A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

The Asymmetric Avalanche Process

An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the generating function for the total distance covered by all particles. It gives the average velocity of particles which exhibits a phase transition from an intermittent to continuous flow. We calculated also higher cumulants and the large deviation function for the particle flow. The latter has the universal form obtained earlier for the asymmetric exclusion process and conjectured to be common for all models of the Kardar–Parisi–Zhang universality class.     

酵母蛋白质网络的动力学性质

蛋白质-蛋白质、蛋白质-DNA相互作用网络决定了细胞中各种关键功能的执行．基于芽殖酵母(budding yeast saccharomyces cerevisiae)的蛋白质-蛋白质相互作用网络数据和相关的实验文献，我们建立了调控细胞周期和生命周期(cell cycle and life cycle)的蛋白质网络，并利用离散模型研究了该网络的动力学性质，研究表明：细胞周期网络的动力学性质具有很强的稳定性，约94％的蛋白质初态将演化到对应于生物学G1基态的稳定态，使其成为惟一的全局吸引点；同时，绝大多数的初态的演化路径都通过由G1激发态到G1基态的细胞周期演化路径，使细胞周期路径成为全局性的“吸引”路径。     

Liminf results on the increments of an (N,d)-Gaussian process

We establish some liminf theorems on the increments of a (N,d)-Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the (N,d)-Gaussian process. This revised version was published online in June 2006 with corrections to the Cover Date.     

A theoretical analysis of the TiO2/Sn doped (1 1 0) surface properties

We have used the periodic quantum-mechanical method with density functional theory at the B3LYP level in order to study TiO₂/Sn doped (1 1 0) surfaces and have investigated the structural, electronic and energy band properties of these oxides. Our calculated relaxation directions for TiO₂ is the experimental one and is also in agreement with other theoretical results. We also observe for the doped systems relaxation of lattice positions of the atoms. Modification of Sn, O and Ti charges depend on the planes and positions of the substituted atoms. Doping can modify the Fermi levels, energy gaps as well as the localization and composition of both valence and conduction band main components. Doping can also modify the chemical, electronic and optical properties of these oxides surfaces increasing their suitability for use as gas sensors and optoelectronic devices.     

Internal Rotation of the Methyl Group in Cations of Toluene Derivatives

The potential of the internal rotation of the methyl group was determined for o-, m-, and p-fluorotoluene cations by pulsed field ionization spectroscopy. The potential of the internal rotational motion was also surveyed for other toluene derivative cations. It was found that the barrier height generally increases by ionization. The increase in the barrier height has been discussed in connection with the reduction of the internal rotational constant B by ionization. The geometrical distortion of the methyl group during the internal rotation has been suggested.     

A molecular network model to describe the nonlinear viscoelastic behavior of polymers

A transient molecular network model is built to describe the nonlinear viscoelasticity of polymers by considering the effect of entanglement loss and regeneration on the relaxation of molecular strands. It is an extension of previous network theories. The experimental data on three thermoplastic polymers (ABS, PVC and PA6) obtained under various loading conditions are used to test the model. Agreement between the theoretical and experimental curves shows that the suggested model can describe successfully the relaxation behavior of the thermoplastic polymers under different loading rates by using relatively few relaxation modes. Thus the micromechanism responsible for strain-rate dependence of relaxation process and the origin of nonlinear viscoelasticity may be disclosed. The project supported by the National Natural Science Foundation of China and Doctorial Fund     

强激光场下的双光子自电离理论

本文研究了包括二阶离化过程的强激光场下的双光子自电离。导出了光电子谱的解析表达式,并对一些特殊情况下的光电子谱进行了分析。     

Simplified analytic solutions and a novel fast algorithm for Yb-doped double-clad fiber lasers

In this paper, continuous wave Yb³⁺-doped double-clad fiber lasers (DCFLs) with linear-cavity are investigated theoretically and numerically using the rate equations. Under the steady state conditions, the simplified analytic solutions of Yb³⁺-doped DCFLs under considering the scattering loss are deduced in the strongly pump condition. Compared with the known analytic solutions in published literatures, our analytic solutions are more accurate, especially, at higher reflectivity of output mirror. In addition, a fast and stable algorithm based on the Newton-Raphson method is proposed to simulate numerically Yb³⁺-doped DCFLs. The results by simplified analytic solutions are in good agreement with those by the numerical simulation. Moreover, we have performed the optimization of an Yb³⁺-doped DCFL using the simplified analytic solutions and the numerical simulations, respectively.