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.     

带Markov状态转换的跳扩散方程的数值解

研究了一类带Markov状态转换的跳扩散方程的数值解的问题,为讨论这类方程精确解的数值计算问题,我们给出了一种基于Euler格式的方程解的跳适应算法,并在一定的条件下,证明了基于这种新的跳适应算法所得到的方程的数值解是收敛于它的精确解,同时还给出了数值解收敛到其精确解的收敛阶数.最后,本文通过两个例子说明了这种跳适应算法的计算有效性.     

Experimental study of air–water flow in downward sloping pipes

This paper presents results from seven experimental facilities on the co-current flow of air and water in downward sloping pipes. As a function of the air flow rate, pipe diameter and pipe slope, the required water discharge to prevent air accumulation was determined. In case the water discharge was less than the required water discharge, the air accumulation and additional gas pocket head loss were measured. Results show that volumetric air discharge as small as 0.1% of the water discharge accumulate in a downward sloping section. The experimental data cover all four flow regimes of water-driven air transport: stratified, blow-back, plug and dispersed bubble flow. The analysis of the experimental results shows that different dimensionless numbers characterise certain flow regimes. The pipe Froude number determines the transition from blow-back to plug flow. The gas pocket head loss in the blow-back flow regime follows a pipe Weber number scaling. A numerical model for the prediction of the air discharge as a function of the relevant system parameters is proposed. The novelty of this paper is the presentation of experimental data and a numerical model that cover all flow regimes on air transport by flowing water in downward inclined pipes.     

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.     

国际油价波动跳跃性特征的实证分析

根据国际油价波动中存在异常跳跃的情况,本文运用EGARCH-Jump模型对国际油价波动的跳跃性特征进行了实证分析。结果表明,加入跳跃因素的模型减缓了国际油价波动的持续性,同时杠杆效应消失,表明跳跃性因素是国际油价波动的影响因素之一,也证实了国际油价波动的跳跃性特征是国际石油市场产生杠杆效应的原因。但从长期来看,跳跃性因素对国际油价波动的扰动影响并不大,国际油价的波动仍主要受正常信息的影响。总体上,EGARCH-Jump模型比普通GARCH族模型能更好地捕捉国际油价波动的动态性特征。