Efficient Estimation of Copula-based Semiparametric Markov Models

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions; where the copulas capture temporal dependence and tail dependence of the processes. The Markov processes generated via tail dependent copulas may look highly persistent and are useful for financial and economic applications. We first show that Markov processes generated via Clayton, Gumbel and Student's $t$ copulas and their survival copulas are all geometrically ergodic. We then propose a sieve maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We show that the sieve MLEs of any smooth functionals are root-$n$ consistent, asymptotically normal and efficient; and that their sieve likelihood ratio statistics are asymptotically chi-square distributed. We present Monte Carlo studies to compare the finite sample performance of the sieve MLE, the two-step estimator of Chen and Fan (2006), the correctly specified parametric MLE and the incorrectly specified parametric MLE. The simulation results indicate that our sieve MLEs perform very well; having much smaller biases and smaller variances than the two-step estimator for Markov models generated via Clayton, Gumbel and other tail dependent copulas.Copula, Tail dependence, Nonlinear Markov models, Geometric ergodicity, Sieve MLE, Semiparametric efficiency, Sieve likelihood ratio statistics, Value-at-Risk

Pertussis Toxin-sensitive Activation of Phospholipase C by the C5a and fMet-Leu-Phe Receptors

Signal transduction pathways that mediate C5a and fMet-Leu-Phe (fMLP)-induced pertussis toxin (PTx)-sensitive activation of phospholipase C (PLC) have been investigated using a cotransfection assay system in COS-7 cells. The abilities of the receptors for C5a and fMLP to activate PLC beta 2 and PLC beta 3 through the Gbeta gamma subunits of endogenous Gi proteins in COS-7 cells were tested because both PLC beta 2 and PLC beta 3 were shown to be activated by the beta gamma subunits of G proteins in in vitro reconstitution assays. Neither of the receptors can activate endogenous PLC beta 3 or recombinant PLC beta 3 in transfected COS-7 cells. However, both receptors can clearly activate PLC beta 2 in a PTx-sensitive manner, suggesting that the receptors may interact with endogenous PTx-sensitive G proteins and activate PLC beta 2 probably through the Gbeta gamma subunits. These findings were further corroborated by the results that PLC beta 3 could only be slightly activated by Gbeta 1gamma 1 or Gbeta 1gamma 5 in the cotransfection assay, whereas the Gbeta gamma subunits strongly activated PLC beta 2 under the same conditions. PLC beta 3 can be activated by Galpha q, Galpha 11, and Galpha 16 in the cotransfection assay. In addition, the Ggamma 2 and Ggamma 3 mutants with substitution of the C-terminal Cys residue by a Ser residue, which can inhibit wild type Gbeta gamma -mediated activation of PLC beta 2, were able to inhibit C5a or fMLP-mediated activation of PLC beta 2. These Ggamma mutants, however, showed little effect on m1-muscarinic receptor-mediated PLC activation, which is mediated by the Gq class of G proteins. These results all confirm that the Gbeta gamma subunits are involved in PLC beta 2 activation by the two chemoattractant receptors and suggest that in COS-7 cells activation of PLC beta 3 by Gbeta gamma may not be the primary pathway for the receptors

Thermal Performance Analysis of an Underground Closed Chamber with Human Body Heat Sources under Natural Convection

In this article, a combined experimental and numerical study has been performed to investigate the thermal performance of a mine refuge chamber (MRC) under natural convection. In the current study, a 20-hour heating experiment is carried out in a fifty-person MRC laboratory and the heat lamps are utilized to simulate the human heat loss. A new analytical model is proposed to predict the air temperature and validated against the experimental data. Sensitivity analysis is performed to further investigate the effects of the thermal parameters of the rock. Results indicated that: (1) two different air temperature increase stages, rapid and slow increase stages, are observed in the MRC; (2) A new analytical method for predicting the air temperature in MRC under natural convection is proposed, it shows that the air temperature increasing trend becomes slow with the increase of the thermal conductivity, density and specific heat capacity of the rock; (3) the surface heat transfer coefficient on the vertical walls reaches the largest and it increases linearly with air temperature.Peer reviewe

Thermal storage/management system with phase change materials for building

Peer reviewe

Coupled Cooling Method and Application of Latent Heat Thermal Energy Storage Combined with Pre-cooling of Envelope: Optimization of Pre-cooling with Intermittent Mode

