马氏相依风险模型红利折现的矩

该文讨论常数红利边界下的马氏相依模型的矩的问题. 首先, 推导出破产前全部红利的折现期望、红利折现的高阶矩所满足的积分-微分方程组及相应的边界条件. 然后, 通过构造特殊的初始条件, 利用Laplace变换, 在给定的一类索赔分布下, 得到上面方程组的显式解. 最后, 给出两状态下指数索赔的数值计算结果.     

Dynamics of a ring of three coupled relaxation oscillators

The dynamics of a ring of three identical relaxation oscillators is shown to exhibit a variety of periodic motions, including clockwise and counter-clockwise wave-like modes, and a synchronous mode in which all three oscillators are in phase. The model involves individual oscillators which exhibit sudden jumps, modeling the relaxation oscillations of van der Pol oscillators. Methods include (i) numerical integration, (ii) a semi-analytical method involving solving transcendental equations numerically, and (iii) perturbation methods. A variety of bifurcations of the periodic motions are identified. This work is motivated by application to the design of a decision-making machine which can sort initial conditions according to their steady state.     

Numerical solution of Volterra integro-differential equations modelling thalamo-cortical systems

Our study concerns thalamo-cortical systems which are modelled by nonlinear systems of Volterra integro-differential equations of convolution type. The thalamo-cortical systems describe a new architecture for a neurocomputer. Such a computer employs principles of human brain. It consists of oscillators which have different frequencies and are weakly connected via a common medium forced by an external input. Since a neurocomputer consists of many interconnected oscillators (referred also as neurons), the thalamo-cortical systems include large numbers of Volterra integro-differential equations. Solving such systems numerically is expensive not only because of their large dimensions but also because of many kernel evaluations which are needed over the whole interval from the initial point, where the initial condition is imposed, up to the present point, where the computations are currently executed. Moreover, the whole computed history of the solution has to be stored in the memory of the computing machine. Therefore, robust and efficient numerical algorithms are needed for computer simulations for the solutions to the thalamocortical systems. In this paper, we illustrate an iteration technique to solve the thalamo-cortical systems. The proposed successive iterates are vector functions of time, which change the original problems into systems of easier and separated equations. Such separated equations can then be solved in parallel computing environments. Results of numerical experiments are presented for large numbers of oscillators. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A unified approach via convexity for optimal energy decay rates of finite and infinite dimensional vibrating damped systems with applications to semi-discretized vibrating damped systems

The Liapunov method is celebrated for its strength to establish strong decay of solutions of damped equations. Extensions to infinite dimensional settings have been studied by several authors (see e.g. Haraux, 1991 [11], and Komornik and Zuazua, 1990 [17] and references therein). Results on optimal energy decay rates under general conditions of the feedback is far from being complete. The purpose of this paper is to show that general dissipative vibrating systems have structural properties due to dissipation. We present a general approach based on convexity arguments to establish sharp optimal or quasi-optimal upper energy decay rates for these systems, and on comparison principles based on the dissipation property, and interpolation inequalities (in the infinite dimensional case) for lower bounds of the energy. We stress the fact that this method works for finite as well as infinite dimensional vibrating systems and as well as for applications to semi-discretized nonlinear damped vibrating PDE's. A part of this approach has been introduced in Alabau-Boussouira (2004, 2005) [1] and [2]. In the present paper, we identify a new, simple and explicit criteria to select a class of nonlinear feedbacks, for which we prove a simplified explicit energy decay formula comparatively to the more general but also more complex formula we give in Alabau-Boussouira (2004, 2005) [1] and [2]. Moreover, we prove optimality of the decay rates for this class, in the finite dimensional case. This class includes a wide range of feedbacks, ranging from very weak nonlinear dissipation (exponentially decaying in a neighborhood of zero), to polynomial, or polynomial-logarithmic decaying feedbacks at the origin. In the infinite dimensional case, we establish a comparison principle on the energy of sufficiently smooth solutions through the dissipation relation. This principle relies on suitable interpolation inequalities. It allows us to give lower bounds for the energy of smooth initial data for the one-dimensional wave equation with a distributed polynomial damping, which improves Haraux (1995) [12] lower estimate of the energy for this case. We also establish lower bounds in the multi-dimensional case for sufficiently smooth solutions when such solutions exist. We further mention applications of these various results to several classes of PDE's, namely: the locally and boundary damped multi-dimensional wave equation, the locally damped plate equation and the globally damped coupled Timoshenko beams system but it applies to several other examples. Furthermore, we show that these optimal energy decay results apply to finite dimensional systems obtained from spatial discretization of infinite dimensional damped systems. We illustrate these results on the one-dimensional locally damped wave and plate equations discretized by finite differences and give the optimal energy decay rates for these two examples. These optimal rates are not uniform with respect to the discretization parameter. We also discuss and explain why optimality results have to be stated differently for feedbacks close to linear behavior at the origin.     

