The Wilson coefficients of the standard model effective field theory are subject to a series of positivity bounds.It has been shown that while the positivity part of the ultraviolet(UV)partial wave unitarity leads to ...The Wilson coefficients of the standard model effective field theory are subject to a series of positivity bounds.It has been shown that while the positivity part of the ultraviolet(UV)partial wave unitarity leads to the Wilson coefficients living in a convex cone,further including the nonpositivity part caps the cone from above.For Higgs scattering,a capped positivity cone was obtained using a simplified,linear unitarity condition without utilizing the full internal symmetries of Higgs scattering.Here,we further implement stronger nonlinear unitarity conditions from the UV,which generically gives rise to better bounds.We show that,for the Higgs case in particular,while the nonlinear unitarity conditions per se do not enhance the bounds,the fuller use of the internal symmetries do shrink the capped positivity cone significantly.展开更多
Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal pric...Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal prices from London Metal Exchange(LME).The results show that LME nonferrous metals prices still have a greater impact on Chinese nonferrous metals prices.However,the impact of Chinese nonferrous metals prices on LME nonferrous metals prices is still weak except for lead price.The co-movement of nonferrous metal prices between LME and China presents hysteretic nature,and it lasts for 7-8trading days.Furthermore,the co-movement between LME nonferrous metals prices and Chinese nonferrous metals prices has the characteristics of time-varying,and the correlation of lead prices between LME and China is the more stable than all other nonferrous metals prices.展开更多
The aim of the present work is to examine whether the price volatility of nonferrous metal futures can be used to predict the aggregate stock market returns in China. During a sample period from January of 2004 to Dec...The aim of the present work is to examine whether the price volatility of nonferrous metal futures can be used to predict the aggregate stock market returns in China. During a sample period from January of 2004 to December of 2011, empirical results show that the price volatility of basic nonferrous metals is a good predictor of value-weighted stock portfolio at various horizons in both in-sample and out-of-sample regressions. The predictive power of metal copper volatility is greater than that of aluminum. The results are robust to alternative measurements of variables and econometric approaches. After controlling several well-known macro pricing variables, the predictive power of copper volatility declines but remains statistically significant. Since the predictability exists only during our sample period, we conjecture that the stock market predictability by metal price volatility is partly driven by commodity financialization.展开更多
[Objective] The objective of this project was to evaluate and compare spa- tial estimation accuracy by ordinary kriging and regression kriging with MODIS data, predicting SOM contents using limited available data in S...[Objective] The objective of this project was to evaluate and compare spa- tial estimation accuracy by ordinary kriging and regression kriging with MODIS data, predicting SOM contents using limited available data in Shimen County, Hunan Province, China. [Method] Terrain parameters （derived from DEM） and Normalized differential vegetation index （NDVI）, Land surface temperature （LST） （derived from MODIS data） were used as auxiliary data to predict the SOM spatial distribution. The mean error （ME） and mean square error （RMSE） were adopted to validate the SOM prediction accuracy. The descriptive statistics and data transformation were conducted by using computer technology. [Result] Regression kriging with terrain and remotely sensed data was superior to ordinary kriging in the case of limited available samples; even the linear relationship between environmental variables and SOM content was moderate. The accuracy assessment showed that the regression kriging method combining with environmental factors obtained a lower mean predication error and root mean square prediction error. The relative improvement was 6.03% compared with ordinary kriging. [Conclusion] Remotely sensed data such as MODIS im- age have the potential as useful auxiliary variables for improving the precision and reliability of SOM prediction in the hilly regions.展开更多
