带干扰的复合负二项过程下的双险种负风险模型

本文研究了带干扰的索赔过程为复合负二项过程的双险种负风险和模型.用两种不同的方法得到了该模型的最终破产概率,还得到了Lundberg不等式,推广了经典负风险模型.     

基于Pair-Copula-GARCH模型与CVaR的时变投资组合优化

以过去的信息为条件,以一致性风险度量CVaR为优化目标,以组合收益率为约束条件,建立了时变投资组合优化模型,通过基于pair-copula-GARCH模型的蒙特卡洛模拟方法得到未来某时刻收益率的多个可能情景,并引入一个特殊函数实现了投资组合模型的线性化,得到了最优投资组合策略.最后针对提出的模型进行了实例分析.     

运用多目标规划优化功放的预失真模型

预失真技术是克服功率放大器非线性失真的一种非常有效的方法.许多研究者从数学建模的思想角度出发,建立了关于功放与预失真的各类级数模型,以实现线性增益输出.但是在应用通信系统中,这些模型不能有效地动态实现功放效率尽可能高的要求.在和记忆多项式模型的基础上,创新地运用多目标规划的方法优化功放的预失真模型.在满足一定的线性化输出的同时,尽可能地得到更高的功放效率,而且能同时计算出增益系数与模型参数.对于数据量为1000的无记忆功放得到增益倍数为1.82649,预失真模型的NMSE值为-41.5633.数据量为73920的有记忆功放得到增益倍数为9.5969,预失真模型的NMSE值为-24.3682.     

一类具有相依结构的离散时间风险模型的赤字分布

研究一类具有相依结构的离散时间风险模型的破产赤字问题.其中,保费和利率过程假设为两个不同的自回归移动平均模型.利用更新递归技巧,首先得到了该模型下破产赤字分布的递推公式.然后,根据该递推公式得到了赤字分布的上下界估计.     

具有相依结构离散时间模型破产概率的上界

研究两类具有相依结构的离散时间风险模型的破产概率问题.其中,索赔和利率过程假设为2个不同的自回归移动平均模型.利用更新递归技巧,首先得到了该模型下破产概率所满足的递归方程.然后,根据该递归方程得到了破产概率的上界估计.最后对两类风险模型的破产概率的上界进行了比较.     

因子结构下的新型多期投资组合选择模型

首次将因子模型与多期均值-方差模型相结合,建立了单因子结构下的新型多期均值-方差模型,并且利用二次规划方法得到了此模型的解析最优投资策略.为使这一结论具有普适性,又将它推广到了多因子模型情形,并且得到了与单因子模型下类似的结论.最后,通过数值算例验证了本文的理论结果.新模型确定最优投资策略的方法,是一个科学且可操作性强的方法.     

一类有被动免疫的流行病模型研究

对一类具有被动免疫的流行病模型进行了定性分析和讨论.得到了这些模型的基本再生数R0,对有些模型得到了地方病平衡点的全局稳定性.并且在MSIR模型中还考虑了接种.     

一类无标度随机图的度序列

本文从-个新的角度对-类随机图的度序列进行了分析.证明了此模型度分布的存在性,得到了网络规模比较大的情况下度为七的节点所占比例数的表达式.此外,我们还将模型扩展到每个时间步增加边数为随机变量的情形,得到了类似的结论.     

控制点优化磨光算法在长江径流量预测中的应用

盈亏修正磨光法所得到的逼近效果仍然很差,通过控制点的参数优化和目标函数的最小,提出一种控制点优化磨光算法,利用这个算法得到参数后代入模型,使预测的精度得到提高.通过实例,该算法简单易行,并通过相对误差进行了分析,控制点优化磨光算法所得到的预测值好于神经网络模型、PPAR和小波网络模型的预测值,这为研究磨光法提供了较好的分析方法.     

乙肝病毒感染动力学的固有频率分析

诺瓦克模型作为研究乙肝感染动力学的基础模型,虽然被人熟知,其内部的信息与性质并没有充分被发掘.关注于其平衡点类型的分类,并用图呈现诺瓦克模型详细的动力学特征,得到了参数空间中分支曲线的解析表达式.尤其,当平衡点为焦点时,得到了系统固有频率与参数的依赖关系.     

Study on autonomous and nonautonomous version of a food chain model with intraspecific competition in top predator

In this article, a three-species food chain model with intraspecific competition in top predators has been considered. Ecological and mathematical well posedness of the model system has been established by showing that all the solutions of the model are positive and bounded. The extinction scenarios of intermediate and top predator species along with the existence and stability of all equilibrium points have been discussed. The effects of competition and conversion efficiency of top predators in the dynamics of the system have been discussed with great thrust, and it is observed that the conversion efficiency of top predators deteriorates the stability of the system, whereas intraspecific competition in top predators enhances the stable coexistence of all the populations of the system. Further, nonautonomous version of the model system has been taken into consideration to study the impact of seasonal variation in the dynamics of the model system. Sufficient conditions for the existence of a globally attractive positive periodic have been established in a periodic environment. Finally, numerical simulations have been carried out to validate our analytical findings.     

