English Letters)》 SCIE EI CAS CSCD 2022年第4期621-635,共15页
This study examined the mechanical properties, springback behavior from three-point bending loading–unloading tests and biocompatibility from human osteoblast cell adhesion and proliferation experiments in Ti-15Mo al... This study examined the mechanical properties, springback behavior from three-point bending loading–unloading tests and biocompatibility from human osteoblast cell adhesion and proliferation experiments in Ti-15Mo alloy with different microstructures. The springback ratio increased after the appearance of deformation microstructures including {332} < 113 > twins and dislocations, due to the increased bending strength and unchanged Young’s modulus. By contrast, the change in springback ratio was dependent on the competing effect of the simultaneous increase in bending strength and Young’s modulus after phase transformation, namely, the isothermal ω-phase formation. Good cell adhesion and proliferation were observed on the alloy surface, and they were not significantly affected by the deformation twins, dislocations and isothermal ω-phase.The diversity of deformation and phase transformation microstructures made it possible to control the springback behavior effectively while keeping the biocompatibility of the alloy as an implant rod used for spinal fixation devices. 展开更多
关键词 Titanium alloys Spinal fixation Springback behavior Deformation microstructures Phase transformation BIOCOMPATIBILITY
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“源-网-荷-储”式异质能流复合供能系统的研究现状及发展趋势
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作者 李明佳 郭嘉琪 +2 位作者 马腾 严俊杰 陶文铨 《科学通报》 EI CAS CSCD 北大核心 2023年第15期1941-1958,共18页
发展新一代“源-网-荷-储”式异质能流复合供能系统是能源行业高质量发展和提高可再生能源消纳水平的必然需求,加快其发展对构建多能互补、灵活、智慧的能源系统具有重要意义.目前,我国能源系统转型与升级进程加快,能源系统多能流交织... 发展新一代“源-网-荷-储”式异质能流复合供能系统是能源行业高质量发展和提高可再生能源消纳水平的必然需求,加快其发展对构建多能互补、灵活、智慧的能源系统具有重要意义.目前,我国能源系统转型与升级进程加快,能源系统多能流交织、多品位分布、多时空尺度等特征愈发突出,给能源的高效利用带来新的理论和技术挑战.为实现异质能流系统的协同发展,还需要突破单一能流系统能量转换分析的局限,从能质、能量品位的角度,解释不同能源系统间的耦合逻辑并指导能源结构优化和能量管控,解决异质能流多尺度协同响应难等问题.因此,本文以“源-网-荷-储”式异质能流复合供能系统的构成和特征为切入,明晰了异质能流系统基础架构及各层间的关系,阐明了按质用能思想和能量品位相匹配对构建高效能量梯级利用系统、实现能量有序按需转化的重要性,总结了异质能流系统动态响应特性与协同调控、结构优化和能量管控等研究现状和挑战,并对未来能源系统的发展提出了一些建议. 展开更多
关键词 异质能流 源-网-荷-储 动态响应 能量管理 数字孪生
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碳中和背景下新能源汽车热管理系统研究现状及发展趋势 被引量:26
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作者 王从飞 曹锋 +3 位作者 李明佳 殷翔 宋昱龙 何雅玲 《科学通报》 EI CAS CSCD 北大核心 2021年第32期4112-4128,共17页
自从《<蒙特利尔议定书>基加利修正案》签订并实施以来,削减当量碳排放、有效延缓全球变暖成为各个行业的热门话题.新能源汽车的快速发展也标志着交通领域的能源结构变革.不过,新能源车目前仍存在安全隐患、里程焦虑、热管理工质... 自从《<蒙特利尔议定书>基加利修正案》签订并实施以来,削减当量碳排放、有效延缓全球变暖成为各个行业的热门话题.新能源汽车的快速发展也标志着交通领域的能源结构变革.不过,新能源车目前仍存在安全隐患、里程焦虑、热管理工质温室效应等瓶颈问题,这也从"节能"与"环保"两个方面对车辆热管理行业提出了更高级、更精准的要求.从节能角度来说,本文总结了热管理系统从常规单冷空调技术到热泵空调技术的系统架构转变与实现形式升级,达到了在冬季制热条件下节省大量正温度系数热敏加热器(positive temperature coefficient,PTC)能耗的目的;同时,展示了一体化热管理新概念与各种智能优化控制算法的结合,使乘员舱、电池、电机、电控部分的综合热管理持续向着性能更优、能耗更小的方向演化.另一方面,新能源汽车热管理系统目前仍广泛使用HFC(hydrofluorocarbon)类强温室效应气体(如R134a与R407C)作为制冷剂.从环保角度出发,本文介绍了几种较为热门的环保型制冷剂替代方案,如CO2、R290、R1234yf等.最后,前瞻性地指出新能源汽车热管理技术将朝向"绿色高效化"、"功能一体化"、"结构模块化"、"控制智能化"方向不断前进,以为我国实现碳达峰、碳中和目标作出重要贡献. 展开更多
关键词 碳中和 新能源汽车 一体化热管理 优化控制算法 制冷剂绿色替代
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西藏横断山区溪流细菌beta多样性组分对气候和水体环境的响应 被引量:6
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作者 李明家 吴凯媛 +4 位作者 孟凡凡 沈吉 刘勇勤 肖能文 王建军 《生物多样性》 CAS CSCD 北大核心 2020年第12期1570-1580,共11页
