左截断右删失数据下半参数模型风险率函数估计

文章给出了右删失左截断数据半参数模型下的风险率函数估计,讨论了风险率函数估计的渐近性质,获得了这些估计的渐近正态性,对数律和重对数律.由于假定删失机制服从半参数模型下,从而知道模型的更多信息,因此对于给出参数的极大似然估计,可以改进风险率函数估计的渐近性质.也就是说,删失数据模型具有半参数的辅助信息下, 风险率函数估计的渐近方差比通常的完全非参数的估计的渐近方差更小.这说明加入了额外的信息提高了风险率函数估计的效率.     

渐近正态随机变量函数的极限分布

基于渐近正态随机变量,导出随机变量函数极限分布的两个一般性理论结果.作为应用,证明了渐近正态随机变量一系列具体函数的极限分布,其中包括泊松随机变量平方根的渐近正态性,以及随机变量部分和在正则化常数是随机变量情况下的渐近正态性.     

渐近于Hermite多项式的双正交系统

本文利用渐近于Gauss函数的函数类?,给出渐近于Hermite正交多项式的一类Appell多项式的构造方法,使得该序列与?的n阶导数之间构成了一组双正交系统.利用此结果,本文得到多种正交多项式和组合多项式的渐近性质.特别地,由N阶B样条所生成的Appell多项式序列恰为N阶Bernoulli多项式.从而,Bernoulli多项式与B样条的导函数之间构成了一组双正交系统,且标准化之后的Bernoulli多项式的渐近形式为Hermite多项式.由二项分布所生成的Appell序列为Euler多项式,从而,Euler多项式与二项分布的导函数之间构成一组双正交系统,且标准化之后的Euler多项式渐近于Hermite多项式.本文给出Appell序列的生成函数满足的尺度方程的充要条件,给出渐近于Hermite多项式的函数列的判定定理.应用该定理,验证广义Buchholz多项式、广义Laguerre多项式和广义Ultraspherical(Gegenbauer)多项式渐近于Hermite多项式的性质,从而验证超几何多项式的Askey格式的成立.     

实轴上集序列的强渐近行为

首先基于点序列渐进分布的概念(分布函数是连续函数),提出实轴上集序列强渐近分布的概念(分布函数是绝对连续函数),是模1一致分布概念的推广.其次给出强渐近分布的Weyl型准则,改进Nakajima和Ohkubo的结果.最后利用强渐近分布的Weyl型准则研究一类实轴上迭代函数系统轨迹的强渐近行为.     

保费随机的离散风险模型的罚金期望函数

本文把经典的复合二项风险模型进行推广,其中保费收取方式不再是时间的线性函数而是一个二项过程.我们把它的罚金期望看成初始资本的函数,得到了罚金期望函数的递推公式和渐近估计,最后利用罚金期望函数的递推公式和渐近估计给出了几个重要的破产量的递推公式及其渐近估计.     

关于二项式系数倒数和幂和的渐近性

利用发生函数方法得到了涉及二项式系数倒数和幂和的恒等式并且应用发生函数的渐近计数方法给出了其渐近值.     

Marachkov-Barbashin-Krasovskii型渐近稳定性定理

本文研究非自治系统的渐近稳定性.且得到了不要求Liapunov函数正定,也不要求其沿系统的解的导数负定的渐近稳定性定理.一致渐近稳定性定理及全局渐近稳定性定理.     

一类函数列的积分中值点的渐近性

主要探讨了非负连续严格单调函数列的积分中值点的渐近性,得到了函数列积分中值点的几个渐近性定理.     

保费随机复合二项模型的Gerber-shiu折现罚金函数

考虑保费随机收取的复合二项模型.得到了其Gerber-shiu折现罚金函数满足的递推公式,瑕疵更新方程及其渐近解,并且通过构造一个相关的复合几何分布函数,得到了这个更新方程的解析解.相应的也得到了一些相关精算量的渐近表示和分布函数,如破产前瞬时盈余分布的渐近解,导致破产的索赔额的分布函数.     

一类整函数零点的渐近公式

借助Rouché定理、留数定理及渐近分析的方法,给出了整函数f(z)=zmsinz-α(0≠α∈R,m∈Z+)零点的渐近公式及渐近迹.这种方法也适用于其它整函数的零点估计.     

