A Hybrid Energy Storage System for a Coaxial Power-Split Hybrid Powertrain

A hybrid energy storage system (HESS) consisting of batteries and supercapacitors can be used to reduce battery stress and recover braking energy efficiently. In this paper, the performance of a novel coaxial power-split hybrid transit bus with an HESS is studied. The coaxial power-split hybrid powertrain consists of a diesel engine, a generator, a clutch, and a motor, whose axles are arranged in a line. A mathematical model of the coaxial power-split hybrid powertrain with an HESS is established and the parameters are configured using experimental data. Subsequently, to estimate the system performance, a program is designed based on Matlab and Advisor. A rule-based control strategy is designed and finely tuned for the coaxial power-split hybrid powertrain. Then, using the Chinese Transit Bus City Driving Cycle (CTBCDC), the system characteristics and energy efficiencies of the designed coaxial power-split hybrid powertrain with an HESS are analysed. The results indicate that the proposed coaxial power-split hybrid powertrain with an HESS can fulfil the drivability requirement of transit bus and enhance the energy efficiency significantly compared with a conventional powertrain bus as well as reduce the battery stress simultaneously. Using an HESS is a good solution for the coaxial power-split hybrid transit bus

Forward and inverse American option pricing via a complementarity approach

This dissertation considers three topics. The first part discusses the pricing of American options under a local volatility model and two jump diffusion models: Kou's jump diffusion model and the Dupire system. In Chapter 2, we establish partial differential complementarity systems for pricing American options under the aforementioned three models. We also introduce two different discretization schemes, a finite difference method and a finite element method, for the discretization of the complementarity systems into a collection of linear complementarity problems (LCPs). In Chapter 3, we discuss four popular existing numerical algorithms---a PSOR method, a two phase active-set method, a semi-smooth Newton method and a pivoting method---for solving LCPs that arise under Kou's jump diffusion model and the Dupire system. The numerical results presented in the thesis summarize the effectiveness of each approach for solving the corresponding LCPs. %In particular, we are interested in the numerical evaluation of four algorithms pricing these options: a PSOR method, a two-phase active-set method, a semi-smooth Newton method, and a parametric pivoting method. In the second part, we consider the calibration problems of computing an implied volatility parameter for American options under the Dupire system and the local volatility model. In Chapter 4, we formulate the calibration problem as an inverse problem of the forward pricing problem, which is modeled as a discretized partial differential linear complementarity system in Chapter 2. The resulting inverse problem then becomes an instance of a mathematical program with complementarity constraints (MPCC). Two methods for solving MPCCs, an implicit programming algorithm (IMPA) and a new hybrid algorithm, are studied in this dissertation. We test both algorithms and report their numerical performance for solving MPCCs derived under the Dupire system and the local volatility model with synthetic and market data. In the third part of this thesis, we investigate a new class of MPCCs, a doubly uni-parametric MPCC, for which the calibration of American options under the Black-Scholes-Merton (BSM) model is a special case. In particular, we consider one new algorithm for solving this problem when the problem matrices are positive definite, and a second algorithm for the more general case when the matrices are merely positive semi-definite. We study the convergence of both algorithms based on the local stability of the solutions as well as the numerical performance of both algorithms for solving doubly uni-parametric MPCCs with tridiagonal matrices, which are applicable for the calibration problems under the BSM model

Electrical Response of Mortar Saturated with NaCl Solutions under Freeze–Thaw Cycles

This paper presents the test results of electrical response of mortar saturated with sodium chloride (NaCl) solutions under freeze–thaw cycles (FTCs). To quantitatively evaluate the salt frost damage of mortar based on its electrical response, mesoscale samples are prepared to assure the uniform pore solution concentration. The reduction of electrical resistivity shows the same tendency with elastic modulus, but with less degree. The investigation shows that electrical resistivity of mortar decreases with temperature and the phase changes can be observed based on their relationship. The freezing and thawing points decreasing with increment of solution concentration can be found, but their variations with FTCs are not significant. Basically, along with frost damage development, the electrical resistivity of mortar at 23 and -28°C is decreasing with FTCs. However, for lower water-to-cement ratio and higher NaCl concentration solution exposed samples, contrary tendency are observed. In addition, with FTCs, there is no clear change for the activation energy of DI water case, whereas the decreasing tendency is observed in the cases of 5 and 15% NaCl solution. Therefore, the electrical properties are important for understanding the salt frost damage, but a comprehensive parameter to quantify the damage is still in need

Metasomatized lithospheric mantle for Mesozoic giant gold deposits in the North China craton

The origin of giant lode gold deposits of Mesozoic age in the North China craton (NCC) is enigmatic because high-grade metamorphic ancient crust would be highly depleted in gold. Instead, lithospheric mantle beneath the crust is the likely source of the gold, which may have been anomalously enriched by metasomatic processes. However, the role of gold enrichment and metasomatism in the lithospheric mantle remains unclear. Here, we present comprehensive data on gold and platinum group element contents of mantle xenoliths (n = 28) and basalts (n = 47) representing the temporal evolution of the eastern NCC. The results indicate that extensive mantle metasomatism and hydration introduced some gold (<1–2 ppb) but did not lead to a gold-enriched mantle. However, volatile-rich basalts formed mainly from the metasomatized lithospheric mantle display noticeably elevated gold contents as compared to those from the asthenosphere. Combined with the significant inheritance of mantle-derived volatiles in auriferous fluids of ore bodies, the new data reveal that the mechanism for the formation of the lode gold deposits was related to the volatile-rich components that accumulated during metasomatism and facilitated the release of gold during extensional craton destruction and mantle melting. Gold-bearing, hydrous magmas ascended rapidly along translithospheric fault zones and evolved auriferous fluids to form the giant deposits in the crust

Physical Model and Mesoscale Simulation of Mortar and Concrete Deformations under Freeze–Thaw Cycles

The degradation of concrete material under multiple freeze–thaw cycles is an important issue for structures in cold and wet regions. This paper proposed a physical and mechanical model to explain the deformation behavior observed in previous experiments, from internal pressure calculation to mesoscale simulation, and for both closed and open freeze–thaw tests. Three kinds of internal pressures are considered in this study: hydraulic pressure due to ice volume expansion, crystallization pressure, and cryosuction pressure due to liquid–ice interface. The hydraulic pressure model combines Power’s model with poromechanical theories, which can well explain the reverse phenomenon (from expansion to contraction) observed in the closed test. The total internal pressure will be applied in a discrete numerical method (Rigid Body Spring Model) to simulate the deformation during each cycle, as well as the unrecoverable cracking (residual strain) at the end of each cycle. The constitutive laws are also modified considering the features of those internal pressures. Finally, the deformation behaviors of mortar, mortar–aggregate interface (closed test, 30 cycles), and the concrete (open test, 300 cycles) are simulated and compared with experiment measurements, which are found in a satisfactory agreement