Existence and uniqueness of perturbed reflected jump diffusion processes

In this article, we establish the existence of the solution to the càdlàg perturbed Skorohod problem. As an application, we obtain the existence and uniqueness of the solution to the perturbed reflected jump diffusion processes.     

Sudden Blocking of a Supercritical Open‐Channel Flow

This paper reports results of experiments in which a steadystate nonuniform supercritical openchannel flow was suddenly blocked by a rapidly falling gate at a downstream distance of about one hundred critical depths. This results in a hydraulic jump propagating upstream. Experimental data on the shape, height, and propagation speed of its leading front are given. It is shown that the parameters of the jump differ significantly from the values found using a quasistationary approach.     

A new method for calculating hysteretic <Emphasis Type="Italic">K</Emphasis>(<Emphasis Type="Italic">S</Emphasis>) relationship

A new method for calculating the hysteretic relationship between hydraulic conductivity (K) and suction (S) is proposed. This method uses the experimental (K–S) data of the main wetting and drying branches and predicts satisfactorily the scanning drying and wetting curves. The proposed method is applicable to those porous media where the hysteretic Θ–S relationship complies with the independent domain concept.     

Traveling wave with allowance for equilibrium radiation

Three modes of propagation of a traveling-wave front over a noncold gas with different propagation velocities are found using one thermodynamic model. When the indicated velocity is low, transition from constant values of the gas parameters on both sides of the traveling-wave front proceeds continuously. An increase in the traveling-wave velocity leads to an isothermal jump: the density and velocity of the gas undergo a strong discontinuity whereas the temperature varies continuously. With a further increase in the traveling-wave velocity, the isothermal jump disappears and the flow becomes continuous again. __________ Translated from Prikladnaya Mekhanika i Tekhnicheskaya Fizika, Vol. 47, No. 4, pp. 15–25, July–August, 2006.     

The time of deducting fees for variable annuities under the state-dependent fee structure

We investigate the total time of deducting fees for variable annuities with state-dependent fee. This fee charging method is studied recently by Bernard et al. (2014) and Delong (2014) in which the fees deducted from the policyholder’s account depend on the account value. However, both of them have not considered the problem of analyzing probabilistic properties of the total time of deducting fees. We approximate the maturity of a general variable annuity contract by combinations of exponential distributions which are (weakly) dense in the space that is composed of all probability distributions on the positive axis. Working under general jump diffusion process, we derive analytic formulas for the expectation of the time of deducting fees as well as its Laplace transform.     

跳扩散过程下的保险商偿债率模型研究

本文研究了在有金融困境成本的情况下,带有跳扩散过程的保险商偿债率(SR)模型的问题.利用Girsanov定理进行测度变换的方法以及跳扩散过程下的看涨期权定价公式,获得了保险商终期收益的现值的结果.推广了不带跳扩散过程的保险商偿债率模型的结果.     

两栖UAV滑跳动力学特性仿真研究

基于空气动力学、势流理论和二元平面滑行理论,建立了两栖UAV入水滑跳动力学模型,重点对两栖UAV入水滑跳动力学特性进行了分析,并研究了多种入水条件对滑跳状态的影响.结果显示:(1)两栖UAV触水瞬间,姿态出现明显变化,UAV出现瞬时剧烈抬头趋势;(2)两栖UAV入水攻角增大,会造成UAV较大的沾湿深度和较短的滑水时间;...     

Banach空间中带Poisson跳的随机种群方程的数值分析

本文研究Banach空间中带Poisson跳的随机种群方程,通过离散使之成为随机微分方程,进而运用显式Euler公式来分析其数值解与解析解的误差.