Effects of permeability and viscosity in linear polymeric gels

We propose and analyze a mathematical model of the mechanics of gels, consisting of the laws of balance of mass and linear momentum of the polymer and liquid components of the gel. We consider a gel to be an immiscible and incompressible mixture of a nonlinearly elastic polymer and a fluid. The problems that we study are motivated by predictions of the life cycle of body‐implantable medical devices. Scaling arguments suggest neglecting inertia terms, and therefore, we consider the quasi‐static approximation to the dynamics. We focus on the linearized system about stress‐free states, uniform expansions, and compressions and derive sufficient conditions for the solvability of the time‐dependent problems. These turn out to be conditions that guarantee local stability of the equilibrium solutions. We also consider non‐stress free equilibria and states with residual stress and derive an energy law for the corresponding time‐dependent system. The conditions that guarantee stability of solutions provide a selection criteria of the material parameters of devices. The boundary conditions that we consider are of two types, displacement‐traction and permeability of the gel surface to the fluid. We address the cases of viscous and inviscid solvent, assume Newtonian dissipation for the polymer component, and establish existence of weak solutions for the different boundary permeability conditions and viscosity assumptions. We present two‐dimensional, finite element numerical simulations to study stress concentration on edges, this being the precursor to debonding of the gel from its substrate. Copyright © 2015 John Wiley & Sons, Ltd.     

颤振分析中的特征值排序问题

颤振分析中判断颤振临界速度的重要依据是系统V-g和V-f图,即系统特征值随参数的变化曲线.在几乎所有商用软件及自编程序的输出结果中,有时会出现所谓的"窜支"现象,这给颤振临界速度和颤振穿越分支及耦合形式的判断带来很大不便.通过隐函数定理可以证明,除重特征值点以外,系统特征值连续依赖于系统参数变化.依据多元向量值函数连续性,建立对特征值的排列算法,给出系统特征根轨迹的正确曲线,再输出V-g和V-f图数据,从而避免"窜支"现象.编制应用程序,通过几个典型算例对算法进行了验证.该工作能够有效简化颤振分析的后处理工作,提高分析效率.     

Boundary-Value Problems of the Theory of Thin and Nonthin Orthotropic Shells with Account of Nonlinearly Elastic Properties and Low Shear Rigidity of Composite Materials

The basic geometric and physical relations and resolving equations of the theory of thin and nonthin orthotropic composite shells with account of nonlinear properties and low shear rigidity of their materials are presented. They are derived based on two theories, namely the theory of anisotropic shells employing the Timoshenko or Kirchhoff-Love hypothesis and the nonlinear theory of elasticity and plasticity of anisotropic media in combination with the Lagrange variational principle. The procedure and algorithm for the numerical solution of nonlinear (linear) problems are based on the method of successive approximations, the difference-variational method, and the Lagrange multiplier method. Calculations of the stress-strain state for a spherical shell with a circular opening loaded with internal pressure are presented. The effect of transverse shear strains and physical nonlinearity of the material on the distribution of maximum deflections and circumferential stresses in the shell, obtained according to two variants of the shell theories, is studied. A comparison of the results of the problem solution in linear and nonlinear statements with and without account of the shell shear strains is given. The numerical data obtained for thin and nonthin (medium thick) composite shells are analyzed.     

Creep of polymer concrete in the nonlinear region

Two polyester-based polymer concretes with various volume content of diabase as an extender and aggregate are tested in creep under compression at different stress levels. The phenomenological and structural approaches are both used to analyze the experimental data. Common features of changes in the instantaneous and creep compliances are clarified, and a phenomenological creep model which accounts for the changes in the instantaneous compliance and in the retardation spectrum depending on the stress level is developed. It is shown that the model can be used to describe the experimental results of stress relaxation and creep under repeated loading. Modeling of the composite structure and subsequent solution of the optimization problem confirm the possibility of the existence of an interphase layer more compliant than the binder. A direct correlation between the interphase volume content and the instantaneous compliance of the composite is revealed. It is found that the distinction in nonlinearity of the viscoelastic behavior of the two polymer concretes under investigation can be due to the difference in their porosity. Submitted to the 11th International Conference on Mechanics of Composite Materials (Riga, June 11–15, 2000.) Translated from Mekhanika Kompozitnykh Materialov, Vol. 36, No. 2, pp. 147–164, 2000.     

Unsteady motion of a spherical bubble in a complex fluid: Mathematical modelling and simulation

The nonlinear response of an oscillatory bubble in a complex fluid is studied. The bubble is immersed in a Newtonian liquid, which may have a dilute volume fraction of anisotropic additives such as fibers or few ppm of macromolecules. The constitutive equation for the fluid is based on a Maxwell model with an extensional viscosity for the viscous contribution. The model is considered new in the study of bubble dynamics in complex fluids. The numerical computation solves a system of three first order ordinary differential equations, including the one associated with the solution of the convolution integral, using a fifth order Runge–Kutta scheme with appropriated time steps. Asymptotic solutions of governing equation are developed for small values of the pressure forcing amplitude and for small values of the elastic parameter. A study of the bubble collapse radius is also presented. We compare the results predicted by our model with other model in the literature and a good agreement is observed. The calculated asymptotic solutions are also used to test the results of the numerical simulations. In addition, the orientation of the additives is considered. The angular probability density function is assumed to be a normal distribution. The results show that the model based on the fully aligned additives with the radial direction overestimates the tendency of the additives to stabilize the bubble motion, since the effect of extensional viscosity occurs due to the particle resistance to the movement throughout its longitudinal direction.     

