Compound Binomial Risk Model with Random Income in Markov Chain Environment北大核心CSCD

In this paper, I consider that the actuarial model is affected by the environmental process Θ, premium income counting process η, claim counting process I and the claim process B, and establish a compound binomial risk model with random income in Markov chain environment, which is called MRICM, for short. The characteristic five-tuple set is given. It is proved that there exists a probabilistic space (Ω, F, P), and MRICM(Θ, η, I, B) defined on it, and its characteristic five-tuple set coincides with the given one. The recursive equations of conditional ruin probability for finite time and infinite time are obtained. © 2022 Chinese Academy of Sciences. All rights reserved.     

Numerical Analysis of Time Fractional-Order Unsaturated Flow and Its Application北大核心CSCD

非饱和渗流过程的数值模拟对土质边坡稳定性分析、地下污染物迁移模拟等众多领域有着重要的意义。Richards方程由于其普遍适用性被广泛地应用,然而Richards方程所描述的渗流过程并未考虑在自然环境和实验中存在的反常扩散现象。针对这一问题,该文结合Caputo导数得到了具有更广泛渗流意义的时间分数阶Richards方程,采用有限差分法得到其离散格式并采用Picard法迭代求解,以及对分数阶参数和土水特征曲线进行了敏感性分析。最后,结合土柱入渗实验数据,比较了不同土水特征曲线下时间分数阶Richards方程得到的数值解。结果表明,VGM模型的时间分数阶Richards方程与实测数据具有更好的拟合效果,能够更好地描述地下水在非饱和土中的渗流过程。     

The Mindlin-Medick Plate Theory and Its Application Under Flexoelectricity and Temperature Effects北大核心CSCD

Based on the Hamiltonian variational principle, the 2D field equations and boundary conditions for flexoelectricity were derived, and the corresponding governing equations were obtained through substitution of the constitutive relation and geometric equations into the field equation. The in⁃plane tensile deformation, thick⁃ ness⁃stretch deformation, symmetric thickness⁃shear deformation, and their coupled flexoelectric polarization of flexoelectric nanoplates caused by inhomogeneous temperature changes, were studied. The displacement fields and electric potential fields were solved with the double Fourier series method. The results demonstrate that, all fields are sensitive to the temperature load, which raises the prospect of controlling the mechanical and electrical behaviors of flexoelectric nanoplates by means of the temperature field. The effects of the thermal field and mechanical field on the displacement field were compared and examined. The work extends the Mind⁃ lin⁃Medick plate structure analysis theory in view of the flexoelectric and temperature effects, and provides a reference for the structural design of micro⁃ and nano⁃scale devices. © 2023 Editorial Office of Applied Mathematics and Mechanics. All rights reserved.     

Potential Bifurcation Theorem for a Nonhomogeneous Operator Equation and Its Application北大核心CSCD

The bifurcation phenomenon of the operator equation λ(f1'(x)+f2'(x))=g1'(x)+g2'(x) is studied in this paper. Suppose f2'≡0, f1 and g1 are a-homogeneous, and some other suitable conditions hold, Fučík et al. obtained that each normalized LS-eigenvalue of λf1'(x)=g1'(x) is a bifurcation point of the operator equation above. This paper studies the inhomogeneous case of f1+f2. We establish the same results as theirs when f1, f2, g1 and g2 satisfy some suitable conditions. A Lyusternik-Shnirel'man theorem is obtained as a preliminary result. And for the application of our abstract theorems, the bifurcation phenomenon from arbitrary LS-eigenvalues is studied for a nonlocal elliptic problem. © 2022, Chinese Academy of Sciences. All right reserved.     

Switching Control of Nonlinear Systems Based on the Quasi-ARX Model and the SVR Algorithm北大核心CSCD

该文基于改进的含有外部输入项的准线性自回归(准ARX)径向基函数(RBF)网络模型和支持向量回归(SVR)算法,提出了一种非线性切换控制方法.改进的准ARX模型非线性部分采用RBF网络.控制系统设计过程分为三个部分:首先,利用聚类方法确定模型的非线性参数;然后,采用线性SVR算法来解决控制系统的鲁棒性问题;接下来,基于控制误差给出切换判定函数,确定切换律给出控制序列.最后通过数值仿真验证了该方法的有效性.     

Application of Enthalpy Deficit Flamelet Model in Spray Combustion Simulation北大核心CSCD

An OpenFOAM-based solver for spray combustion simulation with the large eddy simulation (LES) and the flamelet generated manifold (FGM) method, was developed. A simple reduction of the temperature was employed to account for the evaporative heat loss. The solver was firstly validated against the Sydney piloted ethanol spray flame benchmark EtF7. The predicted mean gas temperature and droplet statistics correspond well with the experimental data and have similar accuracy to the spray flamelet model. The turbulence-chemistry interaction modeling may have a larger influence on the simulation accuracy. Then a realistic gas turbine slinger combustor was simulated with 2 sets of operating conditions. The simulation results reveal different flame characteristics of the 2 working conditions. The predicted total pressure losses are close to the measured values. © 2023 Editorial Office of Applied Mathematics and Mechanics. All rights reserved.     

Autoregression Model of Time Series with Matrix Cross-Section Data北大核心CSCD

矩阵型截面数据时间序列的优点在于可以同时刻画多个对象的多个属性.本文重点研究了矩阵型截面数据时间序列的自回归模型,给出了该模型的参数估计、模型识别、白噪声检验三个方面的理论结果.最后再利用矩阵型截面数据时间序列自回归模型,对两支银行股的日收益率序列和日成交量变化率序列进行建模分析.     

Option Pricing and Hedging under a Markov Switching Lévy Process Model

In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging.     

