Based on the pure quasi-P wave equation in transverse isotropic media with a vertical symmetry axis （VTI media）, a quasi-P wave equation is obtained in transverse isotropic media with a tilted symmetry axis （TTI me...Based on the pure quasi-P wave equation in transverse isotropic media with a vertical symmetry axis （VTI media）, a quasi-P wave equation is obtained in transverse isotropic media with a tilted symmetry axis （TTI media）. This is achieved using projection transformation, which rotates the direction vector in the coordinate system of observation toward the direction vector for the coordinate system in which the z-component is parallel to the symmetry axis of the TTI media. The equation has a simple form, is easily calculated, is not influenced by the pseudo-shear wave, and can be calculated reliably when δ is greater than ε. The finite difference method is used to solve the equation. In addition, a perfectly matched layer （PML） absorbing boundary condition is obtained for the equation. Theoretical analysis and numerical simulation results with forward modeling prove that the equation can accurately simulate a quasi-P wave in TTI medium.展开更多
Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named c...Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named correlation coefficient of multidirectional standard deviations（CCMS） that is solely based on statistics. First, we prove the reliability of the proposed method using a single model and then a combination of models. The proposed method is evaluated by comparing the results with those obtained by other edge-detection methods. The CCMS method offers outstanding recognition, retains the sharpness of details, and has low sensitivity to noise. We also applied the CCMS method to Bouguer anomaly data of a potash deposit in Laos. The applicability of the CCMS method is shown by comparing the inferred tectonic framework to that inferred from remote sensing（RS） data.展开更多
In this paper we consider averaging and finite difference methods for solving the 3-D boundary-value problem in a multilayered domain. We consider the metal concentration in the 3 layered peat blocks. Using experiment...In this paper we consider averaging and finite difference methods for solving the 3-D boundary-value problem in a multilayered domain. We consider the metal concentration in the 3 layered peat blocks. Using experimental data the mathematical model for calculating the concentration of metal at different points in peat layers is developed. A specific feature of these problems is that it is necessary to solve the 3-D boundary-value problems for the partial differential equations （PDEs） of the elliptic type of second order with piece-wise diffusion coefficients in the three layer domain. We develop here a finite-difference method for solving a problem of the above type with the periodical boundary condition in x direction. This procedure allows reducing the 3-D problem to a system of 2-D problems by using a circulant matrix.展开更多
Consider the regression model Y i=x τ iβ+g(t i)+ε i for i=1,…, n. Here (x i, t i) are known and nonrandom design points and ε i are i.i.d. random errors.The family of nonparametric estimates n(·) of g(·...Consider the regression model Y i=x τ iβ+g(t i)+ε i for i=1,…, n. Here (x i, t i) are known and nonrandom design points and ε i are i.i.d. random errors.The family of nonparametric estimates n(·) of g(·) including some known estimates is proposed. Based on the model Y i=x τ i+ n(t i)+ε i, the Berry-Esseen bounds of the distribution of the least-squares estimator of β are investigated.展开更多
This paper investigates a multi-period mean-variance portfolio selection with regime switching and uncertain exit time. The returns of assets all depend on the states of the stochastic market which are assumed to foll...This paper investigates a multi-period mean-variance portfolio selection with regime switching and uncertain exit time. The returns of assets all depend on the states of the stochastic market which are assumed to follow a discrete-time Markov chain. The authors derive the optimal strategy and the efficient frontier of the model in closed-form. Some results in the existing literature are obtained as special cases of our results.展开更多
We propose a thoroughly optimal signal design strategy to achieve the Pareto boundary （boundary of the achievable rate region） with improper Gaussian signaling （IGS） on the Z-interference channel （Z-IC） under th...We propose a thoroughly optimal signal design strategy to achieve the Pareto boundary （boundary of the achievable rate region） with improper Gaussian signaling （IGS） on the Z-interference channel （Z-IC） under the assumption that the interference is treated as additive Gaussian noise. Specifically, we show that the Pareto boundary has two different schemes determined by the two paths manifesting the characteristic of improperly transmitted signals. In each scheme, we derive several concise closed-form expressions to calculate each user＇s optimally transmitted power, covariance, and pseudo-covariance of improperly transmitted signals. The effectiveness of the proposed optimal signal design strategy is supported by simulations, and the results clearly show the superiority of IGS. The proposed optimal signal design strategy also provides a simple way to achieve the required rate region, with which we also derive a closed-form solution to quickly find the circularity coefficient that maximizes the sum rate. Finally, we provide an in-depth discussion of the structure of the Pareto boundary, characterized by the channel coefficient, the degree of impropriety measured by the covariance, and the pseudo-covaxiance of signals transmitted by two users.展开更多
This paper aims to look into the determination of effective area-average concentration and dispersion coefficient associated with unsteady flow through a small-diameter tube where a solute undergoes first-order chemic...This paper aims to look into the determination of effective area-average concentration and dispersion coefficient associated with unsteady flow through a small-diameter tube where a solute undergoes first-order chemical reaction both within the fluid and at the boundary. The reaction consists of a reversible component due to phase exchange between the flowing fluid and the wall layer, and an irreversible component due to absorption into the wall. To understand the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Finite Difference Method. The resultant equation shows how the dispersion coefficient is influenced by the first-order chemical reaction. The effects of various dimensionless parameters e.g. Da （the Damkohler number）, a （phase partitioning number） and F （dimensionless absorption number） on dispersion are discussed. One of the results exposes that the dispersion coefficient may approach its steady-state limit in a short time at a high value of Damkohler number （say Da 〉 10） and a small but nonzero value of absorption rate （say P 〈0.5）.展开更多
基金supported by the National Natural Science Foundation of China(No.41674118)the national science and technology major project(No.2016ZX05027-002)
文摘Based on the pure quasi-P wave equation in transverse isotropic media with a vertical symmetry axis （VTI media）, a quasi-P wave equation is obtained in transverse isotropic media with a tilted symmetry axis （TTI media）. This is achieved using projection transformation, which rotates the direction vector in the coordinate system of observation toward the direction vector for the coordinate system in which the z-component is parallel to the symmetry axis of the TTI media. The equation has a simple form, is easily calculated, is not influenced by the pseudo-shear wave, and can be calculated reliably when δ is greater than ε. The finite difference method is used to solve the equation. In addition, a perfectly matched layer （PML） absorbing boundary condition is obtained for the equation. Theoretical analysis and numerical simulation results with forward modeling prove that the equation can accurately simulate a quasi-P wave in TTI medium.
