最新刊期
卷 51 ， 期 6 ， 2012
- 摘要：In the real market, (i) in order to prevent market manipulation and other problems caused by short selling, transaction is still subject to some short selling restrictions even in developed markets; (ii) due to the markets relevant regulations and investors’ requirement of risk control, the proportions invested in some assets have certain limits; (iii) investors must pay stamp duty and other transaction costs during transaction. Considering these three aspects, Value-at-Risk (VaR) as risk measure is adopted, and a mean-VaR portfolio model is constructed with limited short selling, proportion of investment limits and transaction cost under two assumptions that the rate of return is normal and non-normal distribution. Firstly, a particle swarm optimization (PSO) algorithm is presented for the model; secondly, numerical experiments are provided by using the test data from A stock market of China; finally, the characteristics of the portfolio efficient frontier and the influences on investors’ decision-making under the limited short selling constraints are discussed.关键词：mean-VaR;limited short selling;transaction cost;particle swarm optimization
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发布时间：2023-12-11 - 摘要：As a supervised classifier, Support Vector Machine (SVM) has prominent advantages in solving some problems on petty and nonlinear datasets, but it is unsatisfying in tackling with imbalanced datasets. Random under-sampling has been a widely used method to improve SVM's performance on imbalanced data, but its stability is easily influenced by the nature of randomness. A modified SVM based on under-sampling method is presented to classify imbalanced data. Compared with the random under-sampling technique, it is shown through experiments on natural datasets that the new proposed under-sampling method is more stable in classifying imbalanced data, and exhibits improved SVM performance in classifying imbalanced data for many cases.关键词：support vector machine;imbalanced data;under-sampling;stability
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发布时间：2023-12-11 - 摘要：Let X be a compact complex manifold, and let π:χ→B be a small deformation of X, the dimensions of the Dolbeault cohomology groups Hp(XtΩpXt) may vary under this deformation. The author studied the deformation obstructions of a (p,q) class in the central fiber X. In particular, He obtained an explicit formula for the obstructions. The first order obstruction is proved in another way by using Dolbeault cohomology.关键词：Hodge number;deformation;obstruction;Kodaira Spencer class
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发布时间：2023-12-11 - 摘要：N-dimensional compact closed sub-manifolds Mnof mean curvature and scalar curvature having linear relationship in the space form Sn+p(1) are studied.The Theorem A generalizes the totally umbilical resolute of sub-manifolds of constant scalar curvature to sub-manifolds of mean curvature and scalar curvature having linear relationship.关键词：compact closed;sub-manifold;mean curvature;scalar curvature;totally umbilical property;space form
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发布时间：2023-12-11 - 摘要：The moment stability of a damped Mathieu oscillator to combined deterministic harmonic and random noise of the form of a stationary Gaussian process parametric excitation is investigated. The analysis is based on a suitable coordinate transformation and stochastic averaging method, which reduces the system to two linear Ito's stochastic differential equations. By using the Ito's differential rule, differential equations ruling the time evolution of the first and second order response moments are obtained. The necessary and sufficient conditions of stability for the first and second order moments are that the matrix of the coefficients of the differential equations ruling the moments have complex eigenvalues with negative real parts. The analytical expression of the stability condition of the first order moment is obtained, while results of the second order moment stability are given numerically. Some numerical simulations and graphs are presented for representative cases. It is founded that，when the intensity of the random noise and the amplitude of the deterministic harmonic excitation increase, the stability regions will reduce whether for the first order moment or the second order moment stability. The stability regions will reduce to the minimum value if the detuning parameter tend to zero. The stability regions based on different order moments will become identical when the intensity of the random noise increases to zero.
