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1.
研究保费和索赔到达率与余额相依的最优有界分红问题,目标是最大化破产前的累积期望折现分红。首先,给出一个策略是平稳马氏策略的充分必要条件,运用测度值生成元的理论得到测度值动态规划方程(DPE),并且给出了验证定理的证明。最后,讨论了测度值DPE和相应拟变分不等式(QVI)之间的关系,并且证明了最优分红策略为具有波段结构的平稳马氏策略。  相似文献   
2.
为明晰回转窑内颗粒的运动行为及偏析机理,以绿豆、黄豆和黑豆为颗粒介质,依次对3种装填顺序下的颗粒流动过程进行离散元模拟与实验研究,以颗粒质量分数和平均粒度为判据,对颗粒偏析进行评价。结果表明,回转窑内颗粒流动区可分为自由滚落区、渗流呆滞区以及窑壁携带区,自由滚落区颗粒流速最大,而渗流呆滞区流速最小。窑内颗粒沿轴向输运过程发生径向偏析,形成夹层结构,小颗粒受渗流作用在渗流呆滞区中心形成内核,大粒径和中等粒径颗粒集中在自由滚落区和窑壁携带区。窑内颗粒力链分布不均匀,强力链分布于近窑壁区,弱力链分布于自由滚落区和渗流呆滞区,且渗流呆滞区力链细而密集。当窑头附近不同粒径颗粒存在轴向速度差时,颗粒在轴向发生掺混,并产生径向偏析。  相似文献   
3.
李惠  曾波  苟小义  白云 《运筹与管理》2022,31(7):119-123
现有三参数离散灰色预测模型的累加阶数取值范围局限于正实数,导致模型建模能力和作用空间受限。为此,论文首先引入实数域统一灰色生成算子;然后,基于统一灰色生成算子构造了新型三参数离散灰色预测模型,实现了其阶数从正实数到全体实数的拓展与优化,从而使得新型模型具备挖掘时序数据积分特性与差异信息的双重功能;最后,将该新模型应用于某装甲装备维修经费的建模,结果显示其精度优于其它同类灰色模型。本研究成果对完善灰色算子基础理论及提高灰色预测模型建模能力具有重要价值。  相似文献   
4.
汪漂 《运筹与管理》2021,30(10):159-164
鉴于传统预测方法一直基于“点”来衡量时间序列数据,然而现实生活中在给定的时间段内许多变量是有区间限制的,点值预测会损失波动性信息。因此,本文提出了一种基于混合区间多尺度分解的组合预测方法。首先,建立区间离散小波分解方法(IDWT)、区间经验模态分解方法(IEMD)和区间奇异普分析方法(ISSA)。其次,用本文构建的IDWT、IEMD和ISSA对区间时间序列进行多尺度分解,从而得到区间趋势序列和残差序列。然后,用霍尔特指数平滑方法(Holt's)、支持向量回归(SVR)和BP神经网络对区间趋势序列和残差序列进行组合预测得到三种分解方法下的区间时间序列预测值。最后,用BP神经网络对各预测结果进行集成得到区间时间序列最终预测值。同时,为证明模型的有效性进行了AQI空气质量的实证预测分析,结果表明,本文所提出基于混合区间多尺度分解的组合预测方法具有较高的预测精度和良好的适用性。  相似文献   
5.
杆件的断裂会涉及到大变形、非线性以及不连续等问题,通常的数值计算方法模拟这种复杂力学行为具有局限性。本文基于颗粒离散元法DEM,将接触粘结处的分布式弹簧用梁纤维进行等效,提出了一种适于结构弹塑性分析的DEM纤维梁模型,然后在此基础上构建了构件断裂模拟算法以及纤维破环准则。将该模型应用于悬臂梁结构,模拟了悬臂梁从弹性到弹塑性阶段,再到断裂破坏的全过程,数值模拟得到的结构响应和截面开裂破坏形态均较合理。最后将该方法应用于单层网壳倒塌破坏模拟,并与网壳振动台倒塌试验进行对比,结果表明,数值模拟得到的杆件断裂过程及结构倒塌模式与试验现象一致,验证了该模型的正确性和适用性。  相似文献   
6.
