一类基于进入过程保险风险模型的破产概率(英文)

In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.     

Novel Kernel Function With a Hyperbolic Barrier Term to Primal-dual Interior Point Algorithm for SDP Problems

In this paper, we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP). This add a new type of functions to the class of eligible kernel functions. We prove that the interior-point algorithm based on the new kernel function meets O(n^3/4 logε/n)iterations as the worst case complexity bound for the large-update method. This coincides with the complexity bound obtained by the first kernel function with a trigonometri...     

Laws of the iterated logarithm for locally square integrable martingales

Three types of laws of the iterated logarithm （LIL） for locally square integrable martingales with continuous parameter are considered by a discretization approach. By this approach, a lower bound of LIL and a number of FLIL are obtained, and Chung LIL is extended.     

A SUPERLINEARLY CONVERGENT TRUST REGION ALGORITHM FOR LC^1 CONSTRAINED OPTIMIZATION PROBLEMS

In this paper, a new trust region algorithm for nonlinear equality constrained LC^1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subproblem with a trust region bound, but by solving a system of linear equations. Since the computational complexity of a QP-Problem is in general much larger than that of a system of linear equations, this method proposed in this paper may reduce the computational complexity and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and super-linearly convergent to a solution of the original problem. Some numerical examples are reported, showing the proposed algorithm can be beneficial from a computational point of view.     

On the Minimal Nonnegative Solution of Nonsymmetric Algebraic Riccati Equation

We study perturbation bound and structured condition number about the minimal nonnegative solution of nonsymmetric algebraic Riccati equation, obtaining a sharp perturbation bound and an accurate condition number. By using the matrix sign function method we present a new method for finding the minimal nonnegative solution of this algebraic Riccati equation. Based on this new method, we show how to compute the desired M-matrix solution of the quadratic matrix equation X^2 - EX - F = 0 by connecting it with the nonsymmetric algebraic Riccati equation, where E is a diagonal matrix and F is an M-matrix.     

ESTIMATION FOR THE ASYMPTOTIC BEHAVIOR OF THE DELAYED COMPETITION MODEL

In ecological dynamic systems, the competition between species is a very universal phenomenon, which can be described by the well-known Volterra-Lotka model in a diffusion form. Noticing that the living space usually changes in a seasonal manner and the population development of the species may also undergo time-delay im- pact, a developed form of this model is investigated in this article. The main approaches employed here are the upper-lower solution method and the energy-estimate technique. The results show that whether the species may sustain survival or not depends on the relations among the birth rate, the death rate, the competition rate, the diffusivity and the time delay. For the survival case, the population evolutions of the two species may appear asymptotic periodicity with distinct upper bound and this bound depends heavily on the time delay. These results can be also checked by the intuitionistic numerical simulations.     

非自治半线性热黏弹性问题的一致吸引子的维数(英文)

In this paper, we prove the existence of a uniform attractor for the process associated with a non-antonomous semilinear thermoelastic problem. And under the certain parameter, we obtain an upper bound for the Hausdorff dimension of the uniform attractor.     

Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

A MULTI-GRID ALGORITHM FOR MIXED PROBLEMS WITH PENALTY BY C°-PIECEWISE LINEAR ELEMENT APPROXIMATION

In this paper we describe a multi-grid algorithm for mixed problems with penalty by the linear finite element approximation. It is proved that the convergence rate of the algorithm is bound ed away from 1 independently of the meshsize. For convenience, we only discuss Jacobi relaxation as smoothing operator in detail.     

Diffusion and mixing in fluid flow via the resolvent estimate

In this paper, we first present a Gearhart-Pr¨uss type theorem with a sharp bound for m-accretive operators. Then we give two applications:(1) we give a simple proof of the result proved by Constantin et al. on relaxation enhancement induced by incompressible flows;(2) we show that shear flows with a class of Weierstrass functions obey logarithmically fast dissipation time-scales.     

Upper Semicontinuity and Kolmogorov ε-Entropy of Global Attractor for κ-Dimensional Lattice Dynamical System Corresponding to Klein-Gordon-SchrSdinger Equation

In this paper, we establish the existence of a global attractor for a coupled κ-dimensional lattice dynamical system governed by a discrete version of the Klein-Gordon-SchrSdinger Equation. An estimate of the upper bound of the Kohnogorov ε-entropy of the global attractor is made by a method of element decomposition and the covering property of a polyhedron by balls of radii ε in a finite dimensional space. Finally, a scheme to approximate the global attractor by the global attractors of finite-dimensional ordinary differential systems is presented .     

Application of Homotopy Methods to Power Systems

In this paper, the application of homotopy methods to the load flow multi-solution problems of power systems is introduced. By the generalized Bernshtein theorem, the combinatorial number C2n^m is shown to be the BKK bound of the number of isolated solutions of the polynomial system transformed from load flow equations with generically chosen coefficients. As a result of the general Bezout number, the number of paths being followed is reduced significantly in the practical load flow computation. Finally, the complete P-V cures are obtained by tracking the load flow with homotopy methods.     

