In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space...In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.展开更多
This paper studies the spatial concentration distribution and temporal evolution of exhaled and sneezed/coughed droplets within the range of 1.0 to 10.0 μm in an office room with three air distribution methods,includ...This paper studies the spatial concentration distribution and temporal evolution of exhaled and sneezed/coughed droplets within the range of 1.0 to 10.0 μm in an office room with three air distribution methods,including mixing ventilation（MV）,displacement ventilation（DV）,and under-floor air distribution（UFAD）.The simulation results indicate that exhaled droplets with diameters up to 10.0 μm from normal respiration process are uniformly distributed in MV.However,they become trapped at the breathing height by thermal stratifications in DV and UFAD,resulting in a high droplet concentration and an increased exposure risk to other occupants.Sneezed/coughed droplets are more slowly diluted in DV/UFAD than in MV.Low air speed in the breathing zone in DV/UFAD can lead to prolonged human exposure to droplets in the breathing zone.展开更多
In order to study the influence of parameters on airborne transmitted diseases in a hospital ward,a pollutant decay equation and a Wells-Riley model are adopted to study the relationship between the airborne infection...In order to study the influence of parameters on airborne transmitted diseases in a hospital ward,a pollutant decay equation and a Wells-Riley model are adopted to study the relationship between the airborne infection risk and the parameters such as the ventilation rate,the number of susceptible persons and the volume of the ward.The results show that the airborne infection risk can be reduced by increasing the ventilation rate.For two wards with the same air change per hour（ACH）but different volumes,the ventilation rate in a large room is higher than that in a small one.The number of the infected persons in the ward increases with the increase in the susceptible persons when the ACH is a constant.Therefore,the ventilation rate in the ward is not only estimated by the ACH but also related to the volume of the ward and the number of the susceptible persons.展开更多
The effects of simulated nitrogen(N)deposition on soil exchangeable cations were studied in three forest types of subtropical China.Four N treatments with three replications were designed for the monsoon evergreen bro...The effects of simulated nitrogen(N)deposition on soil exchangeable cations were studied in three forest types of subtropical China.Four N treatments with three replications were designed for the monsoon evergreen broadleaf forest (mature forest):control(0 kg N ha-1 year-1),low N(50 kg N ha-1 year-1),medium N(100 kg N ha-1 year-1)and high N(150 kg N ha-1 year-1),and only three treatments(i.e.,control,low N,medium N)were established for the pine and mixed forests.Nitrogen had been applied continuously for 26 months before the measurement.The mature forest responded more rapidly and intensively to N additions than the pine and mixed forests,and exhibited some significant negative symptoms,e.g.,soil acidification,Al mobilization and leaching of base cations from soil.The pine and mixed forests responded slowly to N additions and exhibited no significant response of soil cations.Response of soil exchangeable cations to N deposition varied in the forests of subtropical China,depending on soil N status and land-use history.展开更多
Targeting the problem of large amounts of gas emission from the goaf of the No.14201 working face in the Shaqu coal mine of Huajin Coking Coal Co. Ltd., we used a negative exponential function to describe the attenuat...Targeting the problem of large amounts of gas emission from the goaf of the No.14201 working face in the Shaqu coal mine of Huajin Coking Coal Co. Ltd., we used a negative exponential function to describe the attenuation process of gas emission in goaf (the stable source) based on the principle of field flow. Equations of two-component flow (gas and air) and seep- age-diffusion in a heterogeneous goaf flow field are solved by means of numerical simulation and fluid mechanics principles of air movement and gas distribution during gas emission from goaf. The results indicate that the air diversion volume has a negative, exponential relation with the volume of gas emitted from goaf to the working face and is clearly inversely related to gas concentra- tion. We calculated the minimum amount of air diversion and distributed air volume in the tailing roadway required for safe pro- duction.展开更多
Different cities have different climate conditions and outdoor temperature and humidity, so the scheme of an environment control in subway should be analyzed by considering objective conditions, project cost and opera...Different cities have different climate conditions and outdoor temperature and humidity, so the scheme of an environment control in subway should be analyzed by considering objective conditions, project cost and operating status. In this paper, a physical and mathematical model is built according to the design of Shenyang subway (line 1), the boundary conditions of the model are defined by the design and experiments, the numerical analysis of ventilating scheme and air conditioning scheme is introduced individually, and the temperature field and air flow field of the two schemes are compared, so that the feasibility of using a ventilating scheme in subway of northeast cities is discussed. Considering comfort and economy, it can be concluded that mechanical ventilation is feasible in subway of northeast cities because the air temperature there is not very high in summer.展开更多
