Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times

In this paper, we consider a compound Poisson risk model perturbed by a Brownian motion. We construct the bivariate cumulative distribution function of the claim size and interclaim time by Farlie-Gumbel-Morgenstern copula. The integro-differential equations and the Laplace transforms for the Gerber-Shiu functions are obtained. We also show that the Gerber-Shiu functions satisfy some defective renewal equations. For exponential claims, some explicit expressions are obtained, and numerical examples for the ruin probabilities are also given.     

Rational solutions of the Zakharov-Shabat equations and completely integrable systems of N particles on a line

One constructs all the decreasing rational solutions of the Kadomtsev-Petviashvili equations. The presented method allows us to identify the motion of the poles of the obtained functions with the motion of a system of N particles on a line with a Hamiltonian of the Calogero-Moser type. Thus, this Hamiltonian system is imbedded in the theory of the algebraic-geometric solutions of the Zakharov-Shabat equations.     

The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type

We consider the integral equation driven by a standard Brownian motion and fractional Brownian motion (fBm). Since fBm is not a semimartingale, we cannot use the semimartingale theory to define an integral with respect to the fBm. Furthermore, a well-developed theory of stochastic differential equations is not applicable to solve it. Existence and uniqueness conditions are obtained for a solution in the space of continuous functions with q-bounded variation, q>2.     

On the orbital stability of a periodic solution of the equations of motion of a Kovalevskaya gyroscope

The sufficient conditions for the orbital stability of a periodic solution of the equations of motion of a Kovalevskaya gyroscope in the case of Bobylev-Steklov integrability are obtained.

It is difficult to expect Lyapunov stability for the unsteady motions of a heavy solid having a fixed point since a dependence of the vibrations frequency on the initial conditions is characteristic for the simplest of them, i.e. periodic motions /1/. Moreover, a rougher property of periodic solutions of the Euler-Poisson equations, orbital stability /2/, is not the subject of special investigations in the dynamics of a solid. The algorithm of the present investigation utilizes the treatment ascribed Zhukovskii /3/ of orbital stability as the Lyapunov stability of motion for a special selection of the variable playing the part of time (see /4/ also) and the Chetayev method /5/ of constructing Lyapunov functions from the first integrals of the equations of perturbed motion. This latter circumstance enables the Chetayev method to be put in one series with the methods used in /1, 4, 6–9/, etc.     

A numerical-analytic method of studying the dispersion of elastic waves in a fixed orthotropic cylinder with a simply connected curvilinear section

We give a method of constructing the dispersion equations for waveguides made of recitilinearly orthotropic materials and having a section that is either elliptic or approximately that of a regular 2n-gon (n>-2) with rounded corners. The equations of motion for the waveguide can be integrated in series of basic particular solutions of exponential type. The dispersion functions are obtained in the form of reduced infinite determinants from homogeneous functional boundary conditions on the lateral surface of the waveguide after these conditions have been algebraized using orthogonal series expansions. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 25, 1995, pp. 97–102.     

Dynamics of a Stewart platform

The kinematics and dynamics of a Stewart platform supported by six pneumocylinders are considered. The differential equations of motion are written, and the forces providing the fulfillment of the formulated law of motion are calculated. The inertia and weight of pneumocylinders are introduced into consideration to refine the equations of motion. The obtained equations are used to study the motion of a loaded Stewart platform, providing the stability of this motion by means of feedback control. Some numerical examples are given.     

