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Remarks on asymptotic behavior of weighted quadratic variation of subfractional Brownian motion
Junfeng Liu,Litan Yan 한국통계학회 2012 Journal of the Korean Statistical Society Vol.41 No.2
The present note is devoted to prove, by means of Malliavin calculus, the convergence in L2 of some properly renormalized weighted quadratic variation of sub-fractional Brownian motion SH with parameter H < 1/4.
OPTIMAL INVESTMENT FOR THE INSURER IN THE LEVY MARKET UNDER THE MEAN-VARIANCE CRITERION
Liu, Junfeng The Korean Society for Computational and Applied M 2010 Journal of applied mathematics & informatics Vol.28 No.3
In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L$\acute{e}$vy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.
OPTIMAL INVESTMENT FOR THE INSURER IN THE LEVY MARKET UNDER THE MEAN-VARIANCE CRITERION
Junfeng Liu 한국전산응용수학회 2010 Journal of applied mathematics & informatics Vol.28 No.3
In this paper we apply the martingale approach, which has been widely used in mathematical finance, to investigate the optimal investment problem for an insurer under the criterion of mean-variance. When the risk and security assets are described by the L´evy processes, the closed form solutions to the maximization problem are obtained. The mean-variance efficient strategies and frontier are also given.
Junfeng Nie,Yunpeng Liu,Qihao Xie,Zhanli Liu 한국원자력학회 2019 Nuclear Engineering and Technology Vol.51 No.2
In this paper a body-centered cubic(BCC) crystal plasticity model based on microscopic dislocationmechanism is introduced and numerically implemented. The model is coupled with irradiation effect viatracking dislocation loop evolution on each slip system. On the basis of the model, uniaxial tensile tests ofunirradiated and irradiated RPV steel(take Chinese A508-3 as an example) at different temperatures aresimulated, and the simulation results agree well with the experimental results. Furthermore, crystalplasticity damage is introduced into the model. Then the damage behavior before and after irradiation isstudied using the model. The results indicate that the model is an effective tool to study the effect ofirradiation and temperature on the mechanical properties and damage behavior.
THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS
Liu, Junfeng Korean Mathematical Society 2011 대한수학회논문집 Vol.26 No.4
In this note, we obtain the expression of the characteristic fucntion of the random variable $\int_o^TB_s^{{\alpha},{\beta}}dB_s^{H,K}$, where $B^{{\alpha},{\beta}}$ and $B^{H,K}$ are two independent bifractional Brownian motions with indices ${\alpha}{\in}(0,1),{\beta}{\in}(0, 1]$ and $HK{\in}(\frac{1}{2},\;1)$ respectively.
Junfeng Gong,Xinle Huang,Liwen Luo,Huan Liu,Hao Wu,Ying Tan,Changqing Li,Yu Tang,Yue Zhou 대한척추신경외과학회 2022 Neurospine Vol.19 No.2
Objective: Endoscopic transforaminal lumbar interbody fusion (Endo-TLIF) has gained increasing popularity among spine surgeons. However, with the use of fluoroscopy, intraoperative radiation exposure remains a major concern. Here, we aim to introduce Endo-TLIF assisted by O-arm-based navigation and compare the results between O-arm navigation and fluoroscopy groups. Methods: Sixty-four patients were retrospectively analyzed from May 2019 to September 2020; the nonnavigation group comprised 34 patients, and the navigation group comprised 30 patients. Data on radiation dose, blood loss, postoperative drains, surgery time, complications, and length of hospital stay (LOS) were collected. Clinical outcomes were evaluated from postoperative data such as fusion rate, Oswestry Disability Index (ODI), and visual analogue scale (VAS). Radiation dose and surgery time were selected as primary outcomes; the others were second outcomes. Results: All patients were followed up for at least 12 months. No significant differences were detected in intraoperative hemorrhage, postoperative drains, hospital LOS, or complications between the 2 groups. The radiation dose was significantly lower in the navigation group compared with the nonnavigation group. The time of cannula placement and pedicle screw fixation was significantly reduced in the navigation group. No significant differences were detected between the clinical outcomes in the 2 groups (VAS and ODI scores). Conclusion: The present study demonstrates that O-arm-assisted Endo-TLIF is efficient and safe. Compared with fluoroscopy, O-arm navigation could reduce the radiation exposure and surgical time in Endo-TLIF surgery, with similar clinical outcomes. However, the higher doses exposed to patients remains a negative effect of this technology.