This paper presented a new convenient method for viscoelastic problems which are generally solved through complex Laplace transform. State space equation is derived from the differential form of constitutive equation ...This paper presented a new convenient method for viscoelastic problems which are generally solved through complex Laplace transform. State space equation is derived from the differential form of constitutive equation of linear viscoelastic solid that can be solved by a precise integration method which is used in many fields with the advantages of high precision and convenience. For linear viscoelastic solids and crack, the finite elements program of the precise integration method is developed, which appears to be efficient and precise.展开更多
The linear and non-linear math models of the switched reluctance generator (SRG) in generator mode were established in this work. The phase current and energy conversion process during generator operation were simulat...The linear and non-linear math models of the switched reluctance generator (SRG) in generator mode were established in this work. The phase current and energy conversion process during generator operation were simulated by the linear math model. The non-linear math model was used to analyze the characteristics of the SRG operation in self-excitation mode and in separately-excitation mode. Some important findings on how the SRG is operated and controlled were obtained in this study, which provides theoretical basis for further design and experimental study.展开更多
In 1998, the annual frequency of typhoon (including tropical storms) genesis created a minimum value — 14, far lower than the minimum of 20 in 1950 over North-West Pacific, while in the Atlantic Ocean, the annual fre...In 1998, the annual frequency of typhoon (including tropical storms) genesis created a minimum value — 14, far lower than the minimum of 20 in 1950 over North-West Pacific, while in the Atlantic Ocean, the annual frequency of hurricanes (including the tropical storm) created a maximum value — 14, far higher than the average number — 9.2. In this paper, an analysis on the relationship between the generation of Typhoon, Hurricane and the Cross-Equatorial Flow was done by using the NCEP/NCAR reanalysis data for 1979 – 1995. It is pointed out that the anomalies of the CEF over the Pacific and Atlantic Ocean is the main cause for the 1998 annual frequency anomalies of Typhoon and Hurricane, respectively.展开更多
Based on the QuikSCAT data, the features of surface wind distribution of the typhoon Vongfong landfall process are analyzed. We have also studied the variance spectral configuration of the surface wind field using DCT...Based on the QuikSCAT data, the features of surface wind distribution of the typhoon Vongfong landfall process are analyzed. We have also studied the variance spectral configuration of the surface wind field using DCT (Discrete Cosine Transform). The conclusions are as follows: The near-surface wind field is highly asymmetric; the variance components of asymmetric surface wind field depend mainly on the airflow direction of wavenumber 1 and 2. When the typhoon moves west, there are two wave spectral centers lining up in the zonal direction, mainly the airflow from zonal wavenumber 2 and meridional wavenumber 2; when it moves north, there are two wave spectral centers in a meridional array, mainly the airflow from zonal wavenumber 1 and meridional wavenumber 2. The airflow for wavenumber 1 mainly contributes to the variance of the tangential wind while that for wavenumber 2 to the variance of the radial wind. The asymmetrical distribution changes with the large-scale environment and self-rotating circulation around the typhoon. When it approached land, the associated gale appears in front portion in the advancing direction of the storm. It is in effect similar to the model of Chen Lian-shou for typhoon-related gales NNW on the left front portion and SE on the right front portion.展开更多
基金supported by the Jiangsu University Philosophy and Social Science Research Project(Grant No.2019SJA1326).
文摘In this paper,we consider the price of catastrophe options with credit risk in a regime-switching model.We assume that the macroeconomic states are described by a continuous-time Markov chain with a finite state space.By using the measure change technique,we derive the price expressions of catastrophe put options.Moreover,we conduct some numerical analysis to demonstrate how the parameters of the model affect the price of the catastrophe put option.
基金The National Natural Science Foundation of China(No.50808133)the Dean's Reserve of Faculty of Construction and Land Use at the Hong Kong Polytechnic University
文摘This paper studies the spatial concentration distribution and temporal evolution of exhaled and sneezed/coughed droplets within the range of 1.0 to 10.0 μm in an office room with three air distribution methods,including mixing ventilation（MV）,displacement ventilation（DV）,and under-floor air distribution（UFAD）.The simulation results indicate that exhaled droplets with diameters up to 10.0 μm from normal respiration process are uniformly distributed in MV.However,they become trapped at the breathing height by thermal stratifications in DV and UFAD,resulting in a high droplet concentration and an increased exposure risk to other occupants.Sneezed/coughed droplets are more slowly diluted in DV/UFAD than in MV.Low air speed in the breathing zone in DV/UFAD can lead to prolonged human exposure to droplets in the breathing zone.
文摘In order to study the influence of parameters on airborne transmitted diseases in a hospital ward,a pollutant decay equation and a Wells-Riley model are adopted to study the relationship between the airborne infection risk and the parameters such as the ventilation rate,the number of susceptible persons and the volume of the ward.The results show that the airborne infection risk can be reduced by increasing the ventilation rate.For two wards with the same air change per hour（ACH）but different volumes,the ventilation rate in a large room is higher than that in a small one.The number of the infected persons in the ward increases with the increase in the susceptible persons when the ACH is a constant.Therefore,the ventilation rate in the ward is not only estimated by the ACH but also related to the volume of the ward and the number of the susceptible persons.
