记录值中的随机序与年龄性质

研究记录值中的随机序与年龄性质．证明了任何通过两个分布函数的行为所定义的随机序,均可以被它们相应的记录值所保持,而两个随机变量之间的剩余财富序,可以导致其相应记录值序列的平均连续增量的序关系．也讨论了K-记录值的连续增量的年龄性质．     

基于GARCH模型的短期汇率预测

研究人民币对美元的汇率预测,通过对2010年7月1日至2013年11月30的周汇率平均值进行数据分析,发现其基本符合时间序列分析中的GARCH模型,因此采用该模型进行预测,预测结果比较成功。预测表明人民币呈现升值的趋势.     

折现率离散时间风险模型下最大赤字问题

在引入折现率的条件下研究离散时间风险模型,运用递推方法和全概率公式,得到了破产前盈余,破产后赤字以及它们的联合分布所满足的微分积分方程,作为推论得到了破产概率所满足的微积分方程并得出结论.     

On the global exponential stability of impulsive functional differential equations with infinite delays or finite delays

This paper considers the impulsive functional differential equations with infinite delays or finite delays. Some new sufficient conditions are obtained to guarantee the global exponential stability by employing the improved Razumikhin technique and Lyapunov functions. The result extends and improves some recent works. Moreover, the obtained Razumikhin condition is very simple and effective to implement in real problems and it is helpful to investigate the stability of delayed neural networks and synchronization problems of chaotic systems under impulsive perturbation. Finally, a numerical example and its simulation is given to show the effectiveness of the obtained result in this paper.     

Assessing the reliability of a nanocomponent using nanocrack growth

In nanoscience and nanotechnology, much attention has been given to the dual problem of designing nanocomponents with novel physical properties and how such nanocomponents can be fabricated. Receiving less attention has been the question of the nanocomponent's reliability; how does a nanocomponent fail and how long does a nanocomponent survive under typical operating conditions? High reliability is necessary to guarantee the advancement and utilization of nanocomponents due to the fact that they account for a high proportion of costs of newly designed nanosystems as well as multiscale systems. A nanocomponent is a component that is made of atoms, and its reliability is determined by these atoms. There are situations where it is hard or impossible to extract information from a nanocomponent about its relationship to its atoms. In this article, we assess the nanocomponent's reliability by using its physical properties. Specifically, it is known that nanocrack growth involves considerable statistical variability and such variability should be accounted for assessing growth. In this paper, we first provide a stochastic nanocrack growth model and then evaluate the reliability of a nanocomponent based on this model. Various properties of this model are obtained. We also evaluate the reliability of a nanocomponent under different assumptions on our proposed growth model. This paper is a modification of the extensive literature on modeling fatigue cracks in materials on a larger scale, applied to nanoscale where growth is not a function of cumulative stress on the component but related to the time to first exceedance of a threshold. Copyright © 2013 John Wiley & Sons, Ltd.     

On allocating redundancies to k‐out‐of‐ n reliability systems

For two components in series and one redundancy with their lifetimes following the proportional hazard models, we build the likelihood ratio order and the hazard rate order for lifetimes of the redundant systems. Also, for k ‐out‐of‐ n system with components’ lifetimes having the arrangement increasing joint density and the redundancies having identically distributed lifetimes, allocating more redundancies to weaker components is shown to help improve the system's reliability. Copyright © 2014 John Wiley & Sons, Ltd.     

L 2-Decay rate for non-ergodic Jackson network

We establish the additive theorem of L^2-decay rate for multi- dimensional Markov process with independent marginal processes. Using this and the decomposition method, we obtain explicit upper and lower bounds for decay rate of non-ergodic Jackson network. In some cases, we get the exact decay rate.     

A stochastic approximation for fully nonlinear free boundary parabolic problems

We present a stochastic numerical method for solving fully nonlinear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the nonlinearity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 902–929, 2014     

MATHEMATICAL STUDY OF A PEST CONTROL MODEL INCORPORATING STERILE INSECT TECHNIQUE

The menace of insect pests is a topic of major concern throughout the world. Chemical pesticides are conventionally used to control these insect pests. However, the adverse effects of these synthetic pesticides, such as high toxicity from residues in food, contamination of water and the environment resulting in human health hazard and resistance of the pest to the pesticides have necessitated development of some nonconventional approaches of biological pest control. In this research, we have focused on a mathematical model of biological pest control using the sterile insect release technique. Unlike most of the existing modeling studies in this field that mainly deal with the pest population only, we have incorporated the crop population as a distinct dynamical equation together with the fertile and sterile insect pests. Local stability analysis is performed around the crop and fertile insect free axial equilibrium, the fertile‐insect‐free boundary equilibrium, the crop‐free boundary equilibrium and the equilibrium point of coexistence. From the study we have derived a number of thresholds for the SIRR (the main parameter for our study) that cause existence and or extinction of the crop population as well as the fertile insect pests. A global study of the model system using comparison arguments revealed existence of a global attractor for the system. Numerical simulations are done to support and augment analytical results.     

解析法确定含蜡原油热质耦合的蜡分子扩散速率

蜡分子扩散过程是在热和质的广义热力学"力"耦合驱动下产生广义热力学"流"的结果,其实质是传热和传质同时存在的复杂耦合不可逆过程.基于非平衡态热力学的基本原理,推导出含蜡原油管输过程蜡分子扩散热质传递的线性唯象方程组;依据质量和能量的守恒关系,得到蜡分子扩散的传热一传质微分方程组,利用拉普拉斯变换求解到其解析解,探讨促使蜡分子扩散的动力学原因,分析输量和季节变化的不同工况对扩散速率的影响.