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51.
52.
本文考虑一种具有随机利率的风险模型。对随机利率则取一般的独立增量过程 ,得到总索赔额精算现值的各阶矩 ,并在某些条件下给出矩的具体表达式 相似文献
53.
于辉 《数学的实践与认识》2017,(1):236-246
针对满足广义Khasminskii条件的由维纳过程和泊松随机测度驱动的自变量分段连续型随机微分方程(EPCASDEs),给出了Euler方法,广义Khasminskii条件比经典条件包容了更多的EPC.ASDEs.现有文献对该类方程的研究成果较少.针对EPCASDEs在广义Khasminskii条件下证明了全局解的存在唯一性,并研究了Euler方法的依概率收敛性.给出了数值算例支持主要结论. 相似文献
54.
K. S. Matviichuk 《International Applied Mechanics》2006,42(6):699-713
Sufficient conditions for the technical stability in measure of a nonstationary control system with variable structure are
established. The controller of the system has feedback-switched filters functioning together with shaper and actuator. It
is assumed that the nonstationary parameters of the system vary within given ranges, at a finite rate, with appropriate control
laws, with adjustment against mismatch signal, its derivatives of finite order, and all variable parameters of the filter.
The parameters of the switching hyperplane remain constant. This approach for analysis of technical stability does not involve
sliding mode conditions. Criteria of technical instability in measure for the control system under consideration are formulated
using the properties of systems of comparison from below. The general criteria of technical stability and instability are
applied to nonstationary filtered-control systems of variable structure of the third order. The comparison method based on
normalized Lyapunov functions is used
__________
Translated from Prikladnaya Mekhanika, Vol. 42, No. 6, pp. 110–127, June 2006. 相似文献
55.
A theoretical analysis of nano-deep corrugated long-period waveguide gratings on a SU-8 polymer-based channel waveguide with NOA61 optical epoxy coated upper- and lower cladding is presented. The transmission spectra of the gratings show strong rejection bands both at visible (at wavelength region of 450?460 nm) and infra-red (at wavelength region of 1530?1540 nm) regions when a grating period of ?68 μm with optimized grating tooth height is considered. Phase-matching graphs are studied to find the relationship between resonance wavelength and grating period. These results show that the grating parameters significantly affect the characteristics of transmission spectra as well as the resonance wavelength of the grating. Long-period waveguide grating-based band pass filter made by use of same polymer materials are also designed and analyzed. These types of waveguide grating-based filters can widely be used for visible and infra-red wavelength sensing applications. 相似文献
56.
金属薄膜上制备的表面等离激元颜色滤波器具有很强的颜色可调性. 在200 nm厚的金膜上, 通过聚焦离子束刻蚀, 制备一系列周期逐渐变化的圆形、方形、矩形亚波长尺寸小孔方阵列表面等离激元颜色滤波器, 改变入射光的偏振方向, 观察其超透射滤波现象. 研究发现: 对于矩形小孔阵列, 其透射光颜色随入射光偏振方向的变化而改变; 而对于圆形、方形的小孔阵列, 其透射光颜色对入射光的偏振方向并不敏感. 分析表明, 对于金膜上刻蚀的小孔结构, 虽然结构的周期性导致的表面等离激元极化子会对透射光的颜色变化产生一定影响, 但是随小孔形状变化的局域表面等离激元共振才是影响透射光颜色的决定性因素. 如果入射光没有在小孔中激发出局域表面等离激元, 则表面等离激元极化子对透射光的影响也会消失. 根据不同形状小孔周期结构透射光颜色随入射光的偏振变化特点, 制备出了包含两种小孔形状的复合周期结构. 随着入射光偏振方向的改变, 该结构会显示出不同的颜色图案.
关键词:
表面等离激元极化子
局域表面等离激元
颜色滤波器
亚波长小孔阵列 相似文献
57.
This paper presents results of a theoretical and experimental study of Bragg anisotropic diffraction. The diffraction may be used for filtration of optical radiation and processing of images. Special attention is devoted to the investigation of diffraction, which provides spectral filtration simultaneously with polarization analysis of divergent optical beams. A tunable tellurium dioxide acousto-optical filter for processing of optical images is described in the paper. Some experimental results of the image analysis in visible light and in the near-infrared region of the spectrum are discussed. 相似文献
58.
P. A. Stubberud E. Awad J. W. Adams C. T. Leondes 《Journal of Optimization Theory and Applications》1993,79(2):253-272
Many digital signal processing applications require linear phase filtering. For applications that require narrow-band linear phase filtering, frequency sampling filters can implement linear phase filters more efficiently than the commonly used direct convolution filter. In this paper, a technique is developed for designing linear phase frequency sampling filters. A frequency sampling filter approximates a desired frequency response by interpolating a frequency response through a set of frequency samples taken from the desired frequency response. Although the frequency response of a frequency sampling filter passes through the frequency samples, the frequency response may not be well behaved between the specific samples. Linear programming is commonly used to control the interpolation errors between frequency samples. The design method developed in this paper controls the interpolation errors between frequency samples by minimizing the mean square error between the desired and actual frequency responses in the stopband and passband. This design method describes the frequency sampling filter design problem as a constrained optimization problem which is solved using the Lagrange multiplier optimization method. This results in a set of linear equations which when solved determine the filter's coefficients.This work was partially funded by The National Supercomputing Center for Energy and the Environment, University of Nevada Las Vegas, Las Vegas, Nevada and by NSF Grant MIP-9200581. 相似文献
59.
60.
Mark J. Ablowitz Gino Biondini Sarbarish Chakravarty Rudy L. Horne 《Optics Communications》1998,150(1-6):305-318
Collision-induced timing shifts in a wavelength-division multiplexed soliton system are computed when damping, amplification, filtering and positive dispersion management following the loss profile are included. A statistical analysis is presented which takes into account the resulting effect of the large number of collisions occurring in the fiber. Analytic expressions are derived for the root mean square timing jitter and the maximum length of error-free transmission with an arbitrary number of channels. An extensive analysis of system performance corresponding to situations with and without filters and/or dispersion management is carried out. 相似文献