ON THE EXPECTED DISCOUNTED PENALTY FUNCTION IN A MARKOV-DEPENDENT RISK MODEL WITH CONSTANT DIVIDEND BARRIER

This article considers a Markov-dependent risk model with a constant dividend barrier. A system of integro-differential equations with boundary conditions satisfied by the expected discounted penalty function, with given initial environment state, is derived and solved. Explicit formulas for the discounted penalty function are obtained when the initial surplus is zero or when all the claim amount distributions are from rational family. In two state model, numerical illustrations with exponential claim amounts are given.     

Optimal control for reinitialization in finite element level set methods

A new optimal control problem that incorporates the residual of the Eikonal equation into its objective is presented. The formulation of the state equation is based on the level set transport equation but extended by an additional source term, correcting the solution so as to minimize the objective functional. The method enforces the constraint so that the interface cannot be displaced at least in the continuous setting. The system of first‐order optimality conditions is derived, linearized, and solved numerically. The control also prevents numerical instabilities, so that no additional stabilization techniques are required. This approach offers the flexibility to include other desired design criteria into the objective functional. The methodology is evaluated numerically in three different examples and compared with other PDE‐based reinitialization techniques. Copyright © 2016 John Wiley & Sons, Ltd.     

Approximate wφ - Ωφ Relations in Quintessence Models

Quintessence field is a widely-studied candidate of dark energy. There is ＂tracker solution＂ in quintessence models, in which evolution of the field φ at present times is not sensitive to its initial conditions. When the energy density of dark energy is negleetable （Ωφ 〈〈 1）, evolution of the tracker solution can be well analysed from ＂tracker equation＂. In this paper, we try to study evolution of the quintessence field from ＂full tracker equation＂, which is valid for all spans of Ωφ. We get stable fixed points of we and wφ （noted as wφ and Ωφ） from the ＂full tracker equation＂, i.e., we and ωφ will always approach ωφ and Ωφ respectively. Since wφ and Ωφ are analytic functions of φ, analytic relation of φ can be obtained, which is a good approximation for the we φ relation and can be obtained for the most type of quintessence potentials. By using this approximation, we find that inequalities ωφ 〈 we and 〈ωφ are statisfied if the we （or ωφ） decreases with time. In this way, the potentiai U（φ） can be constrained directly from observations, by no need of solving the equations of motion numerically.     

Fast Gaussian wavepacket transforms and Gaussian beams for the Schrödinger equation

This paper introduces a wavepacket-transform-based Gaussian beam method for solving the Schrödinger equation. We focus on addressing two computational issues of the Gaussian beam method: how to generate a Gaussian beam representation for general initial conditions and how to perform long time propagation for any finite period of time. To address the first question, we introduce fast Gaussian wavepacket transforms and develop on top of them an efficient initialization algorithm for general initial conditions. Based on this new initialization algorithm, we address the second question by reinitializing the beam representation when the beams become too wide. Numerical examples in one, two, and three dimensions demonstrate the efficiency and accuracy of the proposed algorithms. The methodology can be readily generalized to deal with other semi-classical quantum mechanical problems.     

On the existence,uniqueness and stability of solutions for semi-linear generalized elasticity equation with general damping term

In this paper, we consider a semi-linear generalized hyperbolic boundary value problem associated to the linear elastic equations with general damping term and nonlinearities of variable exponent type. Under suitable conditions, local and global existence theorems are proved. The uniqueness of the solution have been gotten by eliminating some hypotheses that have been imposed by other authors for different particular problems. We show that any solution with nontrivial initial datum becomes stable.     

A field method for integrating the equations of motion of mechanico--electrical coupling dynamical systems

A field method for integrating the equations of motion for mechanico-electrical coupling dynamical systems is studied. Two examples in mechanico-electrical engineering are given to illustrate this method.     

The density wave in a new anisotropic continuum model

In this paper the new continuum traffic flow model proposed by Jiang et al is developed based on an improved car-following model, in which the speed gradient term replaces the density gradient term in the equation of motion. It overcomes the wrong-way travel which exists in many high-order continuum models. Based on the continuum version of car-following model, the condition for stable traffic flow is derived. Nonlinear analysis shows that the density fluctuation in traffic flow induces a variety of density waves. Near the onset of instability, a small disturbance could lead to solitons determined by the Korteweg-de-Vries （KdV） equation, and the soliton solution is derived.     

The relativistic bound states for a new ring-shaped harmonic oscillator

In this paper a new ring-shaped harmonic oscillator for spin 1/2 particles is studied, and the corresponding eigenfunctions and eigenenergies are obtained by solving the Dirac equation with equal mixture of vector and scalar potentials. Several particular cases such as the ring-shaped non-spherical harmonic oscillator, the ring-shaped harmonic oscillator, non-spherical harmonic oscillator, and spherical harmonic oscillator are also discussed.     

An extended master-equation approach applied to aggregation in freeway traffic

We restudy the master-equation approach applied to aggregation in a one-dimensional freeway, where the decay transition probabilities for the jump processes are reconstructed based on a car-following model. According to the reconstructed transition probabilities, the clustering behaviours and the stochastic properties of the master equation in a one-lane freeway traffic model are investigated in detail The numerical results show that the size of the clusters initially below the critical size of the unstable cluster and initially above that of the unstable cluster all enter the same stable state, which also accords with the nucleation theory and is known from the result in earlier work. Moreover, we have obtained more reasonable parameters of the master equation based on some results of cellular automata models.