理解沿环境或空间梯度的群落组成变化(即beta多样性)一直是生态学和保护生物学的中心问题,且beta多样性的形成机制及其对环境的响应已成为当前生物多样性研究的热点问题。本文以西藏横断山区怒江和澜沧江两个流域入江溪流中的细菌为研... 理解沿环境或空间梯度的群落组成变化(即beta多样性)一直是生态学和保护生物学的中心问题,且beta多样性的形成机制及其对环境的响应已成为当前生物多样性研究的热点问题。本文以西藏横断山区怒江和澜沧江两个流域入江溪流中的细菌为研究对象,使用Baselga的beta多样性分解方法,基于Sφrensen相异性指数将细菌的beta多样性分解为周转(turnover)和嵌套(nestedness)两个组分,探究了细菌beta多样性及其分解组分随海拔距离的分布模式,并且衡量了环境、气候和空间因子的相对重要性。结果表明,两个流域中细菌的群落结构显著不同。两个流域的细菌总beta多样性和周转组分随海拔距离的增加而增加,周转组分占总beta多样性的比例较大。气候和环境因子是两个流域中细菌总beta多样性及周转过程的重要预测因子,并且所有的显著因子均为正相关,其中环境因子中相关性最高的为海拔距离(R^(2)=0.408,P<0.001),而气候因子中相关性最高的为年均温差(R^(2)=0.417,P<0.001)。方差分解结果暗示嵌套组分主要受空间扩散的影响;总beta多样性和周转组分在环境较恶劣的澜沧江主要受环境过滤的影响,而在环境较温和的怒江主要受空间扩散和环境过滤的共同影响。此外,较为恶劣的环境条件会增加细菌的总beta多样性和周转率,并且会形成更强的环境筛选作用去影响细菌群落的物种组成。我们的研究表明对西藏横断山区水体细菌多样性的保护需要从整个流域入手,而非少量的生物多样性热点地区。 展开更多
关键词 beta多样性 周转 嵌套 海拔梯度 气候 环境筛选
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甘蔗联合固氮的研究进展及应用潜力 被引量:1
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作者 李明家 刘冉 +1 位作者 钟永嘉 李欣欣 《微生物学报》 CAS CSCD 北大核心 2021年第3期564-579,共16页
在农业生产中,化学氮肥的投入大幅度增加了粮食产量,然而过量或不合理的施肥措施对农业生态环境造成了严重破坏。因此,挖掘植物自身的生物学特性,寻求其他有效的氮素来源,对农业减肥增效至关重要。其中,植物与微生物之间的生物固氮作用... 在农业生产中,化学氮肥的投入大幅度增加了粮食产量,然而过量或不合理的施肥措施对农业生态环境造成了严重破坏。因此,挖掘植物自身的生物学特性,寻求其他有效的氮素来源,对农业减肥增效至关重要。其中,植物与微生物之间的生物固氮作用,能为宿主提供大量的清洁氮源,在农业生产中发挥着不可替代的作用。本文以甘蔗为代表,综述了植物联合固氮的研究进展和应用潜力,包括联合固氮作用的提出、联合固氮菌的筛选、侵染机制及功能研究,并总结了联合固氮复合菌在甘蔗生产中的应用,以期为作物养分高效的品种改良及推动生物固氮作用在农业生产中的实践提供理论依据和参考。 展开更多
关键词 联合固氮 固氮菌 甘蔗 减肥增效 生态农业
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Functional assembly of root-associated microbial consortia improves nutrient efficiency and yield in soybean 被引量:10
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作者 Cunhu Wang Yanjun li +9 位作者 mingjia li Kefei Zhang Wenjing Ma Lei Zheng Hanyu Xu Baofeng Cui Ran liu Yongqing Yang Yongjia Zhong Hong liao 《Journal of Integrative Plant Biology》 SCIE CAS CSCD 2021年第6期1021-1035,共15页
Root-associated microbes are critical for plant growth and nutrient acquisition. However, scant information exists on optimizing communities of beneficial root-associated microbes or the mechanisms underlying their in... Root-associated microbes are critical for plant growth and nutrient acquisition. However, scant information exists on optimizing communities of beneficial root-associated microbes or the mechanisms underlying their interactions with host plants. In this report, we demonstrate that rootassociated microbes are critical influencers of host plant growth and nutrient acquisition. Three synthetic communities(SynComs) were constructed based on functional screening of 1,893 microbial strains isolated from root-associated compartments of soybean plants. Functional assemblage of SynComs promoted significant plant growth and nutrient acquisition under both N/P nutrient deficiency and sufficiency conditions.Field trials further revealed that application of SynComs stably and significantly promoted plant growth, facilitated N and P acquisition, and subsequently increased soybean yield. Among the tested communities, SynCom1 exhibited the greatest promotion effect, with yield increases of up to 36.1% observed in two field sites. Further RNA-seq implied that SynCom application systemically regulates N and P signaling networks at the transcriptional level, which leads to increased representation of important growth pathways, especially those related to auxin responses. Overall,this study details a promising strategy for constructing SynComs based on functional screening,which are capable of enhancing nutrient acquisition and crop yield through the activities of beneficial root-associated microbes. 展开更多
关键词 growth promotion nitrogen PHOSPHORUS root-associated microbes SynCom SOYBEAN
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