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Akademický článek

Phase Distribution of Gas–Liquid Slug–Annular Flow in Horizontal Parallel Micro-Channels

Autor: Yanchu Liu, Siqiang Jiang, Shuangfeng Wang

Publikováno v: Energies, Vol 17, Iss 10, p 2399 (2024)

As a transitional flow pattern, slug–annular flow occurs over a wide range of operating conditions in micro-channels while its distribution in parallel micro-channels has not been well characterized. Herein, we conducted an experiment to study the

Externí odkaz: https://doaj.org/article/c71409b700e848b8822a6b047e0d76a1

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Akademický článek

Risk measures for variable annuities: A hermite series expansion approach

Autor: Zhenyu Cui, Jinhyoung Kim, Guanghua Lian, Yanchu Liu

Publikováno v: Journal of Management Science and Engineering, Vol 4, Iss 2, Pp 119-141 (2019)

In this study, we propose an efficient approach to the calculation of risk measures for an insurer's liability from writing a variable annuity with guaranteed benefits. Our approach is based on a novel application of the Hermite series expansions on

Externí odkaz: https://doaj.org/article/035c538fc63242018ae246910faff825

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Akademický článek

Pricing Continuously Monitored Barrier Options under the SABR Model: A Closed-Form Approximation

Autor: Nian Yang, Yanchu Liu, Zhenyu Cui

Publikováno v: Journal of Management Science and Engineering, Vol 2, Iss 2, Pp 116-131 (2017)

The stochastic alpha beta rho (SABR) model introduced by Hagan et al. (2002) is widely used in both fixed income and the foreign exchange (FX) markets. Continuously monitored barrier option contracts are among the most popular derivative contracts in

Externí odkaz: https://doaj.org/article/68f1da6f57f9462b8a0fbcb70b88e8a4

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Value of Initial Coin Offerings in the Fashion Industry

Autor: Yulin Hu, Yanchu Liu, Weili Xue

Publikováno v: IEEE Transactions on Engineering Management. 70:1343-1352

In our model, a venture seeks capital through an initial coin offering (ICO). The ICO enables the venture to collect demand information from decentralized investors. The venture makes a tradeoff between ensuring the project’s success and forecastin

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5c10baec40a8dbf8a0e667799c23522a
https://doi.org/10.1109/tem.2021.3075073

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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient

Autor: Yanchu Liu, Zhenyu Cui, Ruodu Wang

Publikováno v: Operations Research Letters. 50:199-204

We theoretically compare variances between the Infinitesimal Perturbation Analysis (IPA) estimator and the Likelihood Ratio (LR) estimator to Monte Carlo gradient for stochastic systems. The conditions proposed in [Cui et al., 2020] when the IPA esti

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8f2e6c8a979b5baa8d3666252f1973aa
https://doi.org/10.1016/j.orl.2022.01.012

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Effects of the electric field on the overall drop impact on a solid surface

Autor: Yu Tian, Zihan Peng, Yanchu Liu, Linsen Di, Ziyi Zhan, Dong Ye, Yin Guan, Xinping Zhou, Weiwei Deng, YongAn Huang

Publikováno v: Physical Review Fluids. 7

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::232943fbd6b4dc1dae1a89221bfddd15
https://doi.org/10.1103/physrevfluids.7.113604

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Air entrapment of a neutral drop impacting onto a flat solid surface in electric fields

Autor: Yu Tian, Yanchu Liu, Zihan Peng, Chenghao Xu, Dong Ye, Yin Guan, Xinping Zhou, Weiwei Deng, YongAn Huang

Publikováno v: Journal of Fluid Mechanics. 946

When a charge neutral drop impacts on a flat solid substrate, a small air bubble is always trapped underneath due to the lubrication pressure coming from the viscous stress in the squeezed air film. Herein we find experimentally and numerically that

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d2c91461913363db03c1cda92c5d6c29
https://doi.org/10.1017/jfm.2022.439

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Ultrasound Velocity-Based Phase Content Measurement of Oil Sludge in Storage Tank

Autor: Hongliang Zhou, Zhengjie Jiang, Yanchu Liu, Xiaocheng Ge

Publikováno v: IEEE Sensors Journal. 21:4291-4299

Oil sludge presents a harmful but economically valuable waste. A large amount of oil sludge is produced during the processes of extraction, refining, storage, and transportation of petroleum. The contents of oil, water, and slag in the oil sludge are

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::935bd8d365b83965cbe079d38fc8327d
https://doi.org/10.1109/jsen.2020.3030248

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