R(O)SSLER系统平衡点集的镇定

研究了R\"ossler系统的镇定问题. 当参数变化时, R\"ossler系统具有两条平衡点曲线, 因此是一个多平衡点系统. 在这些平衡点中, 有的是不稳定, 有的平衡点上会出现Hopf分岐.提出了一种多项式反馈控制律, 保证R\"ossler系统的两平衡点曲线上的平衡点都渐近稳定. 现有的方法只能保证某个参数点附近平衡点渐近稳定.     

差分系统平衡点的判别

平衡点在研究差分系统的零解的稳定性时具有极其重要的作用.本文首先给出了线性差分系统平衡点存在的充要条件,然后给出非线性差分系统平衡点存在的充分条件,最后给出了高阶差分系统平衡点存在的充分条件.     

一类具有时滞的流行病模型分析

讨论了一类带有时滞的SE IS流行病模型,并讨论了阈值、平衡点和稳定性.模型是一个具有确定潜伏期的时滞微分方程模型,在这里我们得到了各类平衡点存在条件的阈值R0;当R0<1时,只有无病平衡点P0,且是全局渐近稳定的;当R0>1时,除无病平衡点外还存在唯一的地方病平衡点Pe,且该平衡点是绝对稳定的.     

一类具有标准发生率的SIS传染病模型的全局稳定性

研究一类具有标准发生率的SIS传染病模型.应用微分方程定性理论,分别给出了保证该系统地方病平衡点、无病平衡点和总人口消亡平衡点全局渐近稳定的充分条件.     

一类带有潜伏期和部分免疫的传染病模型的全局分析

通过假设被接种者具有部分免疫,建立了一类具有潜伏期和接种的SEIR传染病模型,借助再生矩阵得到了确定此接种模型动力学行为的基本再生数.当基本再生数小于1时,模型只有无病平衡点;当基本再生数大于1时,除无病平衡点外,模型还有唯一的地方病平衡点.借助Liapunov函数,证明了无病平衡点和地方病平衡点的全局稳定性.     

具有时滞和阶段结构的生态-流行病模型的稳定性及其Hopf分支

本文研究一个食饵具有阶段结构和捕食者染病的捕食者-食饵模型的稳定性,并讨论了由疾病的潜伏期引起的时滞对种群动力学性态的影响.通过分析特征方程,运用Hurwitz判定定理,讨论了该模型的平凡平衡点、捕食者灭绝平衡点、无病平衡点及地方病平衡点的局部稳定性,并得到了地方病平衡点附近Hopf分支存在的充分条件;通过构造适当的Lyapunov泛函,运用La Sall不变集原理,得到了这些平衡点全局稳定的充分条件.     

一类具有离散双时滞的SEIR传染病模型的稳定性与持久性

针对一类潜伏期和恢复期描述为离散双时滞的SEIR传染病模型,给出无病平衡点和地方病平衡点存在条件,证明了无病平衡点和地方病平衡点的稳定性,以及疾病的持久性.应用数值模拟验证了疾病的持久性与灭绝性,分析了接触率对疾病流行趋势的影响.     

带有分段常变量时滞微分方程的振荡与非振荡性的研究

自1950年,人们开始研究时滞微分方程的动力学行为.主要研究带有分段常变量时滞微分方程解的振荡与非振荡性.基于唯一正平衡点的全局渐近稳定性,可以构造两个解:在一定条件下,其中一个单调递增趋向于该平衡点,另外一个单调递减趋向于该平衡点.有时所有解都是振荡的.从而给出对于这类带有一个分段常变量的时滞微分方程,其振荡与非振荡性的充分必要条件.结果也给出了当唯一正平衡点全局渐近稳定时解趋向于该平衡点时解的方式,同时也给出了该平衡点不稳定时,解振荡偏离平衡点的动力学行为.     

一类含时滞SIS流行病模型的全局稳定性

该文研究了一类含有限分布时滞的SIS流行病模型, 利用李亚普诺夫泛函的方法,得到了地方病平衡点和无病平衡点全局稳定的充要条件. 揭示了时滞对平衡点稳定性的影响 .      

具有双时滞偏利模型的稳定性分析

主要研究了带有时滞的种群偏利合作模型.首先通过Hurwitz准则得到正平衡点及边界平衡点的局部稳定性条件,然后构造合适的Lyapunov函数给出了正平衡点及边界平衡点的全局稳定性的充分条件.可以看到局部稳定性的充分条件同样也是全局稳定性的充分条件,这一结果补充完善了一些已有的结果.     

An agent-based model of supply chains with dynamic structures

This paper proposes a common agent-based model for the simulation of MTS and MTO supply chains with dynamic structures. Based on the model, scholars can model supply chains easily. Basic characters of supply chains are proposed in the model. Agents, who are used to simulate the members of supply chains, produce appropriate products by intelligent choices. The relationships among agents are connected by their products. Different agents’ attributes are presented by their knowledge and actions of agents are introduced in the paper. Experiments are produced to show the availability of the agent-based model. The model should be available as a toolkit for the studying of dynamic supply chains.     