This document is the Accepted Manuscript version of the following article: Xiangkui Gao, Yanping Yuan, Hongwei Wu, Xiaoling Cao, and Xudong Zhao, ‘Coupled cooling method and application of latent heat thermal energy storage combined with pre-cooling of envelope: Optimization of pre-cooling with intermittent mode’, Sustainable Cities and Society, Vol. 38: 370-381, April 2018. Under embargo until 10 January 2019. The final, definitive version of this paper is available online via: https://doi.org/10.1016/j.scs.2018.01.014The coupled cooling method combining latent heat thermal energy storage and pre-cooling of the envelope (PE) is a new free-cooling method that is suitable for exposure to high temperatures and other types of harsh environments. PE plays the most critical role in the coupled cooling method. Long-term, continuous PE cannot only reduce energy storage capacity, but it also causes numerous energy waste. Thus, an intermittent operational mode is firstly proposed to improve the heat transfer performance and reduce energy consumption. A simplified numerical model of intermittent thermal storage is established, and the subsequent effects of intermittent ratio (IR) and intermittent period (IP) on cold storage performance have been systematically investigated. Furthermore, the operational period is divided into a cold storage period (CSP) and a cold preservation period (CPP), each with their own respective evaluation indices. Long-term intermittent PE is optimized, and an interchanging continuous/intermittent cold storage strategy is proposed. Under the current operating conditions, as compared with the conventional continuous mode, the duration of CSP is extended by 0–26%, yielding an annual cold storage energy consumption reduction of 68–78%. Thus, the current study demonstrates the significant potential of intermittent operational mode application in underground thermal energy storage systems.Peer reviewedFinal Accepted Versio

Two-particle azimuthal angle correlations and azimuthal charge balance function in relativistic heavy ion collisions

The two-particle azimuthal angle correlation (TPAC) and azimuthal charge balance function (ACBF) are used to study the anisotropic expansion in relativistic heavy ion collisions. It is demonstrated by the relativistic quantum molecular dynamics (RQMD) model and a multi-phase transport (AMPT) model that the small-angle correlation in TPAC indeed presents anisotropic expansion, and the large-angle (or back-to-back) correlation is mainly due to global momentum conservations. The AMPT model reproduces the observed TPAC, but the RQMD model fails to reproduce the strong correlations in both small and large azimuthal angles. The width of ACBF from RQMD and AMPT models decreases from peripheral to central collisions, consistent with experimental data, but in contrast to the expectation from thermal model calculations. The ACBF is insensitive to anisotropic expansion. It is a probe for the mechanism of hadronization, similar to the charge balance function in rapidity

Coupled Cooling Method and Application of Latent Heat Thermal Energy Storage Combined with Pre-cooling of Envelope: Sensitivity Analysis and Optimization

This document is the Accepted Manuscript version of the following article: Xiangkui gao, Yanping Yuan, Hongwei Wu, and Xudong Zhao, ‘Coupled Cooling Method and Application of Latent Het Thermal Energy Storage Combined with Pre-cooling of Envelope: Sensitivity Analysis and Optimization’, Process Safety and Environmental Protection, first published online 9 March 2017. Under embargo. Embargo end date: 9 March 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ The version of record is available online at doi: http://dx.doi.org/10.1016/j.psep.2017.03.005 © 2017 Elsevier Ltd. All rights reserved.Cooling system for mine refuge chamber provides comfortable environment for miners to avoid heat damage. The existing cooling systems have their own application scopes and limitations. The coupled cooling method of Latent Heat Thermal Energy Storage (LHTES) combined with Pre-cooling of Envelope (PE) is a new free cooling method which is suitable for high-temperature, passive, impact and other harsh environment. Then, to improve the thermal comfort and reduce energy consumption, the effect of the pre-cooling temperature, melting temperature of PCM, aspect ratio and amounts of PCM unit on the indoor temperature are investigated in a systematic manner. Furthermore, the system is optimized and the generalized results for the evaluation parameter are given. Analysis of the results may lead to following main conclusions: (i) the method really controls the indoor temperature and the saving amount of PCM is more than 50% compared to the traditional LHTES systems; (ii) the Temperature Control(TC) performance of PCM would drop significantly if it melts more than 80%; (iii) under current operating conditions, the optimal melting temperature is about 29 °C and the aspect ratio of PCM unit is 60:500; (iv) per 1 °C the pre-cooling temperature dropped, 19% the actual amount of PCM decreased for the case studied.Peer reviewedFinal Accepted Versio