In acoustic logging-while-drilling （ALWD） finite difference in time domain （FDTD） simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid colu...In acoustic logging-while-drilling （ALWD） finite difference in time domain （FDTD） simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid columns （radius -27 mm）. Fine grids and large computational models are required to model the thin fluid region between the tool and the formation. As a result, small time step and more iterations are needed, which increases the cumulative numerical error. Furthermore, due to high impedance contrast between the drill collar and fluid in the borehole （the difference is 〉30 times）, the stability and efficiency of the perfectly matched layer （PML） scheme is critical to simulate complicated wave modes accurately. In this paper, we compared four different PML implementations in a staggered grid finite difference in time domain （FDTD） in the ALWD simulation, including field-splitting PML （SPML）, multiaxial PML（M- PML）, non-splitting PML （NPML）, and complex frequency-shifted PML （CFS-PML）. The comparison indicated that NPML and CFS-PML can absorb the guided wave reflection from the computational boundaries more efficiently than SPML and M-PML. For large simulation time, SPML, M-PML, and NPML are numerically unstable. However, the stability of M-PML can be improved further to some extent. Based on the analysis, we proposed that the CFS-PML method is used in FDTD to eliminate the numerical instability and to improve the efficiency of absorption in the PML layers for LWD modeling. The optimal values of CFS-PML parameters in the LWD simulation were investigated based on thousands of 3D simulations. For typical LWD cases, the best maximum value of the quadratic damping profile was obtained using one do. The optimal parameter space for the maximum value of the linear frequency-shifted factor （a0） and the scaling factor （β0） depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to 〈1% using the optimal PML parameters, and the error will decrease as the PML thickness increases.展开更多
A numerical method for coupled deformation between sheet metal and flexible-die was proposed. Based on the updated Lagrangian （UL） formulation, the elastoplastic deformation of sheet metal was analyzed with finite e...A numerical method for coupled deformation between sheet metal and flexible-die was proposed. Based on the updated Lagrangian （UL） formulation, the elastoplastic deformation of sheet metal was analyzed with finite element method （FEM） and the bulk deformation of flexible-die was analyzed with element-free Galerkin method （EFGM）. The frictional contact between sheet metal and flexible-die was treated by the penalty function method. The sheet elastic flexible-die bulging process was analyzed with the FEM-EFGM program for coupled deformation between sheet metal and bulk flexible-die, called CDSB-FEM-EFGM for short. Compared with finite element code DEFORM-2D and experiment results, the CDSB-FEM-EFGM program is feasible. This method provides a suitable numerical method to analyze sheet flexible-die forming.展开更多
The GARCH and DCC-GARCH models are used to study the volatility aggregation and dynamic relevance of China’s three kinds of nonferrous metals （copper, aluminum and zinc） pricesincorporating structural changes. The ...The GARCH and DCC-GARCH models are used to study the volatility aggregation and dynamic relevance of China’s three kinds of nonferrous metals （copper, aluminum and zinc） pricesincorporating structural changes. The results show that copper, aluminum and zinc returns have many structure breaks points, and nonferrous metals have the greatvolatilityrisk during financial crisis. From the resultsof GARCH with and without structural changes,it isfoundthat the volatility clustering of single nonferrous metal is overvalued when ignoring the structural mutation, and the return of aluminum isthe most overvalued, indicating that aluminum market is more susceptible to external shock.Furthermore,it is also foundthatdynamic volatility correlation exists in the three prices of nonferrous metals, and the structural changes have no significant effect on the volatility correlation of thethree nonferrous metals.展开更多
A method for encoding and compressing finite element models is proposed. Themodel may be various non-simple topological structures and contain any combinations of beams,triangular elements and quadrilateral elements. ...A method for encoding and compressing finite element models is proposed. Themodel may be various non-simple topological structures and contain any combinations of beams,triangular elements and quadrilateral elements. First the model is subdivided into simple meshesthat are orientable and manifold. Based on the Edgebreaker algorithm, 13 labelled pairs areintroduced for quadrilateral meshes and five other labelled pairs are introduced for triangles. Thenthe connectivity information of mixed triangle/quadrilateral meshes is coded in a direct manner.Two other bits are used to record the wireframe information. For the pure wireframe model, Taubin'smethod is extended to compress it. The compression algorithm is implemented and evaluated.Experiments with several models show that the method achieves excellent compression ratios.展开更多