In this paper, we proposed the exactly solvable model of non-Markovian dynamics of open quantum systems. This model describes open quantum systems with memory and periodic sequence of kicks by environment. To describe these systems, the Lindblad equation for quantum observable is generalized by taking into account power-law fading memory. Dynamics of open quantum systems with power-law memory are considered. The proposed generalized Lindblad equations describe non-Markovian quantum dynamics. The quantum dynamics with power-law memory are described by using integrations and differentiation of non-integer orders, as well as fractional calculus. An example of a quantum oscillator with linear friction and power-law memory is considered. In this paper, discrete-time quantum maps with memory, which are derived from generalized Lindblad equations without any approximations, are suggested. These maps exactly correspond to the generalized Lindblad equations, which are fractional differential equations with the Caputo derivatives of non-integer orders and periodic sequence of kicks that are represented by the Dirac delta-functions. The solution of these equations for coordinates and momenta are derived. The solutions of the generalized Lindblad equations for coordinate and momentum operators are obtained for open quantum systems with memory and kicks. Using these solutions, linear and nonlinear quantum discrete-time maps are derived.  相似文献   
7.
8.
Rayleigh–Taylor (RT) instability widely exists in nature and engineering fields. How to better understand the physical mechanism of RT instability is of great theoretical significance and practical value. At present, abundant results of RT instability have been obtained by traditional macroscopic methods. However, research on the thermodynamic non-equilibrium (TNE) effects in the process of system evolution is relatively scarce. In this paper, the discrete Boltzmann method based on non-equilibrium statistical physics is utilized to study the effects of the specific heat ratio on compressible RT instability. The evolution process of the compressible RT system with different specific heat ratios can be analyzed by the temperature gradient and the proportion of the non-equilibrium region. Firstly, as a result of the competition between the macroscopic magnitude gradient and the non-equilibrium region, the average TNE intensity first increases and then reduces, and it increases with the specific heat ratio decreasing; the specific heat ratio has the same effect on the global strength of the viscous stress tensor. Secondly, the moment when the total temperature gradient in y direction deviates from the fixed value can be regarded as a physical criterion for judging the formation of the vortex structure. Thirdly, under the competition between the temperature gradients and the contact area of the two fluids, the average intensity of the non-equilibrium quantity related to the heat flux shows diversity, and the influence of the specific heat ratio is also quite remarkable.  相似文献   
9.
In this paper, a discrete KdV equation that is related to the famous continuous KdV equation is studied. First, an integrable discrete KdV hierarchy is constructed, from which several new discrete KdV equations are obtained. Second, we correspond the first several discrete equations of this hierarchy to the continuous KdV equation through the continuous limit. Third, the generalized (m, 2Nm)-fold Darboux transformation of the discrete KdV equation is established based on its known Lax pair. Finally, the diverse exact solutions including soliton solutions, rational solutions and mixed solutions on non-zero seed background are obtained by applying the resulting Darboux transformation, and their asymptotic states and physical properties such as amplitude, velocity, phase and energy are analyzed. At the same time, some soliton solutions are numerically simulated to show their dynamic behaviors. The properties and results obtained in this paper may be helpful to understand some physical phenomena described by KdV equations.  相似文献   
10.
Yan-Mei Lu 《中国物理 B》2022,31(6):60502-060502
The exploration of the memristor model in the discrete domain is a fascinating hotspot. The electromagnetic induction on neurons has also begun to be simulated by some discrete memristors. However, most of the current investigations are based on the integer-order discrete memristor, and there are relatively few studies on the form of fractional order. In this paper, a new fractional-order discrete memristor model with prominent nonlinearity is constructed based on the Caputo fractional-order difference operator. Furthermore, the dynamical behaviors of the Rulkov neuron under electromagnetic radiation are simulated by introducing the proposed discrete memristor. The integer-order and fractional-order peculiarities of the system are analyzed through the bifurcation graph, the Lyapunov exponential spectrum, and the iterative graph. The results demonstrate that the fractional-order system has more abundant dynamics than the integer one, such as hyper-chaos, multi-stable and transient chaos. In addition, the complexity of the system in the fractional form is evaluated by the means of the spectral entropy complexity algorithm and consequences show that it is affected by the order of the fractional system. The feature of fractional difference lays the foundation for further research and application of the discrete memristor and the neuron map in the future.  相似文献   
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