基于混合模型对地震巨灾风险的分析

POT模型常被用于分析巨灾风险,然而在应用POT模型时,阀值的估计及选择存在很多困难。本文提出用混合模型对巨灾风险进行估计,并讨论混合模型的贝叶斯统计分析。基于混合模型及贝叶斯统计方法,本文对我国1966年至2014年问GDP调整后的地震直接经济损失进行分析,并根据最终模型计算出不同置信度水平下的VaR值和ES值,为我国地震巨灾风险管理提供了理论依据。     

带有不可忽略缺失数据的半参数再生散度模型的贝叶斯分析

半参数再生散度模型是再生散度模型和半参数回归模型的推广,包括了半参数广义线性模型和广义部分线性模型等特殊类型.讨论的是该模型在响应变量和协变量均存在非随机缺失数据情形下参数的Bayes估计和基于Bayes因子的模型选择问题.在分析中,采用了惩罚样条来估计模型中的非参数成分,并建立了Bayes层次模型;为了解决Gibbs抽样过程中因参数高度相关带来的混合性差以及因维数增加导致出现不稳定性的问题,引入了潜变量做为添加数据并应用了压缩Gibbs抽样方法,改进了收敛性;同时,为了避免计算多重积分,利用了M-H算法估计边缘密度函数后计算Bayes因子,为模型的选择比较提供了一种准则.最后,通过模拟和实例验证了所给方法的有效性.     

General proportional mean residual life model

By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and aging classes are provided. In addition, to illustrate different properties of the model, some examples are presented.     

NGARCH模型在证券投资风险分析中的应用

应用NGARCH模型在三种分布假设下对上证综合指数进行了V aR风险值估计,并且与GARCH模型和APARCH模型估计结果作比较,通过返回检验,发现NGARCH模型应用于V aR估计是统计有效的,且优于GARCH和APARCH模型.     

Efficient stochastic model for the point kinetics equations

A new stochastic model for the point kinetics equations with I-delayed neutron precursor groups is presented. In this stochastic model, the point kinetics equations are separated into three terms: prompt neutrons, delayed neutrons and external neutrons source. The matrix form of the efficient stochastic model is solved by a semi-analytical method. The semi-analytical method is based on the exponential function of the coefficient matrix. The eigenvalues of the coefficient matrix and Gaussian elimination are used to calculate this exponential function. The mean and standard deviation of neutron and precursor populations of the efficient stochastic model with step, ramp, and sinusoidal reactivities are computed. The results of the efficient stochastic model are compared with the results of Allen's stochastic model for the point kinetics equations. This comparison confirms that the efficient stochastic model is an accurate model compared with the deterministic point kinetics equations. This stochastic model is efficient to study the natural behavior of neutron and precursor populations in the nuclear reactor dynamics.     

Discrete May–Leonard Competition Models I

The local dynamics of two discrete-time models applicable to three competing plant species are shown to have properties similar to the May–Leonard (M-L) differential equation model. The dynamics of the two discrete models are shown to be similar. However, they are not dynamically consistent with the continuous M-L model. Unlike the continuous M-L model, the Hopf bifurcations of the discrete M-L models are not degenerate. The continuous M-L model is the limiting case of the discrete models.     

Stability preserving NSFD scheme for a delayed viral infection model with cell-to-cell transmission and general nonlinear incidence

In this paper, we designed and analysed a discrete model to solve a delayed within-host viral infection model by using non-standard finite difference scheme. The original model that we considered was a delayed viral infection model with cell-to-cell transmission, cell-mediated immune response and general nonlinear incidence. We show that the discrete model has equilibria which are exactly the same as those of the original continuous model and the conditions for those equilibria to be globally asymptotically stable are consistent with the original continuous model with no restriction on the time step size. The results imply that the discretization scheme can efficiently preserves the qualitative properties of solutions for corresponding continuous model.     

Stationary distribution and persistence of a stochastic predator-prey model with a functional response

A stochastic predator-prey model with a functional response is investigated in this paper. The asymptotic properties of the stochastic model are considered here. Under some conditions, we show that the stochastic model is persistent in mean. Moreover, the existence of stationary distribution to the model is obtained. Simulations are also carried out to confirm our analytical results.     

Mathematical modelling and dynamic simulation of multi-effect falling-film evaporator for milk powder production

Multiple-effect evaporators are widely used in dairies and food industries because they are appropriately suited for concentrating food solutions. Some mathematical models for multi-effect evaporators are reported in previous studies. But most of them are steady-state models, and there are no extensive studies on the dynamic behaviour of these evaporators. In this paper, two types of dynamic model, lumped and distributed, are developed for an industrial four-effect falling-film evaporator which is used to concentrate whole milk. These models are validated with data from an industrial unit. The results show that the distributed model has slightly better predictions than the lumped model, but the lumped model has comparable performance because its structure is simple and the needed simulation time is short in comparison with the distributed model.