基于NSGA-Ⅱ的应急储备库多目标

应急物资储备库选址问题是在近年世界灾害多发的现实背景下产生的,根据具体选址问题特点建立了多目标选址决策模型。该模型综合考虑了两种灾害风险下储备库的成本费用、覆盖效率以及对重点地区的备用覆盖,以使模型更加符合实际目标及约束情况。算法设计上,首次采用带精英策略的非支配排序遗传算法(Fast and elitist Non-dominated Sorting Genetic Algorithm Ⅱ,NSGA-Ⅱ)解决储备库多目标选址问题,得到了Pareto非劣解分布并同不带精英策略的常规NSGA算法下的仿真结果进行对比分析。验证了模型的可行性以及NSGA-Ⅱ在解决储备库多目标选址问题的有效性。     

Variation of the structure and permeability of tensioned fiber layers during impregnation with a thermoplastic polymer melt

The influence of displacements of tensioned fibers on the impregnation of fibrous layers with a polymer melt and on the final composite structure is studied. Using computer simulation, it is shown that, during impregnation, the structure of tensioned fibrous layers changes considerably depending on the initial arrangement and tensioning of fibers. The consolidated regions formed under the melt front move inside the impregnated layer with the advancing melt front. Displacement of the tensioned fibers as well as the formation of “washouts” favors the impregnation of internal layers, but cause significant inhomogeneity of the polymer structure. The surface (on the side of the melt flow) regions are more saturated with the polymer than the internal ones. A difference in the melt percolation mechanisms at various impregnation regimes is revealed. The effective permeability coefficients of a tensioned fiber layer are not constant but depend on the conditions and regimes of impregnation. Submitted to the 11th Conference on the Mechanics of Composite Materials (Riga, June 11–15, 2000). Translated from Mekhanika Kompozitnykh Materialov, Vol. 36, No. 2, pp. 259–270, March–April, 2000.     

拍卖机制设计在区块链中的应用与挑战

区块链是新一代信息技术的重要组成部分,是分布式网络、加密技术、智能合约等多种技术集成的新型数据库软件。过去的十多年,区块链技术在全球范围内产生广泛影响。如今的区块链技术,已从最初的关注于解决货币和支付的去中心化问题,转入到解决市场的去中心化问题。智能合约的出现使得基于区块链技术的去中心化金融进入高速发展状态,也涌现出区块链环境下的各类拍卖场景。本文首次从机制设计角度,以区块链交易费机制,非同质化代币(Non-Fungible Token,NFT)拍卖和矿工可提取价值(Miner-Extractable Value,MEV)交易位置拍卖为主要对象,总结和剖析近些年来区块链上特有的拍卖机制;并针对区块链特性,提出区块链上拍卖机制设计所面临的挑战和未来亟待解决的问题。     

On the hyperbolicity of the period-doubling fixed point

We give a new proof of the hyperbolicity of the fixed point for the period-doubling renormalization operator using the local dynamics near a semi-attractive fixed point (in a Banach space) and the theory of holomorphic motions. We also give a new proof of the exponential contraction of the Feigenbaum renormalization operator in the hybrid class of the period-doubling fixed point: our proof uses the non-existence of invariant line fields in the period-doubling tower (C. McMullen), the topological convergence (D. Sullivan), and a new infinitesimal argument.

     

The Stokes phenomenon in the confluence of the hypergeometric equation using Riccati equation

In this paper we study the confluence of two regular singular points of the hypergeometric equation into an irregular one. We study the consequence of the divergence of solutions at the irregular singular point for the unfolded system. Our study covers a full neighborhood of the origin in the confluence parameter space. In particular, we show how the divergence of solutions at the irregular singular point explains the presence of logarithmic terms in the solutions at a regular singular point of the unfolded system. For this study, we consider values of the confluence parameter taken in two sectors covering the complex plane. In each sector, we study the monodromy of a first integral of a Riccati system related to the hypergeometric equation. Then, on each sector, we include the presence of logarithmic terms into a continuous phenomenon and view a Stokes multiplier related to a 1-summable solution as the limit of an obstruction that prevents a pair of eigenvectors of the monodromy operators, one at each singular point, to coincide.