This paper describes two modified methods for triangular and quadrilateral meshing for finite element analysis of 2D electric machines. One is coupling the classic Delaunay method and advancing front method to generat...This paper describes two modified methods for triangular and quadrilateral meshing for finite element analysis of 2D electric machines. One is coupling the classic Delaunay method and advancing front method to generate optimal triangulation; the other is coupling the classic paving and Delaunay triangulation for optimal quadrilateral meshing. Various electric machine models are meshed successfully to demonstrate the robustness and effectiveness of the methods.展开更多
A class of high resolution positivity preserving Boltzmann type difference schemes for one and two dimensional Euler equations is studied. First, the relation between Boltzmann and Euler equations is analyzed. By usi...A class of high resolution positivity preserving Boltzmann type difference schemes for one and two dimensional Euler equations is studied. First, the relation between Boltzmann and Euler equations is analyzed. By using a kind of special interpolation, the high resolution Boltzmann type difference scheme is constructed. Finally, numerical tests show that the schemes are effective and useful.展开更多
Wavefield separation of multicomponent seismic data to image subsurface structures can be realized in either the space domain or the wavenumber domain. However, as the particle velocity components used in the wavenumb...Wavefield separation of multicomponent seismic data to image subsurface structures can be realized in either the space domain or the wavenumber domain. However, as the particle velocity components used in the wavenumber-domain wavefield separation are not defined at the same grid point with the staggered-grid finite-difference method for elastic wavefield simulation, we propose the wavenumber-domain interpolation method to estimate the required values at the common grid points prior to the wavenumber-domain true-amplitude wavefield separation. Moreover, numerical experiments show that the wavenumber-domain interpolation method has high interpolation accuracy and the trueamplitude wavefield separation method shows good amplitude preservation. The application of the proposed methodology to elastic reverse-time migration can obtain good amplitudepreserved images even in the case of some velocity error.展开更多
基金supported by the Fundamental Research Funds for the Central Universities(WK2030000036)the National Natural Science Foundation of China(12075233).
文摘The Wilson coefficients of the standard model effective field theory are subject to a series of positivity bounds.It has been shown that while the positivity part of the ultraviolet(UV)partial wave unitarity leads to the Wilson coefficients living in a convex cone,further including the nonpositivity part caps the cone from above.For Higgs scattering,a capped positivity cone was obtained using a simplified,linear unitarity condition without utilizing the full internal symmetries of Higgs scattering.Here,we further implement stronger nonlinear unitarity conditions from the UV,which generically gives rise to better bounds.We show that,for the Higgs case in particular,while the nonlinear unitarity conditions per se do not enhance the bounds,the fuller use of the internal symmetries do shrink the capped positivity cone significantly.
基金Project(71073177)supported by the National Natural Science Foundation of ChinaProject(12JJ4077)supported by the Natural Science Foundation of Hunan Province of ChinaProject(2012zzts002)supported by the Fundamental Research Funds of Central South University,China
文摘Using VAR-DCC-GARCH model,the literature on commodity price was extended by exploring the co-movement between Chinese nonferrous metal prices and global nonferrous metal prices represented by the nonferrous metal prices from London Metal Exchange(LME).The results show that LME nonferrous metals prices still have a greater impact on Chinese nonferrous metals prices.However,the impact of Chinese nonferrous metals prices on LME nonferrous metals prices is still weak except for lead price.The co-movement of nonferrous metal prices between LME and China presents hysteretic nature,and it lasts for 7-8trading days.Furthermore,the co-movement between LME nonferrous metals prices and Chinese nonferrous metals prices has the characteristics of time-varying,and the correlation of lead prices between LME and China is the more stable than all other nonferrous metals prices.