Uniform stability of damped nonlinear vibrations of an elastic string

Here we are concerned about uniform stability of damped nonlinear transverse vibrations of an elastic string fixed at its two ends. The vibrations governed by nonlinear integro-differential equation of Kirchoff type, is shown to possess energy uniformly bounded by exponentially decaying function of time. The result is achieved by considering an energy-like Lyapunov functional for the system.     

Oscillations of a rigid body containing an elastic element with distributed parameters

The motions of a hybrid (discrete-continual) system, consisting of a carrier rigid body and an elastic element with distributed parameters fastened to it are investigated. Two types of fastening are considered: (1) both ends are clamped, and (2) one of the ends is clamped while the other is free. A closed system of integro-differential equations is obtained which describes the state of the system under arbitrary initial conditions and forces applied to the rigid body. The perturbed motion of the rigid body in the case of a quasi-linear restoring force is investigated using asymptotic methods. The motions are studied both when there is internal resonance between the oscillations of the rigid body and the natural oscillations of the element, and when there are no such resonances. Qualitative effects are found.     

On the numerical solution of an integro-differential equation arising from wave-power hydraulics

A convergence analysis is presented for an implicit linear multistep method for solving integro-differential equations associated with multivalued maximal monotone mappings with special reference to an equation describing the wave induced motion of a body damped by Coulomb friction.     

Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

This paper deals with the mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations. It is shown that the stochastic theta methods inherit the mean-square exponential stability property of the underlying system. Moreover, the backward Euler method is mean-square exponentially stable with less restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.     

The method of multiple scales for forced oscillators with some real-power nonlinearities in the stiffness and damping force

The steady-state response of forced damped nonlinear oscillators is considered, the restoring force of which has a non-negative real power-form nonlinear term and the linear term of which can be negative, zero or positive. The damping term is also assumed in a power form, thus covering polynomial and non-polynomial damping. The method of multiple scales with a new expansion parameter is presented in order to cover the cases when the nonlinearity is not necessarily small. Amplitude-frequency equations and approximate solutions for the steady-state response at the frequency of excitation are obtained and compared with numerical results, showing good agreement.     

Stability of Timoshenko systems with past history

We consider vibrating systems of Timoshenko type with past history acting only in one equation. We show that the dissipation given by the history term is strong enough to produce exponential stability if and only if the equations have the same wave speeds. Otherwise the corresponding system does not decay exponentially as time goes to infinity. In the case that the wave speeds of the equations are different, which is more realistic from the physical point of view, we show that the solution decays polynomially to zero, with rates that can be improved depending on the regularity of the initial data.     

磁轴承失灵后坠落转子瞬态振动灾变机理研究

研究一个带磁轴承的转子系统,在磁轴承失灵后转子坠入备用轴承引起的非线性瞬态振动。通过严格建立运动方程和数值仿真计算,详尽地分析了坠落转子转动角速度变化和轴颈与备用轴承接触点法向力变化的时间历程及备用轴承振动位移的频谱,发现系统发生灾变破坏的原因是由于高速不平衡阻尼转子减速通过临界速度时引起的强烈非稳态受迫弯曲振动加上轴颈与备用轴承接触点碰摩的非线性引起的高频颤振。     

一般风险模型的绝对破产时间(英文)

本论文研究了关于复合Possion风险模型中绝对破产的问题. 得到了关于罚金折现期望函数的积分微分方程,并在索赔函数为指数分布时,得到了关于罚金折现期望函数的确切解. 最后,作为一个新的讨论,当索赔函数为指数分布时,得到了关于恢复概率的确切值.     