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发布时间：2023-12-11 - 摘要：A novel four-dimensional hyperchaotic system is reported. The phase diagram, bifurcation diagram and Lyapunov exponents spectrum diagram of the system are analyzed by means of numerical simulations. Results show the new system takes on periodic, quasi-periodic and hyperchaotic dynamical behaviors as the new introduced parameter varies. And the range of hyperchaos is wider. Based on the Lyapunov stability theorem, a linear pinning controller is designed to achieve the synchronization of the new hyperchaotic system. Results demonstrate that the method is correct and effective.关键词：novel hyperchaotic system;phase diagram;bifurcation diagram;Lyapunov exponents spectrum;linear feedback synchronization
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发布时间：2023-12-11 - 摘要：Soft rock's softening in water is its important failure feature. It is also a main cause of deformation failure of slope and deep excavation in red-bed soft rock. There is one important reason accounting for the failure of red-bed soft rock, a large number of initial fissures exist in rock mass, such that water is able to permeate into the rock mass and activate physical and chemical reactions which lead to propagation of cracks as well as decrease of strength of soft rock. To investigate crack propagation of soft rock with fissures, two batches of soft rock samples with different initial fissures are dedicately prepared for the examination through lab tests into their softening and cracking in water. Hereinto, one batch of samples are intact rock mass without initial fissures, the other batch of samples contains only one initial crack. Crack propagation laws for red-bed soft rock was revealed through studying on crack propagation of two groups of samples mentioned above, including: ① Cracks of samples without initial cracks propagate from outside to inside, and samples with initial cracks has its cracks propagating along the original initial cracks, so cracks of samples with one initial crack propagate more quickly than the samples without initial crack; ② It was found that from micrographs that crack propagation of soft rock generally bypasses the quartz crystals. Based on the experimental study, the micromechanical mechanism of cracks propagation of soft rock in water was elaborated and its failure process was analyzed as well.关键词：red-bed;soft rock with fissures;crack propagation;experiment;micromechanical mechanism
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发布时间：2023-12-11 - 摘要：Two optimal approaches of two-stage fuzzy controller for traffic signals at isolated intersections are presented. Firstly, from the perspective of structural optimization, a two-stage combination fuzzy controller is designed, for the consideration of multi-dimensional traffic status variables leading to the inefficiency of traffic states at intersections under low traffic flow. The controller introduces 0-1 combination and determines the combination of traffic status variables of fuzzy controller's inputs. Secondly, aiming at the problems of fuzzy controller parameter empirical settings and functional disability of learning, a two-stage fuzzy logic traffic signal controller with online optimization is proposed, for the insufficiency of fuzzy controller parameter settings and functional disability of learning. This controller introduces the rolling horizon framework and optimizes the parameters of membership functions and fuzzy rules of fuzzy controllers by using hybrid genetic algorithm. Finally, the performance of the two proposed models is validated via online Paramics-based simulation platform, and extensive relative simulation tests have demonstrated the potential of the developed controllers for adaptive traffic signal control.关键词：traffic engineering;traffic signal;fuzzy logic;combination fuzzy;genetic algorithm
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发布时间：2023-12-11 - 摘要：According to the characteristics of the drill-jamming accidents, a kind of multi-directional linear cumulative cutter in which twelve hollow copper pipes distributed evenly around the cylindrical explosive was designed. The linear cumulative cutter's explosion principle and penetration process were studied through numerical simulation method using LS-DYNA procedure, then the numerical calculation and experiment results were compared. The numerical simulation results show that the twelve copper pipes formed twelve jets, plugs and ‘tail’ which moved after the jets under the pressure of detonation. Then these twelve jets moved along twelve different planes which were formed from the central axis of the explosive and every copper pipe respectively(the angle between adjacent two neighboring planes was 30 degree), the velocity of the jet tip and plug were approximate up to 3 530 m/s and 1 180 m/s respectively. The goal steel pipe primarily came into being swell and fracture failure under the detonation pressure, then it was cut by twelve jets (the penetration velocity was about 2 550 m/s), eventually resulting in the formation of twelve slits. The steel pipe's deformation results and the quantity of slits are in consistent with the experimental results, and this technology is applied successfully in the drill-jamming accident of three hundred meters deep drilling, moreover, it is noted that the charge and cost are reduced respectively by 80% and 50% at least compared with existing normal cutter, in addition the structure of cumulative cutter is simple and easy to be processed. The numerical simulation, experiment and engineering practice results show that the linear cumulative cutter with suitable structure can reach an ideal cutting effect and improve the energy utilization efficiency and security greatly.关键词：drill-jamming;multi-directional linear cumulative cutter;numerical simulation;jets;slit
