工作休假和休假中止的M/G/1排队模型的适定性

主要研究工作休假和休假中止的M/G/1排队系统,首先将对应于此系统的数学模型转化为抽象Cauchy问题,其次证明对应于此排队模型的主算子生成正压缩C0半群T(t),然后证明T(t)是局部等距的,最后证明此模型存在唯一的非负时间依赖解。     

修正的GM(1,1)残差模型在原煤销售量预测中的应用

本论研究的是提高灰色预测模型的一种方法。首先建立主模型进行预测，得到残差序列，然后对残差序列建模，对主模型进行修正，得到修正的GM(1，1)模型。将模型应用到原煤销售量的预测中，其精度明显提高。     

投入产出模型若干性质的研究

利用非负M矩阵的性质,给出了woods定理的一个新证明方法与该定理相关的推论;应用Z变换对离散型动态投入产出模型进行了求解,推导了投入产出模型的解在经济增长率、产出结构计算中的应用,并用具体实例对动态投入产出模型的经济预测与控制功能进行了实证分析.     

An inverse finance problem for estimation of the volatility

Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset. Then, using some appropriate numerical methods we try to solve this model with integral term, and terms including derivative. Finally, considering volatility as an unknown parameter, we try to estimate it by using our proposed model. For the purpose of estimating volatility, in this article, we utilize inverse problem, in which inverse problem model is first defined, and then volatility is estimated using minimization function with Tikhonov regularization.     

带干扰的多险种风险模型的破产概率

将多险种风险模型推广到带干扰项的一种新模型,讨论了收益过程的性质,并利用鞅的方法得出了破产概率所满足的Lundberg不等式及其一般公式.     

Convergence d'un modèle à vitesses discrètes pour l'équation de Boltzmann-BGK

We consider a conservative and entropie discrete-velocity model for the Bathnagar-Gross-Krook (BGK) equation. In this model, the approximation of the Maxwellian is based on a discrete entropy minimization principle. First, we prove a consistency result for this approximation. Then, we demonstrate that the discrete-velocity model possesses a unique solution. Finally, the model is written in a continuous equation form, and we prove the convergence of its solution toward a solution of the BGK equation.     

The Cauchy problem for a Bardina–Oldroyd model to the incompressible viscoelastic flow

In this paper, we study the Cauchy problem for a regularized viscoelastic fluid model in space dimension two, the Bardina–Oldroyd model, which is inspired by the simplified Bardina model for the turbulent flows of fluids, introduced by Cao et al. (2006). In particular, we obtain the local existence of smooth solutions to this model via the contraction mapping principle. Furthermore, we prove the global existence of smooth solutions to this system.     

一类保费批量到达的双险种风险模型

本文研究了一类保费与索赔均为批量到达的双险种破产模型,在特定的分布下导出了调节系数方程,得到了初始资本为u的破产概率的上界并与非批量到达的模型的破产上界进行了比较。     

Chaos control in passive walking dynamics of a compass-gait model

The compass-gait walker is a two-degree-of-freedom biped that can walk passively and steadily down an incline without any actuation. The mathematical model of the walking dynamics is represented by an impulsive hybrid nonlinear model. It is capable of displaying cyclic motions and chaos. In this paper, we propose a new approach to controlling chaos cropped up from the passive dynamic walking of the compass-gait model. The proposed technique is to linearize the nonlinear model around a desired passive hybrid limit cycle. Then, we show that the nonlinear model is transformed to an impulsive hybrid linear model with a controlled jump. Basing on the linearized model, we derive an analytical expression of a constrained controlled Poincaré map. We present a method for the numerical simulation of this constrained map where bifurcation diagrams are plotted. Relying on these diagrams, we show that the linear model is fairly close to the nonlinear one. Using the linearized controlled Poincaré map, we design a state feedback controller in order to stabilize the fixed point of the Poincaré map. We show that this controller is very efficient for the control of chaos for the original nonlinear model.     

A Hybrid Logistic Model for Case-Control Studies

For logistic regression in case-control studies, when risk factors associated with the outcome are exceedingly rare in the control group, the estimation of parameters in the model becomes difficult. In this paper, we propose a two-stage hybrid method to achieve this. In the first stage, we model the risk due to the rare factor, and in the second stage we model the residual risk due to the other factors using standard logistic model.     