Conservative methods of controlling the rotation of a gyrostat

A method for shaping the control of the rotation of a gyrostat consisting of a rigid body, within which there are three rotors rotating about non-coplanar axes rigidly connected to the body, is discussed. The state of the system is defined by the position and angular velocity of rotation of the body, as well as by the angular velocities of the rotors. Control is achieved by torques applied to the rotors. The idea behind the proposed control method is to choose the controlling torques so that the angular velocities of rotation of the rotors are linear functions of the components of the angular velocity vector of the body. The linear dependence thus specified defines a 3 × 3 matrix, that is, a “controlled inertia tensor.” This matrix, which is specified by the parameters of the control selected, does not necessarily have the properties of an inertia tensor. As a result of such a choice of controls, the equations that define the variation of the angular velocity of the body are written in a form similar to Euler's dynamical equations. The system of equations obtained is used to formulate and solve problems of controlling the angular motion of a satellite in a circular orbit. The proposed method for constructing controlling actions enables both the Lagrangian structure of the equations of motion and the fundamental symmetries of the problem to be maintained. Expressions for the torques acting on the rotors and realizing the motion of the required classes are written in explicit form.     

Self-propulsion of a body with rigid surface and variable coefficient of lift in a perfect fluid

We study the system of a 2D rigid body moving in an unbounded volume of incompressible, vortex-free perfect fluid which is at rest at infinity. The body is equipped with a gyrostat and a so-called Flettner rotor. Due to the latter the body is subject to a lifting force (Magnus effect). The rotational velocities of the gyrostat and the rotor are assumed to be known functions of time (control inputs). The equations of motion are presented in the form of the Kirchhoff equations. The integrals of motion are given in the case of piecewise continuous control. Using these integrals we obtain a (reduced) system of first-order differential equations on the configuration space. Then an optimal control problem for several types of the inputs is solved using genetic algorithms.     

On the solution of problems of filtration with a limit gradient

The plane stable filtration of an incompressible liquid with a limit gradient is considered /1/. A special non-linear filtration law is introduced, for which the basic system of equations obtained by transformation of the hodograph /2/ has a general solution which enables the theory of functions of a complex variable to be effectively employed. As a special case the proposed law contains the law considered in /3/. Solutions of the problems of the motion produced by a source in a narrow zone, and the motion from a source-sink pair are presented.     

Mathematical Modeling and Simulation of a Flexible Shaft-Flexible Link System With End Mass

In this study, the equation of motion of a single link flexible robotic arm with end mass, which is driven by a flexible shaft, is obtained by using Hamilton's principle. The physical system is considered as a continuous system. As a first step, the kinetic energy and the potential energy terms and the term for work done by the nonconservative forces are established. Applying Hamilton's principle the variations are calculated and the time integral is constructed. After a series of mathematical manipulations the coupled equations of motion of the physical system and the related boundary conditions are obtained. Numerical solutions of equations of motion are obtained and discussed for verification of the model used.     

扁锥面网壳非线性动力分岔与混沌运动

对曲面为正三角形网格的3向扁锥面单层网壳,用拟壳法建立了轴对称非线性动力学方程．在几何非线性范围内给出了协调方程．网壳在周边固定条件下,通过Galerkin作用得到一个含2次、3次的非线性微分方程,通过求Floquet指数讨论了分岔问题．为了研究混沌运动,对一类非线性动力系统的自由振动方程进行了求解,继之给出了单层扁锥面网壳非线性自由振动微分方程的准确解,通过求Melnikov函数,给出了发生混沌的临界条件,通过数值仿真也证实了混沌运动的存在．     

Numerical Solution Based on Hat Functions for Solving Nonlinear Stochastic Itô Volterra Integral Equations Driven by Fractional Brownian Motion

This paper presents a numerical method for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion with Hurst parameter \( H \in (0,1)\) via of hat functions. Using properties of the generalized hat basis functions and fractional Brownian motion, new stochastic operational matrix of integration is achieved and the nonlinear stochastic equation is transformed into nonlinear system of algebraic equations which by solving it, an approximation solution with high accuracy is obtained. In addition, error analysis of the method is investigated, and by some examples, efficiency and accuracy of the suggested method are shown.     

判别函数定号性和变号性的几个定理及其对睡陀螺轴运动条件稳定性的应用

本文给出判别函数定号性和变号性的几个定理并给出其对睡陀螺轴运动条件稳定性的应用.从而得出睡陀螺轴运动条件稳定的必充条件.它与章动角稳定和运动方程全部变量稳定的必充条件吻合.     

