脉冲中立型时滞抛物方程的振动性

本文研究了一类脉冲中立型时滞抛物方程解的振动性及强振动性,获得了此类脉冲中立型时滞抛物方程解振动和强振动的代数判据.     

Three methods for analyzing forced vibration of a fluid-filled cylindrical shell

The forced vibration of an infinite elastic circular cylindrical shell filled with fluid is studied. Three methods are employed to analyze the forced vibration problem of this shell-fluid coupled system, that is, wave propagation approach (wave mode superposition), theorem of residues and a numerical integral method. In order to explain these methods more explicitly, before being used to investigate the vibration of an infinite fluid-filled elastic circular cylindrical shell, all these three methods are employed firstly to analyze the forced vibration problem of an infinite beam and an infinite elastic circular cylindrical shell in vacuo. Advantage and disadvantage of these three methods are discussed and their interesting relationship is revealed. That is, to any circumferential wavenumber and frequency of the external force, there is an unchangeable relationship between the general coordinates of various waves in the wave propagation approach and the residuals in the theorem of residues.     

厚高阶光学非线性介质Z扫描的变分法分析

利用变分法对具有五阶光学非线性介质的Z扫描特性进行了研究。通过比较，发现当介质在具有较大的五阶非线性系数或较大光强的情况下，五阶非线性项的作用是不可忽略的。这对光限制器的设计和Z扫描实验都具有一定的指导意义。     

Dubrovin赋值斜群环

本文中对一个斜群环为Dubrovin赋值环给出了一系列等价刻画,并且刻画了一个Dubrovin赋值斜群环的所有素理想.     

An Alternative Approach to the Extraction of Structure Functions in Deep Inelastic e-p Scattering at 5 to 20 GeV

Two structure functions W1(x,Q2) and W2(x,Q2) are determined by using the cross sections measured in the deep inelastic electron-proton scattering experiments at Stanford Linac in the energy range of 5 to 20 GeV. In this paper an alternative mathematical approach have been used in such determination, resulting in a larger number of points in the graphs of the structure functions.     

Controllability of Functional Integro-Differential Inclusions with an Unbounded Delay

In this paper, a sufficient condition is established for the controllability of neutral functional integro-differential inclusions with an unbounded delay in Banach spaces. The approach used is a fixed-point theorem for condensing maps due to Martelli and the theory of analytic semigroup of linear operators. Communicated by F. Zirilli Research supported by NNSF of China, by the Teaching and Research Award Program for Outstanding Young Teachers in Higher Education Institutions of the Ministry of Education of China, and by the Qing Lan Talent Engineering Fund QL-05-164 of Lanzhou Jiaotong University. The authors are grateful to Professor F. Zirilli and two anonymous referees for valuable suggestions improving this paper.     

Violation of Bell’s inequality in neutral kaons system

We show by general considerations that it is not possible to test violation of the existing versions of Bell’s inequality in entangled neutral kaons system using experimentally accessible thin regenerators. We point out the loophole in the recent argument (A Bramon and M Nowakowski, Phys. Rev. Lett. 83, 1 (1999)) that claimed such a test to be possible.     

相关系数与相关性度量

研究了度量相关性的两个主要工具:线性相关系数和尾部相关系数.线性相关系数反映了变量间的线性相关性,这对于一般的椭圆型分布是合适的.但如果随机变量具有不对称的尾部变化特征时,要用尾部相关系数描述它们之间的相关性.通过相关函数C opu la,对沪深股市的尾部相关系数进行了定量分析.结果表明:沪深股市具有较强的相关性.     

Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

Allocating unfunded liability in pension valuation under uncertainty

This paper studied the cost allocation for the unfunded liability in a defined benefit pension scheme incorporating the stochastic phenomenon of its returns. In the recent literature represented by Cairns and Parker [Insurance: Mathematics and Economics 21 (1997) 43], Haberman [Insurance: Mathematics and Economics 11 (1992) 179; Insurance: Mathematics and Economics 13 (1993) 45; Insurance: Mathematics and Economics 14 (1994) 219; Insurance: Mathematics and Economics 14 (1997) 127], Owadally and Haberman [North American Actuarial Journal 3 (1999) 105], the fund level is modeled based on the plan dynamics and the returns are generated through several stochastic processes to reflect the current realistic economic perspective to see how the contribution changed as the cost allocation period increased. In this study, we generalize the previous constant value assumption in cost amortization by modeling the returns and valuation rates simultaneously. Taylor series expansion is employed to approximate the unconditional and conditional moments of the plan contribution and fund level. Hence the stability of the plan contribution and the fund size under different allocation periods could be estimated, which provide valuable information adding to the previous works.