相依索赔的二项风险模型的破产问题

考虑一类相依索赔的二项风险模型,根据索赔额的大小随机产生一副索赔.通过引入辅助模型,研究相应模型生存概率的母函数,对任意的初始值u,得到了有限时间内生存概率的递推解,并结合保险实例进行了数值模拟.在某些特殊情形下得到有限时间生存概率和最终破产概率的明确表达式.     

一类离散马氏调节风险模型的期望惩罚函数

本文将具有马尔科夫性质的随机保费收入以及随机分红策略引入到复合二项风险模型中,运用母函数的方法,得到了不同状态下期望惩罚函数的递推公式和初始值.最后,通过一个数值例子展示了破产概率关于初始盈余和分红边界的变化情况.     

数学竞赛中的递推数列问题

在各级各类的数学竞赛中 ,大量的数列问题都是由递推关系给出的 .建立递推关系是研究数列的各种性质以及许多综合数学问题的有效手段 (例如某些组合数的计算问题 ) .因此 ,运用递推关系解决问题是一种非常重要的途径 .本文我们讨论处理递推关系的一些常用方法 .1　迭代法　迭代法就是反复运用题设所给数列 {ａｎ}的递推关系进行代换 ,每代一次 ,脚标ｎ就往下降 ,直到能用初始值表示ａｎ 为止 .但是在大多数情况下 ,迭代之后不能写成简单的形式 ,因此迭代不出任何结果 ,这时也可考虑进行适当的变换 ,然后再进行迭代 .例 1　 (1996年全国高中…     

假期中顾客以概率p进入的单重休假M/G/1排队

本文考虑单重休假M/G/1排队系统,其中在服务员休假中到达的顾客以概率p(0≤p≤1)进入系统,采用一种较简单的分析方法,得到了队长瞬态分布的拉普拉斯变换的递推表达式和稳态分布的递推表达式.另外,通过本文的研究直接导出了一些特殊情况下的相应结果.     

基于遗传算法与牛顿法的联合算法在地表发射率反演中的应用

结合遗传算法全局高效搜索和牛顿法局部细致搜索的优势,充分利用一种算法的优点弥补另一种算法的不足,进而引入一种基于遗传算法和牛顿法的联合算法,并将联合算法应用于反演地表发射率的函数关系中.结果表明,联合算法中由遗传算法提供的初始值使得牛顿法下降的速度快,且很快趋于稳定,达到精度要求;而由任意初始值提供给牛顿法,目标函数下降到一定阶段后反而有所回升,然后才保持稳定,且经和联合算法迭代相同的次数后,目标函数的值仍然非常大,远远达不到要求.因此,从可行性、计算效率上看,联合算法均优于单纯的牛顿法,是一种性能稳定,计算高效的下降方法.     

LMI优化的一种原对偶中心路径算法

系统和控制理论中许多重要的问题,都可转化为具有线性目标函数、线性矩阵不等式约束的LMI优化问题,从而使其在数值上易于求解.本文给出一种求解LMI优化问题的原对偶中心路径算法,该算法利用牛顿方法求解中心路径方程得到牛顿系统,并将该牛顿系统对称化以避免得到非对称化的搜索方向.文章详细分析了算法的计算复杂性.     

离散半马氏风险模型中的期望罚金函数（英文）

本文研究离散半马氏风险模型中的期望罚金函数,所考虑的模型包含了多个已有的风险模型,如(具有延迟索赔)复合二项模型和(具有延迟索赔)复合马氏二项模型.通过一个简单的方法得到了两状态模型中期望罚金函数的递推公式和初始值.我们也对所得结果给出了一些应用.     

