带干扰的多险种风险模型

由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。     

An efficient numerical scheme for precise time integration of a diffusion-dissolution/precipitation chemical system

A numerical scheme based on an operator splitting method and a dense output event location algorithm is proposed to integrate a diffusion-dissolution/precipitation chemical initial-boundary value problem with jumping nonlinearities. The numerical analysis of the scheme is carried out and it is proved to be of order 2 in time. This global order estimate is illustrated numerically on a test case.

     

Global Phase Time and Wave Function for the Kantowski-Sachs Anisotropic Universe

A consistent quantization with a clear notion of time and evolution is given for the anisotropic Kantowski–Sachs cosmological model. It is shown that a suitable coordinate choice allows to obtain a solution of the Wheeler–DeWitt equation in the form of definite energy states, and that the results can be associated to two disjoint equivalent theories, one for each sheet of the constraint surface.     

可变抽样区间的非参数控制图

最近几年一些学者研究了可变抽样区间的质量控制图。Amin等提出了可变抽样区间(VSI)的非参数控制图———符号 (Sign)统计量图〔1〕。本文在此基础上研究位置VSI符号控制图的制定方法 ,并设计离散VSI符号控制图。符号控制图的优点是对非正态总体亦可应用 ,并且不需要过程方差的信息。本文将所设计的VSI符号控制图同固定抽样区间 (FSI)的常规图作比较 ,并举实例说明符号控制图的应用     

Field Theory Methods in Classical Dynamics

A Dirac picture perturbation theory is developed for the time evolution operator in classical dynamics in the spirit of the Schwinger–Feynman–Dyson perturbation expansion and detailed rules are derived for computations. Complexification formalisms are given for the time evolution operator suitable for phase space analyses, and then extended to a two-dimensional setting for a study of the geometrical Berry phase as an example. Finally a direct integration of Hamilton's equations is shown to lead naturally to a path integral expression, as a resolution of the identity, as applied to arbitrary functions of generalized coordinates and momenta.     

On the analysis of a dynamic evolutionary algorithm

Evolutionary algorithms are applied as problem-independent optimization algorithms. They are quite efficient in many situations. However, it is difficult to analyze even the behavior of simple variants of evolutionary algorithms like the (1+1) EA on rather simple functions. Nevertheless, only the analysis of the expected run time and the success probability within a given number of steps can guide the choice of the free parameters of the algorithms. Here static (1+1) EAs with a fixed mutation probability are compared with dynamic (1+1) EAs with a simple schedule for the variation of the mutation probability. The dynamic variant is first analyzed for functions typically chosen as example-functions for evolutionary algorithms. Afterwards, it is shown that it can be essential to choose the suitable variant of the (1+1) EA. More precisely, functions are presented where each static (1+1) EA has exponential expected run time while the dynamic variant has polynomial expected run time. For other functions it is shown that the dynamic (1+1) EA has exponential expected run time while a static (1+1) EA with a good choice of the mutation probability has polynomial run time with overwhelming probability.     

受激发射损耗荧光显微镜的模型设计及参量优化

受激发射损耗荧光显微镜利用荧光饱和和激发态荧光受激损耗的非线性关系,通过限制损耗区域,可突破远场光学显微术的衍射极限分辨力并实现三维成像。基于对粒子速率方程组的修正,建立了描述荧光团各能级粒子数概率时间特性的模型,并定义了时间平均损耗效率判据。采用高斯函数模拟两束入射激光脉冲通过对模型的数值计算,模拟了激发脉冲的SIED激光脉冲的光强、脉冲宽度以及两束光的延迟时间等参量与损耗效率之间的关系,并获得了各参量的最佳值,优化了损耗效率,为提高系统分辨力提供了有效的途径。     

Some degenerate and quasilinear parabolic systems not in divergence form

This paper deals with positive solutions of degenerate and quasilinear parabolic systems not in divergence form: u_t=u^p(Δu+av), v_t=v^q(Δv+bu), with null Dirichlet boundary conditions and positive initial conditions, where p, q, a and b are all positive constants. The local existence and uniqueness of classical solution are proved. Moreover, it will be proved that all solutions exist globally if and only if ab?λ₁², where λ₁ is the first eigenvalue of −Δ in Ω with homogeneous Dirichlet boundary condition.     

具连续时滞Liénard方程概周期解的存在唯一性

结合Liapunov泛函，研究了具连续时滞Lienard方程概周期解的存在唯一性和安全一致渐进稳定性。     

FJZ-250型高速分幅相机时间测量不确定度分析

FJZ-250型高速转镜分幅相机因转镜速度的不可重复性，光机结构的构造原理和控制系统各路高压触发时间的漂移，导致了时间测量的不确定度。为此，须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果，则相机的时间测量合成小确定度将达1％，对名义周期值和名义幅间间隔时间值进行修正后，则可降至0.3％。