SAMPLED-DATA STATE ESTIMATION FOR NEURAL NETWORKS WITH ADDITIVE TIME–VARYING DELAYS

In this paper, we consider the problem of delay-dependent stability for state estimation of neural networks with two additive time–varying delay components via sampleddata control. By constructing a suitable Lyapunov–Krasovskii functional with triple and four integral terms and by using Jensen's inequality, a new delay-dependent stability criterion is derived in terms of linear matrix inequalities(LMIs) to ensure the asymptotic stability of the equilibrium point of the considered neural networks. Instead of the continuous measurement,the sampled measurement is used to estimate the neuron states, and a sampled-data estimator is constructed. Due to the delay-dependent method, a significant source of conservativeness that could be further reduced lies in the calculation of the time-derivative of the Lyapunov functional. The relationship between the time-varying delay and its upper bound is taken into account when estimating the upper bound of the derivative of Lyapunov functional. As a result, some less conservative stability criteria are established for systems with two successive delay components. Finally, numerical example is given to show the superiority of proposed method.     

ALMOST GLOBAL EXISTENCE OF DIRICHLETINITIAL-BOUNDARY VALUE PROBLEM FORNONLINEAR ELASTODYNAMIC SYSTEMOUTSIDE A STAR-SHAPED DOMAIN

This paper deals with the mixed initial-boundary value problem of Dirichlet type for the nonlinear elastodynamic system outside a star-shaped domain. The almost global existence of solution with small initial data to this problem is proved and a lower bound for the lifespan of solutions is given.     

一类Sierpinski垫片的Hausdorff测度的估计(英文)

Suppose F0 is an arbitrary triangle and F is a kind of Sierpinski carpet generated by F0.We construct a projection mapping to obtain the lower bound of the Hausdorff measure of F ;meanwhile the upper bound of the Hausdorff measure of F is calculated by the general covering.     

An improved per-scenario bound for the two-stage stochastic facility location problem

We study the two-stage stochastic facility location problem(2-SFLP)by proposing an LP(location problem)-rounding approximation algorithm with 2.3613 per-scenario bound for this problem,improving the previously best per-scenario bound of 2.4957.     

Ruin probabilities for a risk model with two classes of claims

In this paper we consider a risk model with two kinds of claims, whose claims number processes are Poisson process and ordinary renewal process respectively. For this model, the surplus process is not Markovian, however, it can be Markovianized by introducing a supplementary process, We prove the Markov property of the related vector processes. Because such obtained processes belong to the class of the so-called piecewise-deterministic Markov process, the extended infinitesimal generator is derived, exponential martingale for the risk process is studied. The exponential bound of ruin probability in iafinite time horizon is obtained.     

A BRAY-BRENDLE-NEVES TYPE INEQUALITY FOR A RIEMANNIAN MANIFOLD

In this paper, for any local area-minimizing closed hypersurface Σ with ■, immersed in a(n + 1)-dimension Riemannian manifold M which has positive scalar curvature and nonnegative Ricci curvature, we obtain an upper bound for the area of Σ. In particular, when Σ saturates the corresponding upper bound, Σ is isometric to Sⁿ and M splits in a neighborhood of Σ. At the end of the paper, we also give the global version of this result.     

Distance Between Two Vertices of Maximum Matching Graphs

The maximum matching graph of a graph has a vertex for each maximum matching and an edge for each pair of maximum matchings which differ by exactly one edge. In this paper, we obtain a lower bound of distance between two vertices of maximum matching graph, and give a necessary and sufficient condition that the bound can be reached.     

Grunwald-Wang theorem,an effective version

The main purpose of this article is to establish an effective version of the Grunwald-Wang theorem,which asserts that given a family of local characters χvof K *vof exponent m, where v ∈ S for a finite set S of primes of K, there exists a global character χ of the idele class group CK of exponent m(unless some special case occurs, when it is 2m) whose local component at v is χv. The effectiveness problem for this theorem is to bound the norm N(χ) of the conductor of χ in terms of K, m, S and N(χv)(v ∈ S). The Kummer case(when K contains μm) is easy since it is almost an application of the Chinese remainder theorem. In this paper, we solve this problem completely in general case, and give three versions of bound, one is with GRH, and the other two are unconditional bounds. These effective results have some interesting applications in concrete situations. To give a simple example, if we fix p and l, one gets a good least upper bound for N such that p is not an l-th power mod N. One also gets the least upper bound for N such that lr| φ(N) and p is not an l-th power mod N.Some part of this article is adopted(with some revision) from the unpublished thesis by Wang(2001).