Application of Spectral Angle Mapper Classification to Discriminate Hydrothermal Alteration in Southwest Birjand, Iran, Using Advanced Spaceborne Thermal Emission and Reflection Radiometer Image Processing

The purpose of this study is to evaluate the Spectral Angle Mapper （SAM） classification method for determining the optimum threshold （maximum spectral angle） to unveil the hydrothermal mineral assemblages related to mineral deposits. The study area indicates good potential for Cu-Au porphyry, epithermal gold deposits and hydrothermal alteration well developed in arid and semiarid climates, which makes this region significant for Advanced Spaceborne Thermal Emission and Reflection Radiometer （ASTER） image processing analysis. Given that achieving an acceptable mineral mapping requires knowing the alteration patterns, petrochemistry and petrogenesis of the igneous rocks while considering the effect of weathering, overprinting of supergene alteration, overprinting of hypogene alteration and host rock spectral mixing, SAM classification was implemented for argillic, sericitic, propylitic, alunitization, silicification and iron oxide zones of six previously known mineral deposits： Maherabad, a Cu-Au porphyry system; Sheikhabad, an upper part of Cu-Au porphyry system; Khoonik, an Intrusion related Au system; Barmazid, a low sulfidation epithermal system; Khopik, a Cu-Au porphyry system; and Hanish, an epithermal Au system. Thus, the investigation showed that although the whole alteration zones are affected by mixing, it is also possible to produce a favorable hydrothermal mineral map by such complementary data as petrology, petrochemistry and alteration patterns.

Label-Free and Real-Time Monitor of Binding and Dissociation Processes between Protein A and Swine IgG by Oblique-Incidence Reflectivity Difference Method

Life science has a need for detection methods that are label-free and real-time. In this paper, we have selected staphylococcal protein A （SPA） and swine immunoglobulin G （IgG）, and monitor the bindings between SPA and swine IgG with different concentrations, as well as the dissociations of SPA-swine IgG complex in different pH values of phosphate buffer by oblique-incidence reflectivity difference （OIRD） in a label-free and real-time fashion. We obtain the ON and OFF reaction dynamic curves corresponding to the bindings and dissociations of SPA and swine IgG. Through our analysis of the experimental results, we have been able to obtain the damping coefficients and the dissociation time of SPA and swine IgG for different pH values of the phosphate buffer. The results prove that the OIRD technique is a competing method for monitoring the dynamic processes of biomolecule interaction and achieving the quantitative information of reaction kinetics.

Hyper-exponential jump-diffusion model under the barrier dividend strategy

In this paper, we consider a hyper-exponential jump-diffusion model with a constant dividend barrier. Explicit solutions for the Laplace transform of the ruin time, and the Gerber- Shiu function are obtained via martingale stopping.

On the Pathwise Uniqueness of Solutions of One-dimensional Reflected Stochastic Differential Equations with Jumps

In this paper, we are concerned with the problem of the pathwise uniqueness of one-dimensional reflected stochastic differential equations with jumps under the assumption of non-Lipschitz continuous coefficients whose proof are based on the technique of local time.

Parameter estimation for generalized diffusion processes with reflected boundary

Reflected Ornstein-Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. It is an extended model of the traditional Ornstein-Uhlenbeck process being extensively used in finance as a one-factor short-term interest rate model. In this paper, under certain constraints, we are concerned with the problem of estimating the unknown parameter in the reflected Ornstein-Uhlenbeck processes with the general drift coefficient. The methodology of estimation is built upon the maximum likelihood approach and the method of stochastic integration. The strong consistency and asymptotic normality of estimator are derived. As a by-product of the use, we also establish Girsanov's theorem of our model in this paper.

Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling

We study the smooth-pasting property for a class of conditional expectations with reflected Levy process as underlying state process. A relationship between local times and regulators for the doubly reflected Levy process is established. As applications, we derive the analytic pricing formula for a zero-coupon defaultable bond when the default intensity （resp. the stochastic loss rate） is modeled as one-sided （resp. double-sided） reflected Levy processes. Finally, some numerical illustrations are provided.

A Hyper-Erlang Jump-Diffusion Process and Applications in Finance

This paper studies the first passage time problem for a reflected two-sided jump-diffusion risk model with the jumps having a hyper-Erlang distribution.The authors give the explicit closed-form expression for the joint Laplace transform of the first passage time and the overshoot for the reflected process.Finally,the formula is applied to the ruin problem under the barrier dividend strategy and the pricing of the Russian option.

Heavy Traffic Limit Theorems for a Queue with Poisson ON/OFF Long-range Dependent Sources and General Service Time Distribution

In Internet environment, traffic flow to a link is typically modeled by superposition of ON/OFF based sources. During each ON-period for a particular source, packets arrive according to a Poisson process and packet sizes （hence service times） can be generally distributed. In this paper, we establish heavy traffic limit theorems to provide suitable approximations for the system under first-in first-out （FIFO） and work-conserving service discipline, which state that, when the lengths of both ON- and OFF-periods are lightly tailed, the sequences of the scaled queue length and workload processes converge weakly to short-range dependent reflecting Gaussian processes, and when the lengths of ON- and/or OFF-periods are heavily tailed with infinite variance, the sequences converge weakly to either reflecting fractional Brownian motions （FBMs） or certain type of long- range dependent reflecting Gaussian processes depending on the choice of scaling as the number of superposed sources tends to infinity. Moreover, the sequences exhibit a state space collapse-like property when the number of sources is large enough, which is a kind of extension of the well-known Little＇s law for M/M/1 queueing system. Theory to justify the approximations is based on appropriate heavy traffic conditions which essentially mean that the service rate closely approaches the arrival rate when the number of input sources tends to infinity.

The absorption coefficient measurement of underwater materials in a water tube by using the wide-band pulse method

The existing absorption coefficient measurement in a water tube is limited in low frequency due to the limitation of the pulse tube length.A wide-band pulse tube method based on the post-processing inverse filter is proposed.After obtaining the response of the entire system,the transducer is excited with wide-band,short-duration signals.Then,the received signals are processed with inverse filters and the ＂blurred＂ reflective signals of standard reflector and test sample are recovered respectively,finally,the reflection coefficient and absorption coefficient are calculated.Simulation work is implemented to verify the advantage of postprocessing inverse filter over pre-processing inverse filter in terms of low frequency measurement.To verify the proposed method,two different wide-band pulses in the separate frequency ranges are adopted to measure the same rubber material.The experimental results indicate that the wide-band pulse method and CW（Continuous Wave） pulse method have good agreement in both low frequency range and high frequency range.Wide-band pulse method is of high efficiency,and the low frequency reaches 350 Hz,which is able to extend the low frequency range.

An integration by parts formula on path space over manifolds carrying geometric flow

We establish an integration by parts formula on the path space with reference measure P, the law of the(reflecting) diffusion process on manifolds with possible boundary carrying geometric flow, which leads to the standard log-Sobolev inequality for the associated Dirichlet form. To this end, we first modify Hsu's multiplicative functionals to define the damp gradient operator, which links to quasi-invariant flows; and then establish the derivative formula for the associated inhomogeneous diffusion semigroup.

Test of Deep Seismic Reflection Profiling across Central Uplift of Qiangtang Terrane in Tibetan Plateau

A test of deep seismic reflection profiling across the central uplift or metamorphic belt of the Qiangtang （羌塘） terrane, Tibet plateau, provides a first image of the crustal structure. Complex reflection patterns in the upper crust are interpreted as a series of folds and thrusts, and bivergent reflections in the lower crust may represent a convergence between the Indian and the Eurasian plates.