Understanding Molecular Dynamics with Stochastic Processes via Real or Virtual Dynamics

Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed for the Langevin equation[J. Chem. Phys. 147 , 184104 (2017)] in principle exists in other types of stochastic thermostats as well. The recommended "middle" scheme[J. Chem. Phys. 147 , 034109 (2017)] of the Andersen thermostat is investigated as an example. As shown by both analytic and numerical results, while the real and virtual dynamics cases approach the same plateau of the characteristic correlation time in the high collision frequency limit, the accuracy and efficiency of sampling are relatively insensitive to the value of the collision frequency in a broad range. After we compare the behaviors of the Andersen thermostat to those of Langevin dynamics, a heuristic schematic representation is proposed for understanding efficient stochastic thermostatting processes with molecular dynamics.     

带连续变利率风险模型最终破产概率上界

考虑了带二元连续变利息力的Sparre Andersen风险模型.研究了积累值盈余过程的表达式与性质;在利率递增环境下,利用推广后的调节系数方程组与递归技术推导了最终破产概率的上界,结论表明得到的破产概率上界是更为一般的Lundberg指数上界.     

统计数据采样算法

将集中式控制系统常用的结构二层结构改进为智能化的三层结构的设计方案,即传感器、智能巡检仪和上位机。上位机既可以直接读取传感器的数据也可读取智能巡检仪的数据。此方案较好地解决了二层结构所出现的问题,并且也适合交大规模的其它类型的控制系统。这种设计方案存在当规模时上位机采集数据出现丢失现象。本文提出了利用数据库的历史数据及控制曲线的线性特征的数据采集算法,较好地解决了数据丢失的问题。并以温控系统为例仿真了在较大规模控制环境下的试验结果。     

On a class of dependent Sparre Andersen risk models and a bailout application

In this paper a one-dimensional surplus process is considered with a certain Sparre Andersen type dependence structure under general interclaim times distribution and correlated phase-type claim sizes. The Laplace transform of the time to ruin under such a model is obtained as the solution of a fixed-point problem, under both the zero-delayed and the delayed cases. An efficient algorithm for solving the fixed-point problem is derived together with bounds that illustrate the quality of the approximation. A two-dimensional risk model is analyzed under a bailout type strategy with both fixed and variable costs and a dependence structure of the proposed type. Numerical examples and ideas for future research are presented at the end of the paper.     

Sparre Andersen模型中破产概率的边界

研究在Andersen Spaxre模型中,当破产概率的初始边界已知的时候,根据更新方程和更新方程中函数的单调性来改进破产概率的边界,并进一步改进了严重损失函数G（x,y）的边界．     

Bayesian estimation of finite time ruin probabilities

In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that the Coxian model can be well fitted to real, long‐tailed claims data and that this compares well with the generalized Pareto model. The main advantage of using the Coxian model for inter‐claim times and claim sizes is that it is possible to compute finite time ruin probabilities making use of recent results from queueing theory. In practice, finite time ruin probabilities are much more useful than infinite time ruin probabilities as insurance companies are usually interested in predictions for short periods of future time and not just in the limit. We show how to obtain predictive distributions of these finite time ruin probabilities, which are more informative than simple point estimations and take account of model and parameter uncertainty. We illustrate the procedure with simulated data and the well‐known Danish fire loss data set. Copyright © 2009 John Wiley & Sons, Ltd.     

Existence and nonexistence of positive solutions of a fractional thermostat model with a parameter

In this paper, we investigate positive solutions for boundary value problem of a fractional thermostat model with a parameter. Under different conditions of the function f, existence and nonexistence results for positive solutions are derived in terms of different values of λ. The results are illustrated with an example. Copyright © 2016 John Wiley & Sons, Ltd.     

Gibbs ensembles,equidistribution of the energy of sympathetic oscillators and statistical models of thermostat

The paper develops an approach to the proof of the “zeroth” law of thermodynamics. The approach is based on the analysis of weak limits of solutions to the Liouville equation as time grows infinitely. A class of linear oscillating systems is indicated for which the average energy becomes eventually uniformly distributed among the degrees of freedom for any initial probability density functions. An example of such systems are sympathetic pendulums. Conditions are found for nonlinear Hamiltonian systems with finite number of degrees of freedom to converge in a weak sense to the state where the mean energies of the interacting subsystems are the same. Some issues related to statistical models of the thermostat are discussed.      

Comparative molecular dynamics and Monte Carlo study of statistical properties for coarse-grained heteropolymers

Employing a simple hydrophobic-polar heteropolymer model, we compare thermodynamic quantities obtained from Andersen and Nosé-Hoover molecular dynamics as well as replica-exchange Monte Carlo methods. We find qualitative correspondence in the results, but serious quantitative differences using the Nosé-Hoover chain thermostat. For analyzing the deviations, we study different parameterizations of the Nosé-Hoover chain thermostat. Autocorrelations from molecular dynamics and Metropolis Monte Carlo runs are also investigated.     

Estimates for the probability of ruin with special emphasis on the possibility of large claims

The present paper investigates, for the general Andersen model, the asymptotic behaviour of the probability of ruin function when the initial risk reserve tends to infinity. Whereas the exponential (Cramér) case is well understood, in the past, less attention has been paid to a systematic study of a model taking big claim sizes into account. We give a thorough treatment of the latter and also review previously known but mostly scattered results to show how they all follow from essentially one mathematical model.