The 3D compressible Euler equations with damping in a bounded domain

We proved global existence and uniqueness of classical solutions to the initial boundary value problem for the 3D damped compressible Euler equations on bounded domain with slip boundary condition when the initial data is near its equilibrium. Time asymptotically, the density is conjectured to satisfy the porous medium equation and the momentum obeys to the classical Darcy's law. Based on energy estimate, we showed that the classical solution converges to steady state exponentially fast in time. We also proved that the same is true for the related initial boundary value problem of porous medium equation and thus justified the validity of Darcy's law in large time.     

R‐weak commutativity,examples, and applications

The aim of this article is to define a new contraction and its variants in non‐Archimedean Menger probabilistic metric‐spaces, and utilize them to establish the existence of a combined common fixed point illustrating with examples. We also apply our result to integral type equations, Volterra type integral equations, damped harmonic oscillators, and nonlinear matrix equations.     

Energy decay rate of the thermoelastic Bresse system

In this paper, we study the energy decay rate for the thermoelastic Bresse system which describes the motion of a linear planar, shearable thermoelastic beam. If the longitudinal motion and heat transfer are neglected, this model reduces to the well-known thermoelastic Timoshenko beam equations. The system consists of three wave equations and two heat equations coupled in certain pattern. The two wave equations about the longitudinal displacement and shear angle displacement are effectively damped by the dissipation from the two heat equations. Actually, the corresponding energy decays exponentially like the classical one-dimensional thermoelastic system. However, the third wave equation about the vertical displacement is only weakly damped. Thus the decay rate of the energy of the overall system is still unknown. We will show that the exponentially decay rate is preserved when the wave speed of the vertical displacement coincides with the wave speed of longitudinal displacement or of the shear angle displacement. Otherwise, only a polynomial type decay rate can be obtained. These results are proved by verifying the frequency domain conditions.      

带非局部积分项常微分方程的讨论及其应用

研究带非局部积分项的二阶线性常微分方程及其在金融保险上的应用.首先讨论带非局部积分项的二阶常微分方程解的存在唯一性,通过变量代换和累次积分交换积分顺序将非局部项简化,将方程化为方程组,然后完成了对方程组解的存在唯一性的证明.接着分析了带非局部项的二阶常微分方程解的结构,给出了方程解的形式.最后通过推导,指出带非局部项的线性常微分方程在保险公司的破产概率研究中的应用,重点放在二阶方程的应用上,并且在某一特定情况下,举出了一个可以给出解析解的例子.     

Delay integro-differential inequalities with initial time difference and applications

Some comparison results for delay integro-differential inequalities starting from different initial points are formulated. The monotone iterative technique is applied to formulate sufficient conditions for existence of extremal solutions of delay integro-differential equations with initial time difference.     

Banach空间中脉冲积分-微分方程的迭代解

利用单调迭代技术,本文首先讨论了Banach空间一阶脉冲积分-微分方程初值问题最大解与最小解的存在性.在此基础上,讨论了右端项中带有一阶导数的二阶脉冲积分-微分方程初值问题最大解与最小解的存在性.最后的例子说明对导数的限制条件是可验证的.     

Banach空间中二阶积分-微分方程的初值问题

使用锥理论及单调迭代技术，首先讨论了Banach空间中一阶积分-微分方程初值问题的最小最大解的存在性，并在此基础上讨论了带有一阶微分项的二阶积分-微分方程初值问题的最小最大解的存在性。     

Well-posed solvability of volterra integro-differential equations in Hilbert space

We study the well-posed solvability of initial value problems for abstract integrodifferential equations with unbounded operator coefficients in a Hilbert space. These equations are an abstract form of linear partial integro-differential equations that arise in the theory of viscoelasticity and have a series of other important applications. We obtain results on the wellposed solvability of the considered integro-differential equations in weighted Sobolev spaces of vector functions defined on the positive half-line and ranging in a Hilbert space.