Modelling of circumferential waves in cylindrical thermoelastic plates with voids

The propagation of thermoelastic waves along circumferential direction in homogeneous, isotropic, cylindrical curved solid plates with voids has been investigated in the context of linear generalized theory of thermoelasticity. The plate is subjected to stress free or rigidly fixed, thermally insulated or isothermal boundary conditions. Mathematical modeling of the problem for the considered cylindrical curved plate with voids leads to a system of coupled partial differential equations. The model has been simplified by using the Helmholtz decomposition technique and the resulting equations are solved by using the method of separation of variables. The formal solution obtained by using Bessel’s functions with complex arguments is utilized to derive the secular equations which govern the wave motion in the plate with voids. The longitudinal shear motion and axially symmetric shear vibration modes get decoupled from the rest of the motion in contrast to non-axially symmetric plane strain vibrations. These modes remain unaffected due to thermal variations and presence of voids. In order to illustrate theoretical developments, numerical solutions have been carried out for a stress free, thermally insulated or isothermal magnesium plate and are presented graphically. The obtained results are also compared with those available in the literature.     

Method of solving equations of motion of viscoelastic media

A new method is proposed for solving dynamic problems for viscoelastic media based on the introduction of potential functions and transformation of equations of motion. The equations obtained for potential functions are used for constructing the general solution in the case of the effect of moving loads on viscoelastic media with plane-parallel interfaces. The problem of the propagation of Rayleigh surface waves is solved independently of the form of the kernels of the linear operators; a formula is obtained for determining the velocity of the Rayleigh surface wave with an arbitrary form of the viscoelastic operators. A method of experimental determination of the kernels determining the linear viscoelastic operators is proposed.V. V. Kuibyshev Moscow Civil Engineering Institute. Translated from Mekhanika Polimerov, Vol. 9, No. 3, pp. 429–435, May–June, 1973.     

Approximate equations of rotational motion of a rigid body carrying a movable point mass

The dynamics of a compound system, consisting of a rigid body and a point mass, which moves in a specified way along a curve, rigidly attached to the body is investigated. The system performs free motion in a uniform gravity field. Differential equations are derived which describe the rotation of the body about its centre of mass. In two special cases, which allow of the introduction of a small parameter, an approximate system of equations of motion is obtained using asymptotic methods. The accuracy with which the solutions of the approximate system approach the solutions of the exact equations of motion is indicated. In one case, it is assumed that the point mass has a mass that is small compared with the mass of the body, and performs rapid motion with respect to the rigid body. It is shown that in this case the approximate system is integrable. A number of special motions of the body, described by the approximate system, are indicated, and their stability is investigated. In the second case, no limitations are imposed on the mass of the point mass, but it is assumed that the relative motion of the point is rapid and occurs near a specified point of the body. It is shown that, in the approximate system, the motion of the rigid body about its centre of mass is Euler–Poinsot motion.     

New cases of integrability in dynamics of a rigid body with the cone form of its shape interacting with a medium

The purpose of the activity is to elaborate the qualitative methods for studying the dynamics of rigid bodies interacting with a resisting medium under quasistationarity conditions. This material refers equally to the qualitative theory of ordinary differential equations and the dynamics of rigid bodies. We use the properties of body's motion in a medium under conditions of the jet flow past this body. We study the plane model problems of the motion of a body with the cone form of its shape in a resisting medium. The new families of phase portraits of variable dissipation systems are obtained, their absolute or relative roughness is demonstrated. The integrable cases of equations of motion of rigid bodies are found. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The equations of motion of a rigid body without parametrization of rotations

New dynamic equations are proposed for a rigid body, without using local parametrization of the rotation group to describe the rotational part of the motion. A simple system of differential-algebraic equations, well suited for constructing the equations of motion of articulated bodies, is obtained.