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We put forward an efficient algorithm for approximating the sums of independent and log-normally distributed random variables. Namely, by combining tools from probability theory and numerical analysis, we are able to compute the cumulative distribution functions of the just-mentioned sums to a high precision and in a relatively short computing time. We illustrate the effectiveness of the new method in the contexts of the individual and collective risk models, aggregate economic capital determination, and economic capital allocation. 相似文献
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Abolhassan Mohammadi Tayeb Golanbari Haidar Sheikhahmadi Kosar Sayar Lila Akhtari M. A. Rasheed Khaled Saaidi 《中国物理C(英文版)》2020,44(9):095101-095101-13
In this study, the scenario of a two-component warm tachyon inflation is considered, where the tachyon field plays the role of the inflaton by driving the inflation. During inflation, the tachyon scalar field interacts with the other component of the Universe, which is assumed to be photon gas, i.e., radiation. The interacting term contains a dissipation coefficient, and the study is modeled based on two different and familiar choices of the coefficient that were studied in the literature. By employing the latest observational data, the acceptable ranges for the free parameters of the model are obtained. For any choice within the estimated ranges, there is an acceptable concordance between the theoretical predictions and observations. Although the model is established based on several assumptions, it is crucial to verify their validity for the obtained values of the free parameters of the model. It is found that the model is not self-consistent for all values of the ranges, and for some cases, the assumptions are violated. Therefore, to achieve both self-consistency and agreement with the data, the parameters of the model must be constrained. Subsequently, we consider the recently proposed swampland conjecture, which imposes two conditions on the inflationary models. These criteria rule out some inflationary models; however, warm inflation is among those that successfully satisfy the swampland criteria. We conduct a precise investigation, which indicates that the proposed warm tachyon inflation cannot satisfy the swampland criteria for some cases. In fact, for the first case of the dissipation coefficient, in which, there is dependency only on the scalar field, the model agrees with observational data. However, it is in direct tension with the swampland criteria. Nevertheless, for the second case, wherein the dissipation coefficient has a dependency on both the scalar field and temperature, the model exhibits acceptable agreement with observational data, and suitably satisfies the swampland criteria. 相似文献
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玻尔兹曼方程作为空气动理学中最基本的方程之一,是连接微观牛顿力学和宏观连续介质力学的重要桥梁.该方程描述了一个由大量粒子组成的复杂系统的非平衡态时间演化:除了基本的输运项,其最重要的特性是粒子间的相互碰撞由一个高维,非局部且非线性的积分算子来描述,从而给玻尔兹曼方程的数值求解带来非常大的挑战.在过去的二十年间,基于傅里叶级数的谱方法成为了数值求解玻尔兹曼方程的一种很受欢迎且有效的确定性算法.这主要归功于谱方法的高精度及它可以被快速傅里叶变换加速的特质.本文将回顾玻尔兹曼方程的傅里叶谱方法,具体包括方法的导出,稳定性和收敛性分析,快速算法,以及在一大类基于碰撞的空气动理学方程中的推广. 相似文献
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《Comptes Rendus Mecanique》2014,342(10-11):595-609
We change a previous time-stepping algorithm for solving a multi-scale Vlasov–Poisson system within a Particle-In-Cell method, in order to perform accurate long-time simulations. As an exponential integrator, the new scheme allows us to use large time steps compared to the size of the oscillations in the solution. 相似文献
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In this paper we present a new approach, based on the Nearest Interval Approximation Operator, for dealing with a multiobjective programming problem with fuzzy-valued objective functions. 相似文献