基金Project supported by the National Natural Science Foundation of China(No.30670392)the Knowledge Innovation Program of the Chinese Academy of Sciences(Nos.KZCX2-YW-432 and KSCX2-SW-133)
文摘The effects of simulated nitrogen(N)deposition on soil exchangeable cations were studied in three forest types of subtropical China.Four N treatments with three replications were designed for the monsoon evergreen broadleaf forest (mature forest):control(0 kg N ha-1 year-1),low N(50 kg N ha-1 year-1),medium N(100 kg N ha-1 year-1)and high N(150 kg N ha-1 year-1),and only three treatments(i.e.,control,low N,medium N)were established for the pine and mixed forests.Nitrogen had been applied continuously for 26 months before the measurement.The mature forest responded more rapidly and intensively to N additions than the pine and mixed forests,and exhibited some significant negative symptoms,e.g.,soil acidification,Al mobilization and leaching of base cations from soil.The pine and mixed forests responded slowly to N additions and exhibited no significant response of soil cations.Response of soil exchangeable cations to N deposition varied in the forests of subtropical China,depending on soil N status and land-use history.
基金Project 50574038 supported by the National Natural Science Foundation of China
文摘Targeting the problem of large amounts of gas emission from the goaf of the No.14201 working face in the Shaqu coal mine of Huajin Coking Coal Co. Ltd., we used a negative exponential function to describe the attenuation process of gas emission in goaf (the stable source) based on the principle of field flow. Equations of two-component flow (gas and air) and seep- age-diffusion in a heterogeneous goaf flow field are solved by means of numerical simulation and fluid mechanics principles of air movement and gas distribution during gas emission from goaf. The results indicate that the air diversion volume has a negative, exponential relation with the volume of gas emitted from goaf to the working face and is clearly inversely related to gas concentra- tion. We calculated the minimum amount of air diversion and distributed air volume in the tailing roadway required for safe pro- duction.
文摘Different cities have different climate conditions and outdoor temperature and humidity, so the scheme of an environment control in subway should be analyzed by considering objective conditions, project cost and operating status. In this paper, a physical and mathematical model is built according to the design of Shenyang subway (line 1), the boundary conditions of the model are defined by the design and experiments, the numerical analysis of ventilating scheme and air conditioning scheme is introduced individually, and the temperature field and air flow field of the two schemes are compared, so that the feasibility of using a ventilating scheme in subway of northeast cities is discussed. Considering comfort and economy, it can be concluded that mechanical ventilation is feasible in subway of northeast cities because the air temperature there is not very high in summer.
基金National Natural Science Foundation ofChina(No.10 172 0 78)
文摘This paper presented a new convenient method for viscoelastic problems which are generally solved through complex Laplace transform. State space equation is derived from the differential form of constitutive equation of linear viscoelastic solid that can be solved by a precise integration method which is used in many fields with the advantages of high precision and convenience. For linear viscoelastic solids and crack, the finite elements program of the precise integration method is developed, which appears to be efficient and precise.
文摘The linear and non-linear math models of the switched reluctance generator (SRG) in generator mode were established in this work. The phase current and energy conversion process during generator operation were simulated by the linear math model. The non-linear math model was used to analyze the characteristics of the SRG operation in self-excitation mode and in separately-excitation mode. Some important findings on how the SRG is operated and controlled were obtained in this study, which provides theoretical basis for further design and experimental study.
基金Research on Short-term Climatic Prediction Systems in China - a core scientific project inthe 9th five-year economic development plan Century-bridging Youth Academic Research Backbones from theChinese Academy of Meteorological Sciences
文摘In 1998, the annual frequency of typhoon (including tropical storms) genesis created a minimum value — 14, far lower than the minimum of 20 in 1950 over North-West Pacific, while in the Atlantic Ocean, the annual frequency of hurricanes (including the tropical storm) created a maximum value — 14, far higher than the average number — 9.2. In this paper, an analysis on the relationship between the generation of Typhoon, Hurricane and the Cross-Equatorial Flow was done by using the NCEP/NCAR reanalysis data for 1979 – 1995. It is pointed out that the anomalies of the CEF over the Pacific and Atlantic Ocean is the main cause for the 1998 annual frequency anomalies of Typhoon and Hurricane, respectively.
基金Special Fund Project for Social Benefit Research Study on the Monitoring and Predicting Techniques of Desasters by landding typhoons in China (2002DCA20026-01) Knowledge Innovation Project of The Chinese Academy of Sciences (ZKCXZ-SW-210)
文摘Based on the QuikSCAT data, the features of surface wind distribution of the typhoon Vongfong landfall process are analyzed. We have also studied the variance spectral configuration of the surface wind field using DCT (Discrete Cosine Transform). The conclusions are as follows: The near-surface wind field is highly asymmetric; the variance components of asymmetric surface wind field depend mainly on the airflow direction of wavenumber 1 and 2. When the typhoon moves west, there are two wave spectral centers lining up in the zonal direction, mainly the airflow from zonal wavenumber 2 and meridional wavenumber 2; when it moves north, there are two wave spectral centers in a meridional array, mainly the airflow from zonal wavenumber 1 and meridional wavenumber 2. The airflow for wavenumber 1 mainly contributes to the variance of the tangential wind while that for wavenumber 2 to the variance of the radial wind. The asymmetrical distribution changes with the large-scale environment and self-rotating circulation around the typhoon. When it approached land, the associated gale appears in front portion in the advancing direction of the storm. It is in effect similar to the model of Chen Lian-shou for typhoon-related gales NNW on the left front portion and SE on the right front portion.