Simulation of the irradiation effect on hardness of Chinese HTGR A508-3 steels with CPFEM
Junfeng Nie,Pandong Lin,Yunpeng Liu,Haiquan Zhang,Xin Wang 한국원자력학회 2019 Nuclear Engineering and Technology Vol.51 No.8
Understanding the irradiation hardening effect of structural steels under various irradiation conditions plays an important role in developing advanced nuclear systems. Such being the case, a crystal plasticity model for body-centered cubic (BCC) crystal based on the density of dislocations and irradiation defects is summarized and numerically implemented in this paper. Based on this model, nano-indentation hardness of Chinese A508-3 steels with ion irradiation is calculated. Very good agreement is observed between simulation and experimental data of several different irradiation doses subjected to various operating temperatures, from which, it can be concluded that indentation hardness increases with increasing irradiation dose at both room temperature and high temperature. Consequently, the validity of this model has been proved properly, and furthermore, the model established in this paper could guide the study of irradiation hardening effect and temperature effect to some extent.
Junfeng He,Zhongning Guo,Haishan Lian,Junjie Wang,Xiaolei Chen,Jiangwen Liu 한국정밀공학회 2020 International Journal of Precision Engineering and Vol.7 No.1
Traditional micromilling leaves burrs and has a high surface roughness in the workpiece, which compromises the microstructural machining quality. Electrophoresis-assisted ultrasonic micromilling machining (EUMM) is proposed to solve this problem. An electrophoresis assisted electric field is applied to attract abrasive particles into the machining gap. Combined with the ultrasonic vibrations of the workpiece, the impact and grinding effect of these abrasive particles in the machining gap removes burrs that are generated during machining and reduces the surface roughness of the microstructure. Micro channels were generated for this study to verify the proposed method. The experimental results show that the EUMM significantly reduces burr formation during microchannel milling. The EUMM also decreases the surface roughness (Ra); the bottom roughness using the EUMM (0.33 µm) is lower than that with either the ultrasonic micromilling (UMM) or traditional micromilling. The EUMM also improves the sidewall roughness since the grinding and particle impacts significantly smooth the sidewalls. The particles during EUMM ensure a low surface roughness of 0.34 µm for the vertical sidewalls. Furthermore, the EUMM has a lesser effect on the width of the micro channels; as the spindle speed increases, the microchannel width only increases from 486 to 498 µm.
Sampled-data Fuzzy Control of Two-wheel Inverted Pendulums Based on Passivity Theory
Rongjun Liu,Junfeng Wu,Dan Wang 제어·로봇·시스템학회 2018 International Journal of Control, Automation, and Vol.16 No.5
In this paper, an aperiodically sampled-data control scheme is detailed for the two-wheel inverted pendulum using Takagi-Sugeno (T-S) fuzzy models. The passivity theory is applied in the presence of the disturbances in the actuator channel. A two-rule fuzzy model is utilized to represent the two-wheel inverted pendulum. By using the pendulum angle as the antecedent variable of the fuzzy rule, a passive sampled-data controller is established using the pendulum inclination angle and the mean value of the rim motors’ rotary angles. A Lyapunov-like function based on the two fuzzy rules is constructed to develop criteria of passivity, by the utilization of very-strict passivity in terms of the pendulum angle. Then a solution to the gains of sampled-data controller is synthesized to ensure the very-strict passivity of the pendulum system. By the illustrative examples, the effectiveness of the variable-sampling control scheme is validated for the two-wheel inverted pendulum.