Dendritic spine degeneration:a primary mechanism in the aging process

Recent reports suggest that aging is not solely a physiological process in living beings;instead, it should be considered a pathological process or disease(Amorim et al., 2022). Consequently, this process involves a wide range of factors, spanning from genetic to environmental factors, and even includes the gut microbiome(GM)(Mayer et al., 2022). All these processes coincide at some point in the inflammatory process, oxidative stress, and apoptosis, at different degrees in various organs and systems that constitute a living organism(Mayer et al., 2022;AguilarHernández et al., 2023).

An Unprecedented Efficiency with Approaching 21%Enabled by Additive‑Assisted Layer‑by‑Layer Processing in Organic Solar Cells

Recently published in Joule,Feng Liu and colleagues from Shanghai Jiaotong University reported a record-breaking 20.8%power conversion efficiency in organic solar cells(OSCs)with an interpenetrating fibril network active layer morphology,featuring a bulk p-in structure and proper vertical segregation achieved through additive-assisted layer-by-layer deposition.This optimized hierarchical gradient fibrillar morphology and optical management synergistically facilitates exciton diffusion,reduces recombination losses,and enhances light capture capability.This approach not only offers a solution to achieving high-efficiency devices but also demonstrates the potential for commercial applications of OSCs.

My Jump 2应用程序测量大学生下肢垂直刚度的信度和效度

背景:证实My Jump 2应用程序测量下肢垂直刚度的信效度水平,可为其作为Kistler三维测力台测量下肢垂直刚度的替代方法提供可能性。目的:验证My Jump 2应用程序测量大学生下肢垂直刚度的信效度。方法:通过Kistler三维测力台和My Jump 2应用程序采集受试者的跳深数据并计算受试者的下肢垂直刚度。采用组内相关系数分析My Jump 2应用程序与Kistler三维测力台测得的数据,以验证My Jump 2应用程序的信度。将2个设备之间的偏倚值和平均值绘制成Bland-Altman图,验证2种测试方法之间的一致性。最后,使用克朗巴哈系数(α)和变异系数分析My Jump 2应用程序在30,40 cm高度的重测信度,使用皮尔逊积矩相关系数分析My Jump 2应用程序的相关性。结果与结论:①My Jump 2应用程序在测量下肢垂直刚度时具有较高的信效度;②同时由于其具有低成本、携带便捷和可用于大样本的场地测试的优势,可作为测力台的替代工具在大学生以及类似人群中对下肢垂直刚度进行测试。

Process Simulate软件在自动化生产线安装调试课程中的应用

针对自动化生产线安装调试课程的实践教学难题提出了使用仿真软件进行虚拟装调的方案。介绍了如何使用Process Simulate软件对自动化生产线进行虚拟装调。实践证明,使用Process Simulate软件能够有效提高自动化生产线安装调试课程的实践教学效果。

基于Arduino与Processing的心率检测计设计研究

随着社会经济的高速发展,人们的物质生活也有了极大的提高,但同时也伴随着各种疾病的到来,身体健康已经成为人们普遍关注的焦点,因此,心率检测仪、血压计、血糖仪等各种家用医疗监测仪器已经逐渐融入日常生活。心脏病是人们难以预防的突发致命疾病之一,本文介绍的是一款基于Arduino【是基于易用硬件和软件的原型开源平台,包由可编程的电路板(简称微控制器),以及集成开发环境(称为Arduino IDE)的现成软件组成】Processing(开源编程语言,包括编辑器、编译器、展示器)的简易心率检测计系统,其功能实用、操作简单,可以测量心率,当超出正常心率范围时及时预警,是一款便携的实时心率测试仪。

Exponential stability of impulsive jump linear systems with Markov process

The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.

THE EQUILIBRIUM PROBLEM AND CAPACITY FOR JUMP MARKOV PROCESSES

Let X=(Omega,F,F-t,X(t),theta(t),P-x) be a jump Markov process with q-pair q(x)-q(x, A). In this paper, the equilibrium principle is established and equilibrium functions, energy, capacity and related problems is investigated in terms of the q-pair q(x)-q(x, A).

Two-Sided First Exit Problem for Jump Diffusion Distribution Processes Having Jumps with a Mixture of Erlang

In this paper, we consider the two-sided first exit problem for jump diffusion processes having jumps with rational Laplace transforms. We investigate the probabilistic property of conditional memorylessness, and drive the joint distribution of the first exit time from an interval and the overshoot over the boundary at the exit time.

Stochastic asymptotical synchronization of chaotic Markovian jumping fuzzy cellular neural networks with mixed delays and the Wiener process based on sampled-data control

We investigate the stochastic asymptotical synchronization of chaotic Markovian jumping fuzzy cellular neural networks （MJFCNNs） with discrete, unbounded distributed delays, and the Wiener process based on sampled-data control using the linear matrix inequality （LMI） approach. The Lyapunov–Krasovskii functional combined with the input delay approach as well as the free-weighting matrix approach is employed to derive several sufficient criteria in terms of LMIs to ensure that the delayed MJFCNNs with the Wiener process is stochastic asymptotical synchronous. Restrictions （e.g., time derivative is smaller than one） are removed to obtain a proposed sampled-data controller. Finally, a numerical example is provided to demonstrate the reliability of the derived results.

REPRESENTATION OF ADDITIVE FUNCTIONALS AND LOCAL TIMES FOR JUMP MARKOV PROCESSES AND THEIR FUNCTIONAL LIMIT THEOREM

The representation of additive functionals and local times for jump Markov processes are obtained. The results of uniformly functional moderate deviation and their applications to birth-death processes are also presented.