Invariance and homogenization of an adaptive time gap car-following model

In this paper we consider a microscopic model of traffic flow called the adaptive time gap car-following model. This is a system of ODEs which describes the interactions between cars moving on a single line. The time gap is the time that a car needs to reach the position of the car in front of it (if the car in front of it would not move and if the moving car would not change its velocity). In this model, both the velocity of the car and the time gap satisfy an ODE. We study this model and show that under certain assumptions, there is an invariant set for which the dynamics is defined for all times and for which we have a comparison principle. As a consequence, we show rigorously that after rescaling, this microscopic model converges to a macroscopic model that can be identified as the classical LWR model for traffic.     

Global convergence of a kinetic model of chemotaxis to a perturbed Keller–Segel model

We consider a class of kinetic models of chemotaxis with two positive non-dimensional parameters coupled to a parabolic equation of the chemo-attractant. If both parameters are set equal zero, we have the classical Keller–Segel model for chemotaxis. We prove global existence of solutions of this two-parameters kinetic model and prove convergence of this model to models of chemotaxis with global existence when one of these two parameters is set equal zero. In one case, we find as a limit model a kinetic model of chemotaxis while in the other case we find a perturbed Keller–Segel model with global existence of solutions.     

一类相依的双险种风险模型的破产问题

本文讨论了一类相关保险业务的风险过程,将相依索赔的风险过程转化为古典风险模型,得出最终破产概率的一般表达式.     

GLOBAL STABILITY OF SIVS MODEL WITH SATURATION INCIDENCE, INFECTION AGE AND IMPULSIVE VACCINATED RATE

In this paper, an impulsive vaccinated strategy to eradicate SIVS epidemic model is studied. Since infection age is an important factor of epidemic progression, we incorporate the infection age into the model. In this model, we analyze the dynamic behaviors of this model and obtain that there exists an infection-free periodic solution which is globally asymptotically stable under a sufficient condition. Our results indicate that a short period of pulse or a large pulse vaccination rate is the sufficient con...     

双二项风险模型的破产概率

首先将经典的复合二项风险模型推广到保费到达过程与个体索赔过程是两个相互独立的二项过程的一种新模型，然后运用两种方法得出破产概率满足的一般公式和Lundberg不等式．     

A kinetic formulation for a model coupling free surface and pressurised flows in closed pipes

The aim of this paper is to present a kinetic formulation of a model for the coupling of transient free surface and pressurised flows. Firstly, we revisit the system of Saint-Venant equations for free surface flow: we state some properties of Saint-Venant equations, we propose a kinetic formulation and we verify that this kinetic formulation leads to a Gibbs equilibrium that minimises (in some general case) an energy and preserves the still water steady state. Secondly, we propose a model for pressurised flows in a Saint-Venant-like conservative formulation. We then propose a kinetic formulation and we verify that this kinetic formulation leads to a Gibbs equilibrium that minimises in any case an energy and preserves the still water steady state. Finally, we propose a dual model that couples these two types of flow.     

关于求解DEA原始CCR模型中最优输入输出权重的方法

本文给出了求解DEA原始CCR模型中最优输入输出权重的简便方法：首先将原始CCR模型化为线性规划模型，然后从该线性规划模型的对偶模型入手，运用单纯形法，在得到决策单元最优效率评价指数时，根据线性规划的对偶理论，得到决策单元最优输入输出权重。该权重可用在逆DEA新算法中。     

Fluctuations of interface statistical physics models applied to a stock market model

In this paper, applying the theory of fluctuations of the interfaces for statistical physics lattice models, we construct a financial model and use this financial model to describe the behavior or fluctuations of a stock price process in a stock market. By using the methods of statistical physics and under some conditions, we show that the finite dimensional distribution of a normalized random process for this financial model converges to the corresponding distribution of the Black–Scholes model.     

一类被开发的具有功能性反应的捕食模型周期解的存在性

本文研究了一类被开发的具有功能性反应（Holling-Ⅱ）的捕食模型。利用重合度理论，我们得到了这类模型周期解存在性的充分条件。     

Existence of at Least Two Periodic Solutions of a Ratio-dependent Predator-prey Model with Exploited Term

In this paper, we study a non-autonomous ratio-dependent predator-prey model with exploited term. By means of the coincidence degree theory, we establish a sufficient condition for the existence of at least two positive periodic solutions of this model.