基金Project(71071166)supported by the National Natural Science Foundation of China
文摘The aim of the present work is to examine whether the price volatility of nonferrous metal futures can be used to predict the aggregate stock market returns in China. During a sample period from January of 2004 to December of 2011, empirical results show that the price volatility of basic nonferrous metals is a good predictor of value-weighted stock portfolio at various horizons in both in-sample and out-of-sample regressions. The predictive power of metal copper volatility is greater than that of aluminum. The results are robust to alternative measurements of variables and econometric approaches. After controlling several well-known macro pricing variables, the predictive power of copper volatility declines but remains statistically significant. Since the predictability exists only during our sample period, we conjecture that the stock market predictability by metal price volatility is partly driven by commodity financialization.
基金Supported by National Natural Science Foundation of China(41071204)Hunan Provincial Innovation Foundation for Postgraduate(CX2011B310)~~
文摘[Objective] The objective of this project was to evaluate and compare spa- tial estimation accuracy by ordinary kriging and regression kriging with MODIS data, predicting SOM contents using limited available data in Shimen County, Hunan Province, China. [Method] Terrain parameters （derived from DEM） and Normalized differential vegetation index （NDVI）, Land surface temperature （LST） （derived from MODIS data） were used as auxiliary data to predict the SOM spatial distribution. The mean error （ME） and mean square error （RMSE） were adopted to validate the SOM prediction accuracy. The descriptive statistics and data transformation were conducted by using computer technology. [Result] Regression kriging with terrain and remotely sensed data was superior to ordinary kriging in the case of limited available samples; even the linear relationship between environmental variables and SOM content was moderate. The accuracy assessment showed that the regression kriging method combining with environmental factors obtained a lower mean predication error and root mean square prediction error. The relative improvement was 6.03% compared with ordinary kriging. [Conclusion] Remotely sensed data such as MODIS im- age have the potential as useful auxiliary variables for improving the precision and reliability of SOM prediction in the hilly regions.
基金supported by NSFC(No.41174118)one of the major state S&T special projects(No.2008ZX05020-004)+1 种基金a Postdoctoral Fellowship of China(No.2013M530106)China Scholarship Council(No.2010644006)
文摘In acoustic logging-while-drilling （ALWD） finite difference in time domain （FDTD） simulations, large drill collar occupies, most of the fluid-filled borehole and divides the borehole fluid into two thin fluid columns （radius -27 mm）. Fine grids and large computational models are required to model the thin fluid region between the tool and the formation. As a result, small time step and more iterations are needed, which increases the cumulative numerical error. Furthermore, due to high impedance contrast between the drill collar and fluid in the borehole （the difference is 〉30 times）, the stability and efficiency of the perfectly matched layer （PML） scheme is critical to simulate complicated wave modes accurately. In this paper, we compared four different PML implementations in a staggered grid finite difference in time domain （FDTD） in the ALWD simulation, including field-splitting PML （SPML）, multiaxial PML（M- PML）, non-splitting PML （NPML）, and complex frequency-shifted PML （CFS-PML）. The comparison indicated that NPML and CFS-PML can absorb the guided wave reflection from the computational boundaries more efficiently than SPML and M-PML. For large simulation time, SPML, M-PML, and NPML are numerically unstable. However, the stability of M-PML can be improved further to some extent. Based on the analysis, we proposed that the CFS-PML method is used in FDTD to eliminate the numerical instability and to improve the efficiency of absorption in the PML layers for LWD modeling. The optimal values of CFS-PML parameters in the LWD simulation were investigated based on thousands of 3D simulations. For typical LWD cases, the best maximum value of the quadratic damping profile was obtained using one do. The optimal parameter space for the maximum value of the linear frequency-shifted factor （a0） and the scaling factor （β0） depended on the thickness of the PML layer. For typical formations, if the PML thickness is 10 grid points, the global error can be reduced to 〈1% using the optimal PML parameters, and the error will decrease as the PML thickness increases.