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发布时间：2023-12-11 - 摘要：The caching algorithm has a very wide range of applications in the field of storage systems, database system and Web server, the cache hit ratio is one of cache measure indicators.Based on analysis of classic cache page replacement algorithms—LRU, CLOCK, ARC and CAR, the improved clock adaptive cache replacement algorithm—ICAR is proposed, which can more accurately manage read requests “frequency” characteristics. The experimental results show that if read requests fulfill several typical probability distribution (for example, random distribution, the Poisson distribution and normal distribution), ICAR can get higher cache hit rate than CAR and LRU algorithm in the majority of cases. But when the cache hit rate is very high (above 80%) or low (less than 30%) case, ICAR algorithm can not get better performance than CAR, it's worthy of further research.关键词：cache;replacement algorithm;the hit rate
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发布时间：2023-12-11 - 摘要：Signal sparse decomposition of redundant dictionaries is a new theory for signal representation. The theory can adaptively provide a flexible method for signal sparsity extension via using overcomplete redundant function instead of conventional orthonormal-basis function. Based on DCT redundant dictionary and Dirac dictionary,a novel adaptive redundant dictionary is presented by composed Dirac and DCT base.Combining image partition and iterative hard threshold (IHT) algorithm, experiment results show that the adaptive redundant dictionary has higher signal recovery ratio.关键词：compressed sensing;redundant dictionaries;restricted isometry property;measurement matrix
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发布时间：2023-12-11 - 摘要：As to the problem of network topology discovery by the low-voltage power line carrier, spanning tree collection is used to deduce the migration of the tree,and to discover the communication network topology.The connected graph is also applied to illustrate and analyze smart meter nodes and the relations between those nodes.The decisional rules of relations of smart meter nodes is established and a low-voltage PCL network topology discovery algorithm is proposed based on spanning tree(STTDA). The critical factors and efficiency of the algorithm had also been analyzed.关键词：power line carrier(PLC);spanning tree;topology discovery;connected graph
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发布时间：2023-12-11 - 摘要：The interfacial bond strength between CFRP（carbon fiber polymer）and concrete is an important factor for bending properties of CFRP-concrete composite beam．Three groups of numerical models are established based on the different bond length and interfacial strength ．Four-point bending loading processes controlled by displacement are simulated．Influence of Interface Strength on Bending Properties of CFRP-concrete beam has been discussed．The results show that the interface strength has little effect on the macro-bearing capacity and the stiffness of composite beams pre-cracking，but significant effect on stiffness and ductility after cracking，and it also reflected that the longer CFRP is stuck，the more sensitive to the changes of the interfacial strength．关键词：CFRP;interface strength;composite beam;bonding;sensitivity
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发布时间：2023-12-11 - 摘要：ESI-MS is an effective way to study intermolecular interaction. In this paper, the non-covalent interaction between a series of synthesized N-phosphoryl dopamine and insulin was studied by using ESI-MS. The effects of different groups of P on N-phosphoryl dopamine were compared. The results showed that length and sequence of alkyl group of alkoxyl group on P were very important for the interaction under ESI-MS conditions. N-phosphoryl dopamines with longer carbon chains could contract the protein configuration more greatly and form complex with higher stoichiometric proportion in solution, while the sequence of carbon chain with a same number carbon atom have no obvious difference on contraction of protein. The result also showed that the length of carbon chain also had an obvious effect on the stability of complexes. Straight chain was more beneficial for the stability than branched chain when the number of carbon was equal. This conclusion was valuable for design of new active dopamine molecules.关键词：ESI-MS;N-phosphoryl dopamine;insulin;non-covalent interaction
