arXiv subjects

Helin Wu

Publications and source records attributed to Helin Wu.

6 recordsLinked to original sources

arXiv2024

Navigation-grade interferometric air-core antiresonant fibre optic gyroscope with enhanced thermal stability

We present a groundbreaking navigation-grade interferometric air-core fibre optic gyroscope (IFOG) using a quadrupolar-wound coil of four-tube truncated double nested antiresonant nodeless fibre (tDNANF). This state-of-the-art tDNANF simultaneously achieves low loss, low bend loss, single-spatial-mode operation, and exceptional linear polarization purity over a broad wavelength range. Our 469 m tDNANF coil demonstrated a polarization extinction ratio (PER) of ~20 dB when illuminated by an amplified spontaneous emission (ASE) source spanning 1525-1565 nm. Under these conditions, the gyro archives an angular random walk (ARW) of 0.0038 deg h-1/2 and a bias-stability (BS) drift over 8500 s of 0.0014 deg h-1, marking the first instance of navigation-grade performance in air-core FOGs. Additionally, we validated the low thermal sensitivity of air-core FOGs, with reductions of 9.24/10.68/6.82 compared to that of conventional polarization-maintaining solid-core FOGs of the same size across various temperature ranges. These results represent a significant step towards long-standing promise of high-precision inertial navigation applications with superior environmental adaptability.

physics.optics↗

arXiv2014

Continuous dependence property of BSDE with constraints

In this paper, we study continuous properties of adapted solutions for backward stochastic differential equations with constraints (CBSDEs in short). Comparing with many existing literatures about this topic, our case is very general in the sense that constraints are formulated by general non-negative real functions. In general case, we proved a continuous property from below and a lower semi-continuous property of the minimal super-solution of CBSDE in its effective domain. Furthermore, in the special convex case, we obtained a continuous property with the help of convex analysis.

math.PR↗

arXiv2014

Non-smooth analysis method in optimal investment- a BSDE approach

In this paper, our aim is to investigate necessary conditions for optimal investment. We model the wealth process by Backward differential stochastic equations (shortly for BSDE) with or without constraints on wealth and portfolio process. The constraints can be very general thanks the non-smooth analysis method we adopted.

math.PR↗

arXiv2012

Inf-convolution of g_Γ-solution and its applications

A risk-neutral method is always used to price and hedge contingent claims in complete market, but another method based on utility maximization or risk minimization is wildly used in more general case. One can find all kinds of special risk measure in literature. In this paper, instead of using market modified risk measure, we use a kind of risk measure induced by g_Γ-solution or the minimal solution of a Constrained Backward Stochastic Differential Equation (CBSDE) directly when constraints on wealth and portfolio process comes to our consideration. Such g_Γ-solution and the risk measure generated by it is well defined on appropriate space under suitable conditions. We adopt the inf-convolution of convex risk measures to solve some optimization problem. A dynamic version risk measures defined through g_Γ-solution and some similar results about optimal problem can be got in our new framework and by our new approach.

math.OC↗

arXiv2011

Dynkin game under ambiguity in continuous time

In this paper, we want to investigate some kind of Dynkin's game under ambiguity which is represented by Backward Stochastic Differential Equation (shortly BSDE) with standard generator function g(t, y, z). Under regular assumptions, a pair of saddle point can be obtained and the existence of the value function follows. The constrained case is also treated in this paper.

math.PR↗

arXiv2011

Optimal stopping under g_Γexpectation

In this paper, we solve the existence problem of optimal stopping problem under some kind of nonlinear expectation named g_Γexpectation which was recently introduced in Peng, S.G. and Xu, M.Y. [8]. Our method based on our preceding work on the continuous property of g_Γsolution. Generally, the strict comparison theorem does not hold under such nonlinear expectations any more, but we can still modify the classical method to find out an optimal stopping time via continuous property. The mainly used theory in our paper is the monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type developed by Peng S.G. [6]. With help of these useful theories, a RCLL modification of the value process can also be obtained by a new approach instead of down-crossing inequality.

math.PR↗