带投资的时依更新风险模型中破产概率的一致渐近估计

本文考虑索赔额过程与索赔时间过程具有相依性的更新风险模型.假定保险公司将其盈余投资到金融市场中,该投资的价格过程服从几何L′evy过程.当索赔额分布属于L∩D时,本文得到有限时间总索赔额现值尾概率的一致渐近估计,同时也得到有限时间破产概率的一致渐近估计.     

An ergodic theorem of a parabolic Anderson model driven by L��vy noise

In this paper, we study an ergodic theorem of a parabolic Andersen model driven by Lévy noise. Under the assumption that A = (a(i, j)) _i,j∈S is symmetric with respect to a σ-finite measure gp, we obtain the long-time convergence to an invariant probability measure ν _h starting from a bounded nonnegative A-harmonic function h based on self-duality property. Furthermore, under some mild conditions, we obtain the one to one correspondence between the bounded nonnegative A-harmonic functions and the extremal invariant probability measures with finite second moment of the nonnegative solution of the parabolic Anderson model driven by Lévy noise, which is an extension of the result of Y. Liu and F. X. Yang.     

三角形上的分片二阶光滑有理插值

给出三角形上一种C2插值格式,插值函数由偏插值函数加权求和而成.偏插值函数对应于每一个顶点：构造三角形的一种分割,在其上定义一个分片5次多项式,只插值该顶点及其相邻两边上的插值条件.对应于每一个顶点有一个权函数,它由重心坐标定义,是一个有理函数.所得的插值函数是一个分片有理函数,只需被插函数在三角形顶点处的直至2阶导数值,利用多项式的Bernstein-Bézier表示,该插值函数易于表达和计算.     

Intrinsic contractivity properties of Feynman-Kac semigroups for symmetric jump processes with infinite range jumps

Let (X_t)_t≥0 be a symmetric strong Markov process generated by non-local regular Dirichlet form (D, D(D)) as follows: D(f,g)=∫?d∫?d(f(x)-f(y))(g(x)-g(y))J(x,y)dxdy,?f,g∈D(D), where J(x, y) is a strictly positive and symmetric measurable function on ?d×?d. We study the intrinsic hypercontractivity, intrinsic supercontractivity, and intrinsic ultracontractivity for the Feynman-Kac semigroup TtV(f)(x)=Ex(exp?(-∫0tV(Xs)ds)f(Xt)),?x∈?d,f∈L2(?d;dx). In particular, we prove that for J(x,y)≈|x-y|-d-al{|x-y|≤1}+e-|x-y|l{|x-y|>1} with α ∈(0, 2) and V(x)=|x|λ with λ>0, (TtV)t≥0 is intrinsically ultracontractive if and only if λ>1; and that for symmetric α-stable process (X_t)_t≥0 with α ∈(0, 2) and V(x)=log?λ(1+|x|) with some λ>0, (TtV)t≥0 is intrinsically ultracontractive (or intrinsically supercontractive) if and only if λ>1, and (TtV)t≥0 is intrinsically hypercontractive if and only if λ≥1. Besides, we also investigate intrinsic contractivity properties of (TtV)t≥0 for the case that lim inf?|x|→+∞V(x)<+∞     

Branching particle systems in spectrally one-sided Lévy processes

We investigate the branching structure coded by the excursion above zero of a spectrally positive Lévy process. The main idea is to identify the level of the Lévy excursion as the time and count the number of jumps upcrossing the level. By regarding the size of a jump as the birth site of a particle, we construct a branching particle system in which the particles undergo nonlocal branchings and deterministic spatial motions to the left on the positive half line. A particle is removed from the system as soon as it reaches the origin. Then a measure-valued Borel right Markov process can be defined as the counting measures of the particle system. Its total mass evolves according to a Crump- Mode-Jagers (CMJ) branching process and its support represents the residual life times of those existing particles. A similar result for spectrally negative Lévy process is established by a time reversal approach. Properties of the measurevalued processes can be studied via the excursions for the corresponding Lévy processes.     