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发布时间：2023-12-11 - 摘要：Pb0.5Ba0.5TiO3(PBT) thin films were prepared on Pt/TiO2/SiO2/Si substrates by using a chemical solution deposition method. The thin films were phasepure with perovskite structure, no secondary phase was observed. Meanwhile, they were smooth, density and crack-free with small grain size of about 17 nm. Good electrical properties were observed in the films annealed at 700 ℃ for 1 h. The dielectric constant and the dissipation factor (at 1 kHz) were 265 and 5 %, respectively. Driven by a electric field of 500 kV/cm, PBT showed 2 Pr of and Ec of 110 kV/cm. These suggested that PBT had potentials in applications of ferroelectric devices.关键词：Pb0.5Ba0.5TiO3;PBT;dielectric;ferroelectric;chemical solution deposition method
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发布时间：2023-12-11 - 摘要：In this study, the nanostructured AgI/BiOI heterojunction photocatalyst was prepared by solvothermal process. AgI/BiOI heterojunction photocatalyst was characterized using X-ray power diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM) and UV-vis diffuse reflectance spectroscopy (DRS). The results indicated that the BiOI product had high purity and composed of nanoplates. The DRS results indicated that BiOI had the significant adsorption in the visible light region, and AgI/BiOI heterojuction photocatalysts possessed the red-shift in the visible light. The photocatalytic activity of AgI/BiOI was evaluated by photocatalytic degradation of acid orange Ⅱ under visible light irradiation (λ > 400 nm). It was observed that the photocatalytic degradation efficiency of acid orange Ⅱ was more than 90% within 2 h, which was higher than that of AgI and BiOI. The enhanced photocatalytic activity mechanism was studied by the electrochemical impedance spectroscopy (EIS). The EIS results showed that the impedance value of AgI/BiOI was much lower than that of pure BiOI, leading to the enhanced photocatalytic activity of AgI / BiOI heterojunction photocatalysts.关键词：photocatalysis;AgI/BiOI;heterojunction;acid orange Ⅱ;electrochemical impedance spectroscopy
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发布时间：2023-12-11 - 摘要：Use of antibiotics at subtherapeutic concentrations for agricultural applications has been believed to be an important factor in the proliferation of bacteria with antibiotic resistance genes (ARGs). In this work, total nine tetracycline ARGs (tet-ARGs) including tetA, tetB, tetC, tetD, tetG, tetL, tetO, tetQ and tetX) were studied in sixteen soil samples from livestock using qualitative PCR SYBR Green I real-time PCR methods. The results showed that eight of tet-ARGs except tetD could be detected in most of samples and the detection percentages ranged from 6% (tetB) to 94% (tetC). The quantitative results for four tet-genes (tetA, tetC, tetG and tetX) showed that 50% samples had the highest tetC abundance (108) and the others were in range of 102to 105. As a result, the spread occurrences of high levels of tet-genes in livestock soil should not be overlooked.关键词：tet-ARGs;livestock soil;gene contamination
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发布时间：2023-12-11 - 摘要：Antibiotic resistance genes (ARGs) greatly limit the aquaculture development in China. In this study, 194 strains of bacteria were identified with an improved boiling method for DNA extraction. Polymerase chain reaction (PCR) assay was applied to detect the antibiotic resistance genes of florfenicol (floR), two sulfonamide (sul1 and sul2), streptomycin (str), trimethoprim (dfrA20) in 139 bacterial strains. It showed that 194 strains were identified as 62 different species, mainly Lysine Bacillus, Vibrio parahaemolyticus,Aeromonas media, Aeromonas hydrophila, Aeromonas sobria, Bacillus cereus, Citrobacter freundii, Chryseobacterium ureilyticum, Pseudoalteromonas whanghaensis, Vibrio cholerae and so on. ARGs of floR, sul1, sul2, str and dfrA20 in 139 strains were detected with positive rate of 11.51%, 20.86%,12.23%, 10.07% and 2.88%, respectively. The results showed that antibiotic resistance genes could be the potential emerging pollutants in aquaculture organisms and aquatic environment.关键词：aquaculture organism;aquatic environment;bacteria identification;antibiotic resistance genes (ARGs)
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发布时间：2023-12-11 - 摘要：The study endeavors to find the optimal inhibitor and the best poses of CCR5 for HIV by comparing the inhibition of common small molecule inhibitors systematically. The results will be helpful to design new drugs of inhibitors. The 3D structures of 29 kinds of small molecule inhibitors from 7 classes were built by using Material Studio software The docking results that each inhibitor docks with CCR5 protein were obtained. Several parameters had been used to evaluate the inhibition effects of these molecules, which include absolute free energy, relative free energy, docking attitude percentage and LibDock composite score et al. And finally the study also revealed the optimal site of CCR5 which located in the second cell outer ring and the N-terminal. The inhibitions from strong to weak are sorted as following: Inhibitor 27 (pyrrolidine), inhibitors (benzo cycloheptane vinyl), inhibitor 12 (piperidine), inhibitor 14 (spiro diketone piperidine), inhibitor 21 (4-piperazine pyridine-1-the butylamine class), 5 inhibitors (natural small molecule class), inhibitor 17 (tropicamide alkanes). Among which, inhibitor 27 (pyrrolidine) may be the candidate of optimal inhibitor of CCR5 protein.关键词：discovery studio;CCR5;HIV-1;small molecule inhibitor