The Panel Method for Rigid Section Group Added Mass Coefficients and Its Application to Fuel Assemblies北大核心CSCD

A numerical method based on the panel method was developed to calculate the added fluid mass coefficients of the rigid section group with arbitrarily complex shapes, and was successfully applied to the PWR fuel assemblies. The variation law of added mass coefficients with position deviations was analyzed in the seismic test of 1×5 fuel assemblies. The results show that, this method is suitable for the calculation of the added mass coefficients of rigid section groups with complex continuous boundaries. Compared with the gap between assemblies, the gap between baffles and assemblies has a dominant influence on the added mass coefficient. Regardless of the position deviation, the sum of the added mass coefficients of all assemblies and baffles in the assumed motion direction is approximately equal to –1, and that in the perpendicular direction is approximately equal to 0. © 2023 Editorial Office of Applied Mathematics and Mechanics. All rights reserved.     

f-ergodicity of Markov Process by Coupling Method北大核心CSCD

We first study the basic coupling and obtain an equation between total variation norm and the basic coupling. Then by use this equation we investigate the ergodicity property of continuous time Markov processes in general state space. For an ergodic continuous-time Markov processes, adding condition π(f) < ∞, by using the coupling method, there exists the full absorption set, such that the continuous time Markov processes are f-ergodic on it. © 2022 Chinese Academy of Sciences. All rights reserved.     

An Infectious Disease Model With Media Coverage and Limited Medical Resources北大核心CSCD

该文建立和分析了一类具有媒体报道效应和有限医疗资源的传染病动力学模型,定义了疾病的基本再生数,分析了平衡点的存在性和稳定性,给出了系统发生前向分支、后向分支和Hopf分支的条件.通过数值模拟发现：提高媒体报道的信息覆盖率或医院对病人的最大容纳量,可以显著降低疾病流行的峰值或稳态时的感染人数;随着参数变化,系统不仅可能会产生后向分支或前向分支,还可能会出现鞍结点分支、Hopf分支以及地方病平衡点稳定性随参数变化而变化等动力学行为.     

Non-Probabilistic Structural Reliability Analysis Integrating the PSO and the Kriging Model北大核心CSCD

针对复杂结构可靠性分析中面临的隐式功能函数和小样本问题,提出了一种粒子群优化和Kriging模型相结合的结构非概率可靠性分析方法。采用多维椭球描述结构不确定参数,运用粒子群优化对模型相关参数进行求解,并构建隐式功能函数的Kriging模型进行可靠性分析。三个算例结果表明所提方法有效可行,精度和效率均优于基于Kriging模型的非概率可靠性分析方法。     

Lévy Approximation of Increment Processes with Markov Switching

We study weak convergence of increment processes with embedded Markov chain switching in a series scheme. The limit process is a Lévy process where the jump part is a compound Poisson process. A result concerning the rate of convergence is also given. This study is motivated by risk theory and its applications.     

A Prediction Model for Skin Wound Suture Forces With Uncertain Material Parameters北大核心CSCD

To evaluate the forces required for the suture of skin wounds quickly and effectively, the nonlinear finite element method was used to calculate the suture forces for skin wounds with different sizes and material parameters. With the calculated results as samples, the prediction model for skin wound suture forces was constructed by means of the EBF neural network model. Given the uncertain skin material parameters influencing the reliability of numerical results, the Monte-Carlo method was used to analyze the uncertainty propagation of skin material parameters. Finally, the prediction analysis and measuring experiment of wound suture forces were carried out with pig skin specimens to verify the reliability of the method. The results showed that, the suture force increases first and then decreases according to the suture point sequence, and the peak force occurs before the center of the wound. For a 40 mm×10 mm wound, the peak suture force is about 1.7 N, and that for a 40 mm×14 mm wound is about 2.5 N. Influenced by the uncertainty of material parameters, the prediction results of suture forces fluctuate by as much as ±0.6 N. The proposed theoretical prediction model provides an effective solution to the problem of parameter uncertainty propagation for biological soft tissue materials such as skins, and makes an important mechanical reference for robotic surgical suture. © 2023 Editorial Office of Applied Mathematics and Mechanics. All rights reserved.     

Higher Singular Integral and Its Application

In this paper,the definition of higher Hadamard integral on complex ball is given,and some results are obtained.     

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching

We consider the optimal proportional reinsurance and dividend strategy. The surplus process is modeled by the classical compound Poisson risk model with regime switching. Considering a class of utility functions, the object of the insurer is to select the reinsurance and dividend strategy that maximizes the expected total discounted utility of the shareholders until ruin. By adapting the techniques and methods of stochastic control, we study the quasi-variational inequality for this classical and impulse control problem and establish a verification theorem. We show that the optimal value function is characterized as the unique viscosity solution of the corresponding quasi-variational inequality.     

Dynamics of a Diffusion Malaria Model With Vector-Bias北大核心CSCD

为了探讨季节性、蚊子叮咬的偏好性和人类的扩散对疟疾传播的影响,该文提出了一个部分退化的周期反应扩散模型.利用动力系统的持续性理论,研究了模型关于基本再生数R₀的阈值动力学.即当R₀<1时,疾病灭绝;而当R₀>1时,疾病一致持续,且会发生季节性的流行.数值上发现了忽略空间异质性和蚊子叮咬的偏好性会低估疾病传染的风险.     

Filtrations and Chow Stability Revisited北大核心CSCD

In this article we study Chow stability and K-stability on algebraic manifolds. Using the language of filtrations, we relate the Chow weight to the slope at infinity of the quantized K-energy along Bergman geodesics, which implies an inequality between δ- and δm-invariants. We also introduce a series of new invariants, which can characterize Chow Stability and K-stability. © 2022 Chinese Academy of Sciences. All rights reserved.