A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

The Asymmetric Avalanche Process

An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the generating function for the total distance covered by all particles. It gives the average velocity of particles which exhibits a phase transition from an intermittent to continuous flow. We calculated also higher cumulants and the large deviation function for the particle flow. The latter has the universal form obtained earlier for the asymmetric exclusion process and conjectured to be common for all models of the Kardar–Parisi–Zhang universality class.     

Focused ion beam Moiré method

A focused ion beam (FIB) Moiré method is proposed to measure the in-plane deformation of object in a micrometer scale. The FIB Moiré is generated by the interference between a prepared specimen grating and FIB raster scan lines. The principle of the FIB Moiré is described. The sensitivity and accuracy of deformation measurement are discussed in detail. Several specimen gratings with 0.14 and 0.20 μm spacing are used to generate FIB Moiré patterns. The FIB Moiré method is successfully used to measure the residual deformation in a micro-electro-mechanical system structure after removing the SiO₂ sacrificial layer with a 5000 lines/mm grating. The results demonstrate the feasibility of this method.     

酵母蛋白质网络的动力学性质

蛋白质-蛋白质、蛋白质-DNA相互作用网络决定了细胞中各种关键功能的执行．基于芽殖酵母(budding yeast saccharomyces cerevisiae)的蛋白质-蛋白质相互作用网络数据和相关的实验文献，我们建立了调控细胞周期和生命周期(cell cycle and life cycle)的蛋白质网络，并利用离散模型研究了该网络的动力学性质，研究表明：细胞周期网络的动力学性质具有很强的稳定性，约94％的蛋白质初态将演化到对应于生物学G1基态的稳定态，使其成为惟一的全局吸引点；同时，绝大多数的初态的演化路径都通过由G1激发态到G1基态的细胞周期演化路径，使细胞周期路径成为全局性的“吸引”路径。     

Liminf results on the increments of an (N,d)-Gaussian process

We establish some liminf theorems on the increments of a (N,d)-Gaussian process with the usual Euclidean norm, via estimating upper bounds of large deviation probabilities on the suprema of the (N,d)-Gaussian process. This revised version was published online in June 2006 with corrections to the Cover Date.     

A theoretical analysis of the TiO2/Sn doped (1 1 0) surface properties

We have used the periodic quantum-mechanical method with density functional theory at the B3LYP level in order to study TiO₂/Sn doped (1 1 0) surfaces and have investigated the structural, electronic and energy band properties of these oxides. Our calculated relaxation directions for TiO₂ is the experimental one and is also in agreement with other theoretical results. We also observe for the doped systems relaxation of lattice positions of the atoms. Modification of Sn, O and Ti charges depend on the planes and positions of the substituted atoms. Doping can modify the Fermi levels, energy gaps as well as the localization and composition of both valence and conduction band main components. Doping can also modify the chemical, electronic and optical properties of these oxides surfaces increasing their suitability for use as gas sensors and optoelectronic devices.     

加热炉内板坯粘塑性下桡变形的研究

在加热妒内，由于高温及重力作用，板坯两端的悬臂将产生下桡变形。悬臂越长，下桡将越大，导致悬臂下桡部分与出口端墙相碰，影响出料而造成事故。本文对加热炉内板坯的下桡变形进行了分析计算。首先，建立了板坯的二维非稳态导热模型并用有限差分法计算了炉内板坯随时间的温度变化；然后建立了板坯悬臂粘塑性变形模型，用有限元法计算了高温条件下由重力引起的悬臂的下桡变形。由此理论模型计算出的板坯抽出温度与悬臂端下桡量与实测结果吻合良好，说明该理论模型及模型计算方法是正确的，可用于对装钢生产进行指导。     

Dislocation unpinning model of acoustic emission from alkali halide crystals

The present paper reports the dislocation unpinning model of acoustic emission (AE) from alkali halide crystals. Equations are derived for the strain dependence of the transient AE pulse rate, peak value of the AE pulse rate and the total number of AE pulse emitted. It is found that the AE pulse rate should be maximum for a particular strain of the crystals. The peak value of the AE pulse rate should depend on the volume and strain rate of the crystals, and also on the pinning time of dislocations. Since the pinning time of dislocations decreases with increasing strain rate, the AE pulse rate should be weakly dependent on the strain rate of the crystals. The total number of AE should increase linearly with deformation and then it should attain a saturation value for the large deformation. By measuring the strain dependence of the AE pulse rate at a fixed strain rate, the time constantτ _s for surface annihilation of dislocations and the pinning timeτ _p of the dislocations can be determined. A good agreement is found between the theoretical and experimental results related to the AE from alkali halide crystals.     

Deformation of styrene—divinylbenzene copolymers and hypercrosslinked polystyrenes during solvent adsorption and desorption

An automated procedure was developed for monitoring fast changes in the size of spherical samples of polymers during their contact with a solvent or drying. The kinetics of bulk deformation in these processes was studied for a series of cross-linked polymers, viz., gel-type and porous styrene—divinylbenzene copolymers and poly(divinylbenzenes), and hypercrosslinked polystyrenes. Gel, macroporous, and hypercrosslinked polystyrenes are substantially different in the rate, mechanism, and degree of swelling, which is associated with the principal differences in their physical structures. An unusual effect of a sharp decrease followed by a temporary increase in the volume of porous polystyrene and poly(divinylbenzene) materials were observed during desorption (evaporation) of organic solvents. Water desorption is accompanied by an excessive bulk compression of porous granules giving rise to negative deformations, which gradually relax to the state equilibrium for the dry polymer. The results of dynamic desorption porometry (for water desorption) are indicative of a bimodal size distribution of micropores in hypercrosslinked polystyrene. Published in Russian in Izvestiya Akademii Nauk. Seriya Khimicheskaya, No. 3, pp. 467–476, March, 2007.     

The change of the superstructure of semicrystalline polymers during deformation: results from small-angle scattering with synchrotron radiation

The change of the superstructure of different polyethylenes during uniaxial deformation is investigated. The method used is small-angle scattering with synchrotron radiation. For branched polyethylene (Lupolen 1840D) the whole deformation range is analyzed. Beginning with superstructure of the lamellar cluster type, the superstructure partly disappears on a time scale of a few minutes and the fibrillar structure is built up. The degree of destruction and rebuilding depends on the drawing temperature. For very high molecular weight polyethylene (GUR) a reversible change of the superstructure at higher deformation ratios and at different temperatures is observed. The superstructure of (ethylene—hexene) copolymers (TIPELIN) at high draw ratios depends on the drawing temperature and is almost independent of the side group content. Interfibrillar microcracks parallel to the draw direction are produced in samples with a low side group content for draw ratios λ ≥ 1.5.