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发布时间：2023-12-11 - 摘要：The antifeedant activity of Wedelia chinensis Merr. against different instar larvae of rice leaffolder, Cnaphalocrocis medinalis Guenee, were determined by leaf dipping. The results showed that three parts of W. chinensis had strong antifeedant activity against the larvae of rice leaffolder, the antifeedant rate of the extracts from the stem, leaves or flowers extracts against the 2~5ndinstar larvae of C. medinalis in 24 hours were about 80% (72.35%~91.11%), not more than 60% (40.90%~56.95%), 100% respectively; All instar larvae had strong antifeedant activity on the methanol extracts from the stems, the antifeedant rate in 24 hours decreased as the increasing of the larval instar, for example, the antifeedant rate of the second instar larvae was up to（91.11 ± 3.85）%, and that of 5thinsatr larvae was down to (72.35 ± 9.08)%; All instar larvae had weaker antifeedant activity on the methanol extracts from the leaves, the highest antifeedant rate in 24 hours was only (57.84 ± 3.68)%; All instar larvae were very sensitive to the methanol extracts from the flowers, the antifeedant rate in 24 hours reached 100%, no significantly differences among all instar larvae in the antifeedant rate in 24 hours or 48 hours ;the toxic effects of the extracts from stems or leaves on all instar larvae were not good, but the toxic effects of the extracts from flowers on younger larvae were better, for example, the mortality of the second instar larvae treated by the flower extracts in 48 hour was up to 72.7%, however the toxic effects on older larvae were dramatic declined, the mortality of the 4thor 5thinstar larvae treated by the flower extracts in 48 hour was below 30%.关键词：Wedelia chinensis Merr.;Cnaphalocrocis medinalis Guenee;antifeedant activity;toxic activity
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发布时间：2023-12-11 - 摘要：The rapidly developing molecular techniques require the ability to extract high quality RNA from Aspergillus flavus. The cell wall structure and endogenous RNase activity in A. flavus are often the main obstacles for obtaining RNA with high quality. In this paper, TES hot phenol method was applied to obtain total RNA from A. flavus, and the total RNA was further used in RT-PCR (Reverse translation-polymerase chain reaction) and RNA-sequencing.The results showed that the TES hot phenol method can be used to get a good quality of total RNA from this filamentous fungus as templates for following studies, such as RT-PCR and RNA sequencing.关键词：Aspergillus flavus;RNA extraction;TES hot phenol method;RT-PCR;RNA-Sequencing
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发布时间：2023-12-11 - 摘要：By adjusting the distribution of vertical sigma levels and increasing its number, the accuracy of computed wind, temperature and other meteorological fields are improved in near surface and upper levels in MM5 simulations. In particular, the density of vertical levels above 2000 meters is usually sparse compared with that near surface levels. Increasing the number of vertical levels above 2000 meters can improve greatly the accuracy of computed meteorological fields in upper levels, resulting in better analysis of weather phenomena such as the southwest low-level and high-level jets which have significant influence in the South China region in summer. The changes of vertical wind profile caused by updating of land use pattern are studied. The streamline fields are compared and analyzed in three vertical cross-sections in the Pearl River estuary. The updating land use patterns would lead to more realistic surface heat and vapor fluxes, resulting in more accurate upper atmosphere meteorological fields, such as the vertical wind profile, through vertical turbulent transport.关键词：mesoscale model MM5;densify vertical levels;vertical wind profile
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发布时间：2023-12-11 - 摘要：Severe hydraulic conditions which are the key technique problems in reclamation engineering often occur in the process of cofferdam blocking-off. In order to ensure successful implementation of blocking-off, it is necessary to know the hydraulic characteristics. The current methods of design tidal type have many problems which are single and lack of uniform standard. So, a method based on risk analysis was proposed. As an example in Chiwan sea area, the design tidal type with different recurrence periods for the blocking-off period were performed .The main achievements are summarized as follows: ① The results show that there is risk problem for the current method of amplifying the measured tidal level process curve by the same multiple to the design tidal level in Chiwan sea area;② Differences in the design tidal type with different recurrence periods for the blocking-off period are small in Chiwan sea area, so, the uniform design standards(5% frequency) can be conformed;③ The new method is reasonable and will provide reference for the computation of design tidal type in the process of cofferdam blocking-off.关键词：reclamation engineering;cofferdam blocking-off;hydraulic calculation;design tidal type;risk analysis