Insiders' Hedging for Jump Diffusion Processes with Applications to Index Tracking

The hedging problem for insiders is very important in the financial market.The locally risk minimizing hedging was adopted to solve this problem.Since the market was incomplete,the minimal martingale measure was chosen as the equivalent martingale measure.By the F-S decomposition,the expression of the locally risk minimizing strategy was presented.Finally,the local risk minimization was applied to index tracking and its relationship with tracking error variance (TEV)-minimizing strategy was obtained.

Temperature dependence of multi-jump magnetic switching process in epitaxial Fe/MgO(001) films

Temperature dependence of magnetic switching processes with multiple jumps in Fe/MgO（001） films is investigated by magnetoresistance measurements. When the temperature decreases from 300K to 80K, the measured three-jump hysteresis loops turn into two-jump loops. The temperature dependence of the fourfold in-plane magnetic anisotropy constant K1, domain wall pinning energy, and an additional uniaxial magnetic anisotropy constant KUare responsible for this transformation. The strengths of K1 and domain wall pinning energy increase with decreasing temperature, but KU remains unchanged. Moreover, magnetization reversal mechanisms, with either two successive or two separate 90°domain wall propagation, are introduced to explain the multi-jump magnetic switching process in epitaxial Fe/MgO（001） films at different temperatures.

Poincaré Inequalities for Bounded Jump Processes

A lot of forms and applications have been found in Poincar6 inequality, but the optimum constants satisfying Poincar6 inequality have not been estimated. This paper estimates the optimum constants λ0 and λ1 satisfying Poincaré inequality by using isoperimetric constants. It is λ0≥k0^2/（2R） and λ1 ≥k1^2/（2R）.

Definition of Laplace Transforms for Distribution of the First Passage of Zero Level of the Semi-Markov Random Process with Positive Tendency and Negative Jump

One of the important problems of stochastic process theory is to define the Laplace transforms for the distribution of semi-markov random processes. With this purpose, we will investigate the semimarkov random processes with positive tendency and negative jump in this article. The first passage of the zero level of the process will be included as a random variable. The Laplace transforms for the distribution of this random variable is defined. The parameters of the distribution will be calculated on the basis of the final results.

THE JOINT DISTRIBUTIONS OF SOME ACTUARIAL DIAGNOSTICS FOR THE JUMP-DIFFUSION RISK PROCESS

In this article, the joint distributions of several actuarial diagnostics which are important to insurers＇ running for the jump-diffusion risk process are examined. They include the ruin time, the time of the surplus process leaving zero ultimately （simply, the ultimately leaving-time）, the surplus immediately prior to ruin, the supreme profits before ruin, the supreme profits and deficit until it leaves zero ultimately and so on. The explicit expressions for their distributions are obtained mainly by the various properties of Levy process, such as the homogeneous strong Markov property and the spatial homogeneity property etc, moveover, the many properties for Brownian motion.

Optimal Control for Insurers with a Jump-diffusion Risk Process

In this paper, the optimal XL-reinsurance of an insurer with jump-diffusion risk process is studied. With the assumptions that the risk process is a compound Possion process perturbed by a standard Brownian motion and the reinsurance premium is calculated according to the variance principle, the implicit expression of the priority and corresponding value function when the utility function is exponential are obtained. At last, the value function is argued, the properties of the priority about parameters are discussed and numerical results of the priority for various claim-size distributions are shown.

Poisson Process Modeling of Pure Jump Equities on the Ghana Stock Exchange

Although Geometric Brownian Motion and Jump Diffusion Models have largely dominated the literature on asset price modeling, studies of the empirical stock price data on the Ghana Stock Exchange have led to the conclusion that there are some stocks in which the return processes consistently depart from these models in theory as well as in its statistical properties. This paper gives a fundamental review of the development of a stock price model based on pure jump processes to capture the unique behavior exhibited by some stocks on the Exchange. Although pure jump processes have been examined thoroughly by other authors, there is a lack of mathematical clarity in terms of deriving the underlying stock price process. This paper provides a link between stock prices existing on a measure space to its development as a pure jump Levy process. We test the suitability of the model to the empirical evidence using numerical procedures. The simulation results show that the trajectories of the model are a better fit for the empirical data than those produced by the diffusion and jump diffusion models.

On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes

A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that governs the time evolution of the probability density function of this process. In the stochastic process and, correspondingly, in the FP model the control function enters as a time-dependent coefficient. The objectives of the control are to minimize a discrete-in-time, resp. continuous-in-time, tracking functionals and its L2- and L1-costs, where the latter is considered to promote control sparsity. An efficient proximal scheme for solving these optimal control problems is considered. Results of numerical experiments are presented to validate the theoretical results and the computational effectiveness of the proposed control framework.

Integro-Differential Equations for a Jump-Diffusion Risk Process with Dependence between Claim Sizes and Claim Intervals

The classical Poisson risk model in ruin theory assumed that the interarrival times between two successive claims are mutually independent, and the claim sizes and claim intervals are also mutually independent. In this paper, we modify the classical Poisson risk model to describe the surplus process of an insurance portfolio. We consider a jump-diffusion risk process compounded by a geometric Brownian motion, and assume that the claim sizes and claim intervals are dependent. Using the properties of conditional expectation, we establish integro-differential equations for the Gerber-Shiu function and the ultimate ruin probability.

SYMMETRIC INTEGRAL AND CANONICAL EXTENSION FOR JUMP PROCESS SOME COMBINATORIAL RESULTS

Using approximation technique, we introduce the concepts of canonical extension and symmetrio integral for jump process and obtain some results in the chaotic form.