三角域上调和与双调和的有理bézier曲面设计

在建筑、机械、计算机、应用数学这4大学科交叉形成的新兴的计算机辅助几何设计领域,首次提出了三角域上有理Bézier调和曲面的造型问题.主要方法和思路:给定欲求三角有理Bézier调和曲面的2条边界曲线,将这2条有理边界曲线进行Hybrid逼近,得到2条多项式曲线,以此为边界,应用Arnal等最近提出的由边界条件生成三角Bézier调和曲面的算法,得到一张三角多项式Bézier调和曲面;同时对欲求的三角有理Bézier调和曲面,应用张磊等提出的有效算法进行多项式逼近,得到一张带参数的三角多项式Bézier曲面,将此曲面与上述已得到的三角多项式Bézier调和曲面作比较,使它们之间的目标距离最小,就导出一个多变量的最优化问题,逼近求出未知参数,就可得到一张高精度的三角有理Bézier近似调和曲面.进一步,以上思想和算法被推广到三角有理Bézier双调和曲面.文中给出丰富实例验证了算法的正确和有效.     

铁的氢氧化合物稳定相α, β-FeOOH的表征及光谱分析

铁的氢氧化合物稳定相针铁矿(α-FeOOH)及四方纤铁矿(β-FeOOH)的合成材料因具有纳米颗粒粒径、较高比表面积,在工业生产和环境治理中被广泛应用。α,β-FeOOH作为重金属等污染物的吸附材料尤受关注。但其合成过程中溶液pH值和反应条件(如不同温度下加热或室温磁力搅拌等)对α,β-FeOOH矿物材料晶型、颗粒形貌、尺寸和界面特性的影响及其与矿物环境功能的相关性报道较少。故本工作基于Fe(NO₃)₃和FeCl₃溶液在一定pH值范围内分别易于形成α-FeOOH和β-FeOOH稳定相,利用X射线衍射仪、透射/扫描电子显微镜和激光粒度分析仪对加热(40和70 ℃)和磁力搅拌(25 ℃)条件下形成的矿物α, β-FeOOH的晶型和颗粒形貌结构进行了鉴定与表征,同时利用红外光谱仪测定了矿物表面的特征结构基团。研究结果表明,40和70 ℃反应温度下形成的矿物Aka-T40, Aka-T70, Gth-T70具有颗粒均一、结晶型较好、比表面积较大等特性,是良好的去除环境污染物的吸附剂材料。     

一类控制多边形下的C-Bezier曲线形状

研究一类控制多边形下C-Bézier曲线的形状,根据控制多边形的边长情况分别给出了其对应的C-Bézier曲线含有尖点、重点以及两个拐点的充分必要条件.     

带形状参数的T-Bézier曲线

给出了n阶带形状参数的三角多项式T-Bézier基函数.由带形状参数的三角多项式T-Bézier基组成的带形状参数的T-Bézier曲线,可通过改变形状参数的取值而调整曲线形状,随着形状参数的增加,带形状参数的T-Bézier曲线将接近于控制多边形,并且可以精确表示圆、螺旋线等曲线.阶数的升高,形状参数的取值范围将扩大.     

减敏控制光纤法布里-珀罗腔单值性用于解调振动频率

通过对光纤法布里-珀罗(Fabry-Perot cavity,F-P)腔单波长功率监测,对时域信号进行快速傅里叶变换(FFT),检测振动信号频率.建立了F-P腔的瞬时响应模型.发现透射响应比反射响应有微小延时,证明了F-P腔的多次反射原理对于一般频率不超过几十千赫兹的振动信号的测量没有影响.直接作用在F-P腔上的振动较强时,超过解调单值范围,波形发生畸变.通过增大振动源与F-P腔的距离控制解调单值性,当距离增至8 cm时,获得相对准确的解调结果.