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发布时间：2023-12-11 - 摘要：In this paper, the agricultural drought was monitored based on the MODIS data and meteorological data. The agricultural drought index model was established by the standardization vegetation supply water index (SDI), comprehensive precipitation departure index (MSRI) and soil moisture data measured simultaneously.The SDI is suitable for drought monitoring in high vegetation cover region, and the MSRI is suitable for drought monitoring in tropical climate area. The model accuracy was evaluated by the measured data in May 2011 in Hainan Island. The results show that root mean square(RMSE) of the model is 4.65% and the relative root mean square(RESEr) is 19.28%, indicating that the model has higher accuracy and can be used to monitor agricultural drought in Hainan Island. The model was used to monitor agricultural drought in Hainan Island from October in 2004 to January in 2005. Based on the results of agricultural drought monitoring, temporal attribute and spatial distributions of droughts in the study area were briefly discussed. The drought occurrences had some little fluctuations, but with a developing trend.The drought in west and north is more serious than in east and south of the island.As a whole, the drought is more serious in the plain than that in the mountain area of the central section of Hainan during the monitoring period,with an obvious temporal change trend. The drought was aggravated with the elevation and slope decrease.The drought in the plain is more serious than in the slope land and the aspect differentiation of drought is not obvious.关键词：MODIS;agricultural drought;drought index;comprehensive monitoring;Hainan Island
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发布时间：2023-12-11 - 摘要：The hub-and-spoke network has been applied in the maritime transport since 1980s. To make more profit, large containerships are required to calls only a limited number of large ports. Therefore, a hub-and-spoke network would be a better way, comparing to traditional direct call network, for operating liner fleets, in which the bigger and faster ships running on the main routes among the hub ports, and the smaller feeders connect the origins with hub ports or hub ports with destinations. This paper presented a Hub-and-Spoke Maritime Container Transport model (HSMCTm) which tried to minimize the total transport cost of the network after the model result defined hub ports, and the spoke ports and their allocations. The heuristic algorithm was used for realistically sized instances and the solution was optimized by comparing the alternative results from the model computation. A non-Symmetrical Proportional Model (nSPM) was developed to calculate the O-D container matrix of the port system. Then they were applied in the China-Northern west European container liner route, which is under the rapid expansion of container shipping. The result revealed that the hub-and-spoke network possesses the advantage of economic of scale. Comparing to traditional direct call network, the total cost can be reduced to 53%-95% under different scenarios. The total cost curve showed a “U” shape. As the number of hub ports increased, the total cost declined at first then climbed up. The optimal number of hubs in the network is 6 or 7, while the number varied in eastward and westward route with different discount index.In China, Hongkong, Kaoshiung of Taiwan, and Shanghai were the unalterable hub location, while in Northwest European, Zeebrugge, Hamburg, Le Havre, Rotterdam, Antwerp, Felixtowe,and Southampton were alternative hub ports.关键词：hub-and-spoke network;hub ports;optimal model
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发布时间：2023-12-11 - 摘要：Based on the mercury penetration experiment data, the pore structure fractal features and the relationship between pore structure fractal features and permeability were analyzed in order to document the genesis of ore-bearing layer of a sandstone-type uranium deposit from Xinjiang. The pore structure of ore-bearing layer, with similar fractal features and formation mechanism in general, shows bifractal features.The big pore structure, with larger fractal dimension value, shows higher degree of complex than the small pore structure. The fractal dimension value of the big pore structure, can be used as a proxy of the permeability of the ore-bearing layer.The high value suggests the low permeability. The fractal dimension value of the small pore structure can not be used to estimate the permeability. Difference of fluid modification degrees on pore structures for different pore sizes is possibly an important factor for forming bifractal features of the pore structure of the ore-bearing layer.关键词：pore structure;fractal;sandstone-type uranium deposit;Xinjiang
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发布时间：2023-12-11
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