基金Project(51275130)supported by the National Natural Science Foundation of China
文摘A numerical method for coupled deformation between sheet metal and flexible-die was proposed. Based on the updated Lagrangian （UL） formulation, the elastoplastic deformation of sheet metal was analyzed with finite element method （FEM） and the bulk deformation of flexible-die was analyzed with element-free Galerkin method （EFGM）. The frictional contact between sheet metal and flexible-die was treated by the penalty function method. The sheet elastic flexible-die bulging process was analyzed with the FEM-EFGM program for coupled deformation between sheet metal and bulk flexible-die, called CDSB-FEM-EFGM for short. Compared with finite element code DEFORM-2D and experiment results, the CDSB-FEM-EFGM program is feasible. This method provides a suitable numerical method to analyze sheet flexible-die forming.
基金Project(71072079)supported by the National Natural Science Foundation of China
文摘The GARCH and DCC-GARCH models are used to study the volatility aggregation and dynamic relevance of China’s three kinds of nonferrous metals （copper, aluminum and zinc） pricesincorporating structural changes. The results show that copper, aluminum and zinc returns have many structure breaks points, and nonferrous metals have the greatvolatilityrisk during financial crisis. From the resultsof GARCH with and without structural changes,it isfoundthat the volatility clustering of single nonferrous metal is overvalued when ignoring the structural mutation, and the return of aluminum isthe most overvalued, indicating that aluminum market is more susceptible to external shock.Furthermore,it is also foundthatdynamic volatility correlation exists in the three prices of nonferrous metals, and the structural changes have no significant effect on the volatility correlation of thethree nonferrous metals.
文摘A method for encoding and compressing finite element models is proposed. Themodel may be various non-simple topological structures and contain any combinations of beams,triangular elements and quadrilateral elements. First the model is subdivided into simple meshesthat are orientable and manifold. Based on the Edgebreaker algorithm, 13 labelled pairs areintroduced for quadrilateral meshes and five other labelled pairs are introduced for triangles. Thenthe connectivity information of mixed triangle/quadrilateral meshes is coded in a direct manner.Two other bits are used to record the wireframe information. For the pure wireframe model, Taubin'smethod is extended to compress it. The compression algorithm is implemented and evaluated.Experiments with several models show that the method achieves excellent compression ratios.
文摘This paper describes two modified methods for triangular and quadrilateral meshing for finite element analysis of 2D electric machines. One is coupling the classic Delaunay method and advancing front method to generate optimal triangulation; the other is coupling the classic paving and Delaunay triangulation for optimal quadrilateral meshing. Various electric machine models are meshed successfully to demonstrate the robustness and effectiveness of the methods.
文摘A class of high resolution positivity preserving Boltzmann type difference schemes for one and two dimensional Euler equations is studied. First, the relation between Boltzmann and Euler equations is analyzed. By using a kind of special interpolation, the high resolution Boltzmann type difference scheme is constructed. Finally, numerical tests show that the schemes are effective and useful.
基金supported by the National Science Foundation of China(No.41174100)the Large-scale Oil and Gas Field and Coalbed Methane Development Major Projects(No.2011ZX05019-008-08)the China National Petroleum Corporation(No.2014A-3609)
文摘Wavefield separation of multicomponent seismic data to image subsurface structures can be realized in either the space domain or the wavenumber domain. However, as the particle velocity components used in the wavenumber-domain wavefield separation are not defined at the same grid point with the staggered-grid finite-difference method for elastic wavefield simulation, we propose the wavenumber-domain interpolation method to estimate the required values at the common grid points prior to the wavenumber-domain true-amplitude wavefield separation. Moreover, numerical experiments show that the wavenumber-domain interpolation method has high interpolation accuracy and the trueamplitude wavefield separation method shows good amplitude preservation. The application of the proposed methodology to elastic reverse-time migration can obtain good amplitudepreserved images even in the case of some velocity error.