Modeling the process of human body iron homeostasis using a variant of timed Petri nets

The body iron homeostasis is one of the most important processes in the human body. This complex process is not fully understood and until recently only some parts of it have been described in the literature. In our recent papers the main part of the process has been described and a model based on Petri net theory has been proposed. However, in this model any time dependencies occurring in the biochemical process have not been taken into account. In the present paper the model is enriched in the way that durations of biochemical reactions composing this process have been included into the model. A variant of Petri net where with each place a time interval is associated has been used in order to describe these dependencies. The time interval associated with a place corresponds to a time lag of biochemical conditions which must be fulfilled in order to enable a biochemical reaction to start.     

A Dynamic Programming Approach to Determine Optimal Manpower Recruitment Policies

The manpower planning models available in the literature have dealt with how changes take place in a manpower planning system, under various operating and policy constraints. However, none of these models has identified the manpower system costs. In this paper we have identified various manpower system costs. Further, we have developed a manpower planning model with the objective of minimizing the manpower system costs. The model has been found to be analogous to the Wagner-Whitin model in production/inventory management. A numerical example has been given to illustrate the model.     

A space-time state-space model of phytoplankton allelopathy

An integro-differential equation system with nonlocal effects of interspecific allelopathic interaction has been studied to investigate the formation of spatio-temporal structures in toxin producing phytoplankton population. The model is inherently more realistic than the usual kind of reaction-diffusion model. Bifurcation from uniform steady-state solution has been examined. Evolution of steady-state spatially periodic structure and periodic standing waves have been studied. The model helps to investigate the blooms, pulses and succession in different patches of phytoplankton population. Numerical simulations for a hypothetical set of parameter values and experimental observations have been presented to substantiate the analytical findings.     

Three dimensional finite element model to study heat flow in dermal regions of elliptical and tapered shape human limbs

In this paper a three-dimensional steady state model has been developed to study heat flow in dermal regions of tapered shape human limbs, which are elliptical in shape. The model incorporates the important biophysical parameters like blood mass flow rate, thermal conductivity and rate of metabolic heat generation. Appropriate boundary conditions have been framed using biophysical conditions. The finite element method has been employed using coaxial elliptical hexahedral elements to solve the problem. MATLAB 7.0 has been used to simulate the model and obtain numerical results.     

基于品牌价值的销售额预测模型应用研究

首先分析了企业的品牌价值与其销售额的变化情况,归纳出品牌价值与销售额之间的两个重要的变化规律.而后以此作为二者关系方程构建的基础假设,以广告反映模型(VW模型)为基础,将原模型中的广告投入变量替换为品牌价值变量,建立了品牌价值与销售额之间的关系方程.通过求解关系方程的平衡解,得到了以品牌价值为变量的销售额预测模型.最后,采用海尔集团的实际数据对所建模型的适用性和正确性进行了证明,同时还对模型的预测精度进行了检验.研究突破了以往研究一般采用时间、环境变量直接预测销售额,或是采用历史数据对销售额进行模拟预测等传统的预测方法,首次从品牌价值的角度出发研究其对销售额的影响途径及影响力度.品牌价值是能够包涵如广告投入等因素的全部信息量的重要指标,因此其能够更为全面客观地衡量商品在整个市场中的价值潜力、能够更准确地反映其未来的销售份额.     

Aplicación del método level set para modelar el proceso de combustión premezclada en un motor Otto de dos tiempos

In this paper, the numerical method level set has been used to model the combustion process in an Otto two-stroke engine. The level set has been implemented in a CFD (Computational Fluid Dynamics) software based in finite volumes. The pressure and temperature fields have been obtained, such as the propagation of the flame front. In order to validate this model, the numerically obtained results have been compared with experimental data, verifying a satisfactory concordance between both of them. Besides, the level set method has been compared with other numerical procedure, showing the difference between both results.     

A mathematical model for a distributed attack on targeted resources in a computer network

A mathematical model has been developed to analyze the spread of a distributed attack on critical targeted resources in a network. The model provides an epidemic framework with two sub-frameworks to consider the difference between the overall behavior of the attacking hosts and the targeted resources. The analysis focuses on obtaining threshold conditions that determine the success or failure of such attacks. Considering the criticality of the systems involved and the strength of the defence mechanism involved, a measure has been suggested that highlights the level of success that has been achieved by the attacker. To understand the overall dynamics of the system in the long run, its equilibrium points have been obtained and their stability has been analyzed, and conditions for their stability have been outlined.     

Molecular gas-flow over convex bodies: a physico-mathematical model for heat transfer calculation

This paper deals with a physico-mathematical model for the heat-flux over a convex body in near-free molecular flow regime. The model depends on the characteristic global physical quantity of the state of the external flux and upon two phenomenological parameters which represent the physico-chemical conditions of the gas-surface pair. The presence of these two parameters, which is due to the construction of the model by means of the theory of scattering kernels, gives the model a certain arbitrariness.To remove this limitation the model has been further identified in the sense that these parameters have been determined for a particular gas-surface pair by comparison with experimental results on a cylindrical body. The model has then been applied to a sphere in order to determine the Stanton number. Finally, these results have been approximated in terms of analytical expressions in order to simplify the model itself.