Dynamic Modeling of Spatial Cooperation Between Dual-Arm Mobile Manipulators北大核心CSCD

移动机械臂进行空间协作时会产生复杂的非线性耦合,使得采用Lagrange方程或Newton-Euler法直接进行建模极为繁琐。针对双移动机械臂空间协作问题,提出了一种结合Udwadia-Kalaba (U-K)方法与Lagrange方程建立动力学模型的方法。在建模过程中,将负载简化为连杆,选择负载中心断开的方式对系统进行分解,从而避免了机械臂末端关节断开导致的末端关节转角与连杆转角的约束信息缺失问题;将分割形成的两个子系统通过Lagrange方程进行建模,得到了子系统的动力学模型;再将协作系统的固有几何关系通过约束形式引入,应用U-K方法得到了协作系统动力学模型,减少了建立动力学模型所需要的计算量;最后通过数值仿真验证了该方法所得到的动力学模型的准确性。     

一般无界区域中带有阻尼的三维可压缩欧拉方程

考虑在一般的三维无界区域中的具有滑移边界条件的带有阻尼的可压缩欧拉方程.当初始值接近平衡态时,获得了全局存在性和唯一性.同时,研究了在半空间情形下系统的衰减率.证明了经典解的L~2范数以(1+t)~(-3/4)衰减到常值背景解.     

软件可靠性模型的Bayes推断及Gibbs算法

作为重要的软件可靠性模型,JM模型的研究具有重要意义.论文研究了JM模型Bayes估计及其Gibbs算法.在先验分布确定的情况下,给出了Bayes估计的Gibbs算法,并证明了其收敛性.最后通过模拟分析发现：在1≥100,k〉600时,所得到的参数Bayes估计与初始值几乎无关.从而说明Gibbs算法的可行性.     

An iterative method for the shape reconstruction of the inverse Euler problem

This article is concerned with the shape reconstruction for the inviscid fluid governed by the Euler equations. By formulating the domain derivative of the Euler equations and applying a regularized Gauss‐Newton iterative algorithm, the numerical examples are given for recovering the shape. The results show that our theory is useful for practical purpose and the proposed algorithm is feasible. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 587–596, 2012     

混合边界条件下的三维定常 旋转Navier-Stokes方程的原始变量有限元计算

本文利用原始变量有限元法求解混合边界条件下的三维定常旋转Navier-Stokes方程,证明了离散问题解的存在唯一性,得到了有限元解的最优误差估计.给出了求解原始变量有限元逼近解的简单迭代算法,并证明了算法的收敛性.针对三维情况下计算资源的限制,采用压缩的行存储格式存储刚度矩阵的非零元素,并利用不完全的LU分解作预处理的GMRES方法求解线性方程组.最后分析了简单迭代和牛顿迭代的优劣对比,数值算例表明在同样精度下简单迭代更节约计算时间.     

Iterative parameter identification methods for nonlinear functions

This paper considers identification problems of nonlinear functions fitting or nonlinear systems modelling. A gradient based iterative algorithm and a Newton iterative algorithm are presented to determine the parameters of a nonlinear system by using the negative gradient search method and Newton method. Furthermore, two model transformation based iterative methods are proposed in order to enhance computational efficiencies. By means of the model transformation, a simpler nonlinear model is achieved to simplify the computation. Finally, the proposed approaches are analyzed using a numerical example.     

基于非线性相位恢复的X射线相位衬度断层成像算法

对全息测量下的X射线相位衬度断层成像问题提出了一种新的重建算法．该算法的主要想法是利用牛顿迭代法求解非线性的相位恢复问题．我们证明了牛顿方向满足的线性方程是非适定的,并利用共轭梯度法得到方程的正则化解．最后利用模拟数据进行了数值实验,数值结果验证了算法的合理性以及对噪声数据的数值稳定性,同时通过与线性化相位恢复算法的数值结果比较说明了新算法对探测数据不要求限制在Fresnel区域的近场,适用范围更广．     

Iterative approximate factorization for difference operators of high-order bicompact schemes for multidimensional nonhomogeneous hyperbolic systems

An iterative method for solving equations of multidimensional bicompact schemes based on an approximate factorization of their difference operators is proposed for the first time. Its algorithm is described as applied to a system of two-dimensional nonhomogeneous quasilinear hyperbolic equations. The convergence of the iterative method is proved in the case of the two-dimensional homogeneous linear advection equation. The performance of the method is demonstrated on two numerical examples. It is shown that the method preserves a high (greater than the second) order of accuracy in time and performs 3–4 times faster than Newton’s method. Moreover, the method can be efficiently parallelized.     