基金supported by the National Hi-Tech Research and Development Program of China(863 Program)(No.2006AA06Z107)the National Natural Science Foundation of China(No.40930314)
文摘Most edge-detection methods rely on calculating gradient derivatives of the potential field, a process that is easily affected by noise and is therefore of low stability. We propose a new edge-detection method named correlation coefficient of multidirectional standard deviations（CCMS） that is solely based on statistics. First, we prove the reliability of the proposed method using a single model and then a combination of models. The proposed method is evaluated by comparing the results with those obtained by other edge-detection methods. The CCMS method offers outstanding recognition, retains the sharpness of details, and has low sensitivity to noise. We also applied the CCMS method to Bouguer anomaly data of a potash deposit in Laos. The applicability of the CCMS method is shown by comparing the inferred tectonic framework to that inferred from remote sensing（RS） data.
文摘In this paper we consider averaging and finite difference methods for solving the 3-D boundary-value problem in a multilayered domain. We consider the metal concentration in the 3 layered peat blocks. Using experimental data the mathematical model for calculating the concentration of metal at different points in peat layers is developed. A specific feature of these problems is that it is necessary to solve the 3-D boundary-value problems for the partial differential equations （PDEs） of the elliptic type of second order with piece-wise diffusion coefficients in the three layer domain. We develop here a finite-difference method for solving a problem of the above type with the periodical boundary condition in x direction. This procedure allows reducing the 3-D problem to a system of 2-D problems by using a circulant matrix.
文摘Consider the regression model Y i=x τ iβ+g(t i)+ε i for i=1,…, n. Here (x i, t i) are known and nonrandom design points and ε i are i.i.d. random errors.The family of nonparametric estimates n(·) of g(·) including some known estimates is proposed. Based on the model Y i=x τ i+ n(t i)+ε i, the Berry-Esseen bounds of the distribution of the least-squares estimator of β are investigated.
基金This research is supported by the National Science Foundation for Distinguished Young Scholars under Grant No. 70825002, the National Natural Science Foundation of China under Grant No. 70518001, and the National Basic Research Program of China 973 Program, under Grant No. 2007CB814902.
文摘This paper investigates a multi-period mean-variance portfolio selection with regime switching and uncertain exit time. The returns of assets all depend on the states of the stochastic market which are assumed to follow a discrete-time Markov chain. The authors derive the optimal strategy and the efficient frontier of the model in closed-form. Some results in the existing literature are obtained as special cases of our results.
基金Project supported by the National Natural Science Foundation of China （Nos. 61601477 and 61601482）
文摘We propose a thoroughly optimal signal design strategy to achieve the Pareto boundary （boundary of the achievable rate region） with improper Gaussian signaling （IGS） on the Z-interference channel （Z-IC） under the assumption that the interference is treated as additive Gaussian noise. Specifically, we show that the Pareto boundary has two different schemes determined by the two paths manifesting the characteristic of improperly transmitted signals. In each scheme, we derive several concise closed-form expressions to calculate each user＇s optimally transmitted power, covariance, and pseudo-covariance of improperly transmitted signals. The effectiveness of the proposed optimal signal design strategy is supported by simulations, and the results clearly show the superiority of IGS. The proposed optimal signal design strategy also provides a simple way to achieve the required rate region, with which we also derive a closed-form solution to quickly find the circularity coefficient that maximizes the sum rate. Finally, we provide an in-depth discussion of the structure of the Pareto boundary, characterized by the channel coefficient, the degree of impropriety measured by the covariance, and the pseudo-covaxiance of signals transmitted by two users.
文摘This paper aims to look into the determination of effective area-average concentration and dispersion coefficient associated with unsteady flow through a small-diameter tube where a solute undergoes first-order chemical reaction both within the fluid and at the boundary. The reaction consists of a reversible component due to phase exchange between the flowing fluid and the wall layer, and an irreversible component due to absorption into the wall. To understand the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Finite Difference Method. The resultant equation shows how the dispersion coefficient is influenced by the first-order chemical reaction. The effects of various dimensionless parameters e.g. Da （the Damkohler number）, a （phase partitioning number） and F （dimensionless absorption number） on dispersion are discussed. One of the results exposes that the dispersion coefficient may approach its steady-state limit in a short time at a high value of Damkohler number （say Da 〉 10） and a small but nonzero value of absorption rate （say P 〈0.5）.