Generalized fractional programming: Algorithms and numerical experimentation

Several algorithms to solve the generalized fractional program are summarized and compared numerically in the linear case. These algorithms are iterative procedures requiring the solution of a linear programming problem at each iteration in the linear case. The most efficient algorithm is obtained by marrying the Newton approach within the Dinkelbach approach for fractional programming.     

A SPARSE SUBSPACE TRUNCATED NEWTON METHOD FOR LARGE-SCALE BOUND CONSTRAINED NONLINEAR OPTIMIZATION

In this paper we report a sparse truncated Newton algorithm for handling large-scale simple bound nonlinear constrained minimixation problem. The truncated Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At each iterative level, the search direction consists of three parts, one of which is a subspace truncated Newton direction, the other two are subspace gradient and modified gradient directions. The subspace truncated Newton direction is obtained by solving a sparse system of linear equations. The global convergence and quadratic convergence rate of the algorithm are proved and some numerical tests are given.     

Implicit-explicit schemes for flow equations with stiff source terms

In this paper, we design stable and accurate numerical schemes for conservation laws with stiff source terms. A prime example and the main motivation for our study is the reactive Euler equations of gas dynamics. Furthermore, we consider widely studied scalar model equations. We device one-step IMEX (implicit-explicit) schemes for these equations that treats the convection terms explicitly and the source terms implicitly.For the non-linear scalar equation, we use a novel choice of initial data for the resulting Newton solver and obtain correct propagation speeds, even in the difficult case of rarefaction initial data. For the reactive Euler equations, we choose the numerical diffusion suitably in order to obtain correct wave speeds on under-resolved meshes.We prove that our implicit-explicit scheme converges in the scalar case and present a large number of numerical experiments to validate our scheme in both the scalar case as well as the case of reactive Euler equations.Furthermore, we discuss fundamental differences between the reactive Euler equations and the scalar model equation that must be accounted for when designing a scheme.     

On the modeling and simulation of boundary flow through partially open pipe ends

The determination of boundary conditions for the Euler equations of gas dynamics in a pipe with partially open pipe ends is considered. The boundary problem is formulated in terms of the exact solution of the Riemann problem and of the St. Venant equation for quasi-steady flow so that a pressure-driven calculation of boundary conditions is defined. The resulting set of equations is solved by a Newton scheme. The proposed algorithm is able to solve for all inflow and outflow situations including choked and supersonic flow.Received: August 7, 2002; revised: November 11, 2002     

Dynamics modelling and Hybrid Suppression Control of space robots performing cooperative object manipulation

Dynamics modelling and control of multi-body space robotic systems composed of rigid and flexible elements is elaborated here. Control of such systems is highly complicated due to severe under-actuated condition caused by flexible elements, and an inherent uneven nonlinear dynamics. Therefore, developing a compact dynamics model with the requirement of limited computations is extremely useful for controller design, also to develop simulation studies in support of design improvement, and finally for practical implementations. In this paper, the Rigid–Flexible Interactive dynamics Modelling (RFIM) approach is introduced as a combination of Lagrange and Newton–Euler methods, in which the motion equations of rigid and flexible members are separately developed in an explicit closed form. These equations are then assembled and solved simultaneously at each time step by considering the mutual interaction and constraint forces. The proposed approach yields a compact model rather than common accumulation approach that leads to a massive set of equations in which the dynamics of flexible elements is united with the dynamics equations of rigid members. To reveal such merits of this new approach, a Hybrid Suppression Control (HSC) for a cooperative object manipulation task will be proposed, and applied to usual space systems. A Wheeled Mobile Robotic (WMR) system with flexible appendages as a typical space rover is considered which contains a rigid main body equipped with two manipulating arms and two flexible solar panels, and next a Space Free Flying Robotic system (SFFR) with flexible members is studied. Modelling verification of these complicated systems is vigorously performed using ANSYS and ADAMS programs, while the limited computations of RFIM approach provides an efficient tool for the proposed controller design. Furthermore, it will be shown that the vibrations of the flexible solar panels results in disturbing forces on the base which may produce undesirable errors and perturb the object manipulation task. So, it is shown that these effects can be significantly eliminated by the proposed Hybrid Suppression Control algorithm.